Finite sample nonparametric tests for linear regressions

We introduce several exact nonparametric tests for finite sample multivariatelinear regressions, and compare their powers. This fills an important gap inthe literature where the only known nonparametric tests are either asymptotic,or assume one covariate only.

Exact tests for correlation and for the slope in simple linear regressions without making assumptions

We present an exact test for whether two random variables that have known bounds on their support are negatively correlated. The alternative hypothesis is that they are not negatively correlated. No assumptions are made on the underlying distributions. We show by example that the Spearman rank correlation test as the competing exact test of correlation in nonparametric settings rests on an additional assumption on the data generating process without which it is not valid as a test for correlation.We then show how to test for the significance of the slope in a linear regression analysis that invovles a single independent variable and where outcomes of the dependent variable belong to a known bounded set.

Simulation-Based Finite-Sample Normality Tests in Linear Regressions

In the literature on tests of normality, much concern has been expressed over the problems associated with residual-based procedures. Indeed, the specialized tables of critical points which are needed to perform the tests have been derived for the location-scale model; hence reliance on available significance points in the context of regression models may cause size distortions. We propose a general solution to the problem of controlling the size normality tests for the disturbances of standard linear regression, which is based on using the technique of Monte Carlo tests.

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian (including Student t) errors. The univariate tests studied extend existing exact procedures by allowing for unspecified parameters in the error distributions (e.g., the degrees of freedom in the case of the Student t distribution). The multivariate tests are based on properly standardized multivariate residuals to ensure invariance to MLR coefficients and error covariances. We consider tests for serial correlation, tests for multivariate GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of those applied in Shanken (1990) which consist in combining univariate specification tests. Specifically, we combine tests across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal, we apply the “maximized MC” (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which depends on nuisance parameters) is maximized (with respect to these nuisance parameters) to control the test’s significance level. The tests proposed are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995. Our empirical results reveal the following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such effects are much less prevalent once error cross-equation covariances are accounted for. In addition, significant departures from the i.i.d. hypothesis are less evident once we allow for non-Gaussian errors.

PRODUCTIVITY OF CANE SUGAR: LINEAR AND SPATIAL VARIABILITY BETWEEN COMPONENTS AND TECHNOLOGICAL PRODUCTION

Nowadays, the culture of the sugarcane plays an important role regarding the Brazilian reality, especially in the aspect related to the alternative energy sources. In 2009, the municipality of Suzanapolis (SP), in the Brazilian Cerrado, an experiment was conducted with the culture of the sugarcane in a Red eutrophic, with the aim of selecting, using Pearson correlation coefficients, modeling, simple, linear and multiple regressions and spatial correlation, and also the best technological and productive components, to explain the variability of the productivity of the sugarcane. The geostatistical grid was installed in order to collect the data, with 120 sampling points, in an area of 14.53 ha. For the simple linear regressions, the plants population is the component of production that presents the best quadratic correlation with the productivity of the sugarcane, given by: PRO = -0.553**xPOP(2)+16.14*xPOP-15.77. However, for multiple linear regressions, the equation PRO = -21.11+4.92xPOP**+0.76xPUR** is the one that best presents in order to estimate that productivity. Spatially, the best correlation with yield of the sugarcane is also determined by the component of the production population of plants.

Non-destructive linear model for leaf area estimation in Vernonia ferruginea Less

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Genetic Predictors Of Long-term Response To Growth Hormone (gh) Therapy In Children With Gh Deficiency And Turner Syndrome: The Influence Of A Socs2 Polymorphism.

