961 resultados para Conditional Variance


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RESUMO: Introdução: O conhecimento acerca da influência das características dos indivíduos com dor cervical crónica (DCC) no prognóstico dos resultados alcançados com a Fisioterapia é ainda inconsistente, sendo escassos os estudos desenvolvidos neste âmbito. Objetivo: Este relatório pretende determinar se um modelo baseado em fatores de prognóstico é capaz de prever os resultados de sucesso da Fisioterapia, a curto prazo, em utentes com DCC, ao nível da incapacidade funcional, intensidade da dor e perceção global de melhoria. Metodologia: Trata-se de estudo de coorte prospetivo com 112 participantes. Os utentes foram avaliados na primeira semana de tratamento e sete semanas após o início da intervenção. Os instrumentos utilizados foram o Neck Disability Index–Versão Portuguesa (NDI-PT) e a Escala Numérica da Dor (END) nos dois momentos de avaliação, um Questionário de Caracterização Sociodemográfica e Clínica da Amostra na baseline e a Patient Global Impression Change Scale–Versão Portuguesa (PGIC-PT) no follow-up. As características sociodemográficas e clínicas foram incluídas como potenciais fatores de prognóstico e estes foram definidos com base nas diferenças mínimas clinicamente importantes (DMCI) dos instrumentos NDIPT (DMCI≥6) e END (DMCI≥2) e no critério de pontuação ≥5 na PGIC-PT. A análise dos dados foi realizada através do método de regressão logística (backward conditional procedure) para identificar as associações entre os indicadores e as variáveis de resultado (p<0.05). Resultados: Dos 112 participantes incluídos no estudo, 108 completaram o follow-up (média de idade: 51.76±10.19). No modelo multivariado relativo à incapacidade funcional, os resultados de sucesso encontram-se associados a elevados níveis de incapacidade na baseline (OR=1.123; 95% IC 1.056–1.194) e a duração da dor inferior a 12 meses (OR=2.704; 95% IC 1.138–6.424). Este modelo explica 30.0% da variância da melhoria da funcionalidade e classifica corretamente 74.1% dos utentes (sensibilidade: 75.9%; especificidade: 72.0%). O modelo relativo à intensidade da dor identificou apenas a associação do outcome com níveis elevados de intensidade da dor na baseline (OR=1.321; 95% IC 1.047–1.668), explicando 7.5% da variância da redução da mesma e classificando corretamente 68.2% dos utentes (sensibilidade: 94.4%; especificidade: 16.7%). O modelo final referente à perceção global de melhoria apresentou uma associação com a intensidade da dor na baseline (OR=0.621; 95% IC 0.465–0.829), com a presença de cefaleias e/ou tonturas (OR=2.538; 95% IC 0.987–6.526) e com a duração da dor superior a 12 meses (OR=0.279; 95% IC 0.109–0.719). Este modelo explica 27.5% da variância dos resultados de sucesso para este outcome e classifica corretamente 73.1% dos utentes (sensibilidade: 81.8%; especificidade: 59.5%). Conclusões: Utentes com DCC com elevada incapacidade na baseline e queixas de dor há menos de 12 meses apresentam maior probabilidade de obter melhorias ao nível da incapacidade funcional. Elevados níveis de intensidade da dor na baseline predizem resultados de sucesso na redução da dor após sete semanas de tratamento. Utentes com DCC com baixos níveis de dor na baseline, com cefaleias e/ou tonturas e com queixas de dor há mais de 12 meses apresentam maior probabilidade de obter uma melhor perceção de melhoria.