Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

Experimental assessment of environmental decay effects in masonry via non destructive diagnostic techniques and mechanical tests

Environmental decay in porous masonry materials, such as brick and mortar, is a widespread problem concerning both new and historic masonry structures. The decay mechanisms are quite complex dependng upon several interconnected parameters and from the interaction with the specific micro-climate. Materials undergo aesthetical and substantial changes in character but while many studies have been carried out, the mechanical aspect has been largely understudied while it bears true importance from the structural viewpoint. A quantitative assessment of the masonry material degradation and how it affects the load-bearing capacity of masonry structures appears missing. The research work carried out, limiting the attention to brick masonry addresses this issue through an experimental laboratory approach via different integrated testing procedures, both non-destructive and mechanical, together with monitoring methods. Attention was focused on transport of moisture and salts and on the damaging effects caused by the crystallization of two different salts, sodium chloride and sodium sulphate. Many series of masonry specimens, very different in size and purposes were used to track the damage process since its beginning and to monitor its evolution over a number of years Athe same time suitable testing techniques, non-destructive, mini-invasive, analytical, of monitoring, were validated for these purposes. The specimens were exposed to different aggressive agents (in terms of type of salt, of brine concentration, of artificial vs. open-air natural ageing, …), tested by different means (qualitative vs. quantitative, non destructive vs. mechanical testing, punctual vs. wide areas, …), and had different size (1-, 2-, 3-header thick walls, full-scale walls vs. small size specimens, brick columns and triplets vs. small walls, masonry specimens vs. single units of brick and mortar prisms, …). Different advanced testing methods and novel monitoring techniques were applied in an integrated holistic approach, for quantitative assessment of masonry health state.

Shaking table tests of structures with hysteretic dampers: experimental results vs. prediction using non-linear static methods

The use of seismic hysteretic dampers for passive control is increasing exponentially in recent years for both new and existing buildings. In order to utilize hysteretic dampers within a structural system, it is of paramount importance to have simplified design procedures based upon knowledge gained from theoretical studies and validated with experimental results. Non-linear Static Procedures (NSPs) are presented as an alternative to the force-based methods more common nowadays. The application of NSPs to conventional structures has been well established; yet there is a lack of experimental information on how NSPs apply to systems with hysteretic dampers. In this research, several shaking table tests were conducted on two single bay and single story 1:2 scale structures with and without hysteretic dampers. The maximum response of the structure with dampers in terms of lateral displacement and base shear obtained from the tests was compared with the prediction provided by three well-known NSPs: (1) the improved version of the Capacity Spectrum Method (CSM) from FEMA 440; (2) the improved version of the Displacement Coefficient Method (DCM) from FEMA 440; and (3) the N2 Method implemented in Eurocode 8. In general, the improved version of the DCM and N2 methods are found to provide acceptable accuracy in prediction, but the CSM tends to underestimate the response.

The need for competence tests : Queensland judicial perspectives on non-accused child witnesses in criminal proceedings : Part 1.

To examine the question of whether Queensland judicial officers endorse the need for competence tests for non-accused child witnesses in criminal proceedings, a mail survey was sent to judicial officers - questions considered the need to distinguish between children's sworn and unsworn evidence - relevance of age to competence - desirability of competence test formalities.

The content of competence tests: Queensland judicial perspectives on non-accused child witnesses in criminal proceedings: Part 2

Part 1 appeared in UNIVERSITY OF QUEENSLAND LAW JOURNAL 22 (2) 2003 : 199-223 (AGIS 04/2890) - judicial perspectives on the content of competence tests for sworn and unsworn evidence - substantive criteria may vary according to whether a child is to testify sworn or unsworn - formal framing may vary given a judicial appraisal of a child's capacity and understanding - referability of competence tests to the Queensland legislation.

