Transformed symmetric models

For the first time, we introduce a class of transformed symmetric models to extend the Box and Cox models to more general symmetric models. The new class of models includes all symmetric continuous distributions with a possible non-linear structure for the mean and enables the fitting of a wide range of models to several data types. The proposed methods offer more flexible alternatives to Box-Cox or other existing procedures. We derive a very simple iterative process for fitting these models by maximum likelihood, whereas a direct unconditional maximization would be more difficult. We give simple formulae to estimate the parameter that indexes the transformation of the response variable and the moments of the original dependent variable which generalize previous published results. We discuss inference on the model parameters. The usefulness of the new class of models is illustrated in one application to a real dataset.

Whole grain consumption is inversely associated with BMI Z-score in rural school-aged children

Objective To examine the relationship between intake of whole grains and BMI Z-score in rural children.

Design General linear models and logistic regression were used to examine the cross-sectional associations between whole grain intake and BMI Z-score, prevalence and odds ratios of overweight and obesity. Dietary intake was assessed using the Block Food Screener for ages 2–17 years. Children were classified into three categories according to servings of whole grain intake: <1·0 serving/d, 1·0–1·5 servings/d and >1·5 servings/d.

Setting The CHANGE (Creating Healthy, Active and Nurturing Growing-up Environments) study, an obesity prevention intervention in elementary schools in eight rural US communities in California, Mississippi, Kentucky and South Carolina.

Subjects Seven hundred and ninety-two children attending 3rd–6th grade.

Results After adjusting for age, sex, race/ethnicity, physical activity and state of residence, whole grain intake was inversely associated with BMI Z-score (0·90 v. 0·61 in the lowest v. the highest whole grain intake category; P trend = 0·01). Children who consumed >1·5 servings of whole grains/d had a 40 % lower risk of being obese (OR = 0·60; 95 % CI 0·38, 0·95, P = 0·02) compared with children who consumed <1·0 serving/d. Further adjustment for potential dietary predictors of body weight (fruit, vegetable and dairy intakes) did not change the observed associations.

Conclusions Increasing the intake of whole grains as part of an overall healthy lifestyle may be beneficial for children to achieve and maintain a healthy weight.

Uma investigação sobre o impacto dos accruals na variabilidade dos resultados nos diferentes contrastes cross-sectional nas firmas brasileiras de capital aberto

Esta dissertação tem como objetivo principal investigar o impacto dos accruals na variabilidade dos resultados corporativos (EVAR) que influenciam a aplicação prática do income smoothing nas firmas brasileiras de capital aberto. Inicialmente, é demonstrada a importância das demonstrações contábeis que devem ser evidenciadas em cumprimento aos princípios contábeis geralmente aceitos. Sua evidenciação deve representar a realidade econômico-financeira da firma para o processo de tomada de decisão dos acionistas e credores. Porém, em determinados momentos, os gestores se sentem motivados a praticar o gerenciamento dos resultados contábeis na tentativa de reduzir a variabilidade dos lucros por meio da utilização dos accruals. Os accruals correspondem à diferença entre o lucro líquido e o fluxo de caixa operacional. Nesse processo de redução da volatilidade dos resultados, os gestores se utilizam da prática do income smoothing procurando reduzir eventuais distorções no preço das ações da firma. A amostra neste estudo é composta por um grupo de 163 firmas de capital aberto listadas na Bovespa e que apresentaram informações financeiras no intervalo de 2000 a 2007, categorizadas por setores através de dados obtidos na Economática. O modelo estatístico utilizado na pesquisa foi a análise de regressão para explicar os diferentes modelos de cross-sectional. Os resultados desta pesquisa indicam que os accruals são significativos para explicar a variabilidade dos resultados corporativos (EVAR) de empresas brasileiras. Além disso, nossos resultados sugerem que o modelo estrutural de identificação do EVAR nas empresas brasileiras deve ser explicado por variáveis não contábeis diferentes das que são apresentadas pelas firmas norte-americanas.

