944 resultados para 5-factor Model
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Objectives: To translate and evaluate the psychometric properties of the Swedish version of the Fear of Complications Questionnaire. Design: Cross-sectional study design and scale development. Settings: Totally, 469 adults (response rate 63.5%) with Type 1 diabetes completed the questionnaires. Participants were recruited from two university hospitals in Sweden. Participants: Eligible patients were those who met the following inclusion criteria: diagnosed with Type 1 diabetes, diabetes duration of at least 1 year and aged at least 18 years. Methods: The Fear of Complications Questionnaire was translated using the forward-backward translation method. Factor analyses of the questionnaire were performed in two steps using both exploratory and confirmatory factor analysis. Convergent validity was examined using the Hospital Anxiety and Depression Scale and the Fear of Hypoglycaemia Fear Survey. Internal consistency was estimated using Cronbach’s alpha.Results: Exploratory factor analysis supported a two-factor solution. One factor contained three items having to do with fear of kidney-related complications and one factor included the rest of items concerning fear of other diabetes-related complications, as well as fear of complications in general. Internal consistency was high Cronbach’s alpha 0.96. The findings also gave support for convergent validity, with significant positive correlations between measures (r = 0.51 to 0.54). Conclusion: The clinical relevance of the identified two-factor model with a structure of one dominant subdomain may be considered. We suggest, however a one-factor model covering all the items as a relevant basis to assess fear of complications among people with Type 1 diabetes.
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Multi-factor models constitute a useful tool to explain cross-sectional covariance in equities returns. We propose in this paper the use of irregularly spaced returns in the multi-factor model estimation and provide an empirical example with the 389 most liquid equities in the Brazilian Market. The market index shows itself significant to explain equity returns while the US$/Brazilian Real exchange rate and the Brazilian standard interest rate does not. This example shows the usefulness of the estimation method in further using the model to fill in missing values and to provide interval forecasts.
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The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.
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Multi-factor models constitute a use fui tool to explain cross-sectional covariance in equities retums. We propose in this paper the use of irregularly spaced returns in the multi-factor model estimation and provide an empirical example with the 389 most liquid equities in the Brazilian Market. The market index shows itself significant to explain equity returns while the US$/Brazilian Real exchange rate and the Brazilian standard interest rate does not. This example shows the usefulness of the estimation method in further using the model to fill in missing values and to provide intervaI forecasts.
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OBJETIVO: Realizar a adaptação transcultural da versão em português do Inventário de Burnout de Maslach para estudantes e investigar sua confiabilidade, validade e invariância transcultural. MÉTODOS: A validação de face envolveu participação de equipe multidisciplinar. Foi realizada validação de conteúdo. A versão em português foi preenchida em 2009, pela internet, por 958 estudantes universitários brasileiros e 556 portugueses da zona urbana. Realizou-se análise fatorial confirmatória utilizando-se como índices de ajustamento o χ²/df, o comparative fit index (CFI), goodness of fit index (GFI) e o root mean square error of approximation (RMSEA). Para verificação da estabilidade da solução fatorial conforme a versão original em inglês, realizou-se validação cruzada em 2/3 da amostra total e replicada no 1/3 restante. A validade convergente foi estimada pela variância extraída média e confiabilidade composta. Avaliou-se a validade discriminante e a consistência interna foi estimada pelo coeficiente alfa de Cronbach. A validade concorrente foi estimada por análise correlacional da versão em português e dos escores médios do Inventário de Burnout de Copenhague; a divergente foi comparada à Escala de Depressão de Beck. Foi avaliada a invariância do modelo entre a amostra brasileira e a portuguesa. RESULTADOS: O modelo trifatorial de Exaustão, Descrença e Eficácia apresentou ajustamento adequado (χ²/df = 8,498; CFI = 0,916; GFI = 0,902; RMSEA = 0,086). A estrutura fatorial foi estável (λ: χ²dif = 11,383, p = 0,50; Cov: χ²dif = 6,479, p = 0,372; Resíduos: χ²dif = 21,514, p = 0,121). Observou-se adequada validade convergente (VEM = 0,45;0,64, CC = 0,82;0,88), discriminante (ρ² = 0,06;0,33) e consistência interna (α = 0,83;0,88). A validade concorrente da versão em português com o Inventário de Copenhague foi adequada (r = 0,21;0,74). A avaliação da validade divergente do instrumento foi prejudicada pela aproximação do conceito teórico das dimensões Exaustão e Descrença da versão em português com a Escala de Beck. Não se observou invariância do instrumento entre as amostras brasileiras e portuguesas (λ:χ²dif = 84,768, p < 0,001; Cov: χ²dif = 129,206, p < 0,001; Resíduos: χ²dif = 518,760, p < 0,001). CONCLUSÕES: A versão em português do Inventário de Burnout de Maslach para estudantes apresentou adequada confiabilidade e validade, mas sua estrutura fatorial não foi invariante entre os países, apontando ausência de estabilidade transcultural.
