Aggregate vs disaggregate data analysis: a paradox in the estimation of money demand function of Japan under the low interest rate policy

We investigate the issue of whether there was a stable money demand function for Japan in 1990's using both aggregate and disaggregate time series data. The aggregate data appears to support the contention that there was no stable money demand function. The disaggregate data shows that there was a stable money demand function. Neither was there any indication of the presence of liquidity trapo Possible sources of discrepancy are explored and the diametrically opposite results between the aggregate and disaggregate analysis are attributed to the neglected heterogeneity among micro units. We also conduct simulation analysis to show that when heterogeneity among micro units is present. The prediction of aggregate outcomes, using aggregate data is less accurate than the prediction based on micro equations. Moreover. policy evaluation based on aggregate data can be grossly misleading.

Generalized linear mixed models for the genetic evaluation of binary reproductive traits: a simulation study

The objective of this study was to evaluate the use of probit and logit link functions for the genetic evaluation of early pregnancy using simulated data. The following simulation/analysis structures were constructed: logit/logit, logit/probit, probit/logit, and probit/probit. The percentages of precocious females were 5, 10, 15, 20, 25 and 30% and were adjusted based on a change in the mean of the latent variable. The parametric heritability (h²) was 0.40. Simulation and genetic evaluation were implemented in the R software. Heritability estimates (ĥ²) were compared with h² using the mean squared error. Pearson correlations between predicted and true breeding values and the percentage of coincidence between true and predicted ranking, considering the 10% of bulls with the highest breeding values (TOP10) were calculated. The mean ĥ² values were under- and overestimated for all percentages of precocious females when logit/probit and probit/logit models used. In addition, the mean squared errors of these models were high when compared with those obtained with the probit/probit and logit/logit models. Considering ĥ², probit/probit and logit/logit were also superior to logit/probit and probit/logit, providing values close to the parametric heritability. Logit/probit and probit/logit presented low Pearson correlations, whereas the correlations obtained with probit/probit and logit/logit ranged from moderate to high. With respect to the TOP10 bulls, logit/probit and probit/logit presented much lower percentages than probit/probit and logit/logit. The genetic parameter estimates and predictions of breeding values of the animals obtained with the logit/logit and probit/probit models were similar. In contrast, the results obtained with probit/logit and logit/probit were not satisfactory. There is need to compare the estimation and prediction ability of logit and probit link functions.

Static simulation of bulk and selected surfaces of anatase TiO2

A theoretical investigation has been carried out to characterize bulk and selected surfaces of anatase TiO2. The calculations are performed using a B3LYP hybrid functional and 6-31G basis set within the periodic density functional approximation. Optimization procedures have been employed to determine the equilibrium geometry of the crystal and slab surface models. The compressibility, band structure, and the bulk and surface charge distributions are reported. The surface relative energies are identified to follow the sequence: (001) < (101) < (100) much less than (110) < < < (111), from the most stable surface to the least stable one. Relaxation of (001) and (101) surfaces are moderate, with no displacements exceeding; approximate to0.19 Angstrom. The theoretical results are compared with previous theoretical studies and available experimental data. (C) 2001 Elsevier B.V. B.V. All rights reserved.

Multi-Agent Simulation of Urban Social Dynamics for Spatial Load Forecasting

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modeling grouped survival data with time-dependent covariates

In this article, proportional hazards and logistic models for grouped survival data were extended to incorporate time-dependent covariates. The extension was motivated by a forestry experiment designed to compare five different water stresses in Eucalyptus grandis seedlings. The response was the seedling lifetime. The data set was grouped since there were just three occasions in which the seedlings was visited by the researcher. In each of these occasions also the shoot height was measured and therefore it is a time-dependent covariate. Both extended models were used in this example, and the results were very similar.

