Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and Berry-Esséen-Zolotarev bounds. The bounds are exact in finite samples, distribution-free and easy to compute. The performance of the bounds is evaluated and compared with traditional serial dependence tests in a simulation experiment. The procedures proposed are applied to U.S. data on interest rates (commercial paper rate).

Significant Differences Characterise the Correlation Coefficients between Biocide and Antibiotic Susceptibility Profiles in Staphylococcus aureus.

There is a growing concern by regulatory authorities for the selection of antibiotic resistance caused by the use of biocidal products. We aimed to complete the detailed information on large surveys by investigating the relationship between biocide and antibiotic susceptibility profiles of a large number of Staphylococcus aureus isolates using four biocides and antibiotics commonly used in clinical practice. The minimal inhibitory concentration (MIC) for most clinically-relevant antibiotics was determined according to the standardized methodology for over 1600 clinical S. aureus isolates and compared to susceptibility profiles of benzalkonium chloride, chlorhexidine, triclosan, and sodium hypochlorite. The relationship between antibiotic and biocide susceptibility profiles was evaluated using non-linear correlations. The main outcome evidenced was an absence of any strong or moderate statistically significant correlation when susceptibilities of either triclosan or sodium hypochlorite were compared for any of the tested antibiotics. On the other hand, correlation coefficients for MICs of benzalkonium chloride and chlorhexidine were calculated above 0.4 for susceptibility to quinolones, beta-lactams, and also macrolides. Our data do not support any selective pressure for association between biocides and antibiotics resistance and furthermore do not allow for a defined risk evaluation for some of the compounds. Importantly, our data clearly indicate that there does not involve any risk of selection for antibiotic resistance for the compounds triclosan and sodium hypochlorite. These data hence infer that biocide selection for antibiotic resistance has had so far a less significant impact than feared.

Improved damage detectability in a wind turbine blade by optimal selection of vibration signal correlation coefficients

Piotr Omenzetter and Simon Hoell’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.

Statnote 15: the non-parametric correlation coefficients

If in a correlation test, one or both variables are small whole numbers, scores based on a limited scale, or percentages, a non-parametric correlation coefficient should be considered as an alternative to Pearson’s ‘r’. Kendall’s t and Spearman’s rs are similar tests but the former should be considered if the analysis is to be extended to include partial correlations. If the data contain many tied values, then gamma should be considered as a suitable test.

Joint Densities of Correlation Coefficients for Samples from Multivariate Standard Normal Distribution

2000 Mathematics Subject Classification: 62H10.

Improved damage detectability in a wind turbine blade by optimal selection of vibration signal correlation coefficients

Piotr Omenzetter and Simon Hoell’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.

Correlation between macular and retinal nerve fibre layer Fourier-domain OCT measurements and visual field loss in chiasmal compression

Purpose The aim of this study was to test the correlation between Fourier-domain (FD) optical coherence tomography (OCT) macular and retinal nerve fibre layer (RNFL) thickness and visual field (VF) loss on standard automated perimetry (SAP) in chiasmal compression. Methods A total of 35 eyes with permanent temporal VF defects and 35 controls underwent SAP and FD-OCT (3D OCT-1000; Topcon Corp.) examinations. Macular thickness measurements were averaged for the central area and for each quadrant and half of that area, whereas RNFL thickness was determined for six sectors around the optic disc. VF loss was estimated in six sectors of the VF and in the central 16 test points in the VF. The correlation between VF loss and OCT measurements was tested with Spearman`s correlation coefficients and with linear regression analysis. Results Macular and RNFL thickness parameters correlated strongly with SAP VF loss. Correlations were generally stronger between VF loss and quadrantic or hemianopic macular thickness than with sectoral RNFL thickness. For the macular parameters, we observed the strongest correlation between macular thickness in the inferonasal quadrant and VF loss in the superior temporal central quadrant (rho=0.78; P<0.001) whereas for the RNFL parameters the strongest correlation was observed between the superonasal optic disc sector and the central temporal VF defect (rho=0.60; P<0.001).

Correlation of wear in vivo and six laboratory wear methods.

OBJECTIVE: We examined the correlation between clinical wear rates of restorative materials and enamel (TRAC Research Foundation, Provo, USA) and the results of six laboratory test methods (ACTA, Alabama (generalized, localized), Ivoclar (vertical, volumetric), Munich, OHSU (abrasion, attrition), Zurich). METHODS: Individual clinical wear data were available from clinical trials that were conducted by TRAC Research Foundation (formerly CRA) together with general practitioners. For each of the n=28 materials (21 composite resins for intra-coronal restorations [20 direct and 1 indirect], 5 resin materials for crowns, 1 amalgam, enamel) a minimum of 30 restorations had been placed in posterior teeth, mainly molars. The recall intervals were up to 5 years with the majority of materials (n=27) being monitored, however, only for up to 2 years. For the laboratory data, the databases MEDLINE and IADR abstracts were searched for wear data on materials which were also clinically tested by TRAC Research Foundation. Only those data for which the same test parameters (e.g. number of cycles, loading force, type of antagonist) had been published were included in the study. A different quantity of data was available for each laboratory method: Ivoclar (n=22), Zurich (n=20), Alabama (n=17), OHSU and ACTA (n=12), Munich (n=7). The clinical results were summed up in an index and a linear mixed model was fitted to the log wear measurements including the following factors: material, time (0.5, 1, 2 and 3 years), tooth (premolar/molar) and gender (male/female) as fixed effects, and patient as random effect. Relative ranks were created for each material and method; the same was performed with the clinical results. RESULTS: The mean age of the subjects was 40 (±12) years. The materials had been mostly applied in molars (81%) and 95% of the intracoronal restorations were Class II restorations. The mean number of individual wear data per material was 25 (range 14-42). The mean coefficient of variation of clinical wear data was 53%. The only significant correlation was reached by OHSU (abrasion) with a Spearman r of 0.86 (p=0.001). Zurich, ACTA, Alabama generalized wear and Ivoclar (volume) had correlation coefficients between 0.3 and 0.4. For Zurich, Alabama generalized wear and Munich, the correlation coefficient improved if only composites for direct use were taken into consideration. The combination of different laboratory methods did not significantly improve the correlation. SIGNIFICANCE: The clinical wear of composite resins is mainly dependent on differences between patients and less on the differences between materials. Laboratory methods to test conventional resins for wear are therefore less important, especially since most of them do not reflect the clinical wear.