Sur des estimateurs et des tests non-paramétriques pour des distributions et copules conditionnelles

Pour modéliser un vecteur aléatoire en présence d'une co-variable, on peut d'abord faire appel à la fonction de répartition conditionnelle. En effet, cette dernière contient toute l'information ayant trait au comportement du vecteur étant donné une valeur prise par la co-variable. Il peut aussi être commode de séparer l'étude du comportement conjoint du vecteur de celle du comportement individuel de chacune de ses composantes. Pour ce faire, on utilise la copule conditionnelle, qui caractérise complètement la dépendance conditionnelle régissant les différentes associations entre les variables. Dans chacun des cas, la mise en oeuvre d'une stratégie d'estimation et d'inférence s'avère une étape essentielle à leur utilisant en pratique. Lorsqu'aucune information n'est disponible a priori quant à un choix éventuel de modèle, il devient pertinent d'opter pour des méthodes non-paramétriques. Le premier article de cette thèse, co-écrit par Jean-François Quessy et moi-même, propose une façon de ré-échantillonner des estimateurs non-paramétriques pour des distributions conditionnelles. Cet article a été publié dans la revue Statistics and Computing. En autres choses, nous y montrons comment obtenir des intervalles de confiance pour des statistiques s'écrivant en terme de la fonction de répartition conditionnelle. Le second article de cette thèse, co-écrit par Taoufik Bouezmarni, Jean-François Quessy et moi-même, s'affaire à étudier deux estimateurs non-paramétriques de la copule conditionnelles, proposés par Gijbels et coll. en présence de données sérielles. Cet article a été soumis dans la revue Statistics and Probability Letters. Nous identifions la distribution asymptotique de chacun de ces estimateurs pour des données mélangeantes. Le troisième article de cette thèse, co-écrit par Taoufik Bouezmarni, Jean-François Quessy et moi-même, propose une nouvelle façon d'étudier les relations de causalité entre deux séries chronologiques. Cet article a été soumis dans la revue Electronic Journal of Statistics. Dans cet article, nous utilisons la copule conditionnelle pour caractériser une version locale de la causalité au sens de Granger. Puis, nous proposons des mesures de causalité basées sur la copule conditionnelle. Le quatrième article de cette thèse, co-écrit par Taoufik Bouezmarni, Anouar El Ghouch et moi-même, propose une méthode qui permette d'estimer adéquatement la copule conditionnelle en présence de données incomplètes. Cet article a été soumis dans la revue Scandinavian Journal of Statistics. Les propriétés asymptotiques de l'estimateur proposé y sont aussi étudiées. Finalement, la dernière partie de cette thèse contient un travail inédit, qui porte sur la mise en oeuvre de tests statistiques permettant de déterminer si deux copules conditionnelles sont concordantes. En plus d'y présenter des résultats originaux, cette étude illustre l'utilité des techniques de ré-échantillonnage développées dans notre premier article.

Utility and safety of invasive (fractional flow reserve) and non-invasive (cardiac magnetic resonance imaging) diagnostic tests in patients with NSTEMI

A prospective randomised controlled clinical trial of treatment decisions informed by invasive functional testing of coronary artery disease severity compared with standard angiography-guided management was implemented in 350 patients with a recent non-ST elevation myocardial infarction (NSTEMI) admitted to 6 hospitals in the National Health Service. The main aims of this study were to examine the utility of both invasive fractional flow reserve (FFR) and non-invasive cardiac magnetic resonance imaging (MRI) amongst patients with a recent diagnosis of NSTEMI. In summary, the findings of this thesis are: (1) the use of FFR combined with intravenous adenosine was feasible and safe amongst patients with NSTEMI and has clinical utility; (2) there was discordance between the visual, angiographic estimation of lesion significance and FFR; (3). The use of FFR led to changes in treatment strategy and an increase in prescription of medical therapy in the short term compared with an angiographically guided strategy; (4) in the incidence of major adverse cardiac events (MACE) at 12 months follow up was similar in the two groups. Cardiac MRI was used in a subset of patients enrolled in two hospitals in the West of Scotland. T1 and T2 mapping methods were used to delineate territories of acute myocardial injury. T1 and T2 mapping were superior when compared with conventional T2-weighted dark blood imaging for estimation of the ischaemic area-at-risk (AAR) with less artifact in NSTEMI. There was poor correlation between the angiographic AAR and MRI methods of AAR estimation in patients with NSTEMI. FFR had a high accuracy at predicting inducible perfusion defects demonstrated on stress perfusion MRI. This thesis describes the largest randomized trial published to date specifically looking at the clinical utility of FFR in the NSTEMI population. We have provided evidence of the diagnostic and clinical utility of FFR in this group of patients and provide evidence to inform larger studies. This thesis also describes the largest ever MRI cohort, including with myocardial stress perfusion assessments, specifically looking at the NSTEMI population. We have demonstrated the diagnostic accuracy of FFR to predict reversible ischaemia as referenced to a non-invasive gold standard with MRI. This thesis has also shown the futility of using dark blood oedema imaging amongst all comer NSTEMI patients when compared to novel T1 and T2 mapping methods.