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O presente estudo teve como objetivo analisar as relações entre habilidades sociais e traços de personalidade englobados por socialização, no modelo dos Cinco Grandes Fatores. O Inventário de Habilidades Sociais (IHS) foi utilizado para a mensuração de habilidades sociais, e para avaliação do nível de socialização foi escolhida a Escala Fatorial de Socialização (EFS). A amostra foi composta por 126 estudantes universitários com média de idade de 21 anos (DP=3,37), e 53,5% eram homens. Os resultados da IHS e EFS foram comparados para os sexos, encontrando-se diferenças estatisticamente significativas para seis das dez medidas realizadas no estudo. Foram encontradas correlações significativas entre amabilidade, auto-afirmação e o total do IHS. Pró-sociabilidade correlacionou-se com auto-afirmação e autocontrole. Confiança nas pessoas apresentou correlações significativas com enfrentamento, auto-afirmação e autocontrole. Os resultados indicam que, efetivamente, a personalidade pode influenciar diferentes aspectos da habilidade social.
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Aim: To estimate the reliability and validity of the Dental Anxiety Scale (DAS) and identify the prevalence and the effect of the socio-demographic characteristics of dental anxiety, in a sample of 212 adults. Methods: The psychometric sensitivity of the scale was assessed. A confirmatory factor analysis was performed, and the convergent validity and internal consistency were determined. The prevalence of anxiety was estimated, and the effect of socio-demographic variables on anxiety was assessed using structural equation modelling. Results: The participants’ mean age was 33.5 (SD = 15.6) years, and 62.3% were female. There was an adequate factorial adjustment of the scale in this sample. The convergent validity and internal consistency were adequate in the one-factor model. Regarding two-factor model, there was a high correlation (r) among the factors, which jeopardized the discriminant validity. A total of 47.6% of the participants (IC95% = 40.9 - 54.4) presented low levels of anxiety, 32.5% (IC95% = 26.2 - 38.9) moderate levels, and 12.3% (IC95% = 7.8 - 16.7) exacerbated levels. There was a non-significant effect of gender, age and education on the anxiety levels of this sample. Conclusion: We concluded that the one-factor model presented better psychometric qualities, that anxiety was highly prevalent and there was no significant effect of the demographic variables on anxiety, in this sample
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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This article suggests a pricing model for commodities used to produce biofuel. The model is based on the concept that the deterministic component of the Wiener process is not constant and depends on time and exogenous variables. The model, which incorporates theory of storage, the convenience yield and the seasonality of harvests, was applied in the Brazilian sugar market. After predictions were made with the Kalman filter, the model produced results that were statistically more accurate than those returned by the two-factor model available in the literature.
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[EN]In previous works, many authors have widely used mass consistent models for wind field simulation by the finite element method. On one hand, we have developed a 3-D mass consistent model by using tetrahedral meshes which are simultaneously adapted to complex orography and to terrain roughness length. In addition, we have included a local refinement strategy around several measurement or control points, significant contours, as for example shorelines, or numerical solution singularities. On the other hand, we have developed a 2.5-D model for simulating the wind velocity in a 3-D domain in terms of the terrain elevation, the surface temperature and the meteorological wind, which is consider as an averaged wind on vertical boundaries...
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Untersucht werden Prozess-Ergebnis-Zusammenhänge einer kognitiv-verhaltenstherapeutischen Gruppentherapie für Diabetes und Depression im Rahmen der DAD-Studie. rnAufgrund des Mangels an geeigneten Erhebungsinstrumenten der validen, ökonomischen und komplementären Sitzungsbewertung von Gruppenpatienten und -therapeuten wurden angelehnt an einen Patienten- (GTS-P) zwei Therapeutenstundenbögen entwickelt: der GTS-T zur Bewertung der Gesamtgruppe und der GTS-TP zur Bewertung einzelner Patienten. Die GTS-Bögen zeigen bei der Überprüfung der Testgüte insgesamt gute Itemparameter und Reliabilitäten. Das in den exploratorischen Faktorenanaylsen des GTS-P identifizierte zweifaktorielle Modell (1. wahrgenommene Zuversicht hinsichtlich der Gruppentherapie, 2. wahrgenommene persönliche Beteiligung) kann in den konfirmatorischen Faktorenanalysen bestätigt werden. Dazu wurden GTS-P-Daten aus einer Untersuchung mit Patienten mit somatoformen Störungen (Schulte, 2001) einbezogen. Den Ergebnissen der Item- und Faktorenanalysen folgend, wurden zwei Items des GTS-P und zwei weitere Items des GTS-T aus den Instrumenten ausgeschlossen. Für den GTS-T zeigt sich eine einfaktorielle, für den GTS-TP eine zum GTS-P parallele zweifaktorielle Struktur. rnIn den Mehrebenenanalysen zur Vorhersage des Therapieergebnisses (Post-Depressionssymptomatik) zeigt sich die Skala Zuversicht des GTS-P zu Therapiebeginn (1.