911 resultados para Null Hypothesis
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In this paper, we show that the widely used stationarity tests such as the KPSS test has power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) In the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) In the presence a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) The proposed test has the same size as traditional stationarity tests under the null hypothesis of covariance stationarity. An application to daily observations of return on US Dollar/Euro exchange rate reveals the existence of instability in the unconditional variance when the entire sample is considered, but stability is found in sub-samples.
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This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We introduce two weights which are invariant to orthogonal transformations of the instruments; e.g., changing the order in which the instruments appear. While tests using the MM1 weight can be severely biased, optimal tests based on the MM2 weight are naturally two-sided when errors are homoskedastic. We propose two boundary conditions that yield two-sided tests whether errors are homoskedastic or not. The locally unbiased (LU) condition is related to the power around the null hypothesis and is a weaker requirement than unbiasedness. The strongly unbiased (SU) condition is more restrictive than LU, but the associated WAP tests are easier to implement. Several tests are SU in nite samples or asymptotically, including tests robust to weak IV (such as the Anderson-Rubin, score, conditional quasi-likelihood ratio, and I. Andrews' (2015) PI-CLC tests) and two-sided tests which are optimal when the sample size is large and instruments are strong. We refer to the WAP-SU tests based on our weights as MM1-SU and MM2-SU tests. Dropping the restrictive assumptions of normality and known variance, the theory is shown to remain valid at the cost of asymptotic approximations. The MM2-SU test is optimal under the strong IV asymptotics, and outperforms other existing tests under the weak IV asymptotics.
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Differences-in-Differences (DID) is one of the most widely used identification strategies in applied economics. However, how to draw inferences in DID models when there are few treated groups remains an open question. We show that the usual inference methods used in DID models might not perform well when there are few treated groups and errors are heteroskedastic. In particular, we show that when there is variation in the number of observations per group, inference methods designed to work when there are few treated groups tend to (under-) over-reject the null hypothesis when the treated groups are (large) small relative to the control groups. This happens because larger groups tend to have lower variance, generating heteroskedasticity in the group x time aggregate DID model. We provide evidence from Monte Carlo simulations and from placebo DID regressions with the American Community Survey (ACS) and the Current Population Survey (CPS) datasets to show that this problem is relevant even in datasets with large numbers of observations per group. We then derive an alternative inference method that provides accurate hypothesis testing in situations where there are few treated groups (or even just one) and many control groups in the presence of heteroskedasticity. Our method assumes that we can model the heteroskedasticity of a linear combination of the errors. We show that this assumption can be satisfied without imposing strong assumptions on the errors in common DID applications. With many pre-treatment periods, we show that this assumption can be relaxed. Instead, we provide an alternative inference method that relies on strict stationarity and ergodicity of the time series. Finally, we consider two recent alternatives to DID when there are many pre-treatment periods. We extend our inference methods to linear factor models when there are few treated groups. We also derive conditions under which a permutation test for the synthetic control estimator proposed by Abadie et al. (2010) is robust to heteroskedasticity and propose a modification on the test statistic that provided a better heteroskedasticity correction in our simulations.
Resumo:
In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests introduced by Moreira and Moreira (2013). This new boundary condition is motivated by the score e ciency under strong identi cation. It allows reducing computational costs of WAP tests by replacing the strongly unbiased condition. This latter restriction imposes, under the null hypothesis, the test to be uncorrelated to a given statistic with dimension given by the number of instruments. The new proposed boundary condition only imposes the test to be uncorrelated to a linear combination of the statistic. WAP tests under both restrictions to perform similarly numerically. We apply the di erent tests discussed to an empirical example. Using data from Yogo (2004), we assess the e ect of weak instruments on the estimation of the elasticity of inter-temporal substitution of a CCAPM model.
Resumo:
Differences-in-Differences (DID) is one of the most widely used identification strategies in applied economics. However, how to draw inferences in DID models when there are few treated groups remains an open question. We show that the usual inference methods used in DID models might not perform well when there are few treated groups and errors are heteroskedastic. In particular, we show that when there is variation in the number of observations per group, inference methods designed to work when there are few treated groups tend to (under-) over-reject the null hypothesis when the treated groups are (large) small relative to the control groups. This happens because larger groups tend to have lower variance, generating heteroskedasticity in the group x time aggregate DID model. We provide evidence from Monte Carlo simulations and from placebo DID regressions with the American Community Survey (ACS) and the Current Population Survey (CPS) datasets to show that this problem is relevant even in datasets with large numbers of observations per group. We then derive an alternative inference method that provides accurate hypothesis testing in situations where there are few treated groups (or even just one) and many control groups in the presence of heteroskedasticity. Our method assumes that we know how the heteroskedasticity is generated, which is the case when it is generated by variation in the number of observations per group. With many pre-treatment periods, we show that this assumption can be relaxed. Instead, we provide an alternative application of our method that relies on assumptions about stationarity and convergence of the moments of the time series. Finally, we consider two recent alternatives to DID when there are many pre-treatment groups. We extend our inference method to linear factor models when there are few treated groups. We also propose a permutation test for the synthetic control estimator that provided a better heteroskedasticity correction in our simulations than the test suggested by Abadie et al. (2010).