Breastfeeding and non-nutritive sucking patterns related to the prevalence of anterior open bite in primary dentition

OBJECTIVE: Nutritional, immunological and psychological benefts of exclusive breastfeeding for the frst 6 months of life are unequivocally recognized. However, mothers should also be aware of the importance of breastfeeding for promoting adequate oral development. This study evaluated the association between breastfeeding and non-nutritive sucking patterns and the prevalence of anterior open bite in primary dentition. MATERIAL AND METHODS: Infant feeding and non-nutritive sucking were investigated in a 3-6 year-old sample of 1,377 children, from São Paulo city, Brazil. Children were grouped according to breastfeeding duration: G1 - non-breastfed, G2 - shorter than 6 months, G3 - interruption between 6 and 12 months, and G4 - longer than 12 months. Three calibrated dentists performed clinical examinations and classifed overbite into 3 categories: normal, anterior open bite and deep bite. Chi-square tests (p<0.05) with odds ratio (OR) calculation were used for intergroup comparisons. The impact of breastfeeding and non-nutritive sucking on the prevalence of anterior open bite was analyzed using binary logistic regression. RESULTS: The prevalence estimates of anterior open bite were: 31.9% (G1), 26.1% (G2), 22.1% (G3), and 6.2% (G4). G1 would have signifcantly more chances of having anterior open bite compared with G4; in the total sample (OR=7.1) and in the subgroup without history of non-nutritive sucking (OR=9.3). Prolonging breastfeeding for 12 months was associated with a 3.7 times lower chance of having anterior open bite. In each year of persistence with non-nutritive sucking habits, the chance of developing this malocclusion increased in 2.38 times. CONCLUSIONS: Breastfeeding and non-nutritive sucking durations demonstrated opposite effects on the prediction of anterior open bite. Non-breastfed children presented signifcantly greater chances of having anterior open bite compared with those who were breastfed for periods longer than 12 months, demonstrating the benefcial infuence of breastfeeding on dental occlusion.

Dental caries and related factors in Brazilian children from fluoridated and non-fluoridated areas

PURPOSE: To compare the caries prevalence, saliva buffering capacity (SBC), oral hygiene (OH), dietary habits, family income (FI) and frequency of visits to a dental office (Do) between Brazilian children living in areas with and without fluoridated public water supply. METHODS: Forty-six 5-7-year-old preschoolers were selected in Itatiba, SP, Brazil; 19 were from a fluoridated area, and 27 were from a non-fluoridated area. The caries index was determined according to the World Health Organization criteria, and the SBC was assessed by titration with hydrochloric acid. The FI, frequency of OH and visits to Do were estimated by questionnaire. The dietary habits were assessed with a diet chart. The differences between the groups were analyzed with Mann-Whitney-U tests (α=0.05). RESULTS: Children from the non-fluoridated area showed significantly higher dmft/DMFT than those from the fluoridated area, but they showed significantly lower SBC, OH frequency and FI. No significant differences were observed between the areas for dietary habits and visits to Do. CONCLUSION: Children from fluoridated areas showed higher salivary buffering capacity, family income and oral hygiene frequency as well as lower caries prevalence, supporting the beneficial effect of fluoride in the tap water for caries prevention.