--------------- ABSTRACT:Introduction: The influence of the characteristics of individuals with chronic neck pain (CNP) on the prognosis of physiotherapy outcomes is still inconsistent, there being few studies developed in this context. Aim: This study seeks to determine whether a model based on prognostic factors can predict the short-term physiotherapy successful outcomes in CNP patients, regarding functional disability, pain intensity and perceived recovery. Methodology: This is a prospective cohort study with 112 participants. Patients were assessed during the first week of treatment and seven weeks after the start of the intervention. The instruments used were the Neck Disability Index–Portuguese Version (NDI-PT) and the Numerical Rating Scale (NRS) at both moments of assessment, a Sample Sociodemographic and Clinical Characterization Questionnaire at baseline and Patient Global Impression Change Scale–Portuguese Version (PGIC-PT) at the follow-up. The sociodemographic and clinical characteristics were included as potential predictors of successful outcomes, and these were defined on the basis of minimal clinically important differences (MCID) of NDI-PT (MCID≥6) and END (MCID≥2) and the criteria score ≥5 on the PGIC-PT. Data analysis was performed using logistic regression (backward conditional procedure) to identify associations between predictors and outcomes (p<0.05). Results: Of the 112 participants included in the study, 108 completed the follow-up (mean age: 51.76±10.19). In the multivariate model of functional disability, the successful outcomes are associated with high levels of disability at baseline (OR = 1.123; 95% CI 1.056-1.194), and pain duration shorter than 12 months (OR=2.704; 95% CI 1.138–6.424). This model explains 30.0% of the variance of improved functional capacity and correctly classifies 74.1% of the patients (sensitivity: 75.9%, specificity: 72.0%). The model for pain intensity solely identified an outcome association with high pain intensity at baseline (OR=1.321; 95% CI 1.047-1.668), explaining 7.5% of the variance of pain reduction and correctly classifying 68.2% of the patients (sensitivity: 94.4%, specificity: 16.7%). The final model of perceived recovery showed an association with pain intensity at baseline (OR=0.621; 95% CI 0465-0829), with the presence of headache and/or dizziness (OR=2.538; 95% CI 0.987-6.526) and the duration of pain over 12 months (OR=0.279; 95% CI 0.109-0.719). This model explains 27.5% of the variance of successful outcomes and correctly classifies 73.1% of the patients (sensitivity: 81.8%, specificity: 59.5%). Conclusions: Patients with CNP with high disability at baseline and complaints of pain for less than 12 months are more likely to obtain improvements in functional disability. High levels of pain intensity at baseline predict successful outcomes in pain reduction after seven weeks of treatment. Patients with CNP with low levels of pain at baseline, with headache and/or dizziness and with pain complaints for more than 12 months are more likely to get a better perceived recovery.

