979 resultados para Modèle discriminant


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The present study was the first of its kind to systematically explore the psychometric properties of dream content questionnaires as measures of dream experience. One hundred and six University students filled out the Dream Content Questionnaire (DCQ) and kept a 14-day dream diary on two separate occasions, in addition to filling out the NEO-PI-R and Multidimensional Personality Questionnaire and measures of spatial ability and imaginativeness. The DCQ's reliability was acceptable, as was its discriminant and construct validity. Six of eight predicted relationships between trait personality and DCQ reported dream content were significant. In contrast, dream diaries showed instability over time and were unrelated to personality traits. The DCQ's concurrent validity could not be adequately appraised due to the inconsistency in dream diary content over time. The results suggest that questionnaires may be used to measure dream experience; however, the precise utility of dream questionnaires remains unclear. The findings raise important questions concerning measures of dream experience.

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During 1982 and 1983 I studied male attributes and attributes of the territory of male Eastern Meadowlarks (Sturnella magna) in order to determine whether there was a correlation between any of the attributes investigated and the number of females attracted by a male. Seventeen males, nine of which were polygynous and eight monogamous, were studied in 1982 and sixteen males.of which .. seven were polygynous and nine ~onogamous, were studied in 1983. The study was conducted in Short Hills Park, 10 km southwest of St. Catharines, Ontario and was designed to compare two hypotheses: the "sexy son" hypothesis (Weatherhead and Robertson,1977) and the polygyny threshold model (Verner and Willson,1966, Orians, 1969). Male attributes investigated were male size and song behaviour. Six measures of male size were taken: weight, flattened and natural wing chord length, culmen length, bill depth and length of the tarsometatarsus. In 1983 song repertoire size and song versatility measures were investigated. Attributes of the territory studied were: territory size, density of plant stems, percentage plant cover and measures of vegetation structure. In 1983 Arthropods were collected from each territory and sorted according to taxonomic group and size. During 1983, territory attributes were sampled twice, once early and once later in the nesting season. Analysis of data involved univariate comparisons between monogamous and polygynous males using T-tests and multivariate comparisons were made using discriminant function analysis (DFA) and principle components analysis (PCA).No correlations were found between the number of females attracted with, .ny measure of male size or with me, .sures of song versatili or size of song repertoire. Also no correlation was found between terri size and the number of females nesting on a terri . Some attributes of the male's terri id distinguish between monog,mous and po s males of thistudy. Analysis of Arthropod numbers showed that e~ .eran counts were significantly great~r on polygynous territories, a1 the total numb~rs of Arthropods collected showed no s fico .nt differences between territories of monogamous and po males. DFA chose ear teran and Hymenopteran counts as multivariate discriminators; both variables we' e more vegetation revealed that there were no univariate differences between the two groups of males fOT 1982 stem densities, but ~ spp. and Solidago spp. were chosen DFA as multivariate discriminators. The total number of plant stems and of Vicia spp. stems were s ficantly the early 1983 ing on monogamous territories for however DFA found no multivariate discriminators" Variables concerned with the overall aspects of vegetation structure showed significant differences between territories of monogamous and polygynous males. DFA of the 1982 sampling of vegetation structure showed significantly greater mat depth and vegetation height on polygynous territories, a finding which was not supported, however, by peA. For the early 1983 sampling period, plant height was greater on polygynous territories. Multivariate analysis identified greater green cover on polygynous territories, greater ground cover on monogamous territories, and greater depth of mat material on monogamous territories as discriminators between territories of monogamous and polygynous males. A DFA on the major variables of the study showed no significant difference between the territories of monogamous and polygynous male Meadowlarks. Of the correlations found, some were for non-prey Arthr~ods, for cover plants with very small samples sizes, or for variables which were greater for monogamous males during one sampling period and polygynous males during the next. While multivariate discriminators were found, peA showed no grouping of monogamous or polygynous males according to any of the variables investigated. On the basis of the univariate and multivariate analysis of major variables, I concluded that there were no correlations between the number of females attracted with male attributes and no unambiguous correlation with attributes of the territory. My study does not unequivocally support either the "sexy son" or the polygyny threshold hypothesis.