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This Master Thesis consists of one theoretical article and one empirical article on the field of Microeconometrics. The first chapter\footnote{We also thank useful suggestions by Marinho Bertanha, Gabriel Cepaluni, Brigham Frandsen, Dalia Ghanem, Ricardo Masini, Marcela Mello, Áureo de Paula, Cristine Pinto, Edson Severnini and seminar participants at São Paulo School of Economics, the California Econometrics Conference 2015 and the 37\textsuperscript{th} Brazilian Meeting of Econometrics.}, called \emph{Synthetic Control Estimator: A Generalized Inference Procedure and Confidence Sets}, contributes to the literature about inference techniques of the Synthetic Control Method. This methodology was proposed to answer questions involving counterfactuals when only one treated unit and a few control units are observed. Although this method was applied in many empirical works, the formal theory behind its inference procedure is still an open question. In order to fulfill this lacuna, we make clear the sufficient hypotheses that guarantee the adequacy of Fisher's Exact Hypothesis Testing Procedure for panel data, allowing us to test any \emph{sharp null hypothesis} and, consequently, to propose a new way to estimate Confidence Sets for the Synthetic Control Estimator by inverting a test statistic, the first confidence set when we have access only to finite sample, aggregate level data whose cross-sectional dimension may be larger than its time dimension. Moreover, we analyze the size and the power of the proposed test with a Monte Carlo experiment and find that test statistics that use the synthetic control method outperforms test statistics commonly used in the evaluation literature. We also extend our framework for the cases when we observe more than one outcome of interest (simultaneous hypothesis testing) or more than one treated unit (pooled intervention effect) and when heteroskedasticity is present. The second chapter, called \emph{Free Economic Area of Manaus: An Impact Evaluation using the Synthetic Control Method}, is an empirical article. We apply the synthetic control method for Brazilian city-level data during the 20\textsuperscript{th} Century in order to evaluate the economic impact of the Free Economic Area of Manaus (FEAM). We find that this enterprise zone had positive significant effects on Real GDP per capita and Services Total Production per capita, but it also had negative significant effects on Agriculture Total Production per capita. Our results suggest that this subsidy policy achieve its goal of promoting regional economic growth, even though it may have provoked mis-allocation of resources among economic sectors.
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Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to obtain an approximately similar test. This test rejects the null hypothesis when the test statistic islarger than a critical value function (CVF) of the data. We illustrate this procedure when regressors are highly persistent, a case in which commonly-used simulation methods encounter dificulties controlling size uniformly. Our approach works satisfactorily, controls size, and yields a test which outperforms the two other known similar tests.