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RESUMO:Introdução: O conhecimento acerca da influência das características dos indivíduos com dor cervical crónica (DCC) no prognóstico dos resultados alcançados com a Fisioterapia é ainda inconsistente, sendo escassos os estudos desenvolvidos neste âmbito. Objetivo: Este relatório pretende determinar se um modelo baseado em fatores de prognóstico é capaz de prever os resultados de sucesso da Fisioterapia, a curto prazo, em utentes com DCC, ao nível da incapacidade funcional, intensidade da dor e perceção global de melhoria. Metodologia: Trata-se de estudo de coorte prospetivo com 112 participantes. Os utentes foram avaliados na primeira semana de tratamento e sete semanas após o início da intervenção. Os instrumentos utilizados foram o Neck Disability Index–Versão Portuguesa (NDI-PT) e a Escala Numérica da Dor (END) nos dois momentos de avaliação, um Questionário de Caracterização Sociodemográfica e Clínica da Amostra na baseline e a Patient Global Impression Change Scale–Versão Portuguesa (PGIC-PT) no follow-up. As características sociodemográficas e clínicas foram incluídas como potenciais fatores de prognóstico e estes foram definidos com base nas diferenças mínimas clinicamente importantes (DMCI) dos instrumentos NDIPT (DMCI≥6) e END (DMCI≥2) e no critério de pontuação ≥5 na PGIC-PT. A análise dos dados foi realizada através do método de regressão logística (backward conditional procedure) para identificar as associações entre os indicadores e as variáveis de resultado (p<0.05). Resultados: Dos 112 participantes incluídos no estudo, 108 completaram o follow-up (média de idade: 51.76±10.19). No modelo multivariado relativo à incapacidade funcional, os resultados de sucesso encontram-se associados a elevados níveis de incapacidade na baseline (OR=1.123; 95% IC 1.056–1.194) e a duração da dor inferior a 12 meses (OR=2.704; 95% IC 1.138–6.424). Este modelo explica 30.0% da variância da melhoria da funcionalidade e classifica corretamente 74.1% dos utentes (sensibilidade: 75.9%; especificidade: 72.0%). O modelo relativo à intensidade da dor identificou apenas a associação do outcome com níveis elevados de intensidade da dor na baseline (OR=1.321; 95% IC 1.047–1.668), explicando 7.5% da variância da redução da mesma e classificando corretamente 68.2% dos utentes (sensibilidade: 94.4%; especificidade: 16.7%). O modelo final referente à perceção global de melhoria apresentou uma associação com a intensidade da dor na baseline (OR=0.621; 95% IC 0.465–0.829), com a presença de cefaleias e/ou tonturas (OR=2.538; 95% IC 0.987–6.526) e com a duração da dor superior a 12 meses (OR=0.279; 95% IC 0.109–0.719). Este modelo explica 27.5% da variância dos resultados de sucesso para este outcome e classifica corretamente 73.1% dos utentes (sensibilidade: 81.8%; especificidade: 59.5%). Conclusões: Utentes com DCC com elevada incapacidade na baseline e queixas de dor há menos de 12 meses apresentam maior probabilidade de obter melhorias ao nível da incapacidade funcional. Elevados níveis de intensidade da dor na baseline predizem resultados de sucesso na redução da dor após sete semanas de tratamento. Utentes com DCC com baixos níveis de dor na baseline, com cefaleias e/ou tonturas e com queixas de dor há mais de 12 meses apresentam maior probabilidade de obter uma melhor perceção de melhoria.-----------ABSTRACT: Introduction: The influence of the characteristics of individuals with chronic neck pain (CNP) on the prognosis of physiotherapy outcomes is still inconsistent, there being few studies developed in this context. Aim: This study seeks to determine whether a model based on prognostic factors can predict the short-term physiotherapy successful outcomes in CNP patients, regarding functional disability, pain intensity and perceived recovery. Methodology: This is a prospective cohort study with 112 participants. Patients were assessed during the first week of treatment and seven weeks after the start of the intervention. The instruments used were the Neck Disability Index–Portuguese Version (NDI-PT) and the Numerical Rating Scale (NRS) at both moments of assessment, a Sample Sociodemographic and Clinical Characterization Questionnaire at baseline and Patient Global Impression Change Scale–Portuguese Version (PGIC-PT) at the follow-up. The sociodemographic and clinical characteristics were included as potential predictors of successful outcomes, and these were defined on the basis of minimal clinically important differences (MCID) of NDI-PT (MCID≥6) and END (MCID≥2) and the criteria score ≥5 on the PGIC-PT. Data analysis was performed using logistic regression (backward conditional procedure) to identify associations between predictors and outcomes (p<0.05). Results: Of the 112 participants included in the study, 108 completed the follow-up (mean age: 51.76±10.19). In the multivariate model of functional disability, the successful outcomes are associated with high levels of disability at baseline (OR = 1.123; 95% CI 1.056-1.194), and pain duration shorter than 12 months (OR=2.704; 95% CI 1.138–6.424). This model explains 30.0% of the variance of improved functional capacity and correctly classifies 74.1% of the patients (sensitivity: 75.9%, specificity: 72.0%). The model for pain intensity solely identified an outcome association with high pain intensity at baseline (OR=1.321; 95% CI 1.047- 1.668), explaining 7.5% of the variance of pain reduction and correctly classifying 68.2% of the patients (sensitivity: 94.4%, specificity: 16.7%). The final model of perceived recovery showed an association with pain intensity at baseline (OR=0.621; 95% CI 0465-0829), with the presence of headache and/or dizziness (OR=2.538; 95% CI 0.987-6.526) and the duration of pain over 12 months (OR=0.279; 95% CI 0.109- 0.719). This model explains 27.5% of the variance of successful outcomes and correctly classifies 73.1% of the patients (sensitivity: 81.8%, specificity: 59.5%). Conclusions: Patients with CNP with high disability at baseline and complaints of pain for less than 12 months are more likely to obtain improvements in functional disability. High levels of pain intensity at baseline predict successful outcomes in pain reduction after seven weeks of treatment. Patients with CNP with low levels of pain at baseline, with headache and/or dizziness and with pain complaints for more than 12 months are more likely to get a better perceived recovery.