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House Finches (CarpQdacqs mexiCAnuS) were introduced to Long Island, New York from southern'California in 1940. Apparently, an initial sample of less than 100 birds has given rise to a population that now occupies much of the eastern United States. This study was to determine if morphological and reproductive changes have taken place in introduced eastern birds, which have colonized a novel environment. A study area in Goleta, California (CAL) represented the parental population whereas for comparison, House Finches in St. Catharines, Ontario (ONT) represented the introduced population. Interlocality variation in 25 morphometric characters of 100 adult House Finches was examined statistically. Singleclassification analysis of variance revealed significant interlocality differentiation in seven characters of males and nine of females. Females showed differentiation in more limb elements than males. Analysis of character variation using discriminant and principal component analysis distinguished samples on the basis of variation in shape. Compared to CAL, aNT birds (especially females) had smaller extremities relative to certain core parts and weight. Females showed similar patterns of character covariation in each locality on the second principal component, which suggests that differentiation of the ONT population may not be solely environmentally induced. Sexual dimorphism was evident in four charaoters in aNT and five in CAL. Disoriminant analysis distinguished sex on the basis of variation in shape. Males possessed a relatively larger flying apparatus and small.er hind limbs than females. The dearee of sexual dimorphism did not vary sicnifioantly between looalities. 3 Data on reproduotive parameters were oolleoted in 1983 and 1984 in ONT, and 1984 in CAL. In 1984, Bouse Finohes began breedina approximately three months earlier in CAL than in ONT. In ONT, there was no sianifioant differenoe in mean olutoh initiation date between 1983 and 1984. In both looalities most nests oontained either four or five ea",s, and olutoh size differenoes between looalites were not signifioant. Seasonal deolines in olutch size were evident in ONT but not in CAL. Intralooality variation in e.g weight and size was not related to clutch size. E",g weiaht showed no seasonal trend in ONT, but inoreased sianifioantly with breed ina season in OAL. In both looalities e8'''' weiaht increased sipifioantly with order of layina in olutohes of four but not in clutohes of five. Eag's in ONT in 1983 and 1984 were sip.ificantly larser than in CAL in 1984. The modal inoubation period was 13 days and did not vary sip.ifioantly between localites. In both looalities nestling weiaht on the day of hatohing was oorrelated to fresh ega welaht. For muoh of the period between hatohing and 14 days post-hatoh, ONT nestlinas were signifioantly laraer than CAL nestlings in terms of weiaht. bill length, bill depth, and manus length.

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Self-presentation reflects the processes by which individuals attempt to monitor and control the impressions others form of them (Schlenker & Leary, 1982). Concerns over impressions conveyed have been linked to numerous health behaviors (Crawford & Eklund, 1994; Martin, Leary, & O'Brien, 2001). The present study investigated the role of cognitive manifestations of dispositional and situational self presentational motivation (SPM) in 131 females with known groups differences on a measure of eating disorders. Participants were classified as in-treatment (IN = 39); at risk (AT = 46); and not at risk (NOT = 46) for eating disordered behaviour. Each participant completed The Brief Fear of Negative Evaluation Scale (FNE; Leary, 1983), the Public Self-Consciousness Scale (PSC; Fenigstein, Sheier, & Buss, 1975), and the Social Physique Anxiety Scale (SPA; Hart, Leary, & Rejeski, 1989), as measures of dispositional SPM. Situational SPM was assessed through Self-Presentational Efficacy (SPE; Gammage, Hall, & Martin, 2004), and the Exercise Motivation Inventory-2 (Markland & Ingeldew, 1997). Significant differences emerged on the measure of eating disorder behaviour between AT and NOT. To determine if group differences existed on measures of trait SPM an ANOVA was conducted. Results indicated that the NOT group experienced less FNE, PSC and SPA than the IN and AT groups, and the AT group experienced less FNE and PSC than the IN group. Pearson bivariate correlations were conducted on measures of trait SPM and EMI-2 subscales theoretically linked to SPM. It was found that FNE, PSC and SPA were all positively correlated with weight management for the NOT group. To determine if group differences existed on selfpresentational exercise motives independent samples I-tests were conducted. Results revealed that the AT group was more motivated to exercise for weight management, and appearance, and social recognition than the NOT group. To determine if group differences existed on the state measure of self-presentational efficacy a series of ANOVA's were conducted. Results revealed that the NOT group experienced significantly greater self-presentational efficacy expectancy and self-presentational outcome value than the AT group. Finally, a discriminant function analysis was conducted to determine if trait SPM would predict group membership. Results revealed that 63.4% of participants were correctly classified, with SPA, PSC, and FNE differentiating the NOT group from the AT and IN groups and FNE and PSC differentiating the AT group from the IN group. Thus self-presentation motivation appears to have an influence on females who have an eating disorder and those at risk for an eating disorder. Potential applications of the influence of self-presentational motives on eating disorders and future research directions are discussed.