Choosing between Cox proportional hazards and logistic models for interval-censored data via bootstrap

This work develops a new methodology in order to discriminate models for interval-censored data based on bootstrap residual simulation by observing the deviance difference from one model in relation to another, according to Hinde (1992). Generally, this sort of data can generate a large number of tied observations and, in this case, survival time can be regarded as discrete. Therefore, the Cox proportional hazards model for grouped data (Prentice & Gloeckler, 1978) and the logistic model (Lawless, 1982) can befitted by means of generalized linear models. Whitehead (1989) considered censoring to be an indicative variable with a binomial distribution and fitted the Cox proportional hazards model using complementary log-log as a link function. In addition, a logistic model can be fitted using logit as a link function. The proposed methodology arises as an alternative to the score tests developed by Colosimo et al. (2000), where such models can be obtained for discrete binary data as particular cases from the Aranda-Ordaz distribution asymmetric family. These tests are thus developed with a basis on link functions to generate such a fit. The example that motivates this study was the dataset from an experiment carried out on a flax cultivar planted on four substrata susceptible to the pathogen Fusarium oxysoprum. The response variable, which is the time until blighting, was observed in intervals during 52 days. The results were compared with the model fit and the AIC values.

Simulation results and applications of an advection bounded scheme to practical flows

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

An overview of biodiesel soil pollution: Data based on cytotoxicity and genotoxicity assessments

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Comparison between univariate and bivariate geostatistical models for estimating catch per unit of effort (cpue): A simulation study

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Strain Gauge Analysis of the Effect of Porcelain Firing Simulation on the Prosthetic Misfit of Implant-Supported Frameworks

Objectives: This study investigated the effect of porcelain firing on the misfit of implant-supported frameworks and analyzed the influence of preheat treatment on the dimensional alterations.Materials and Methods: Four external-hex cylindrical implants were placed in polyurethane block. Ten frameworks of screw-retained implant-supported prostheses were cast in Pd-Ag using 2 procedures: (1) control group (CG, n = 5): cast in segments and laser welded; and test group (TG, n = 5): cast in segments, preheated, and laser welded. All samples were subjected to firing to simulate porcelain veneering firing. Strain gauges were bonded around the implants, and microstrain values (mu epsilon = 10(-6)epsilon) were recorded after welding (M1), oxidation cycle (M2), and glaze firing (M3). Data were statistically analyzed (2-way analysis of variance, Bonferroni, alpha = 0.05).Results: The microstrain value in the CG at M3 (475.2 mu epsilon) was significantly different from the values observed at M1 (355.6 mu epsilon) and M2 (413.9 mu epsilon). The values at M2 and M3 in the CG were not statistically different. Microstrain values recorded at different moments (M1: 361.6 mu epsilon/M2: 335.3 mu epsilon/M3: 307.2 mu epsilon) did not show significant difference.Conclusions: The framework misfit deteriorates during firing cycles of porcelain veneering. Metal distortion after porcelain veneering could be controlled by preheat treatment. (Implant Dent 2012;21:225-229)

Numerical simulation of a radial diffuser turbulent airflow

In the present work are presented results from numerical simulations performed with the ANSYS-CFX (R) code. We have studied a radial diffuser flow case, which is the main academic problem used to study the flow behavior on flat plate valves. The radial flow inside the diffuser has important behavior such as the turbulence decay downstream and recirculation regions inside the valve flow channel due to boundary layer detachment. These flow structures are present in compressor reed valve configurations, influencing to a greater extent the compressor efficiency. The main target of the present paper was finding the simulation set-up (computational domain, boundary conditions and turbulence model) that better fits with experimental data published by Tabatabai and Pollard. The local flow turbulence and velocity profiles were investigated using four different turbulence models, two different boundary conditions set-up, two different computational domains and three different flow conditions (Re-in - Reynolds number at the diffuser inlet). We used the Reynolds stress (BSL); the k-epsilon; the RNG k-epsilon; and the shear stress transport (SST) k-omega turbulence models. The performed analysis and comparison of the computational results with experimental data show that the choice of the turbulence model, as well as the choice of the other computational conditions, plays an important role in the results physical quality and accuracy. (c) 2007 Elsevier B.V. All rights reserved.