There is great interindividual variability in the response to GH therapy. Ascertaining genetic factors can improve the accuracy of growth response predictions. Suppressor of cytokine signaling (SOCS)-2 is an intracellular negative regulator of GH receptor (GHR) signaling. The objective of the study was to assess the influence of a SOCS2 polymorphism (rs3782415) and its interactive effect with GHR exon 3 and -202 A/C IGFBP3 (rs2854744) polymorphisms on adult height of patients treated with recombinant human GH (rhGH). Genotypes were correlated with adult height data of 65 Turner syndrome (TS) and 47 GH deficiency (GHD) patients treated with rhGH, by multiple linear regressions. Generalized multifactor dimensionality reduction was used to evaluate gene-gene interactions. Baseline clinical data were indistinguishable among patients with different genotypes. Adult height SD scores of patients with at least one SOCS2 single-nucleotide polymorphism rs3782415-C were 0.7 higher than those homozygous for the T allele (P < .001). SOCS2 (P = .003), GHR-exon 3 (P= .016) and -202 A/C IGFBP3 (P = .013) polymorphisms, together with clinical factors accounted for 58% of the variability in adult height and 82% of the total height SD score gain. Patients harboring any two negative genotypes in these three different loci (homozygosity for SOCS2 T allele; the GHR exon 3 full-length allele and/or the -202C-IGFBP3 allele) were more likely to achieve an adult height at the lower quartile (odds ratio of 13.3; 95% confidence interval of 3.2-54.2, P = .0001). The SOCS2 polymorphism (rs3782415) has an influence on the adult height of children with TS and GHD after long-term rhGH therapy. Polymorphisms located in GHR, IGFBP3, and SOCS2 loci have an influence on the growth outcomes of TS and GHD patients treated with rhGH. The use of these genetic markers could identify among rhGH-treated patients those who are genetically predisposed to have less favorable outcomes.

Ratio of weight to height gain: a useful tool for identifying children at risk of becoming overweight or obese at preschool age

PURPOSE: To analyze the usefulness of the weight gain/height gain ratio from birth to two and three years of age as a predictive risk indicator of excess weight at preschool age. METHODS: The weight and height/length of 409 preschool children at daycare centers were measured according to internationally recommended rules. The weight values and body mass indices of the children were transformed into a z-score per the standard method described by the World Health Organization. The Pearson correlation coefficients (rP) and the linear regressions between the anthropometric parameters and the body mass index z-scores of preschool children were statistically analyzed (alpha = 0.05). RESULTS: The mean age of the study population was 3.2 years (± 0.3 years). The prevalence of excess weight was 28.8%, and the prevalence of overweight and obesity was 8.8%. The correlation coefficients between the body mass index z-scores of the preschool children and the birth weights or body mass indices at birth were low (0.09 and 0.10, respectively). There was a high correlation coefficient (rP = 0.79) between the mean monthly gain of weight and the body mass index z-score of preschool children. A higher coefficient (rP = 0.93) was observed between the ratio of the mean weight gain per height gain (g/cm) and the preschool children body mass index z-score. The coefficients and their differences were statistically significant. CONCLUSION: Regardless of weight or length at birth, the mean ratio between the weight gain per g/cm of height growth from birth presented a strong correlation with the body mass index of preschool children. These results suggest that this ratio may be a good indicator of the risk of excess weight and obesity in preschool-aged children.

Discharge-calcium concentration relationships in streams of the Amazon and Cerrado of Brazil: soil or land use controlled

Stream discharge-concentration relationships are indicators of terrestrial ecosystem function. Throughout the Amazon and Cerrado regions of Brazil rapid changes in land use and land cover may be altering these hydrochemical relationships. The current analysis focuses on factors controlling the discharge-calcium (Ca) concentration relationship since previous research in these regions has demonstrated both positive and negative slopes in linear log(10)discharge-log(10)Ca concentration regressions. The objective of the current study was to evaluate factors controlling stream discharge-Ca concentration relationships including year, season, stream order, vegetation cover, land use, and soil classification. It was hypothesized that land use and soil class are the most critical attributes controlling discharge-Ca concentration relationships. A multilevel, linear regression approach was utilized with data from 28 streams throughout Brazil. These streams come from three distinct regions and varied broadly in watershed size (< 1 to > 10(6) ha) and discharge (10(-5.7)-10(3.2) m(3) s(-1)). Linear regressions of log(10)Ca versus log(10)discharge in 13 streams have a preponderance of negative slopes with only two streams having significant positive slopes. An ANOVA decomposition suggests the effect of discharge on Ca concentration is large but variable. Vegetation cover, which incorporates aspects of land use, explains the largest proportion of the variance in the effect of discharge on Ca followed by season and year. In contrast, stream order, land use, and soil class explain most of the variation in stream Ca concentration. In the current data set, soil class, which is related to lithology, has an important effect on Ca concentration but land use, likely through its effect on runoff concentration and hydrology, has a greater effect on discharge-concentration relationships.