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It is common practice to initiate supplemental feeding in newborns if body weight decreases by 7-10% in the first few days after birth (7-10% rule). Standard hospital procedure is to initiate intravenous therapy once a woman is admitted to give birth. However, little is known about the relationship between intrapartum intravenous therapy and the amount of weight loss in the newborn. The present research was undertaken in order to determine what factors contribute to weight loss in a newborn, and to examine the relationship between the practice of intravenous intrapartum therapy and the extent of weight loss post-birth. Using a cross-sectional design with a systematic random sample of 100 mother-baby dyads, we examined properties of delivery that have the potential to impact weight loss in the newborn, including method of delivery, parity, duration of labour, volume of intravenous therapy, feeding method, and birth attendant. This study indicated that the volume of intravenous therapy and method of delivery are significant predictors of weight loss in the newborn (R2=15.5, p<0.01). ROC curve analysis identified an intravenous volume cut-point of 1225 ml that would elicit a high measure of sensitivity (91.3%), and demonstrated significant Kappa agreement (p<0.01) with excess newborn weight loss. It was concluded that infusion of intravenous therapy and natural birth delivery are discriminant factors that influence excess weight loss in newborn infants. Acknowledgement of these factors should be considered in clinical practice.

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Communication présentée dans le cadre du programme de formation continue de la Corporation des bibliothécaires professionnels du Québec, vendredi le 11 mars 2005.

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Conférence-midi prononcée à la Direction des bibliothèques le 17 mars 2005.

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Latent variable models in finance originate both from asset pricing theory and time series analysis. These two strands of literature appeal to two different concepts of latent structures, which are both useful to reduce the dimension of a statistical model specified for a multivariate time series of asset prices. In the CAPM or APT beta pricing models, the dimension reduction is cross-sectional in nature, while in time-series state-space models, dimension is reduced longitudinally by assuming conditional independence between consecutive returns, given a small number of state variables. In this paper, we use the concept of Stochastic Discount Factor (SDF) or pricing kernel as a unifying principle to integrate these two concepts of latent variables. Beta pricing relations amount to characterize the factors as a basis of a vectorial space for the SDF. The coefficients of the SDF with respect to the factors are specified as deterministic functions of some state variables which summarize their dynamics. In beta pricing models, it is often said that only the factorial risk is compensated since the remaining idiosyncratic risk is diversifiable. Implicitly, this argument can be interpreted as a conditional cross-sectional factor structure, that is, a conditional independence between contemporaneous returns of a large number of assets, given a small number of factors, like in standard Factor Analysis. We provide this unifying analysis in the context of conditional equilibrium beta pricing as well as asset pricing with stochastic volatility, stochastic interest rates and other state variables. We address the general issue of econometric specifications of dynamic asset pricing models, which cover the modern literature on conditionally heteroskedastic factor models as well as equilibrium-based asset pricing models with an intertemporal specification of preferences and market fundamentals. We interpret various instantaneous causality relationships between state variables and market fundamentals as leverage effects and discuss their central role relative to the validity of standard CAPM-like stock pricing and preference-free option pricing.

