929 resultados para Single Equation Models
Resumo:
To evaluate the theoretical underpinnings of current categorical approaches to classify childhood psychopathological conditions, this dissertation examined whether children with a single diagnosis of an anxiety disorder (ANX only) and children with an anxiety diagnosis comorbid with other diagnoses (i.e., anxiety + anxiety disorder [ANX + ANX], anxiety + depressive disorder [ANX + DEP], and anxiety + disruptive disorder [ANX + EXT]) could be differentiated using external validation criteria of clinical phenomenology (i.e., levels of anxiety, depression, and internalizing, externalizing and total behavior problems). This study further examined whether the four groups could be differentiated in terms of their interaction patterns with their parents and peers, respectively. The sample consisted of 129 youth and their parents who presented to the Child Anxiety and Phobia Program (CAPP) housed within the Child and Family Psychosocial Research Center at Florida International University, Miami. Youth were between the ages of 8 and 14 years old. A battery of questionnaires was used to assess participants' clinical presentation in terms of levels of anxiety, depression, and internalizing and externalizing symptoms. Family and peer interaction were evaluated through rating scales and through behavior observation tasks. Statistics based on the parameter estimates of the structured equation models indicated that all the comorbid groups were significantly different from the pure anxiety disorder group when it came to depression indices of clinical phenomenology. Further, significant differences appeared mainly in terms of the ANX + DEP comorbid group relative to the other comorbid groups. In terms of Parent-child interaction the ANX + EXT and the ANX + DEP comorbid groups were differentiated from the pure anxiety disorder and ANX + ANX comorbid group when it came to the appraisal of the parent/child relationship by the parent, and the acceptance subscale according to the mother report. In terms of peer-child interaction the ANX + EXT and the ANX + DEP comorbid groups were statistically significantly different from the pure anxiety disorder only when it came to the positive interactions and the social skills as rated by mother. Limitations and future research recommendations are discussed.
Resumo:
Most research on stock prices is based on the present value model or the more general consumption-based model. When applied to real economic data, both of them are found unable to account for both the stock price level and its volatility. Three essays here attempt to both build a more realistic model, and to check whether there is still room for bubbles in explaining fluctuations in stock prices. In the second chapter, several innovations are simultaneously incorporated into the traditional present value model in order to produce more accurate model-based fundamental prices. These innovations comprise replacing with broad dividends the more narrow traditional dividends that are more commonly used, a nonlinear artificial neural network (ANN) forecasting procedure for these broad dividends instead of the more common linear forecasting models for narrow traditional dividends, and a stochastic discount rate in place of the constant discount rate. Empirical results show that the model described above predicts fundamental prices better, compared with alternative models using linear forecasting process, narrow dividends, or a constant discount factor. Nonetheless, actual prices are still largely detached from fundamental prices. The bubblelike deviations are found to coincide with business cycles. The third chapter examines possible cointegration of stock prices with fundamentals and non-fundamentals. The output gap is introduced to form the nonfundamental part of stock prices. I use a trivariate Vector Autoregression (TVAR) model and a single equation model to run cointegration tests between these three variables. Neither of the cointegration tests shows strong evidence of explosive behavior in the DJIA and S&P 500 data. Then, I applied a sup augmented Dickey-Fuller test to check for the existence of periodically collapsing bubbles in stock prices. Such bubbles are found in S&P data during the late 1990s. Employing econometric tests from the third chapter, I continue in the fourth chapter to examine whether bubbles exist in stock prices of conventional economic sectors on the New York Stock Exchange. The ‘old economy’ as a whole is not found to have bubbles. But, periodically collapsing bubbles are found in Material and Telecommunication Services sectors, and the Real Estate industry group.