Electrochemical genosensors for the detection of Bonamia parasite. Selection of single strand-DNA (ssDNA) probes by simulation of the secondary structure folding

A post-PCR nucleic acid work by comparing experimental data, from electrochemical genosensors, and bioinformatics data, derived from the simulation of the secondary structure folding and prediction of hybridisation reaction, was carried out in order to rationalize the selection of ssDNA probes for the detection of two Bonamia species, B. exitiosa and B. ostreae, parasites of Ostrea edulis.Six ssDNA probes (from 11 to 25 bases in length, 2 thiolated and 4 biotinylated) were selected within different regions of B. ostreae and B. exitiosa PCR amplicons (300 and 304 bases, respectively) with the aim to discriminate between these parasite species. ssDNA amplicons and probes were analyzed separately using the "Mfold Web Server" simulating the secondary structure folding behaviour. The hybridisation of amplicon-probe was predicted by means of "Dinamelt Web Server". The results were evaluated considering the number of hydrogen bonds broken and formed in the simulated folding and hybridisation process, variance in gaps for each sequence and number of available bases. In the experimental part, thermally denatured PCR products were captured at the sensor interface via sandwich hybridisation with surface-tethered probes (thiolated probes) and biotinylated signalling probes. A convergence between analytical signals and simulated results was observed, indicating the possibility to use bioinformatic data for ssDNA probes selection to be incorporated in genosensors. (C) 2011 Elsevier B.V. All rights reserved.

Estimation of population profiles of two strains of the fly Megaselia scalaris (Diptera: Phoridae) by bootstrap simulation

A partir de perfis populacionais experimentais de linhagens do díptero forídeo Megaselia scalaris, foi determinado o número mínimo de perfis amostrais que devem ser repetidos, via processo de simulação bootstrap, para se ter uma estimativa confiável do perfil médio populacional e apresentar estimativas do erro-padrão como medida da precisão das simulações realizadas. Os dados originais são provenientes de populações experimentais fundadas com as linhagens SR e R4, com três réplicas cada, e que foram mantidas por 33 semanas pela técnica da transferência seriada em câmara de temperatura constante (25 ± 1,0ºC). A variável usada foi tamanho populacional e o modelo adotado para cada perfíl foi o de um processo estocástico estacionário. Por meio das simulações, os perfis de três populações experimentais foram amplificados, determinando-se, dessa forma, o tamanho mínimo de amostra. Fixado o tamanho de amostra, simulações bootstrap foram realizadas para construção de intervalos de confiança e comparação dos perfis médios populacionais das duas linhagens. Os resultados mostram que com o tamanho de amostra igual a 50 inicia-se o processo de estabilização dos valores médios.

Simulation of within field variability of corn yield with Ceres-Maize model

The CERES-Maize model was used to estimate the spatial variability in corn (Zea mays L.) yield for 1995 and 1996 using data measured on soil profiles located on a 30.5 m grid within a 3.9 ha field in Michigan. The model was calibrated for one grid profile for the 1995 and then used to simulate corn yield for all grid points for the 2 yrs. For the calibration for 1995, the model predicted corn yield within 2%. For 1995, the model predicted yield variability very well (r(2) = 0.85), producing similar yield maps with differences generally within +/- 300 kg ha(-1). For 1996, the model predicted low grain yields (1167 kg ha(-1)) compared with measured (8928 kg ha(-1)) because the model does not account for horizontal water movement within the landscape or water contributions from a water table. Under nonlimiting water conditions, the model performed well (average of 8717 vs. 8948 kg ha(-1)) but under-estimated the measured yield variability.

C-H center dot center dot center dot O and N-H center dot center dot center dot O hydrogen bonds in liquid amides investigated by Monte Carlo simulation

Monte Carlo simulations of liquid formamide, N-methylformamide (MF), and N,N-dimethylformamide (DMF) have been performed in the isothermal and isobaric ensemble at 298 K and 1 atm, aiming to investigate the C-H ... O and N-H ... O hydrogen bonds. The interaction energy was calculated using the classical 6-12 Lennard-Jones pairwise potential plus a Coulomb term on a rigid six-site molecular model with the potential parameters being optimized in this work. Theoretical values obtained for heat of vaporization and liquid densities are in good agreement with the experimental data. The radial distribution function [RDF, g(r)] obtained compare well with R-X diffraction data available. The RDF and molecular mechanics (MM2) minimization show that the C-H ... O interaction has a significant role in the structure of the three liquids. These results are supported by ab initio calculations. This Interaction is particularly important in the structure of MF. The intensity of the N-H ... O hydrogen bond is greater in the MF than formamide. This could explain some anomalous properties verified in MF. (C) 1997 John Wiley & Sons, Inc.