-4. Sitzung) kontrolliert an der Skala Beteiligung und der Prä-Symptomatik, als valider Prädiktor. Das Item 5 „Anregungen“ (Skala Zuversicht) und Item 2 „Aktive Mitwirkung“ (Skala Beteiligung) sind am stärksten an diesem Effekt beteiligt, da diese Itemkombination das Therapieergebnis ebenfalls valide vorhersagen kann. Die Prognose ist schon durch die Werte der ersten Gruppentherapiesitzungen in der Remoralisierungsphase (Howard et al., 1993) möglich und verbessert sich nicht bei Berücksichtigung aller 10 Gruppensitzungen. Die Therapeutenbögen zeigen keine prädiktive Validität. Bedeutsame Zusammenhänge der Patienten- und Therapeutenbewertungen finden sich lediglich für den GTS-P und GTS-TP. Weitere Prädiktoren, wie der Diabetestyp, Diabeteskomplikationen und die Adhärenz, konnten nicht zur Verbesserung der Vorhersage beitragen. Für sekundär überprüfte Kriterien gelang die Prognose lediglich für ein weiteres Maß der Depressionssymptomatik und für eine Gesamtbewertung der Gruppentherapie durch die Patienten zu Therapieende. Bei der deskriptiven Betrachtung der Prozessqualität der DAD-Gruppentherapien zeigen sich positive, über den Verlauf der Gruppe zunehmende und nach Therapiephasen differenzierbare Bewertungsverläufe. rnDie Ergebnisse der Studie sprechen für die Relevanz von unspezifischen Wirkfaktoren für das Therapieergebnis von kognitiv-behavioralen Gruppentherapien. Die von den Gruppenpatienten wahrgenommene Zuversicht und Beteiligung als Zeichen der Ansprechbarkeit auf die Therapie sollte mit Hilfe von Stundenbögen, wie den GTS-Bögen, von Gruppentherapeuten zur Prozessoptimierung und Prävention von Therapieabbrüchen und Misserfolgen beachtet werden. rn
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The Multiple Affect Adjective Check List (MAACL) has been found to have five first-order factors representing Anxiety, Depression, Hostility, Positive Affect, and Sensation Seeking and two second-order factors representing Positive Affect and Sensation Seeking (PASS) and Dysphoria. The present study examines whether these first- and second-order conceptions of affect (based on R-technique factor analysis) can also account for patterns of intraindividual variability in affect (based on P-technique factor analysis) in eight elderly women. Although the hypothesized five-factor model of affect was not testable in all of the present P-technique datasets, the results were consistent with this interindividual model of affect. Moreover, evidence of second-order (PASS and Dysphoria) and third-order (generalized distress) factors was found in one data set. Sufficient convergence in findings between the present P-technique research and prior R-technique research suggests that the MAACL is robust in describing both inter- and intraindividual components of affect in elderly women.
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This event study investigates the impact of the Japanese nuclear disaster in Fukushima-Daiichi on the daily stock prices of French, German, Japanese, and U.S. nuclear utility and alternative energy firms. Hypotheses regarding the (cumulative) abnormal returns based on a three-factor model are analyzed through joint tests by multivariate regression models and bootstrapping. Our results show significant abnormal returns for Japanese nuclear utility firms during the one-week event window and the subsequent four-week post-event window. Furthermore, while French and German nuclear utility and alternative energy stocks exhibit significant abnormal returns during the event window, we cannot confirm abnormal returns for U.S. stocks.
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It is well known that an identification problem exists in the analysis of age-period-cohort data because of the relationship among the three factors (date of birth + age at death = date of death). There are numerous suggestions about how to analyze the data. No one solution has been satisfactory. The purpose of this study is to provide another analytic method by extending the Cox's lifetable regression model with time-dependent covariates. The new approach contains the following features: (1) It is based on the conditional maximum likelihood procedure using a proportional hazard function described by Cox (1972), treating the age factor as the underlying hazard to estimate the parameters for the cohort and period factors. (2) The model is flexible so that both the cohort and period factors can be treated as dummy or continuous variables, and the parameter estimations can be obtained for numerous combinations of variables as in a regression analysis. (3) The model is applicable even when the time period is unequally spaced.^ Two specific models are considered to illustrate the new approach and applied to the U.S. prostate cancer data. We find that there are significant differences between all cohorts and there is a significant period effect for both whites and nonwhites. The underlying hazard increases exponentially with age indicating that old people have much higher risk than young people. A log transformation of relative risk shows that the prostate cancer risk declined in recent cohorts for both models. However, prostate cancer risk declined 5 cohorts (25 years) earlier for whites than for nonwhites under the period factor model (0 0 0 1 1 1 1). These latter results are similar to the previous study by Holford (1983).^ The new approach offers a general method to analyze the age-period-cohort data without using any arbitrary constraint in the model. ^