The Estimation of Technical Efficiency Effects Models with an Example Applied to the Thai Manufacturing Sector

This paper does two things. First, it presents alternative approaches to the standard methods of estimating productive efficiency using a production function. It favours a parametric approach (viz. the stochastic production frontier approach) over a nonparametric approach (e.g. data envelopment analysis); and, further, one that provides a statistical explanation of efficiency, as well as an estimate of its magnitude. Second, it illustrates the favoured approach (i.e. the ‘single stage procedure’) with estimates of two models of explained inefficiency, using data from the Thai manufacturing sector, after the crisis of 1997. Technical efficiency is modelled as being dependent on capital investment in three major areas (viz. land, machinery and office appliances) where land is intended to proxy the effects of unproductive, speculative capital investment; and both machinery and office appliances are intended to proxy the effects of productive, non-speculative capital investment. The estimates from these models cast new light on the five-year long, post-1997 crisis period in Thailand, suggesting a structural shift from relatively labour intensive to relatively capital intensive production in manufactures from 1998 to 2002.

UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?

Block factor methods offer an attractive approach to forecasting with many predictors. These extract the information in these predictors into factors reflecting different blocks of variables (e.g. a price block, a housing block, a financial block, etc.). However, a forecasting model which simply includes all blocks as predictors risks being over-parameterized. Thus, it is desirable to use a methodology which allows for different parsimonious forecasting models to hold at different points in time. In this paper, we use dynamic model averaging and dynamic model selection to achieve this goal. These methods automatically alter the weights attached to different forecasting models as evidence comes in about which has forecast well in the recent past. In an empirical study involving forecasting output growth and inflation using 139 UK monthly time series variables, we find that the set of predictors changes substantially over time. Furthermore, our results show that dynamic model averaging and model selection can greatly improve forecast performance relative to traditional forecasting methods.

Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy

This paper develops methods for Stochastic Search Variable Selection (currently popular with regression and Vector Autoregressive models) for Vector Error Correction models where there are many possible restrictions on the cointegration space. We show how this allows the researcher to begin with a single unrestricted model and either do model selection or model averaging in an automatic and computationally efficient manner. We apply our methods to a large UK macroeconomic model.

The ghost of past species occurrence: improving species distribution models for presence-only data

1. Model-based approaches have been used increasingly in conservation biology over recent years. Species presence data used for predictive species distribution modelling are abundant in natural history collections, whereas reliable absence data are sparse, most notably for vagrant species such as butterflies and snakes. As predictive methods such as generalized linear models (GLM) require absence data, various strategies have been proposed to select pseudo-absence data. However, only a few studies exist that compare different approaches to generating these pseudo-absence data. 2. Natural history collection data are usually available for long periods of time (decades or even centuries), thus allowing historical considerations. However, this historical dimension has rarely been assessed in studies of species distribution, although there is great potential for understanding current patterns, i.e. the past is the key to the present. 3. We used GLM to model the distributions of three 'target' butterfly species, Melitaea didyma, Coenonympha tullia and Maculinea teleius, in Switzerland. We developed and compared four strategies for defining pools of pseudo-absence data and applied them to natural history collection data from the last 10, 30 and 100 years. Pools included: (i) sites without target species records; (ii) sites where butterfly species other than the target species were present; (iii) sites without butterfly species but with habitat characteristics similar to those required by the target species; and (iv) a combination of the second and third strategies. Models were evaluated and compared by the total deviance explained, the maximized Kappa and the area under the curve (AUC). 4. Among the four strategies, model performance was best for strategy 3. Contrary to expectations, strategy 2 resulted in even lower model performance compared with models with pseudo-absence data simulated totally at random (strategy 1). 5. Independent of the strategy model, performance was enhanced when sites with historical species presence data were not considered as pseudo-absence data. Therefore, the combination of strategy 3 with species records from the last 100 years achieved the highest model performance. 6. Synthesis and applications. The protection of suitable habitat for species survival or reintroduction in rapidly changing landscapes is a high priority among conservationists. Model-based approaches offer planning authorities the possibility of delimiting priority areas for species detection or habitat protection. The performance of these models can be enhanced by fitting them with pseudo-absence data relying on large archives of natural history collection species presence data rather than using randomly sampled pseudo-absence data.

