990 resultados para casuality testing in VaRs with bootstrapping


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This study examines the cointegrating and long-term causal relationships of equity market prices in equity markets of Chinese states namely, Shanghai, Shenzhen, Hong Kong, Taiwan and Singapore. I cover the period between October 5, 1992 and March 20, 2006, taking into account both the Asian financial crisis and the opening-up of China’s equity markets in recent years. First, I analysis the cointegration by utilizing Johansen’s (1988) cointegration tests. I find that a long-term equilibrium relationship measured by cointegration has been established among Shanghai, Shenzhen, Hong Kong and Taiwanese markets and, to a lesser degree, between these markets and the Singapore market since 1998. Secondly, this study examines causality by exploring the bootstrapped Toda-Yamamoto non-causality tests. I find that there is strong evidence of a bi-directional causality between Shanghai and Shenzhen markets after 1998. Furthermore, I also find that there are more causal linkages between the Chinese states equity markets: two mainland Chinese markets, Hong Kong, Taiwan, and Singapore became more dependent on each other. The robustness of the above findings is confirmed by the use of a bootstrap test employed to test the validity of my results.

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Recurrent airway obstruction (RAO) is a common condition in stabled horses characterised by small airway inflammation, airway neutrophilia and obstruction following exposure of susceptible horses to mouldy hay and straw and is thus regarded as a hypersensitivity reaction to mould spores. However, the role of IgE-mediated reactions in RAO remains unclear. The aim of the study was to investigate with a serological IgE ELISA test (Allercept), an in vitro sulfidoleukotriene (sLT) release assay (CAST) and with intradermal testing (IDT) whether serum IgE and IgE-mediated reactions against various mould, mite and pollen extracts are associated with RAO. IDT reactions were evaluated at different times in order to detect IgE-mediated immediate type reactions (type I hypersensitivity reactions, 0.5-1 h), immune complex-mediated late type reactions (type III reactions, 4-10 h) and cell-mediated delayed type reactions (type IV hypersensitivity reactions 24-48 h). In the serological test, overall the control horses displayed more positive reactions than the RAO-affected horses but the difference was not significant. Comparison of the measured IgE levels showed that the RAO-affected horses had slightly higher IgE levels against Aspergillus fumigatus than controls (35 and 16 AU, respectively, p<0.05), but all values were below the cut off (150 AU) of the test. In the sLT release assay, seven positive reactions were observed in the RAO-affected horses and four in the controls but this difference was not significant. A significantly higher proportion of late type IDT reactions was observed in RAO-affected horses compared to controls (25 of 238 possible reactions versus 12 of 238 possible reactions, respectively, p<0.05). Interestingly, four RAO-affected but none of the control horses reacted with the recombinant mould allergen A. fumigatus 8 (rAsp f 8, p<0.05), but only late phase and delayed type reactions were observed. In all three tests the majority of the positive reactions was observed with the mite extracts (64%, 74% and 88% of all positive reactions, respectively) but none of the tests showed a significant difference between RAO-affected and control animals. Our findings do not support that IgE-mediated reactions are important in the pathogenesis of RAO. Further studies are needed to investigate whether sensitisation to mite allergens is of clinical relevance in the horse and to understand the role of immune reactions against rAsp f 8.

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BACKGROUND AND PURPOSE Head-up tilt (HUT) testing is a widely used diagnostic tool in patients with suspected vasovagal syncope (VVS). However, no gold standard exists for this examination and the various protocols used have a limited sensitivity and specificity. Our aim was to determine the sensitivity of a sequential HUT testing protocol including venepuncture (VP) and sublingual nitroglycerin application. METHODS This was a retrospective analysis of the diagnostic gain of a sequential HUT testing protocol including VP applied 10 min after the start of HUT testing and sublingual application of nitroglycerin 20 min after the start of the test protocol in 106 patients with a final diagnosis of VVS. The sensitivity of the test protocol was compared between patients with positive and negative history for VP induced VVS. RESULTS Overall, pre-syncope or syncope occurred in 68 patients (64.2%). Only 17% of all patients fainted spontaneously within 10 min of passive HUT. Another 39.6% fainted within 20 min. Application of nitroglycerin after 20 min of HUT evoked syncope in another 7.5% until the end of 45 min of HUT. The sensitivity of the test protocol for evoking (pre-)syncope was 94.4% in patients with a positive history for VP associated VVS and 58% in patients with a negative history (P < 0.01**); 85.7% of patients with a positive history and 42.9% of patients with a negative history fainted within 20 min of HUT testing (P < 0.01**). CONCLUSIONS Implementation of VP in sequential HUT testing protocols allows the sensitivity of HUT testing to be increased, especially in patients with a positive history for VP associated VVS.