Resumo:
Predation, predation risk, and resource quality affect suites of prey traits that collectively impact individual fitness, population dynamics, and community structure. However, studies of multi-trophic level effects generally focus on a single prey trait, failing to capture trade-offs among suites of covarying traits that govern population responses and emergent community patterns. We used structural equation models (SEM) to summarize the non-lethal and lethal effects of crayfish, Procambarus fallax, and phosphorus (P) addition, which affected prey food quality (periphyton), on the interactive effects of behavioral, morphological, developmental, and reproductive traits of snails, Planorbella duryi. Univariate and multivariate analyses suggested trade-offs between production (growth, reproduction) and defense (foraging behavior, shell shape) traits of snails in response to non-lethal crayfish and P addition, but few lethal effects. SEM revealed that non-lethal crayfish effects indirectly limited per capita offspring standing stock by increasing refuge use, slowing individual growth, and inducing snails to produce thicker, compressed shells. The negative effects of non-lethal crayfish on snails were strongest with P addition; snails increased allocation to shell defense rather than growth or reproduction. However, compared to ambient conditions, P addition with non-lethal crayfish still yielded greater per capita offspring standing stock by speeding individual snail growth enabling them to produce more offspring that also grew faster. Increased refuge use in response to non-lethal crayfish led to a non-lethal trophic cascade that altered the spatial distribution of periphyton. Independent of crayfish effects, snails stimulated periphyton growth through nutrient regeneration. These findings illustrate the importance of studying suites of traits that reveal costs associated with inducing different traits and how expressing those traits impacts population and community level processes.
Resumo:
Most research on stock prices is based on the present value model or the more general consumption-based model. When applied to real economic data, both of them are found unable to account for both the stock price level and its volatility. Three essays here attempt to both build a more realistic model, and to check whether there is still room for bubbles in explaining fluctuations in stock prices. In the second chapter, several innovations are simultaneously incorporated into the traditional present value model in order to produce more accurate model-based fundamental prices. These innovations comprise replacing with broad dividends the more narrow traditional dividends that are more commonly used, a nonlinear artificial neural network (ANN) forecasting procedure for these broad dividends instead of the more common linear forecasting models for narrow traditional dividends, and a stochastic discount rate in place of the constant discount rate. Empirical results show that the model described above predicts fundamental prices better, compared with alternative models using linear forecasting process, narrow dividends, or a constant discount factor. Nonetheless, actual prices are still largely detached from fundamental prices. The bubble-like deviations are found to coincide with business cycles. The third chapter examines possible cointegration of stock prices with fundamentals and non-fundamentals. The output gap is introduced to form the non-fundamental part of stock prices. I use a trivariate Vector Autoregression (TVAR) model and a single equation model to run cointegration tests between these three variables. Neither of the cointegration tests shows strong evidence of explosive behavior in the DJIA and S&P 500 data. Then, I applied a sup augmented Dickey-Fuller test to check for the existence of periodically collapsing bubbles in stock prices. Such bubbles are found in S&P data during the late 1990s. Employing econometric tests from the third chapter, I continue in the fourth chapter to examine whether bubbles exist in stock prices of conventional economic sectors on the New York Stock Exchange. The ‘old economy’ as a whole is not found to have bubbles. But, periodically collapsing bubbles are found in Material and Telecommunication Services sectors, and the Real Estate industry group.
Resumo:
Neural field models of firing rate activity have had a major impact in helping to develop an understanding of the dynamics seen in brain slice preparations. These models typically take the form of integro-differential equations. Their non-local nature has led to the development of a set of analytical and numerical tools for the study of waves, bumps and patterns, based around natural extensions of those used for local differential equation models. In this paper we present a review of such techniques and show how recent advances have opened the way for future studies of neural fields in both one and two dimensions that can incorporate realistic forms of axo-dendritic interactions and the slow intrinsic currents that underlie bursting behaviour in single neurons.