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This work aims to study the fluctuation structure of physical properties of oil well profiles. It was used as technique the analysis of fluctuations without trend (Detrended Fluctuation Analysis - DFA). It has been made part of the study 54 oil wells in the Campo de Namorado located in the Campos Basin in Rio de Janeiro. We studied five sections, namely: sonic, density, porosity, resistivity and gamma rays. For most of the profiles , DFA analysis was available in the literature, though the sonic perfile was estimated with the aid of a standard algorithm. The comparison between the exponents of DFA of the five profiles was performed using linear correlation of variables, so we had 10 comparisons of profiles. Our null hypothesis is that the values of DFA for the various physical properties are independent. The main result indicates that no refutation of the null hypothesis. That is, the fluctuations observed by DFA in the profiles do not have a universal character, that is, in general the quantities display a floating structure of their own. From the ten correlations studied only the profiles of density and sonic one showed a significant correlation (p> 0.05). Finally these results indicate that one should use the data from DFA with caution, because, in general, based on geological analysis DFA different profiles can lead to disparate conclusions
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Body image is the figure of our bodies built in our minds and the degree of dissatisfaction is often associated with risk factors identified by anthropometric measures. The purpose of this descriptive study was to evaluate the risk factors associated to morphological and functional variables associate to the perception of auto-image in middle-aged walkers of the south zone of the city of Natal. A hundred and thirty volunteers had been evaluated in four groups in function of the gender and age group. As measurement evaluations were used an auto-image perception questionnaire proposed by Stunkart of nine silhouettes numbered for both gender was applied; a weighing machine equipped with stadiometer for the body mass (kg) and stature (m) and the body mass index (kg/m2) that was calculated with base in measures of the body weight and stature and classified according to norms of the National Institute of Health (2000) as well as the systolic and diastolic blood pressure by a electronic digital device (DIGITRONIC). A metal anthropometric tape was used for the waist to hip ratio (WHR). It was used Analyses of variance (ANOVA) one-way, post hoc of Tukey and correlation of Spearman for the nonparametric data adopting the level of ρ≤ 0,05 for rejection of the null hypothesis. The body mass index indicated high factors of risk in the consisting groups. In all the groups were registered the desire to reduce their silhouettes. The body weight shows reduced when compared with the younger group in the male group of superior age group, while in the female group the inverse one occurs. The autoimage perception is associated with the classification of the waist to hip ratio in the female gender in the age group of the 50 to the 59 years and in the classification of the body mass index of all constituted groups. Significant associations had not been found for classification of the systolic and diastolic blood pressure in relation to the auto-image 41 perception. This thesis presents relation of interdisciplinarity and its contents have application in the fields of Physical Education, Medicine, Physiotherapy and Nursing
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A descriptive, quantitative approach and non-participant observation study, which was aimed at analyzing the association between knowledge and practice of inclusion and maintenance of urinary catheter by nursing professionals in the occurrence of urinary tract infection, performed in the ICU of Onofre Lopes University Hospital in Natal / RN. The original sample was composed of 42 nursing staff professional, five (5) nurses and 37 nursing technicians, 27 of them were outsourced (FUNPEC and IEL fellows) and 10 servers UFRN. Data collection was performed using two instruments, the first observation procedures used in the insertion and manipulation of indwelling urinary catheter (IUC) and the second with a questionnaire that addressed the characterization data of respondents, knowledge and conduct the insertion and manipulation of the IUC. The results were tabulated in Microsoft Excel and analyzed using SPSS software, version 15.0. We found the prevalence of institutional staff members on outsourcing - IEL and FUNPEC - (64.3%) were female (69.0%), aged 21 to 35 years (59.5%) and with mid-level education (88.1%). As to knowledge, we found that the nurses had levels of good to excellent and the nursing technicians, to regulate the poor. The nurses made a mistake when choosing IUC (40.0%) and washing hands (30.0%) and technicians on hand washing (74.4%) and the contents of the tray (34.7%). In relation to the conduct of insertion of IUC, the nurses made a mistake when choosing SVD (66.7%) and washing hands (57.1%). Regarding the handling of IUC/drainage system, the technicians were wrong more about washing their hands (56.0%). Analyzing the misconduct to the categorization of knowledge, we saw that the nursing staff who had missed more had inadequate knowledge (ρ = 0.001). At the end we found the risk of a patient to acquire UTI is higher in two and a half times when there is a large number of mismatches, patient spends more time using the IUC and hospitalized in the ICU. As regards the study hypotheses, we accept the alternative hypothesis and reject the null hypothesis proposed at the start of this research, where the number of gaps in knowledge and behavior increases the incidence of urinary tract infection.