Prevalence of non-communicable diseases in Brazilian children: follow-up at school age of two Brazilian birth cohorts of the 1990's

Background: Few cohort studies have been conducted in low and middle-income countries to investigate non-communicable diseases among school-aged children. This article aims to describe the methodology of two birth cohorts, started in 1994 in Ribeirao Preto (RP), a more developed city, and in 1997/98 in Sao Luis (SL), a less developed town. Methods: Prevalences of some non-communicable diseases during the first follow-up of these cohorts were estimated and compared. Data on singleton live births were obtained at birth (2858 in RP and 2443 in SL). The follow-up at school age was conducted in RP in 2004/05, when the children were 9-11 years old and in SL in 2005/06, when the children were 7-9 years old. Follow-up rates were 68.7% in RP (790 included) and 72.7% in SL (673 participants). The groups of low (<2500 g) and high (>= 4250 g) birthweight were oversampled and estimates were corrected by weighting. Results: In the more developed city there was a higher percentage of non-nutritive sucking habits (69.1% vs 47.9%), lifetime bottle use (89.6% vs 68.3%), higher prevalence of primary headache in the last 15 days (27.9% vs 13.0%), higher positive skin tests for allergens (44.3% vs 25.3%) and higher prevalence of overweight (18.2% vs 3.6%), obesity (9.5% vs 1.8%) and hypertension (10.9% vs 4.6%). In the less developed city there was a larger percentage of children with below average cognitive function (28.9% vs 12.2%), mental health problems (47.4% vs 38.4%), depression (21.6% vs 6.0%) and underweight (5.8% vs 3.6%). There was no difference in the prevalence of bruxism, recurrent abdominal pain, asthma and bronchial hyperresponsiveness between cities. Conclusions: Some non-communicable diseases were highly prevalent, especially in the more developed city. Some high rates suggest that the burden of non-communicable diseases will be high in the future, especially mental health problems.

Effects of recovery type after a judo match on blood lactate and performance in specific and non-specific judo tasks

The objective of the present study was to verify if active recovery (AR) applied after a judo match resulted in a better performance when compared to passive recovery (PR) in three tasks varying in specificity to the judo and in measurement of work performed: four upper-body Wingate tests (WT); special judo fitness test (SJFT); another match. For this purpose, three studies were conducted. Sixteen highly trained judo athletes took part in study 1, 9 in study 2, and 12 in study 3. During AR judokas ran (15 min) at the velocity corresponding to 70% of 4 mmol l(-1) blood lactate intensity (similar to 50% (V) over dotO(2) peak), while during PR they stayed seated at the competition area. The results indicated that the minimal recovery time reported in judo competitions (15 min) is long enough for sufficient recovery of WT performance and in a specific high-intensity test (SJFT). However, the odds ratio of winning a match increased ten times when a judoka performed AR and his opponent performed PR, but the cause of this phenomenon cannot be explained by changes in number of actions performed or by changes in match`s time structure.

Non-Equilibrium Reaction Rates in the Macroscopic Chemistry Method for DSMC Calculations

The Direct Simulation Monte Carlo (DSMC) method is used to simulate the flow of rarefied gases. In the Macroscopic Chemistry Method (MCM) for DSMC, chemical reaction rates calculated from local macroscopic flow properties are enforced in each cell. Unlike the standard total collision energy (TCE) chemistry model for DSMC, the new method is not restricted to an Arrhenius form of the reaction rate coefficient, nor is it restricted to a collision cross-section which yields a simple power-law viscosity. For reaction rates of interest in aerospace applications, chemically reacting collisions are generally infrequent events and, as such, local equilibrium conditions are established before a significant number of chemical reactions occur. Hence, the reaction rates which have been used in MCM have been calculated from the reaction rate data which are expected to be correct only for conditions of thermal equilibrium. Here we consider artificially high reaction rates so that the fraction of reacting collisions is not small and propose a simple method of estimating the rates of chemical reactions which can be used in the Macroscopic Chemistry Method in both equilibrium and non-equilibrium conditions. Two tests are presented: (1) The dissociation rates under conditions of thermal non-equilibrium are determined from a zero-dimensional Monte-Carlo sampling procedure which simulates ‘intra-modal’ non-equilibrium; that is, equilibrium distributions in each of the translational, rotational and vibrational modes but with different temperatures for each mode; (2) The 2-D hypersonic flow of molecular oxygen over a vertical plate at Mach 30 is calculated. In both cases the new method produces results in close agreement with those given by the standard TCE model in the same highly nonequilibrium conditions. We conclude that the general method of estimating the non-equilibrium reaction rate is a simple means by which information contained within non-equilibrium distribution functions predicted by the DSMC method can be included in the Macroscopic Chemistry Method.

