999 resultados para Joint conditional distributions
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Comprend : Pygmalion
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The quality of the mother-child relationship was examined in relation to joint planning, maternal teaching strategies, maternal emotional support, mutual positive affect and attachment security. Fifty-five grade five children and their mothers participated in a laboratory session comprised of various activities and completed questionnaires to evaluate attachment security. Joint planning and social problem solving were assessed observationally during an origami task. Problem solving effectiveness was unrelated to maternal teaching strategies, maternal encouragement and mutual positive affect. A marginally significant relationship was found between maternal encouragement and active child participation. Attachment security was found to be significantly related to sharing of responsibility during local planning, but only for child autonomous performance. An examination of conditional probabilities revealed that mutual positive affect did not increase the likelihood of subsequent mother-child dyadic regulation. However, mutual positive affect was found to be significantly related to both active child participation and dyadic regulation. The hypothesis predicting a mediational model was not supported. The implications of these findings in the theoretical and empirical literature were considered and suggestions for future research were made.
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Solid state nuclear magnetic resonance (NMR) spectroscopy is a powerful technique for studying structural and dynamical properties of disordered and partially ordered materials, such as glasses, polymers, liquid crystals, and biological materials. In particular, twodimensional( 2D) NMR methods such as ^^C-^^C correlation spectroscopy under the magicangle- spinning (MAS) conditions have been used to measure structural constraints on the secondary structure of proteins and polypeptides. Amyloid fibrils implicated in a broad class of diseases such as Alzheimer's are known to contain a particular repeating structural motif, called a /5-sheet. However, the details of such structures are poorly understood, primarily because the structural constraints extracted from the 2D NMR data in the form of the so-called Ramachandran (backbone torsion) angle distributions, g{^,'4)), are strongly model-dependent. Inverse theory methods are used to extract Ramachandran angle distributions from a set of 2D MAS and constant-time double-quantum-filtered dipolar recoupling (CTDQFD) data. This is a vastly underdetermined problem, and the stability of the inverse mapping is problematic. Tikhonov regularization is a well-known method of improving the stability of the inverse; in this work it is extended to use a new regularization functional based on the Laplacian rather than on the norm of the function itself. In this way, one makes use of the inherently two-dimensional nature of the underlying Ramachandran maps. In addition, a modification of the existing numerical procedure is performed, as appropriate for an underdetermined inverse problem. Stability of the algorithm with respect to the signal-to-noise (S/N) ratio is examined using a simulated data set. The results show excellent convergence to the true angle distribution function g{(j),ii) for the S/N ratio above 100.
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BACKGROUND: Dyslipidemia is recognized as a major cause of coronary heart disease (CHD). Emerged evidence suggests that the combination of triglycerides (TG) and waist circumference can be used to predict the risk of CHD. However, considering the known limitations of TG, non-high-density lipoprotein (non-HDL = Total cholesterol - HDL cholesterol) cholesterol and waist circumference model may be a better predictor of CHD. PURPOSE: The Framingham Offspring Study data were used to determine if combined non-HDL cholesterol and waist circumference is equivalent to or better than TG and waist circumference (hypertriglyceridemic waist phenotype) in predicting risk of CHD. METHODS: A total of3,196 individuals from Framingham Offspring Study, aged ~ 40 years old, who fasted overnight for ~ 9 hours, and had no missing information on nonHDL cholesterol, TG levels, and waist circumference measurements, were included in the analysis. Receiver Operator Characteristic Curve (ROC) Area Under the Curve (AUC) was used to compare the predictive ability of non-HDL cholesterol and waist circumference and TG and waist circumference. Cox proportional-hazards models were used to examine the association between the joint distributions of non-HDL cholesterol, waist circumference, and non-fatal CHD; TG, waist circumference, and non-fatal CHD; and the joint distribution of non-HDL cholesterol and TG by waist circumference strata, after adjusting for age, gender, smoking, alcohol consumption, diabetes, and hypertension status. RESULTS: The ROC AUC associated with non-HDL cholesterol and waist circumference and TG and waist circumference are 0.6428 (CI: 0.6183, 0.6673) and 0.6299 (CI: 0.6049, 0.6548) respectively. The difference in the ROC AVC is 1.29%. The p-value testing if the difference in the ROC AVCs between the two models is zero is 0.10. There was a strong positive association between non-HDL cholesterol and the risk for non-fatal CHD within each TO levels than that for TO levels within each level of nonHDL cholesterol, especially in individuals with high waist circumference status. CONCLUSION: The results suggest that the model including non-HDL cholesterol and waist circumference may be superior at predicting CHD compared to the model including TO and waist circumference.
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Report of the Canadian section, dated April 25th, 1906, and report of the joint commission, dated May 3d, 1906, related to regulating the uses of the waters of the Niagara River and the preservation of the Falls.
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Tesis (Master of Science in Electrical Engineering) UANL, 2014.
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The model studies information sharing and the stability of cooperation in cost reducing Research Joint Ventures (RJVs). In a four-stage game-theoretic framework, firms decide on participation in a RJV, information sharing, R&D expenditures, and output. An important feature of the model is that voluntary information sharing between cooperating firms increases information leakage from the RJV to outsiders. It is found that it is the spillover from the RJV to outsiders which determines the decision of insiders whether to share information, while it is the spillover affecting all firms which determines the level of information sharing within the RJV. RJVs representing a larger portion of firms in the industry are more likely to share information. It is also found that when sharing information is costless, firms never choose intermediate levels of information sharing : they share all the information or none at all. The size of the RJV is found to depend on three effects : a coordination effect, an information sharing effect, and a competition effect. Depending on the relative magnitudes of these effects, the size of the RJV may increase or decrease with spillovers. The effect of information sharing on the profitability of firms as well as on welfare is studied.
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A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.
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In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such tests (under nonparametric assumptions) by using permutational versions of the tests jointly with the method of Monte Carlo tests properly adjusted to deal with discrete distributions. We also propose a combined test procedure, whose level is again perfectly controlled through the Monte Carlo test technique and has better power properties than the individual tests that are combined. Finally, in a simulation experiment, we show that the technique suggested provides perfect control of test size and that the new tests proposed can yield sizeable power improvements.
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In this paper, we model the interactions between the distribution of male and female wages under the assumption that any change in the wage distribution of women must be offset by an opposite change in the wage distribution of men.
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In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.