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Venous ulcer (VU) is a lower limbs injury resulting from inadequate return of venous blood in feet or legs. Although it is not a deadly disease, it causes chronic wounds, which seriously undermine patients´ quality of life (QOL) and sometimes leads to drastic family, social, economic and psychological changes. In this sense, there are several aspects that may influence the venous ulcers patients´ QOL. The study´s objective aimed on the association of socio-demographic and health, health care and clinical injury on UV patients‟ QOL. Analytical studies, which consider the complexity of factors involved in changes in UV patients‟ QOL has a cross-sectional and quantitative approach. The HUOL Ethics Committee approved this project (n.279/09). The collection of data lasted a period of 3 months in 2010 and it took place at the clinic of Angiology at Hospital Universitário Onofre Lopes (HUOL). The data sample consisted of 60 patients treated by UV angiologists in the HUOL Surgical Clinic. The results were analyzed with SPSS 15.0 by descriptive and inferential statistics. The study was based on UV patients that were predominantly female, average age of 61.4 years, that had low education level and low family income, with occupations requiring long periods of standing or sitting, but mostly retired, unemployed or laid off due to the disease and/or due to chronic diseases associated with the UV. The study took also into consideration patients that used inappropriate products, that were improperly treated by a professional caregiver, that lacked of adequate guidance and compression therapy, that performed no lifting of the lower limbs and regular exercise, that the time of injury were greater than or equal to six months, that were missing specific laboratory tests. The study‟s reference were on recurrent lesions, medium to large lesions area, bed of the lesion (injuries) with fibrin and/or necrosis, with amount of exudate with medium to large, odorless and no signs of infection, with tissue loss between 1st and 2nd degree, without collecting swab or biopsy and with pain. In general, QOL of researched individuals were considered low, the maximum score was 69 points, which the areas that were mostly influenced were the total scores of QOL functional capacity (0.021), emotional (0.000) and social functioning (0.080). Of the 60 individuals, 53.3% had scores between 40 and 69 points in SF-36, and they had the best scores in sociodemographic and health variables (ρ = 0.049). In respect to the assistance and injury characteristics, patients who scored between 40 and 69 points in SF-36 had better scores on these characteristics. By combining the socio-demographic variables, health, and handling characteristics of the injury, we observed a significant difference (ρ = 0.032) when linking them with the QOL total scores. When analyzing separately the domains of the SF-36 scores on the quality of life, we find that the areas that showed statistical significance were functional ability (ρ = 0.035), appearance (ρ = 0.019), emotional (ρ = 0.000), and mental health (ρ = 0.050). Among the socio-demographic characteristics studied, gender and marital status contributed more to the reduction of QOL and among the variables of assistance and the injury, orientation, reference and area of UV contributed the most. By analyzing these five variables all together in accordance with the overall score obtained in the quality of life, we found a significant correlation (ρ = 0.002); with 6.23 times more chances of patients have better QOL in the presence of these five positive factors. By conducting the Mann Whitney U test between all the five demographic variables, health, and clinical care, we found that this combination also proved to be significant (ρ = 0.006). Therefore, patients with these five variables positive tend to have a better QOL. Based on these results, we reject the null hypothesis (H0) and accept the alternative hypothesis (H1) proposed in this study because we noted that the QOL of patients with UV is associated with sociodemographic and health, health care and clinical aspects of the injury
Resumo:
Venous ulcers (VU) is a chronic injury of the lower extremities and because of its high incidence and recurrence implies long and complex treatments, damaging the quality of life (QOL) and self-esteem (SE) of the people. This study aimed to analyze the association between self-esteem with the quality of life of people with venous ulcers treated in primary care. Cross sectional analytical study with a quantitative approach conducted with 44 people met with VU at 13 primary care units 2 and Mixed units in Natal/RN. The study was approved by the Ethics Committee in Research of the Federal University of Rio Grande do Norte (UFRN), CAAE: 07556312.0.0000.5537. Held data collection from February to April 2014 and used three instruments: a structured form covering sociodemographic, health care and clinical variables, the Rosenberg Self-Esteem Scale and the SF-36. The collected data were entered into a database and processed on computerized software for descriptive and inferential analyzes. The results showed a predominance of people with UV females (65,9%), with more than 60 years (59,1%), married or in a stable relationship (52,3%), low education (86,4%) without occupation (68,2%) and less than one minimum wage income (81,8%). Regarding assistance characteristics was observed that most patients performed the dressing with appropriate material (72,7%), professional or trained caregiver (61,4%) did not use compression therapy (81,8%), treating the injury for more than 6 months (77,3%), lack of guidelines for the use of compression therapy, elevation of legs, and regular exercise (77,3%) and consulting the angiologist last year (52,3% ). Regarding clinical features of the lesion was found that most of the recurrent lesions are (77,3%), over one year of current lesion (52,3%) medium to large lesions (54,8%), without signs of infection (61,3%) and pain (79,5%). The mean SE of respondents was 9,3 (± 5,1). The relations between the SE