Les traces de pneumatiques en sciences forensiques : de l'analyse chimique à l'évaluation de la force probante

This work is focused on the development of a methodology for the use of chemical characteristic of tire traces to help answer the following question: "Is the offending tire at the origin of the trace found on the crime scene?". This methodology goes from the trace sampling on the road to statistical analysis of its chemical characteristics. Knowledge about the composition and manufacture of tread tires as well as a review of instrumental techniques used for the analysis of polymeric materials were studied to select, as an ansi vi cal technique for this research, pyrolysis coupled to a gas Chromatograph with a mass spectrometry detector (Py-GC/MS). An analytical method was developed and optimized to obtain the lowest variability between replicates of the same sample. Within-variability of the tread was evaluated regarding width and circumference with several samples taken from twelve tires of different brands and/or models. The variability within each of the treads (within-variability) and between the treads (between-variability) could be quantified. Different statistical methods have shown that within-variability is lower than between-variability, which helped differentiate these tires. Ten tire traces were produced with tires of different brands and/or models by braking tests. These traces have been adequately sampled using sheets of gelatine. Particles of each trace were analysed using the same methodology as for the tires at their origin. The general chemical profile of a trace or of a tire has been characterized by eighty-six compounds. Based on a statistical comparison of the chemical profiles obtained, it has been shown that a tire trace is not differentiable from the tire at its origin but is generally differentiable from tires that are not at its origin. Thereafter, a sample containing sixty tires was analysed to assess the discrimination potential of the developed methodology. The statistical results showed that most of the tires of different brands and models are differentiable. However, tires of the same brand and model with identical characteristics, such as country of manufacture, size and DOT number, are not differentiable. A model, based on a likelihood ratio approach, was chosen to evaluate the results of the comparisons between the chemical profiles of the traces and tires. The methodology developed was finally blindly tested using three simulated scenarios. Each scenario involved a trace of an unknown tire as well as two tires possibly at its origin. The correct results for the three scenarios were used to validate the developed methodology. The different steps of this work were useful to collect the required information to test and validate the underlying assumption that it is possible to help determine if an offending tire » or is not at the origin of a trace, by means of a statistical comparison of their chemical profile. This aid was formalized by a measure of the probative value of the evidence, which is represented by the chemical profile of the trace of the tire. - Ce travail s'est proposé de développer une méthodologie pour l'exploitation des caractéristiques chimiques des traces de pneumatiques dans le but d'aider à répondre à la question suivante : «Est-ce que le pneumatique incriminé est ou n'est pas à l'origine de la trace relevée sur les lieux ? ». Cette méthodologie s'est intéressée du prélèvement de la trace de pneumatique sur la chaussée à l'exploitation statistique de ses caractéristiques chimiques. L'acquisition de connaissances sur la composition et la fabrication de la bande de roulement des pneumatiques ainsi que la revue de techniques instrumentales utilisées pour l'analyse de matériaux polymériques ont permis de choisir, comme technique analytique pour la présente recherche, la pyrolyse couplée à un chromatographe en phase gazeuse avec un détecteur de spectrométrie de masse (Py-GC/MS). Une méthode analytique a été développée et optimisée afin d'obtenir la plus faible variabilité entre les réplicas d'un même échantillon. L'évaluation de l'intravariabilité de la bande de roulement a été entreprise dans sa largeur et sa circonférence à l'aide de plusieurs prélèvements effectués sur douze pneumatiques de marques et/ou modèles différents. La variabilité au sein de chacune des bandes de roulement (intravariabilité) ainsi qu'entre les bandes de roulement considérées (intervariabilité) a pu être quantifiée. Les différentes méthodes statistiques appliquées ont montré que l'intravariabilité est plus faible que l'intervariabilité, ce qui a permis de différencier ces pneumatiques. Dix traces de pneumatiques ont été produites à l'aide de pneumatiques de marques et/ou modèles différents en effectuant des tests de freinage. Ces traces ont pu être adéquatement prélevées à l'aide de feuilles de gélatine. Des particules de chaque trace ont été analysées selon la même méthodologie que pour les pneumatiques à leur origine. Le profil chimique général d'une trace de pneumatique ou d'un pneumatique a été caractérisé à l'aide de huitante-six composés. Sur la base de la comparaison statistique des profils chimiques obtenus, il a pu être montré qu'une trace de pneumatique n'est pas différenciable du pneumatique à son origine mais est, généralement, différenciable des pneumatiques qui ne sont pas à son origine. Par la suite, un échantillonnage comprenant soixante pneumatiques a été analysé afin d'évaluer le potentiel de discrimination de la méthodologie développée. Les méthodes statistiques appliquées ont mis en évidence que des pneumatiques de marques et modèles différents sont, majoritairement, différenciables entre eux. La méthodologie développée présente ainsi un bon potentiel de discrimination. Toutefois, des pneumatiques de la même marque et du même modèle qui présentent des caractéristiques PTD (i.e. pays de fabrication, taille et numéro DOT) identiques ne sont pas différenciables. Un modèle d'évaluation, basé sur une approche dite du likelihood ratio, a été adopté pour apporter une signification au résultat des comparaisons entre les profils chimiques des traces et des pneumatiques. La méthodologie mise en place a finalement été testée à l'aveugle à l'aide de la simulation de trois scénarios. Chaque scénario impliquait une trace de pneumatique inconnue et deux pneumatiques suspectés d'être à l'origine de cette trace. Les résultats corrects obtenus pour les trois scénarios ont permis de valider la méthodologie développée. Les différentes étapes de ce travail ont permis d'acquérir les informations nécessaires au test et à la validation de l'hypothèse fondamentale selon laquelle il est possible d'aider à déterminer si un pneumatique incriminé est ou n'est pas à l'origine d'une trace, par le biais d'une comparaison statistique de leur profil chimique. Cette aide a été formalisée par une mesure de la force probante de l'indice, qui est représenté par le profil chimique de la trace de pneumatique.