Life Cycle Models, Heterogeneity of Initial Assets,and Wealth Inequality

Life cycle general equilibrium models with heterogeneous agents have a very hard time reproducing the American wealth distribution. A common assumption made in this literature is that all young adults enter the economy with no initial assets. In this article, we relax this assumption – not supported by the data - and evaluate the ability of an otherwise standard life cycle model to account for the U.S. wealth inequality. The new feature of the model is that agents enter the economy with assets drawn from an initial distribution of assets, which is estimated using a non-parametric method applied to data from the Survey of Consumer Finances. We found that heterogeneity with respect to initial wealth is key for this class of models to replicate the data. According to our results, American inequality can be explained almost entirely by the fact that some individuals are lucky enough to be born into wealth, while others are born with few or no assets.

Investigating the consistency between proxy-based reconstructions and climate models using data assimilation: a mid-Holocene case study

The mid-Holocene (6 kyr BP; thousand years before present) is a key period to study the consistency between model results and proxy-based reconstruction data as it corresponds to a standard test for models and a reasonable number of proxy-based records is available. Taking advantage of this relatively large amount of information, we have compared a compilation of 50 air and sea surface temperature reconstructions with the results of three simulations performed with general circulation models and one carried out with LOVECLIM, a model of intermediate complexity. The conclusions derived from this analysis confirm that models and data agree on the large-scale spatial pattern but the models underestimate the magnitude of some observed changes and that large discrepancies are observed at the local scale. To further investigate the origin of those inconsistencies, we have constrained LOVECLIM to follow the signal recorded by the proxies selected in the compilation using a data-assimilation method based on a particle filter. In one simulation, all the 50 proxy-based records are used while in the other two only the continental or oceanic proxy-based records constrain the model results. As expected, data assimilation leads to improving the consistency between model results and the reconstructions. In particular, this is achieved in a robust way in all the experiments through a strengthening of the westerlies at midlatitude that warms up northern Europe. Furthermore, the comparison of the LOVECLIM simulations with and without data assimilation has also objectively identified 16 proxy-based paleoclimate records whose reconstructed signal is either incompatible with the signal recorded by some other proxy-based records or with model physics.

Historical and idealized climate model experiments: an intercomparison of Earth system models of intermediate complexity

Both historical and idealized climate model experiments are performed with a variety of Earth system models of intermediate complexity (EMICs) as part of a community contribution to the Intergovernmental Panel on Climate Change Fifth Assessment Report. Historical simulations start at 850 CE and continue through to 2005. The standard simulations include changes in forcing from solar luminosity, Earth's orbital configuration, CO2, additional greenhouse gases, land use, and sulphate and volcanic aerosols. In spite of very different modelled pre-industrial global surface air temperatures, overall 20th century trends in surface air temperature and carbon uptake are reasonably well simulated when compared to observed trends. Land carbon fluxes show much more variation between models than ocean carbon fluxes, and recent land fluxes appear to be slightly underestimated. It is possible that recent modelled climate trends or climate–carbon feedbacks are overestimated resulting in too much land carbon loss or that carbon uptake due to CO2 and/or nitrogen fertilization is underestimated. Several one thousand year long, idealized, 2 × and 4 × CO2 experiments are used to quantify standard model characteristics, including transient and equilibrium climate sensitivities, and climate–carbon feedbacks. The values from EMICs generally fall within the range given by general circulation models. Seven additional historical simulations, each including a single specified forcing, are used to assess the contributions of different climate forcings to the overall climate and carbon cycle response. The response of surface air temperature is the linear sum of the individual forcings, while the carbon cycle response shows a non-linear interaction between land-use change and CO2 forcings for some models. Finally, the preindustrial portions of the last millennium simulations are used to assess historical model carbon-climate feedbacks. Given the specified forcing, there is a tendency for the EMICs to underestimate the drop in surface air temperature and CO2 between the Medieval Climate Anomaly and the Little Ice Age estimated from palaeoclimate reconstructions. This in turn could be a result of unforced variability within the climate system, uncertainty in the reconstructions of temperature and CO2, errors in the reconstructions of forcing used to drive the models, or the incomplete representation of certain processes within the models. Given the forcing datasets used in this study, the models calculate significant land-use emissions over the pre-industrial period. This implies that land-use emissions might need to be taken into account, when making estimates of climate–carbon feedbacks from palaeoclimate reconstructions.