Chemical composition of whole body and carcass of Bos indicus and tropically adapted Bos taurus breeds

Relationships between the chemical composition of the 9th- to 11th-rib section and the chemical composition of the carcass and empty body were evaluated for Bos indicus (108 Nellore and 36 Guzerah; GuS) and tropically adapted Bos taurus (56 Caracu; CaS) bulls, averaging 20 to 24 mo of age at slaughter. Nellore cattle were represented by 56 animals from the selected herd (NeS) and 52 animals from the control herd (NeC). The CaS and GuS bulls were from selected herds. Selected herds were based on 20 yr of selection for postweaning BW. Carcass composition was obtained after grinding, homogenizing, sampling, and analyzing soft tissue and bones. Similarly, empty body composition was obtained after grinding, homogenizing, sampling, analyzing, and combining blood, hide, head + feet, viscera, and carcass. Bulls were separated into 2 groups. Group 1 was composed of 36 NeS, 36 NeC, 36 CaS, and 36 GuS bulls and had water, ether extract (EE), protein, and ash chemically determined in the 9th- to 11th-rib section and in the carcass. Group 2 was composed of 20 NeS, 16 NeC, and 20 CaS bulls and water, EE, protein, and ash were determined in the 9th-to 11th-rib section, carcass, and empty body. Linear regressions were developed between the carcass and the 9th-to 11th-rib section compositions for group 1 and between carcass and empty body compositions for group 2. The 9th-to 11th-rib section percentages of water (RWt) and EE (RF) predicted the percentages of carcass water (CWt) and carcass fat (CF) with high precision: CWt, % = 29.0806 + 0.4873 x RWt, % (r(2) = 0.813, SE = 1.06) and CF, % = 10.4037 + 0.5179 x RF, % (r(2) = 0.863, SE = 1.26), respectively. Linear regressions between percentage of CWt and CF and empty body water (EBWt) and empty body fat (EBF) were also predicted with high precision: EBWt, % = -9.6821 + 1.1626 x CWt, % (r(2) = 0.878, SE = 1.43) and EBF, % = 0.3739 + 1.0386 x CF, % (r(2) = 0.982, SE = 0.65), respectively. Chemical composition of the 9th-to 11th-rib section precisely estimated carcass percentages of water and EE. These regressions can accurately predict carcass and empty body compositions for Nellore, Guzerah, and Caracu breeds.

Epidermal iontophoresis: II. Application of the ionic mobility-pore model to the transport of local anesthetics

Purpose, An in vitro study was carried out to determine the iontophoretic permeability of local anesthetics through human epidermis. The relationship between physicochemical structure and the permeability of these solutes was then examined using an ionic mobility-pore model developed to define quantitative relationships. Methods. The iontophoretic permeability of both ester-type anesthetics (procaine, butacaine, tetracaine) and amide-type anesthetics (prilocaine, mepivacaine, lidocaine, bupivacaine, etidocaine, cinchocaine) were determined through excised human epidermis over 2 hrs using a constant d.c. current and Ag/AgCl electrodes. Individual ion mobilities were determined from conductivity measurements in aqueous solutions. Multiple stepwise regression was applied to interrelate the iontophoretic permeability of the solutes with their physical properties to examine the appropriateness of the ionic mobility-pore model and to determine the best predictor of iontophoretic permeability of the local anesthetics. Results. The logarithm of the iontophoretic permeability coefficient (log PCj,iont) for local anesthetics was directly related to the log ionic mobility and MW for the free volume form of the model when other conditions are held constant. Multiple linear regressions confirmed that log PCj,iont was best defined by ionic mobility (and its determinants: conductivity, pK(a) and MW) and MW. Conclusions. Our results suggest that of the properties studied, the best predictors of iontophoretic transport of local anesthetics are ionic mobility (or pK(a)) and molecular size. These predictions are consistent with the ionic mobility pore model determined by the mobility of ions in the aqueous solution, the total current, epidermal permselectivity and other factors as defined by the model.