What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care

This paper develops stochastic search variable selection (SSVS) for zero-inflated count models which are commonly used in health economics. This allows for either model averaging or model selection in situations with many potential regressors. The proposed techniques are applied to a data set from Germany considering the demand for health care. A package for the free statistical software environment R is provided.

Lack of evidence of the interaction of the Aß peptide with the Wnt signaling cascade in Drosophila models of Alzheimer's disease.

Background Alzheimer's disease (AD) is the leading form of dementia worldwide. The Aß-peptide is believed to be the major pathogenic compound of the disease. Since several years it is hypothesized that Aß impacts the Wnt signaling cascade and therefore activation of this signaling pathway is proposed to rescue the neurotoxic effect of Aß. Findings Expression of the human Aß42 in the Drosophila nervous system leads to a drastically shortened life span. We found that the action of Aß42 specifically in the glutamatergic motoneurons is responsible for the reduced survival. However, we find that the morphology of the glutamatergic larval neuromuscular junctions, which are widely used as the model for mammalian central nervous system synapses, is not affected by Aß42 expression. We furthermore demonstrate that genetic activation of the Wnt signal transduction pathway in the nervous system is not able to rescue the shortened life span or a rough eye phenotype in Drosophila. Conclusions Our data confirm that the life span is a useful readout of Aß42 induced neurotoxicity in Drosophila; the neuromuscular junction seems however not to be an appropriate model to study AD in flies. Additionally, our results challenge the hypothesis that Wnt signaling might be implicated in Aß42 toxicity and might serve as a drug target against AD.

Transcriptional response to cardiac injury in the zebrafish: systematic identification of genes with highly concordant activity across in vivo models.

BACKGROUND: Zebrafish is a clinically-relevant model of heart regeneration. Unlike mammals, it has a remarkable heart repair capacity after injury, and promises novel translational applications. Amputation and cryoinjury models are key research tools for understanding injury response and regeneration in vivo. An understanding of the transcriptional responses following injury is needed to identify key players of heart tissue repair, as well as potential targets for boosting this property in humans. RESULTS: We investigated amputation and cryoinjury in vivo models of heart damage in the zebrafish through unbiased, integrative analyses of independent molecular datasets. To detect genes with potential biological roles, we derived computational prediction models with microarray data from heart amputation experiments. We focused on a top-ranked set of genes highly activated in the early post-injury stage, whose activity was further verified in independent microarray datasets. Next, we performed independent validations of expression responses with qPCR in a cryoinjury model. Across in vivo models, the top candidates showed highly concordant responses at 1 and 3 days post-injury, which highlights the predictive power of our analysis strategies and the possible biological relevance of these genes. Top candidates are significantly involved in cell fate specification and differentiation, and include heart failure markers such as periostin, as well as potential new targets for heart regeneration. For example, ptgis and ca2 were overexpressed, while usp2a, a regulator of the p53 pathway, was down-regulated in our in vivo models. Interestingly, a high activity of ptgis and ca2 has been previously observed in failing hearts from rats and humans. CONCLUSIONS: We identified genes with potential critical roles in the response to cardiac damage in the zebrafish. Their transcriptional activities are reproducible in different in vivo models of cardiac injury.

Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models

We propose an alternative approach to obtaining a permanent equilibrium exchange rate (PEER), based on an unobserved components (UC) model. This approach offers a number of advantages over the conventional cointegration-based PEER. Firstly, we do not rely on the prerequisite that cointegration has to be found between the real exchange rate and macroeconomic fundamentals to obtain non-spurious long-run relationships and the PEER. Secondly, the impact that the permanent and transitory components of the macroeconomic fundamentals have on the real exchange rate can be modelled separately in the UC model. This is important for variables where the long and short-run effects may drive the real exchange rate in opposite directions, such as the relative government expenditure ratio. We also demonstrate that our proposed exchange rate models have good out-of sample forecasting properties. Our approach would be a useful technique for central banks to estimate the equilibrium exchange rate and to forecast the long-run movements of the exchange rate.

The Role of Institutions in Cross-Section Income and Panel Data Growth Models: A Deeper Investigation on the Weakness and Proliferation of Instruments

This paper investigates the role of institutions in determining per capita income levels and growth. It contributes to the empirical literature by using different variables as proxies for institutions and by developing a deeper analysis of the issues arising from the use of weak and too many instruments in per capita income and growth regressions. The cross-section estimation suggests that institutions seem to matter, regardless if they are the only explanatory variable or are combined with geographical and integration variables, although most models suffer from the issue of weak instruments. The results from the growth models provides some interesting results: there is mixed evidence on the role of institutions and such evidence is more likely to be associated with law and order and investment profile; government spending is an important policy variable; collapsing the number of instruments results in fewer significant coefficients for institutions.

Evidence for transcript networks composed of chimeric RNAs in human cells.

The classic organization of a gene structure has followed the Jacob and Monod bacterial gene model proposed more than 50 years ago. Since then, empirical determinations of the complexity of the transcriptomes found in yeast to human has blurred the definition and physical boundaries of genes. Using multiple analysis approaches we have characterized individual gene boundaries mapping on human chromosomes 21 and 22. Analyses of the locations of the 5' and 3' transcriptional termini of 492 protein coding genes revealed that for 85% of these genes the boundaries extend beyond the current annotated termini, most often connecting with exons of transcripts from other well annotated genes. The biological and evolutionary importance of these chimeric transcripts is underscored by (1) the non-random interconnections of genes involved, (2) the greater phylogenetic depth of the genes involved in many chimeric interactions, (3) the coordination of the expression of connected genes and (4) the close in vivo and three dimensional proximity of the genomic regions being transcribed and contributing to parts of the chimeric RNAs. The non-random nature of the connection of the genes involved suggest that chimeric transcripts should not be studied in isolation, but together, as an RNA network.

Evaluation of tumour vascularisation in two rat sarcoma models for studying isolated lung perfusion. Injection route determines the origin of tumour vessels.

Isolated cytostatic lung perfusion (ILP) is an attractive technique allowing delivery of a high-dose of cytostatic agents to the lungs while limiting systemic toxicity. In developing a rat model of ILP, we have analysed the effect of the route of tumour cell injection on the source of tumour vessels. Pulmonary sarcomas were established by injecting a sarcoma cell suspension either by the intravenous (i.v.) route or directly into the lung parenchyma. Ink perfusion through either pulmonary artery (PA) or bronchial arteries (BA) was performed and the characteristics of the tumour deposits defined. i.v. and direct injection methods induced pulmonary sarcoma nodules, with similar histological features. The intraparenchymal injection of tumour cells resulted in more reliable and reproducible tumour growth and was associated with a longer survival of the animals. i.v. injected tumours developed a PA-derived vascular tree whereas directly injected tumours developed a BA-derived vasculature.

Models de simulació per coordinar serveis d'emergència

El projecte exposat té com a propòsit definir i implementar un model de simulació basat en la coordinació i assignació dels serveis d’emergència en accidents de trànsit. La definició del model s’ha realitzat amb l’ús de les Xarxes de Petri Acolorides i la implementació amb el software Rockwell Arena 7.0. El modelatge de la primera simulació ens mostra un model teòric basat en cues mentre que el segon, mostra un model més complet i real gràcies a la connexió mitjançant la plataforma Corba a una base de dades amb informació geogràfica de les flotes i de les rutes. Com a resultat de l’estudi i amb l’ajuda de GoogleEarth, podem realitzar simulacions gràfiques per veure els accidents generats, les flotes dels serveis i el moviment dels vehicles des de les bases fins als accidents.