Analytical Models of Exoplanetary Atmospheres. II. Radiative Transfer via the Two-Stream Approximation

We present a comprehensive analytical study of radiative transfer using the method of moments and include the effects of non-isotropic scattering in the coherent limit. Within this unified formalism, we derive the governing equations and solutions describing two-stream radiative transfer (which approximates the passage of radiation as a pair of outgoing and incoming fluxes), flux-limited diffusion (which describes radiative transfer in the deep interior) and solutions for the temperature-pressure profiles. Generally, the problem is mathematically under-determined unless a set of closures (Eddington coefficients) is specified. We demonstrate that the hemispheric (or hemi-isotropic) closure naturally derives from the radiative transfer equation if energy conservation is obeyed, while the Eddington closure produces spurious enhancements of both reflected light and thermal emission. We concoct recipes for implementing two-stream radiative transfer in stand-alone numerical calculations and general circulation models. We use our two-stream solutions to construct toy models of the runaway greenhouse effect. We present a new solution for temperature-pressure profiles with a non-constant optical opacity and elucidate the effects of non-isotropic scattering in the optical and infrared. We derive generalized expressions for the spherical and Bond albedos and the photon deposition depth. We demonstrate that the value of the optical depth corresponding to the photosphere is not always 2/3 (Milne's solution) and depends on a combination of stellar irradiation, internal heat and the properties of scattering both in optical and infrared. Finally, we derive generalized expressions for the total, net, outgoing and incoming fluxes in the convective regime.

Comparison of co-located independent ground-based middle atmospheric wind and temperature measurements with numerical weather prediction models

High-resolution, ground-based and independent observations including co-located wind radiometer, lidar stations, and infrasound instruments are used to evaluate the accuracy of general circulation models and data-constrained assimilation systems in the middle atmosphere at northern hemisphere midlatitudes. Systematic comparisons between observations, the European Centre for Medium-Range Weather Forecasts (ECMWF) operational analyses including the recent Integrated Forecast System cycles 38r1 and 38r2, the NASA’s Modern-Era Retrospective Analysis for Research and Applications (MERRA) reanalyses, and the free-running climate Max Planck Institute–Earth System Model–Low Resolution (MPI-ESM-LR) are carried out in both temporal and spectral dom ains. We find that ECMWF and MERRA are broadly consistent with lidar and wind radiometer measurements up to ~40 km. For both temperature and horizontal wind components, deviations increase with altitude as the assimilated observations become sparser. Between 40 and 60 km altitude, the standard deviation of the mean difference exceeds 5 K for the temperature and 20 m/s for the zonal wind. The largest deviations are observed in winter when the variability from large-scale planetary waves dominates. Between lidar data and MPI-ESM-LR, there is an overall agreement in spectral amplitude down to 15–20 days. At shorter time scales, the variability is lacking in the model by ~10 dB. Infrasound observations indicate a general good agreement with ECWMF wind and temperature products. As such, this study demonstrates the potential of the infrastructure of the Atmospheric Dynamics Research Infrastructure in Europe project that integrates various measurements and provides a quantitative understanding of stratosphere-troposphere dynamical coupling for numerical weather prediction applications.