The N-15 natural abundance (delta N-15) of ecosystem samples reflects measures of water availability

We assembled a globally-derived data set for site-averaged foliar delta(15)N, the delta(15)N of whole surface mineral soil and corresponding site factors (mean annual rainfall and temperature, latitude, altitude and soil pH). The delta(15)N of whole soil was related to all of the site variables (including foliar delta(15)N) except altitude and, when regressed on latitude and rainfall, provided the best model of these data, accounting for 49% of the variation in whole soil delta(15)N. As single linear regressions, site-averaged foliar delta(15)N was more strongly related to rainfall than was whole soil delta(15)N. A smaller data set showed similar, negative correlations between whole soil delta(15)N, site-averaged foliar delta(15)N and soil moisture variations during a single growing season. The negative correlation between water availability (measured here by rainfall and temperature) and soil or plant delta(15)N fails at the landscape scale, where wet spots are delta(15)N-enriched relative to their drier surroundings. Here we present global and seasonal data, postulate a proximate mechanism for the overall relationship between water availability and ecosystem delta(15)N and, newly, a mechanism accounting for the highly delta(15)N-depleted values found in the foliage and soils of many wet/cold ecosystems. These hypotheses are complemented by documentation of the present gaps in knowledge, suggesting lines of research which will provide new insights into terrestrial N-cycling. Our conclusions are consistent with those of Austin and Vitousek (1998) that foliar (and soil) delta(15)N appear to be related to the residence time of whole ecosystem N.

Correlation of fungi and endotoxin with PM2.5 and meteorological parameters in atmosphere of Sao Paulo, Brazil

Particulate matter, especially PM2.5, is associated with increased morbidity and mortality from respiratory diseases. Studies that focus on the chemical composition of the material are frequent in the literature, but those that characterize the biological fraction are rare. The objectives of this study were to characterize samples collected in Sao Paulo, Brazil on the quantity of fungi and endotoxins associated with PM2.5, correlating with the mass of particulate matter, chemical composition and meteorological parameters. We did that by Principal Component Analysis (PCA) and multiple linear regressions. The results have shown that fungi and endotoxins represent significant portion of PM2.5, reaching average concentrations of 772.23 spores mu g(-1) of PM2.5 (SD: 400.37) and 5.52 EU mg(-1) of PM2.5 (SD: 4.51 EU mg(-1)), respectively. Hyaline basidiospores, Cladosporium and total spore counts were correlated to factor Ba/Ca/Fe/Zn/K/Si of PM2.5 (p < 0.05). Genera Pen/Asp were correlated to the total mass of PM2.5 (p < 0.05) and colorless ascospores were correlated to humidity (p < 0.05). Endotoxin was positively correlated with the atmospheric temperature (p < 0.05). This study has shown that bioaerosol is present in considerable amounts in PM2.5 in the atmosphere of Sao Paulo, Brazil. Some fungi were correlated with soil particle resuspension and mass of particulate matter. Therefore, the relative contribution of bioaerosol in PM2.5 should be considered in future studies aimed at evaluating the clinical impact of exposure to air pollution. (C) 2010 Elsevier Ltd. All rights reserved.

Contraction stress determinants in dimethacrylate composites

The influence of composite organic content on polymerization stress development remains unclear. It was hypothesized that stress was directly related to differences in degree of conversion, volumetric shrinkage, elastic modulus, and maximum rate of polymerization encountered in composites containing different BisGMA (bisphenylglycidyl dimethacrylate) concentrations and TEGDMA ( triethylene glycol dimethacrylate) and/or BisEMA ( ethoxylated bisphenol-A dimethacrylate) as co-monomers. Stress was determined in a tensilometer. Volumetric shrinkage was measured with a mercury dilatometer. Elastic modulus was obtained by flexural test. We used fragments of flexural specimens to determine degree of conversion by FT-Raman spectroscopy. Reaction rate was determined by differential scanning calorimetry. Composites with lower BisGMA content and those containing TEGDMA showed higher stress, conversion, shrinkage, and elastic modulus. Polymerization rate did not vary significantly, except for the lower value of the 66% TEGDMA composite. We used linear regressions to evaluate the association between polymerization stress and conversion (R-2 = 0.905), shrinkage ( R-2 = 0.825), and modulus ( R-2 = 0.623).

Implementação da estratégia de marketing sensorial: uma abordagem empírica

Dissertação de Mestrado, Ciências Económicas e Empresariais, 16 de Dezembro 2013, Universidade dos Açores.