Resumo:
The presence of gap junction coupling among neurons of the central nervous systems has been appreciated for some time now. In recent years there has been an upsurge of interest from the mathematical community in understanding the contribution of these direct electrical connections between cells to large-scale brain rhythms. Here we analyze a class of exactly soluble single neuron models, capable of producing realistic action potential shapes, that can be used as the basis for understanding dynamics at the network level. This work focuses on planar piece-wise linear models that can mimic the firing response of several different cell types. Under constant current injection the periodic response and phase response curve (PRC) is calculated in closed form. A simple formula for the stability of a periodic orbit is found using Floquet theory. From the calculated PRC and the periodic orbit a phase interaction function is constructed that allows the investigation of phase-locked network states using the theory of weakly coupled oscillators. For large networks with global gap junction connectivity we develop a theory of strong coupling instabilities of the homogeneous, synchronous and splay state. For a piece-wise linear caricature of the Morris-Lecar model, with oscillations arising from a homoclinic bifurcation, we show that large amplitude oscillations in the mean membrane potential are organized around such unstable orbits.
Resumo:
This study explored the role of donor prototype evaluations (perceptions of the typical organ donor) in organ donation communication decisions using an extended theory of planned behaviour (TPB) model. The model incorporated attitude, subjective norm, perceived behavioural control, moral norm, self-identity, and donor prototype evaluations to predict intentions to record consent on an organ donor register and discuss the organ donation decision with significant others. Participants completed surveys assessing the extended TPB constructs related to registering (n = 359) and discussing (n = 282). Results supported a role for donor prototype evaluations in predicting discussing intentions only. Both extended TPB structural equation models were a good fit to the data, accounting for 74 and 76% of the variance in registering and discussing intentions, respectively. Participants’ self-reported discussing behaviour (but not registering behaviour given low numbers of behavioural performers) was assessed 4 weeks later, with discussing intention as the only significant predictor of behaviour (Nagelkerke R2 = 0.11). These findings highlight the impact of people's perceptions of a typical donor on their decisions to discuss their organ donation preference, assisting our understanding of the factors influencing individuals' communication processes in efforts to bridge the gap between organ supply and demand.
Resumo:
BACKGROUND: A number of epidemiological studies have examined the adverse effect of air pollution on mortality and morbidity. Also, several studies have investigated the associations between air pollution and specific-cause diseases including arrhythmia, myocardial infarction, and heart failure. However, little is known about the relationship between air pollution and the onset of hypertension. OBJECTIVE: To explore the risk effect of particulate matter air pollution on the emergency hospital visits (EHVs) for hypertension in Beijing, China. METHODS: We gathered data on daily EHVs for hypertension, fine particulate matter less than 2.5 microm in aerodynamic diameter (PM(2.5)), particulate matter less than 10 microm in aerodynamic diameter (PM(10)), sulfur dioxide, and nitrogen dioxide in Beijing, China during 2007. A time-stratified case-crossover design with distributed lag model was used to evaluate associations between ambient air pollutants and hypertension. Daily mean temperature and relative humidity were controlled in all models. RESULTS: There were 1,491 EHVs for hypertension during the study period. In single pollutant models, an increase in 10 microg/m(3) in PM(2.5) and PM(10) was associated with EHVs for hypertension with odds ratios (overall effect of five days) of 1.084 (95% confidence interval (CI): 1.028, 1.139) and 1.060% (95% CI: 1.020, 1.101), respectively. CONCLUSION: Elevated levels of ambient particulate matters are associated with an increase in EHVs for hypertension in Beijing, China.
Resumo:
Molecular dynamics simulations were carried out on single chain models of linear low-density polyethylene in vacuum to study the effects of branch length, branch content, and branch distribution on the polymer’s crystalline structure at 300 K. The trans/gauche (t/g) ratios of the backbones of the modeled molecules were calculated and utilized to characterize their degree of crystallinity. The results show that the t/g ratio decreases with increasing branch content regardless of branch length and branch distribution, indicating that branch content is the key molecular parameter that controls the degree of crystallinity. Although t/g ratios of the models with the same branch content vary, they are of secondary importance. However, our data suggests that branch distribution (regular or random) has a significant effect on the degree of crystallinity for models containing 10 hexyl branches/1,000 backbone carbons. The fractions of branches that resided in the equilibrium crystalline structures of the models were also calculated. On average, 9.8% and 2.5% of the branches were found in the crystallites of the molecules with ethyl and hexyl branches while C13 NMR experiments showed that the respective probabilities of branch inclusion for ethyl and hexyl branches are 10% and 6% [Hosoda et al., Polymer 1990, 31, 1999–2005]. However, the degree of branch inclusion seems to be insensitive to the branch content and branch distribution.