Calibrating a CGE model with NTBs that Incorporates Standard Models of Modern Trade Theory

We propose a way to incorporate NTBs for the four workhorse models of the modern trade literature in computable general equilibrium models (CGEs). CGE models feature intermediate linkages and thus allow us to study global value chains (GVCs). We show that the Ethier-Krugman monopolistic competition model, the Melitz firm heterogeneity model and the Eaton and Kortum model can be defined as an Armington model with generalized marginal costs, generalized trade costs and a demand externality. As already known in the literature in both the Ethier-Krugman model and the Melitz model generalized marginal costs are a function of the amount of factor input bundles. In the Melitz model generalized marginal costs are also a function of the price of the factor input bundles. Lower factor prices raise the number of firms that can enter the market profitably (extensive margin), reducing generalized marginal costs of a representative firm. For the same reason the Melitz model features a demand externality: in a larger market more firms can enter. We implement the different models in a CGE setting with multiple sectors, intermediate linkages, non-homothetic preferences and detailed data on trade costs. We find the largest welfare effects from trade cost reductions in the Melitz model. We also employ the Melitz model to mimic changes in Non tariff Barriers (NTBs) with a fixed cost-character by analysing the effect of changes in fixed trade costs. While we work here with a model calibrated to the GTAP database, the methods developed can also be applied to CGE models based on the WIOD database.

Assessing agglomeration economies in the Yangzi River Delta, China : a bayesian spatial econometric approach

This paper estimates the elasticity of labor productivity with respect to employment density, a widely used measure of the agglomeration effect, in the Yangtze River Delta, China. A spatial Durbin model is presented that makes explicit the influences of spatial dependence and endogeneity bias in a very simple way. Results of Bayesian estimation using the data of the year 2009 indicate that the productivity is influenced by factors correlated with density rather than density itself and that spatial spillovers of these factors of agglomeration play a significant role. They are consistent with the findings of Ke (2010) and Artis, et al. (2011) that suggest the importance of taking into account spatial dependence and hitherto omitted variables.

Agglomeration and firm-level productivity : a Bayesian spatial approach

This paper estimates the impact of industrial agglomeration on firm-level productivity in Chinese manufacturing sectors. To account for spatial autocorrelation across regions, we formulate a hierarchical spatial model at the firm level and develop a Bayesian estimation algorithm. A Bayesian instrumental-variables approach is used to address endogeneity bias of agglomeration. Robust to these potential biases, we find that agglomeration of the same industry (i.e. localization) has a productivity-boosting effect, but agglomeration of urban population (i.e. urbanization) has no such effects. Additionally, the localization effects increase with educational levels of employees and the share of intermediate inputs in gross output. These results may suggest that agglomeration externalities occur through knowledge spillovers and input sharing among firms producing similar manufactures.

Simulation analysis of the EU ELV/RoHS directives based on an applied general equilibrium model with Melitz-type trade specification

This paper explores the potential usefulness of an AGE model with the Melitz-type trade specification to assess economic effects of technical regulations, taking the case of the EU ELV/RoHS directives as an example. Simulation experiments reveal that: (1) raising the fixed exporting cost to make sales in the EU market brings results that exports of the targeted commodities (motor vehicles and parts for ELV and electronic equipment for RoHS) to the EU from outside regions/countries expand while the domestic trade in the EU shrinks when the importer's preference for variety (PfV) is not strong; (2) if the PfV is not strong, policy changes that may bring reduction in the number of firms enable survived producers with high productivity to expand production to be large-scale mass producers fully enjoying the fruit of economies of scale; and (3) When the strength of the importer's PfV is changed from zero to unity, there is the value that totally changes simulation results and their interpretations.

Análisis de elementos viga-columna en régimen no lineal con deformación por cortante