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L’objectif de ce papier est de déterminer les facteurs susceptibles d’expliquer les faillites bancaires au sein de l’Union économique et monétaire ouest-africaine (UEMOA) entre 1980 et 1995. Utilisant le modèle logit conditionnel sur des données en panel, nos résultats montrent que les variables qui affectent positivement la probabilité de faire faillite des banques sont : i) le niveau d’endettement auprès de la banque centrale; ii) un faible niveau de comptes disponibles et à vue; iii) les portefeuilles d’effets commerciaux par rapport au total des crédits; iv) le faible montant des dépôts à terme de plus de 2 ans à 10 ans par rapport aux actifs totaux; et v) le ratio actifs liquides sur actifs totaux. En revanche, les variables qui contribuent positivement sur la vraisemblance de survie des banques sont les suivantes : i) le ratio capital sur actifs totaux; ii) les bénéfices nets par rapport aux actifs totaux; iii) le ratio crédit total sur actifs totaux; iv) les dépôts à terme à 2 ans par rapport aux actifs totaux; et v) le niveau des engagements sous forme de cautions et avals par rapport aux actifs totaux. Les ratios portefeuilles d’effets commerciaux et actifs liquides par rapport aux actifs totaux sont les variables qui expliquent la faillite des banques commerciales, alors que ce sont les dépôts à terme de plus de 2 ans à 10 ans qui sont à l’origine des faillites des banques de développement. Ces faillites ont été considérablement réduites par la création en 1989 de la commission de réglementation bancaire régionale. Dans l’UEMOA, seule la variable affectée au Sénégal semble contribuer positivement sur la probabilité de faire faillite.

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This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

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This paper examines the implications of intergenerational transfers of time and money for labor supply and capital accumulation. Although intergenerational transfers of time in the form of grandparenting are as substantial as monetary transfers in the data, little is known about the role and importance of time transfers. In this paper, we calibrate an overlapping generations model extended to allow for both time and monetary transfers to the US economy. We use simulations to show that time transfers have important positive effects on capital accumulation and that these effects can be as significant as those of monetary transfers. However, while time transfers increase the labor supply of the young, monetary transfers produce an income effect that tends to decrease work effort. We also find that child care tax credits have little impact on parental time and money transfers, but that a universal child tax credit would increase the welfare of the rich while the poor would benefit from a means-tested program.

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Multi-country models have not been very successful in replicating important features of the international transmission of business cycles. Standard models predict cross-country correlations of output and consumption which are respectively too low and too high. In this paper, we build a multi-country model of the business cycle with multiple sectors in order to analyze the role of sectoral shocks in the international transmission of the business cycle. We find that a model with multiple sectors generates a higher cross-country correlation of output than standard one-sector models, and a lower cross-country correlation of consumption. In addition, it predicts cross-country correlations of employment and investment that are closer to the data than the standard model. We also analyze the relative effects of multiple sectors, trade in intermediate goods, imperfect substitution between domestic and foreign goods, home preference, capital adjustment costs, and capital depreciation on the international transmission of the business cycle.

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In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.

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In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

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This paper studies vertical R&D spillovers between upstream and downstream firms. The model incorporates two vertically related industries, with horizontal spillovers within each industry and vertical spillovers between the two industries. Four types of R&D cooperation are studied : no cooperation, horizontal cooperation, vertical cooperation, and simultaneous horizontal and vertical cooperation. Vertical spillovers always increase R&D and welfare, while horizontal spillovers may increase or decrease them. The comparison of cooperative settings in terms of R&D shows that no setting uniformly dominates the others. Which type of cooperation yields more R&D depends on horizontal and vertical spillovers, and market structure. The ranking of cooperative structures hinges on the signs and magnitudes of three competitive externalities (vertical, horizontal, and diagonal) which capture the effect of the R&D of a firm on the profits of other firms. One of the basic results of the strategic investment literature is that cooperation between competitors increases (decreases) R&D when horizontal spillovers are high (low); the model shows that this result does not necessarily hold when vertical spillovers and vertical cooperation are taken into account. The paper proposes a theory of innovation and market structure, showing that the relation between innovation and competition depends on horizontal spillovers, vertical spillovers, and cooperative settings. The private incentives for R&D cooperation are addressed. It is found that buyers and sellers have divergent interests regarding the choice of cooperative settings and that spillovers increase the likelihood of the emergence of cooperation in a decentralized equilibrium.