Resumo:
The numerical solution in one space dimension of advection--reaction--diffusion systems with nonlinear source terms may invoke a high computational cost when the presently available methods are used. Numerous examples of finite volume schemes with high order spatial discretisations together with various techniques for the approximation of the advection term can be found in the literature. Almost all such techniques result in a nonlinear system of equations as a consequence of the finite volume discretisation especially when there are nonlinear source terms in the associated partial differential equation models. This work introduces a new technique that avoids having such nonlinear systems of equations generated by the spatial discretisation process when nonlinear source terms in the model equations can be expanded in positive powers of the dependent function of interest. The basis of this method is a new linearisation technique for the temporal integration of the nonlinear source terms as a supplementation of a more typical finite volume method. The resulting linear system of equations is shown to be both accurate and significantly faster than methods that necessitate the use of solvers for nonlinear system of equations.
Resumo:
We consider a discrete agent-based model on a one-dimensional lattice and a two-dimensional square lattice, where each agent is a dimer occupying two sites. Agents move by vacating one occupied site in favor of a nearest-neighbor site and obey either a strict simple exclusion rule or a weaker constraint that permits partial overlaps between dimers. Using indicator variables and careful probability arguments, a discrete-time master equation for these processes is derived systematically within a mean-field approximation. In the continuum limit, nonlinear diffusion equations that describe the average agent occupancy of the dimer population are obtained. In addition, we show that multiple species of interacting subpopulations give rise to advection-diffusion equations. Averaged discrete simulation data compares very well with the solution to the continuum partial differential equation models. Since many cell types are elongated rather than circular, this work offers insight into population-level behavior of collective cellular motion.
Resumo:
Introduction: Built environment interventions designed to reduce non-communicable diseases and health inequity, complement urban planning agendas focused on creating more ‘liveable’, compact, pedestrian-friendly, less automobile dependent and more socially inclusive cities.However, what constitutes a ‘liveable’ community is not well defined. Moreover, there appears to be a gap between the concept and delivery of ‘liveable’ communities. The recently funded NHMRC Centre of Research Excellence (CRE) in Healthy Liveable Communities established in early 2014, has defined ‘liveability’ from a social determinants of health perspective. Using purpose-designed multilevel longitudinal data sets, it addresses five themes that address key evidence-base gaps for building healthy and liveable communities. The CRE in Healthy Liveable Communities seeks to generate and exchange new knowledge about: 1) measurement of policy-relevant built environment features associated with leading non-communicable disease risk factors (physical activity, obesity) and health outcomes (cardiovascular disease, diabetes) and mental health; 2) causal relationships and thresholds for built environment interventions using data from longitudinal studies and natural experiments; 3) thresholds for built environment interventions; 4) economic benefits of built environment interventions designed to influence health and wellbeing outcomes; and 5) factors, tools, and interventions that facilitate the translation of research into policy and practice. This evidence is critical to inform future policy and practice in health, land use, and transport planning. Moreover, to ensure policy-relevance and facilitate research translation, the CRE in Healthy Liveable Communities builds upon ongoing, and has established new, multi-sector collaborations with national and state policy-makers and practitioners. The symposium will commence with a brief introduction to embed the research within an Australian health and urban planning context, as well as providing an overall outline of the CRE in Healthy Liveable Communities, its structure and team. Next, an overview of the five research themes will be presented. Following these presentations, the Discussant will consider the implications of the research and opportunities for translation and knowledge exchange. Theme 2 will establish whether and to what extent the neighbourhood environment (built and social) is causally related to physical and mental health and associated behaviours and risk factors. In particular, research conducted as part of this theme will use data from large-scale, longitudinal-multilevel studies (HABITAT, RESIDE, AusDiab) to examine relationships that meet causality criteria via statistical methods such as longitudinal mixed-effect and fixed-effect models, multilevel and structural equation models; analyse data on residential preferences to investigate confounding due to neighbourhood self-selection and to use measurement and analysis tools such as propensity score matching and ‘within-person’ change modelling to address confounding; analyse data about individual-level factors that might confound, mediate or modify relationships between the neighbourhood environment and health and well-being (e.g., psychosocial factors, knowledge, perceptions, attitudes, functional status), and; analyse data on both objective neighbourhood characteristics and residents’ perceptions of these objective features to more accurately assess the relative contribution of objective and perceptual factors to outcomes such as health and well-being, physical activity, active transport, obesity, and sedentary behaviour. At the completion of the Theme 2, we will have demonstrated and applied statistical methods appropriate for determining causality and generated evidence about causal relationships between the neighbourhood environment, health, and related outcomes. This will provide planners and policy makers with a more robust (valid and reliable) basis on which to design healthy communities.