El hormigón estructural sigue siendo sin duda uno de los materiales más utilizados en construcción debido a su resistencia, rigidez y flexibilidad para diseñar estructuras. El cálculo de estructuras de hormigón, utilizando vigas y vigas-columna, es complejo debido a los fenómenos de acoplamiento entre esfuerzos y al comportamiento no lineal del material. Los modelos más empleados para su análisis son el de Bernoulli-Euler y el de Timoshenko, indicándose en la literatura la conveniencia de usar el segundo cuando la relación canto/luz no es pequeña o los elementos están fuertemente armados. El objetivo fundamental de esta tesis es el análisis de elementos viga y viga-columna en régimen no lineal con deformación por cortante, aplicando el concepto de Pieza Lineal Equivalente (PLE). Concepto éste que consiste básicamente en resolver el problema de una pieza en régimen no lineal, transformándolo en uno lineal equivalente, de modo que ambas piezas tengan la misma deformada y los mismos esfuerzos. Para ello, se hizo en primer lugar un estudio comparado de: las distintas propuestas que aplican la deformación por cortante, de los distintos modelos constitutivos y seccionales del hormigón estructural y de los métodos de cálculo no lineal aplicando el método de elementos finitos (MEF). Teniendo en cuenta que la resolución del problema no lineal se basa en la resolución de sucesivos problemas lineales empleando un proceso de homotopía, los problemas lineales de la viga y viga-columna de Timoshenko, se resuelven mediante MEF, utilizando soluciones nodalmente exactas (SNE) y acción repartida equivalente de cualquier orden. Se obtiene así, con muy pocos elementos finitos, una excelente aproximación de la solución, no sólo en los nodos sino en el interior de los elementos. Se introduce el concepto PLE para el análisis de una barra, de material no lineal, sometida a acciones axiales, y se extiende el mismo para el análisis no lineal de vigas y vigas-columna con deformación por cortante. Cabe señalar que para estos últimos, la solución de una pieza en régimen no lineal es igual a la de una en régimen lineal, cuyas rigideces son constantes a trozos, y donde además hay que añadir momentos y cargas puntuales ficticias en los nodos, así como, un momento distribuido ficticio en toda la pieza. Se han desarrollado dos métodos para el análisis: uno para problemas isostáticos y otro general, aplicable tanto a problemas isostáticos como hiperestáticos. El primero determina de entrada la PLE, realizándose a continuación el cálculo por MEF-SNE de dicha pieza, que ahora está en régimen lineal. El general utiliza una homotopía que transforma de manera iterativa, unas leyes constitutivas lineales en las leyes no lineales del material. Cuando se combina con el MEF, la pieza lineal equivalente y la solución del problema original quedan determinadas al final de todo el proceso. Si bien el método general es un procedimiento próximo al de Newton- Raphson, presenta sobre éste la ventaja de permitir visualizar las deformaciones de la pieza en régimen no lineal, de manera tanto cualitativa como cuantitativa, ya que es posible observar en cada paso del proceso la modificación de rigideces (a flexión y cortante) y asimismo la evolución de las acciones ficticias. Por otra parte, los resultados obtenidos comparados con los publicados en la literatura, indican que el concepto PLE ofrece una forma directa y eficiente para analizar con muy buena precisión los problemas asociados a vigas y vigas-columna en las que por su tipología los efectos del cortante no pueden ser despreciados. ABSTRACT The structural concrete clearly remains the most used material in construction due to its strength, rigidity and structural design flexibility. The calculation of concrete structures using beams and beam-column is complex as consequence of the coupling phenomena between stresses and of its nonlinear behaviour. The models most commonly used for analysis are the Bernoulli-Euler and Timoshenko. The second model is strongly recommended when the relationship thickness/span is not small or in case the elements are heavily reinforced. The main objective of this thesis is to analyse the beam and beam-column elements with shear deformation in nonlinear regime, applying the concept of Equivalent Linear Structural Element (ELSE). This concept is basically to solve the problem of a structural element in nonlinear regime, transforming it into an equivalent linear structural element, so that both elements have the same deformations and the same stresses. Firstly, a comparative study of the various proposals of applying shear deformation, of various constitutive and sectional models of structural concrete, and of the nonlinear calculation methods (using finite element methods) was carried out. Considering that the resolution of nonlinear problem is based on solving the successive linear problem, using homotopy process, the linear problem of Timoshenko beam and beam-columns is resolved by FEM, using the exact nodal solutions (ENS) and equivalent distributed load of any order. Thus, the accurate solution approximation can be obtained with very few finite elements for not only nodes, but also for inside of elements. The concept ELSE is introduced to analyse a bar of nonlinear material, subjected to axial forces. The same bar is then used for other nonlinear beam and beam-column analysis with shear deformation. It is noted that, for the last analyses, the solution of a structural element in nonlinear regime is equal to that of linear regime, in which the piecewise-stiffness is constant, the moments and fictitious point loads need to be added at nodes of each element, as well as the fictitious distributed moment on element. Two methods have been developed for analysis: one for isostatic problem and other more general, applicable for both isostatic and hiperstatic problem. The first method determines the ELSE, and then the calculation of this piece is performed by FEM-ENS that now is in linear regime. The general method uses the homotopy that transforms iteratively linear constitutive laws into nonlinear laws of material. When combined with FEM, the ELSE and the solution of the original problem are determined at the end of the whole process. The general method is well known as a procedure closed to Newton-Raphson procedure but presents an advantage that allows displaying deformations of the piece in nonlinear regime, in both qualitative and quantitative way. Since it is possible to observe the modification of stiffness (flexural and shear) in each step of process and also the evolution of the fictitious actions. Moreover, the results compared with those published in the literature indicate that the ELSE concept offers a direct and efficient way to analyze with very good accuracy the problems associated with beams and beams columns in which, by typology, the effects of shear cannot be neglected.