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Tumor genomic instability and selective treatment pressures result in clonal disease evolution; molecular stratification for molecularly targeted drug administration requires repeated access to tumor DNA. We hypothesized that circulating plasma DNA (cpDNA) in advanced cancer patients is largely derived from tumor, has prognostic utility, and can be utilized for multiplex tumor mutation sequencing when repeat biopsy is not feasible. We utilized the Sequenom MassArray System and OncoCarta panel for somatic mutation profiling. Matched samples, acquired from the same patient but at different time points were evaluated; these comprised formalin-fixed paraffin-embedded (FFPE) archival tumor tissue (primary and/or metastatic) and cpDNA. The feasibility, sensitivity, and specificity of this high-throughput, multiplex mutation detection approach was tested utilizing specimens acquired from 105 patients with solid tumors referred for participation in Phase I trials of molecularly targeted drugs. The median cpDNA concentration was 17 ng/ml (range: 0.5-1600); this was 3-fold higher than in healthy volunteers. Moreover, higher cpDNA concentrations associated with worse overall survival; there was an overall survival (OS) hazard ratio of 2.4 (95% CI 1.4, 4.2) for each 10-fold increase in cpDNA concentration and in multivariate analyses, cpDNA concentration, albumin, and performance status remained independent predictors of OS. These data suggest that plasma DNA in these cancer patients is largely derived from tumor. We also observed high detection concordance for critical 'hot-spot' mutations (KRAS, BRAF, PIK3CA) in matched cpDNA and archival tumor tissue, and important differences between archival tumor and cpDNA. This multiplex sequencing assay can be utilized to detect somatic mutations from plasma in advanced cancer patients, when safe repeat tumor biopsy is not feasible and genomic analysis of archival tumor is deemed insufficient. Overall, circulating nucleic acid biomarker studies have clinically important multi-purpose utility in advanced cancer patients and further studies to pursue their incorporation into the standard of care are warranted.

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This paper develops panel data tests for the null hypothesis of no error correction in a model with common stochastic trends. The asymptotic distributions of the new test statistics are derived and simulation results are provided to suggest that they perform well in small samples. Copyright © 2015 John Wiley & Sons, Ltd.

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The objective of this study was to test for the measurement invariance of the Attention and Thought Problems subscales of the Child Behavior Checklist (CBCL) and Youth Self-Report (YSR) in a population-based sample of adolescents with and without epilepsy. Data were obtained from the 14-year follow-up of the Mater University Study of Pregnancy in which 33 adolescents with epilepsy and 1068 healthy controls were included for analysis. Confirmatory factor analysis was used to test for measurement invariance between adolescents with and without epilepsy. Structural equation modeling was used to test for group differences in attention and thought problems as measured with the CBCL and YSR. Measurement invariance was demonstrated for the original CBCL Attention Problems and YSR Thought Problems. After the removal of ambiguous items (“confused” and “daydreams”),measurement invariance was established for the YSR Attention Problems. The original and reduced CBCL Thought Problems were noninvariant. Adolescents with epilepsy had significantly more symptoms of behavioral problems on the CBCL Attention Problems, β = 0.51, p = 0.002, compared with healthy controls. In contrast, no significant differences were found for the YSR Attention and Thought Problems, β = −0.11, p = 0.417 and β = −0.20, p = 0.116, respectively. In this population-based sample of adolescents with epilepsy, the CBCL Attention Problems and YSR Thought Problems appear to be valid measures of behavioral problems, whereas the YSR Attention Problems was valid only after the removal of ambiguous items. Replication of these findings in clinical samples of adolescents with epilepsy that overcome the limitations of the current study is warranted.