Resumo:
Over the past several years, evidence has accumulated showing that the cerebellum plays a significant role in cognitive function. Here we show, in a large genetically informative twin sample (n= 430; aged 16-30. years), that the cerebellum is strongly, and reliably (n=30 rescans), activated during an n-back working memory task, particularly lobules I-IV, VIIa Crus I and II, IX and the vermis. Monozygotic twin correlations for cerebellar activation were generally much larger than dizygotic twin correlations, consistent with genetic influences. Structural equation models showed that up to 65% of the variance in cerebellar activation during working memory is genetic (averaging 34% across significant voxels), most prominently in the lobules VI, and VIIa Crus I, with the remaining variance explained by unique/unshared environmental factors. Heritability estimates for brain activation in the cerebellum agree with those found for working memory activation in the cerebral cortex, even though cerebellar cyto-architecture differs substantially. Phenotypic correlations between BOLD percent signal change in cerebrum and cerebellum were low, and bivariate modeling indicated that genetic influences on the cerebellum are at least partly specific to the cerebellum. Activation on the voxel-level correlated very weakly with cerebellar gray matter volume, suggesting specific genetic influences on the BOLD signal. Heritable signals identified here should facilitate discovery of genetic polymorphisms influencing cerebellar function through genome-wide association studies, to elucidate the genetic liability to brain disorders affecting the cerebellum.
Resumo:
We developed an analysis pipeline enabling population studies of HARDI data, and applied it to map genetic influences on fiber architecture in 90 twin subjects. We applied tensor-driven 3D fluid registration to HARDI, resampling the spherical fiber orientation distribution functions (ODFs) in appropriate Riemannian manifolds, after ODF regularization and sharpening. Fitting structural equation models (SEM) from quantitative genetics, we evaluated genetic influences on the Jensen-Shannon divergence (JSD), a novel measure of fiber spatial coherence, and on the generalized fiber anisotropy (GFA) a measure of fiber integrity. With random-effects regression, we mapped regions where diffusion profiles were highly correlated with subjects' intelligence quotient (IQ). Fiber complexity was predominantly under genetic control, and higher in more highly anisotropic regions; the proportion of genetic versus environmental control varied spatially. Our methods show promise for discovering genes affecting fiber connectivity in the brain.
Resumo:
We report the first 3D maps of genetic effects on brain fiber complexity. We analyzed HARDI brain imaging data from 90 young adult twins using an information-theoretic measure, the Jensen-Shannon divergence (JSD), to gauge the regional complexity of the white matter fiber orientation distribution functions (ODF). HARDI data were fluidly registered using Karcher means and ODF square-roots for interpol ation; each subject's JSD map was computed from the spatial coherence of the ODFs in each voxel's neighborhood. We evaluated the genetic influences on generalized fiber anisotropy (GFA) and complexity (JSD) using structural equation models (SEM). At each voxel, genetic and environmental components of data variation were estimated, and their goodness of fit tested by permutation. Color-coded maps revealed that the optimal models varied for different brain regions. Fiber complexity was predominantly under genetic control, and was higher in more highly anisotropic regions. These methods show promise for discovering factors affecting fiber connectivity in the brain.