Factor Markets in Applied Equilibrium Models: The current state and planned extensions towards an improved presentation of factor markets in agriculture. Factor Markets Working Paper No. 23, February 2012

This paper describes how factor markets are presented in applied equilibrium models and how we plan to improve and to extend the presentation of factor markets in two specific models: MAGNET and ESIM. We do not argue that partial equilibrium models should become more ‘general’ in the sense of integrating all factor markets, but that the shift of agricultural income policies to decoupled payments linked to land in the EU necessitates the inclusion of land markets in policy-relevant modelling tools. To this end, this paper outlines options to integrate land markets in partial equilibrium models. A special feature of general equilibrium models is the inclusion of fully integrated factor markets in the system of equations to describe the functionality of a single country or a group of countries. Thus, this paper focuses on the implementation and improved representation of agricultural factor markets (land, labour and capital) in computable general equilibrium (CGE) models. This paper outlines the presentation of factor markets with an overview of currently applied CGE models and describes selected options to improve and extend the current factor market modelling in the MAGNET model, which also uses the results and empirical findings of our partners in this FP project.

The association of depression and perceived stress with beta cell function between African and Haitian Americans with and without type 2 diabetes

Background: Diabetes and diabetes-related complications are major causes of morbidity and mortality in the United States. Depressive symptoms and perceived stress have been identified as possible risk factors for beta cell dysfunction and diabetes. The purpose of this study was to assess associations between depression symptoms and perceived stress with beta cell function between African and Haitian Americans with and without type 2 diabetes. Participants and Methods: Informed consent and data were available for 462 participants (231 African Americans and 231 Haitian Americans) for this cross-sectional study. A demographic questionnaire developed by the Primary Investigator was used to collect information regarding age, gender, smoking, and ethnicity. Diabetes status was determined by self-report and confirmed by fasting blood glucose. Anthropometrics (weight, and height and waist circumference) and vital signs (blood pressure) were taken. Blood samples were drawn after 8 10 hours over-night fasting to measure lipid panel, fasting plasma glucose and serum insulin concentrations. The homeostatic model assessment, version 2 (HOMA2) computer model was used to calculate beta cell function. Depression was assessed using the Beck Depression Inventory-II (BDI-II) and stress levels were assessed using the Perceived Stress Scale (PSS). Results: Moderate to severe depressive symptoms were more likely for persons with diabetes (p = 0.030). There were no differences in perceived stress between ethnicity and diabetes status (p = 0.283). General linear models for participants with and without type 2 diabetes using beta cell function as the dependent variable showed no association with depressive symptoms and perceived stress; however, Haitian Americans had significantly lower beta cell function than African Americans both with and without diabetes and adjusting for age, gender, waist circumference and smoking. Further research is needed to compare these risk factors in other race/ethnic groups.