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This thesis examines the effects of macroeconomic factors on inflation level and volatility in the Euro Area to improve the accuracy of inflation forecasts with econometric modelling. Inflation aggregates for the EU as well as inflation levels of selected countries are analysed, and the difference between these inflation estimates and forecasts are documented. The research proposes alternative models depending on the focus and the scope of inflation forecasts. I find that models with a Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) in mean process have better explanatory power for inflation variance compared to the regular GARCH models. The significant coefficients are different in EU countries in comparison to the aggregate EU-wide forecast of inflation. The presence of more pronounced GARCH components in certain countries with more stressed economies indicates that inflation volatility in these countries are likely to occur as a result of the stressed economy. In addition, other economies in the Euro Area are found to exhibit a relatively stable variance of inflation over time. Therefore, when analysing EU inflation one have to take into consideration the large differences on country level and focus on those one by one.

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The receiver-operating characteristic (ROC) curve is the most widely used measure for evaluating the performance of a diagnostic biomarker when predicting a binary disease outcome. The ROC curve displays the true positive rate (or sensitivity) and the false positive rate (or 1-specificity) for different cut-off values used to classify an individual as healthy or diseased. In time-to-event studies, however, the disease status (e.g. death or alive) of an individual is not a fixed characteristic, and it varies along the study. In such cases, when evaluating the performance of the biomarker, several issues should be taken into account: first, the time-dependent nature of the disease status; and second, the presence of incomplete data (e.g. censored data typically present in survival studies). Accordingly, to assess the discrimination power of continuous biomarkers for time-dependent disease outcomes, time-dependent extensions of true positive rate, false positive rate, and ROC curve have been recently proposed. In this work, we present new nonparametric estimators of the cumulative/dynamic time-dependent ROC curve that allow accounting for the possible modifying effect of current or past covariate measures on the discriminatory power of the biomarker. The proposed estimators can accommodate right-censored data, as well as covariate-dependent censoring. The behavior of the estimators proposed in this study will be explored through simulations and illustrated using data from a cohort of patients who suffered from acute coronary syndrome.

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Utilizando-se dados do sensor aerotransportado SAR R99, adquiridos na banda L (1,28 GHz) em amplitude e com quatro polarizações (HH, VV, HV e VH), avaliou-se a distinção de fitofisionomias de floresta de várzea existentes nas Reservas de Desenvolvimento Sustentável Amanã e Mamirauá e áreas adjacentes, com a aplicação do algoritmo Iterated Conditional Modes (ICM) de classificação polarimétrica pontual/contextual. Os resultados mostraram que o uso das distribuições multivariadas em amplitude, conjuntamente com uma banda de textura, produziu classificações de qualidade superior àquelas obtidas com dados polarimétricos uni/bivariados. Esta abordagem permitiu a obtenção de um índice Kappa de 0,8963, discriminando as três classes vegetacionais de interesse, comprovando assim o potencial dos dados do SAR R99 e do algoritmo ICM no mapeamento de florestas de várzea da Amazônia.

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In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

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Notch proteins influence cell-fate decisions in many developmental systems. Gain-of-function studies have suggested a crucial role for Notch1 signaling at several stages during lymphocyte development, including the B/T, alphabeta/gammadelta and CD4/CD8 lineage choices. Here, we critically re-evaluate these conclusions in the light of recent studies that describe inducible and tissue-specific targeting of the Notch1 gene.