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Hereditary haemochromatosis (HH) is the most common lethal monogenic human disease, affecting roughly 1 in 300 white northern Europeans. Homozygosity for the C282Y polymorphism within the HFE gene causes more than 80% of cases, with compound heterozygosity of the C282Y and H63D polymorphism also increasing susceptibility to disease. The aim of this study was to determine the frequency of the C282Y and H63D polymorphisms in the disease, and to assess the risk of HH in heterozygotes for the C282Y polymorphism. 128 patients were recruited because of either radiographic chondrocalcinosis (at least bicompartmental knee disease or joints other than the knee involved) or CPPD pseudogout. Genotyping of the HFE C282Y and H63D mutations was performed using PCR/SSP and genotypes for the C282Y polymorphism confirmed by PCR/RFLP. Historical white European control data were used for comparison. Two previously undiagnosed C282Y homozygotes (1.6%), and 16 C282Y heterozygotes (12.5%), including four (3.1%) C282Y/ H63D compound heterozygotes were identified. This represents a significant overrepresentation of C282Y homozygotes (relative risk 3.4, p-0.037), but the number of heterozygotes was not significantly increased. At a cost per test of £1 for each subject, screening all patients with chondrocalcinosis using the above ascertainment criteria costs only £64 for each case of haemochromatosis identified, clearly a highly cost effective test given the early mortality associated with untreated haemochromatosis. Routine screening for haemochromatosis in patients with appreciable chondrocatcinosis is recommended.

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Objective National guidelines for management of intermediate risk patients with suspected acute coronary syndrome, in whom AMI has been excluded, advocate provocative testing to final risk stratify these patients into low risk (negative testing) or high risk (positive testing suggestive of unstable angina). Adults less than 40 years have a low pretest probability of acute coronary syndrome. The utility of exercise stress testing in young adults with chest pain suspected of acute coronary syndrome who have National Heart Foundation intermediate risk features was evaluated Methods A retrospective analysis of exercise stress testing performed on patients less than 40 years was evaluated. Patients were enrolled on a chest pain pathway and had negative serial ECGs and cardiac biomarkers before exercise stress testing to rule-out acute coronary syndrome. Chart review was completed on patients with positive stress tests. Results The 3987 patients with suspected intermediate risk acute coronary syndrome underwent exercise stress testing. One thousand and twenty-seven (25.8%) were aged less than 40 years (age 33.3 ± 4.8 years). Four of these 1027 patients had a positive exercise stress test (0.4% incidence of positive exercise stress testing). Of those, three patients had subsequent non-invasive functional testing that yielded a negative result. One patient declined further investigations. Assuming this was a true positive exercise stress test, the incidence of true positive exercise stress testing would have been 0.097% (95% confidence interval: 0.079–0.115%) (one of 1027 patients). Conclusions Routine exercise stress testing has limited value in the risk stratification of adults less than 40 years with suspected intermediate risk of acute coronary syndrome

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Background: Fatigue is one of the most distressing and commonly experienced symptoms in patients with advanced cancer. Although the self-management (SM) of cancer-related symptoms has received increasing attention, no research instrument assessing fatigue SM outcomes for patients with advanced cancer is available. Objectives: to describe the development and preliminary testing of an interviewer administered instrument for assessing the frequency, and perceived levels of effectiveness and self-efficacy associated with fatigue SM behaviors in patients with advanced cancer. Methods: The development and testing of the Self-efficacy in Managing Symptoms Scale- Fatigue Subscale for Patients with Advanced Cancer (SMSFS-A) involved a number of procedures: item-generation using a comprehensive literature review and semi-structured interviews, content validity evaluation using expert panel reviews, and face validity and test-retest reliability evaluation using pilot testing. Results: Initially, 23 items (22 specific behaviors with one global item) were generated from the literature review and semi-structured interviews. After two rounds of expert panel review, the final scale was reduced to 17 items (16 behaviors with one global item). Participants in the pilot test (n=10) confirmed that the questions in this scale were clear and easy to understand. Bland-Altman analysis showed agreement of results over a one-week interval. Conclusions: The SMSFS-A items were generated using multiple sources. This tool demonstrated preliminary validity and reliability. Implications for practice: The SMSFS-A has the potential to be used for clinical and research purposes. Nurses can use this instrument for collecting data to inform the initiation of appropriate fatigue SM support for this population.

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When tracking resources in large-scale, congested, outdoor construction sites, the cost and time for purchasing, installing and maintaining the position sensors needed to track thousands of materials, and hundreds of equipment and personnel can be significant. To alleviate this problem a novel vision based tracking method that allows each sensor (camera) to monitor the position of multiple entities simultaneously has been proposed. This paper presents the full-scale validation experiments for this method. The validation included testing the method under harsh conditions at a variety of mega-project construction sites. The procedure for collecting data from the sites, the testing procedure, metrics, and results are reported. Full-scale validation demonstrates that the novel vision tracking provides a good solution to track different entities on a large, congested construction site.