Predicting sprint running times from isokinetic and squat lift tests: A regression analysis

This study examined the relationship between isokinetic hip extensor/hip flexor strength, 1-RM squat strength, and sprint running performance for both a sprint-trained and non-sprint-trained group. Eleven male sprinters and 8 male controls volunteered for the study. On the same day subjects ran 20-m sprints from both a stationary start and with a 50-m acceleration distance, completed isokinetic hip extension/flexion exercises at 1.05, 4.74, and 8.42 rad.s(-1), and had their squat strength estimated. Stepwise multiple regression analysis showed that equations for predicting both 20-m maximum velocity nm time and 20-m acceleration time may be calculated with an error of less than 0.05 sec using only isokinetic and squat strength data. However, a single regression equation for predicting both 20-m acceleration and maximum velocity run times from isokinetic or squat tests was not found. The regression analysis indicated that hip flexor strength at all test velocities was a better predictor of sprint running performance than hip extensor strength.

Parametric analyses of anxiety in zebrafish scototaxis

Scototaxis, the preference for dark environments in detriment of bright ones, is an index of anxiety in zebrafish. In this work, we analyzed avoidance of the white compartment by analysis of the spatiotemporal pattern of exploratory behavior (time spent in the white compartment of the apparatus and shuttle frequency between compartments) and swimming ethogram (thigmotaxis, freezing and burst swimming in the white compartment) in four experiments. In Experiment 1, we demonstrate that spatiotemporal measures of white avoidance and locomotion do not habituate during a single 15-min session. In Experiments 2 and 3, we demonstrate that locomotor activity habituates to repeated exposures to the apparatus, regardless of whether inter-trial interval is 15-min or 24-h; however, no habituation of white avoidance was observed in either experiment. In Experiment 4, we confined animals for three 15-min sessions in the white compartment prior to recording spatiotemporal and ethogram measures in a standard preference test. After these forced exposures, white avoidance and locomotor activity showed no differences in relation to non-confined animals, but burst swimming, thigmotaxis and freezing in the white compartment were all decreased. These results suggest that neither avoidance of the white compartment nor approach to the black compartment account for the behavior of zebrafish in the scototaxis test. (C) 2010 Elsevier B.V. All rights reserved.

A long-term prospective randomized controlled study of non-specific interstitial pneumonia (NSIP) treatment in scleroderma

The association of cyclophosphamide (CYC) and prednisone (PRED) for the treatment of lung fibrosis in systemic sclerosis (SSc) was only evaluated in uncontrolled studies, although in idiopathic interstitial lung disease (ILD) this association seems to be beneficial in patients with non-specific interstitial pneumonia (NSIP). Objectives: To treat SSc-ILD in a prospective open-label controlled study based on lung pattern during 12 months of treatment. Methods: A 3-year analysis was also performed. Twenty-four consecutive patients with SSc and ILD were submitted to an open lung biopsy. Eighteen patients (NSIP) were randomized in two groups: CYC versus CYC + PRED during 12 months. Lung function tests (diffusion lung capacity of monoxide carbone corrected for hemoglobin concentration (DLCO-Hb), forced vital capacity (FVC), total lung capacity) and Modified Rodnan Skin Score (MRSS) were performed before, after one of treatment and after 3 years from the end of the treatment. Results: Pulmonary function tests were similar in both groups on baseline. After 1 year of treatment, FVC% was comparable between CYC groups (p = 0.72) and in CYC + PRED (p = 0.40). Three years after the end of treatment, FVC% values (p = 0.39 in group CYC and p = 0.61 in CYC + PRED and p = 0.22 in CYC + PRED) and DLCO-Hb (p = 0.54 in CYC and p = 0.28 in CYC + PRED) were similar compared to 1 year of treatment. We observed a reduction of the MRSS in the CYC + PRED group after 1 year of treatment (p = 0.02); although after 3 years, MRSS values remained stable in both groups. Conclusions: CYC was effective to stabilize lung function parameters in NSIP lung pattern of SSc disease for 3 years after the end of a 1-year therapy.