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This paper provides evidence on the sources of co-movement in monthly US and UK stock price movements by investigating the role of macroeconomic and financial variables in a bivariate system with time-varying conditional correlations. Crosscountry communality in response is uncovered, with changes in the US Federal Funds rate, UK bond yields and oil prices having similar negative effects in both markets. Other variables also play a role, especially for the UK market. These effects do not, however, explain the marked increase in cross-market correlations observed from around 2000, which we attribute to time variation in the correlations of shocks to these markets. A regime-switching smooth transition model captures this time variation well and shows the correlations increase dramatically around 1999-2000. JEL classifications: C32, C51, G15 Keywords: international stock returns, DCC-GARCH model, smooth transition conditional correlation GARCH model, model evaluation.

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Public opinion surveys have become progressively incorporated into systems of official statistics. Surveys of the economic climate are usually qualitative because they collect opinions of businesspeople and/or experts about the long-term indicators described by a number of variables. In such cases the responses are expressed in ordinal numbers, that is, the respondents verbally report, for example, whether during a given trimester the sales or the new orders have increased, decreased or remained the same as in the previous trimester. These data allow to calculate the percent of respondents in the total population (results are extrapolated), who select every one of the three options. Data are often presented in the form of an index calculated as the difference between the percent of those who claim that a given variable has improved in value and of those who claim that it has deteriorated. As in any survey conducted on a sample the question of the measurement of the sample error of the results has to be addressed, since the error influences both the reliability of the results and the calculation of the sample size adequate for a desired confidence interval. The results presented here are based on data from the Survey of the Business Climate (Encuesta de Clima Empresarial) developed through the collaboration of the Statistical Institute of Catalonia (Institut d’Estadística de Catalunya) with the Chambers of Commerce (Cámaras de Comercio) of Sabadell and Terrassa.

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In a series of papers (Tang, Chin and Rao, 2008; and Tang, Petrie and Rao 2006 & 2007), we have tried to improve on a mortality-based health status indicator, namely age-at-death (AAD), and its associated health inequality indicators that measure the distribution of AAD. The main contribution of these papers is to propose a frontier method to separate avoidable and unavoidable mortality risks. This has facilitated the development of a new indicator of health status, namely the Realization of Potential Life Years (RePLY). The RePLY measure is based on the concept of a “frontier country” that, by construction, has the lowest mortality risks for each age-sex group amongst all countries. The mortality rates of the frontier country are used as a proxy for the unavoidable mortality rates, and the residual between the observed mortality rates and the unavoidable mortality rates are considered as avoidable morality rates. In this approach, however, countries at different levels of development are benchmarked against the same frontier country without considering their heterogeneity. The main objective of the current paper is to control for national resources in estimating (conditional) unavoidable and avoidable mortality risks for individual countries. This allows us to construct a new indicator of health status – Realization of Conditional Potential Life Years (RCPLY). The paper presents empirical results from a dataset of life tables for 167 countries from the year 2000, compiled and updated by the World Health Organization. Measures of national average health status and health inequality based on RePLY and RCPLY are presented and compared.

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Various methodologies in economic literature have been used to analyse the international hydrocarbon retail sector. Nevertheless at a Spanish level these studies are much more recent and most conclude that generally there is no effective competition present in this market, regardless of the approach used. In this paper, in order to analyse the price levels in the Spanish petrol market, our starting hypothesis is that in uncompetitive markets the prices are higher and the standard deviation is lower. We use weekly retail petrol price data from the ten biggest Spanish cities, and apply Markov chains to fill the missing values for petrol 95 and diesel, and we also employ a variance filter. We conclude that this market demonstrates reduced price dispersion, regardless of brand or city.

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This paper has three objectives. First, it aims at revealing the logic of interest rate setting pursued by monetary authorities of 12 new EU members. Using estimation of an augmented Taylor rule, we find that this setting was not always consistent with the official monetary policy. Second, we seek to shed light on the inflation process of these countries. To this end, we carry out an estimation of an open economy Philips curve (PC). Our main finding is that inflation rates were not only driven by backward persistency but also held a forward-looking component. Finally, we assess the viability of existing monetary arrangements for price stability. The analysis of the conditional inflation variance obtained from GARCH estimation of PC is used for this purpose. We conclude that inflation targeting is preferable to an exchange rate peg because it allowed decreasing the inflation rate and anchored its volatility.