and the sociodemographic variables, health care and clinics showed that individuals without a partner (a) (p = 0,01), who did not wear compression therapy (p = 0,04), with more 6 months of treatment (p = 0,01) and larger lesions (p = 0,01) had a lower SE. The mean domain and the dimensions of the SF-36 were lower emphasizing the functional capacity 36.5 (± 27,6) and the physical aspects of 15.3 (± 30,6). There were significant correlations between AE people with VU and the domains and dimensions of the SF-36: physical functioning (r = -0,432), general health (r = -0,415), vitality (r = -0,573), aspects social (r = -0,517), mental health (r = -0,612) and mental health dimensions (r = -0,612) and physical health (r = -0,473). Based on these results it is concluded by rejecting the null hypothesis and accept the alternative proposed in the study in which it was found that there is a negative correlation between the SE and the QOL of people with venous ulcers
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OBJETIVO: Avaliar a prevalência de tracoma em escolares de Botucatu/SP-Brasil e a distribuição espacial dos casos. MÉTODOS: Foi realizado um estudo transversal, em crianças de 7-14 anos, que frequentavam as escolas do ensino fundamental de Botucatu/SP, em novembro/2005. O tamanho da amostra foi estimado em 2.092 crianças, considerando-se a prevalência histórica de 11,2%, aceitando-se erro de estimação de 10% e nível de confiança de 95%. A amostra foi probabilística, ponderada e acrescida de 20%, devido à possível ocorrência de perdas. Examinaram-se 2.692 crianças. O diagnóstico foi clínico, baseado na normatização da Organização Mundial da Saúde (OMS). Para avaliação dos dados espaciais, utilizou-se o programa CartaLinx (v1.2), sendo os setores de demanda escolar digitalizados de acordo com as divisões do planejamento da Secretaria de Educação. Os dados foram analisados estatisticamente, sendo a análise da estrutura espacial dos eventos calculadas usando o programa Geoda. RESULTADOS: A prevalência de tracoma nos escolares de Botucatu foi de 2,9%, tendo sido detectados casos de tracoma folicular. A análise exploratória espacial não permitiu rejeitar a hipótese nula de aleatoriedade (I= -0,45, p>0,05), não havendo setores de demanda significativos. A análise feita para os polígonos de Thiessen também mostrou que o padrão global foi aleatório (I= -0,07; p=0,49). Entretanto, os indicadores locais apontaram um agrupamento do tipo baixo-baixo para um polígono ao norte da área urbana. CONCLUSÃO: A prevalência de tracoma em escolares de Botucatu foi de 2,9%. A análise da distribuição espacial não revelou áreas de maior aglomeração de casos. Embora o padrão global da doença não reproduza as condições socioeconômicas da população, a prevalência mais baixa do tracoma foi encontrada em setores de menor vulnerabilidade social.
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Purpose: The aim of this study was to evaluate by means of digital radiography the behavior of the alveolar bone crest in external hexagon implants following the use of 2 different types of abutments, one for conventional cemented prosthesis and one for modified cemented prosthesis.Methods: Ten external hexagon implants (platform 4.1) were placed in 5 patients. Initial instrumentation was carried out to obtain primary stability of the temporary prostheses under immediate loading. Each patient received both abutments for conventional and modified cemented prosthesis. Standardized digital periapical radiographies were performed at times T0 (immediately after implant placement) and T1 (4 months after implant placement). A straight line was initially established from the implant platform to the distal and mesial periimplantar marginal bone tissue (immediately in contact with the implant) and measured by digital radiography, using Sidexis version 2.3 (Sirona Dental Systems GmbH, Bensheim, Germany) software. The data were submitted to paired-samples t-test analysis.Results: There was no significant difference between the conventional and modified cemented prosthesis. In both cases, t-test results were within the null hypothesis level.Conclusion: The abutment for the modified cemented prosthesis resulted in no significant radiographic difference of alveolar bone crest height, when compared with the conventional cemented prostheses.
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Objective: Control of microleakage represents a challenge for posterior composite restorations. The technique for composite placement may reduce microleakage. The null hypothesis of this in vitro study was that centripetal incremental insertion of composite resin would result in less microleakage than that obtained with the oblique incremental technique or bulk technique. Method and Materials: Standardized Class 2 preparations were made in 60 caries-free extracted third molars and randomly assigned to 3 groups ( n = 20): ( 1) oblique incremental insertion technique ( control), ( 2) centripetal incremental insertion technique, and ( 3) bulk insertion. The teeth were restored with a total-etch adhesive and micro-hybrid composite resin. The specimens were isolated with nail varnish except for a 2-mm-wide area around the restoration and then thermocycled ( 1,000 thermal cycles, 5 degrees C/ 55 degrees C; 30-second dwell time). The specimens were immersed in an aqueous solution of 50% silver nitrate for 24 hours, followed by 8 hours of immersion in a photo-developing solution and subsequently evaluated for leakage. The microleakage scores ( 0 to 4) obtained from the occlusal and cervical walls were analyzed with median nonparametric tests ( P <.05). Results: The null hypothesis was rejected. All techniques attained statistically similar dentin microleakage scores ( P =.15). The centripetal insertion technique displayed significantly less microleakage than the oblique technique at the enamel margins ( P =.04). Conclusion: None of the techniques eliminated marginal microleakage in Class 2 preparations. However, in occlusal areas, the centripetal technique performed significantly better than the other techniques.