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OBJECTIVE To establish the role of the transcription factor Pax4 in pancreatic islet expansion and survival in response to physiological stress and its impact on glucose metabolism, we generated transgenic mice conditionally and selectively overexpressing Pax4 or a diabetes-linked mutant variant (Pax4R129 W) in β-cells. RESEARCH DESIGN AND METHODS Glucose homeostasis and β-cell death and proliferation were assessed in Pax4- or Pax4R129 W-overexpressing transgenic animals challenged with or without streptozotocin. Isolated transgenic islets were also exposed to cytokines, and apoptosis was evaluated by DNA fragmentation or cytochrome C release. The expression profiles of proliferation and apoptotic genes and β-cell markers were studied by immunohistochemistry and quantitative RT-PCR. RESULTS Pax4 but not Pax4R129 W protected animals against streptozotocin-induced hyperglycemia and isolated islets from cytokine-mediated β-cell apoptosis. Cytochrome C release was abrogated in Pax4 islets treated with cytokines. Interleukin-1β transcript levels were suppressed in Pax4 islets, whereas they were increased along with NOS2 in Pax4R129 W islets. Bcl-2, Cdk4, and c-myc expression levels were increased in Pax4 islets while MafA, insulin, and GLUT2 transcript levels were suppressed in both animal models. Long-term Pax4 expression promoted proliferation of a Pdx1-positive cell subpopulation while impeding insulin secretion. Suppression of Pax4 rescued this defect with a concomitant increase in pancreatic insulin content. CONCLUSIONS Pax4 protects adult islets from stress-induced apoptosis by suppressing selective nuclear factor-κB target genes while increasing Bcl-2 levels. Furthermore, it promotes dedifferentiation and proliferation of β-cells through MafA repression, with a concomitant increase in Cdk4 and c-myc expression.

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AIMS/HYPOTHESIS: betaTC-tet (H2(k)) is a conditional insulinoma cell line derived from transgenic mice expressing a tetracycline-regulated oncogene. Transgenic expression of several proteins implicated in the apoptotic pathways increase the resistance of betaTC-tet cells in vitro. We tested in vivo the sensitivity of the cells to rejection and the protective effect of genetic alterations in NOD mice. METHODS: betaTC-tet cells and genetically engineered lines expressing Bcl-2 (CDM3D), a dominant negative mutant of MyD88 or SOCS-1 were transplanted in diabetic female NOD mice or in male NOD mice with diabetes induced by high-dose streptozotocin. Survival of functional cell grafts in NOD-scid mice was also analyzed after transfer of splenocytes from diabetic NOD mice. Autoreactive T-cell hybridomas and splenocytes from diabetic NOD mice were stimulated by betaTC-tet cells. RESULTS: betaTC-tet cells and genetically engineered cell lines were all similarly rejected in diabetic NOD mice and in NOD-scid mice after splenocyte transfer. In 3- to 6-week-old male NOD mice treated with high-dose streptozotocin, the cells temporarily survived, in contrast with C57BL/6 mice treated with high-dose streptozotocin (indefinite survival) and untreated 3- to 6-week-old male NOD mice (rejection). The protective effect of high-dose streptozotocin was lost in older male NOD mice. betaTC-tet cells did not stimulate autoreactive T-cell hybridomas, but induced IL-2 secretion by splenocytes from diabetic NOD mice. CONCLUSION/INTERPRETATION: The autoimmune process seems to play an important role in the destruction of betaTC-tet cells in NOD mice. Genetic manipulations intended at increasing the resistance of beta cells were inefficient. Similar approaches should be tested in vivo as well as in vitro. High dose streptozotocin influences immune rejection and should be used with caution.