Mineralogy of the clay fraction of alfisols in two slope curvatures: IV - spatial correlation with physical properties

Although the influence of clay mineralogy on soil physical properties has been widely studied, spatial relationships between these features in Alfisols have rarely been examined. The purpose of this work was to relate the clay minerals and physical properties of an Alfisol of sandstone origin in two slope curvatures. The crystallographic properties such as mean crystallite size (MCS) and width at half height (WHH) of hematite, goethite, kaolinite and gibbsite; contents of hematite and goethite; aluminium substitution (AS) and specific surface area (SSA) of hematite and goethite; the goethite/(goethite+hematite) and kaolinite/(kaolinite+gibbsite) ratios; and the citrate/bicarbonate/dithionite extractable Fe (Fe d) were correlated with the soil physical properties through Pearson correlation coefficients and cross-semivariograms. The correlations found between aluminium substitution in goethite and the soil physical properties suggest that the degree of crystallinity of this mineral influences soil properties used as soil quality indicators. Thus, goethite with a high aluminium substitution resulted in large aggregate sizes and a high porosity, and also in a low bulk density and soil penetration resistance. The presence of highly crystalline gibbsite resulted in a high density and micropore content, as well as in smaller aggregates. Interpretation of the cross-semivariogram and classification of landscape compartments in terms of the spatial dependence pattern for the relief-dependent physical and mineralogical properties of the soil proved an effective supplementary method for assessing Pearson correlations between the soil physical and mineralogical properties.

Correlation of the IJK Roadmeter to the International Roughness Index, MLR-91-5, 1992

The Iowa Department of Transportation has been determining a present serviceability index (PSI) on the primary highway system since 1968. A CHLOE profilometer has been used as the standard for calibrating the Roadmeters that do the system survey. The current Roadmeter, an IJK Iowa DOT developed unit, is not considered an acceptable Roadmeter for determining the FHWA required International Roughness Index (IRI). Iowa purchased a commercial version of the South Dakota type profile (SD Unit) to obtain IRI. This study was undertaken to correlate the IRI to the IJK Roadmeter and retire the Roadmeter. One hundred forty-seven pavement management sections (IPMS) were tested in June and July 1991 with both units. Correlation coefficients and standard error of estimates were: r' Std. Error PCC pavements 0.81 0.15 Composite pavements 0.71 0.18 ACC pavements 0.77 0.17 The correlation equations developed from this work will allow use of the IRI to predict the IJK Roadmeter response with sufficient accuracy. Trend analysis should also not be affected.

Correlation of physical and chemical attributes of soil with sugarcane yield

The objective of this work was to evaluate the correlation between sugarcane yield and some physical and chemical attributes of soil. For this, a 42‑ha test area in Araras, SP, Brazil, was used. Soil properties were determined from samples collected at the beginning of the 2003/2004 harvest season, using a regular 100x100 m grid. Yield assessment was done with a yield monitor (Simprocana). Correlation analyses were performed between sugarcane yield and the following soil properties: pH, pH CaCl2, N, C, cone index, clay content, soil organic matter, P, K, Ca, Mg, H+AL, cation exchange capacity, and base saturation. Correlation coefficients were respectively ‑0.05, ‑0.29, 0.33, 0.41, ‑0.27, 0.22, 0.44, ‑0.24, trace, ‑0.06, 0.01, 0.32, 0.14, and 0.04. Correlations of chemical and physical attributes of soil with sugarcane yield are weak, and, per se, they are not able to explain sugarcane yield variation, which suggests that other variables, besides soil attributes, should be analysed.

Repeatability, correlation and path analysis of physical and chemical characteristics of peach fruits

This study aimed to determine the number of measurements necessary to evaluate physical and chemical characteristics of peach fruits, study the relationships between them and their direct and indirect effects on the content of ascorbic acid and total carotenoids. The characteristics skin and pulp color, fruit weight, suture, equatorial and polar diameters, firmness, soluble solids (SS), titratable acidity (TA), SS/TA ratio, ascorbic acid and total carotenoids were evaluated in 39 cultivars of peach and 3 cultivars of nectarine from the orchard of the Universidade Federal de Viçosa. The repeatability coefficient was estimated by ANOVA and CPCOR. Phenotypic correlation coefficients (rf) were estimated and, after the multicollinearity diagnostics, they were unfolded to direct and indirect effects of the explanatory variables on the response variable using path analysis. There was agreement on the magnitude of repeatability coefficients obtained by the two methods; however, they varied among the 14 characteristics. The highest correlations were found between FW, SD, ED and PD. Seven fruits are sufficient to evaluate the physical and chemical characteristics of peach with a correlation coefficient of 90%. The characteristics considered in the path diagrams (b* skin, hº skin, b* pulp, hº pulp, ED, PD, FIR, SS, SS/AT and TC) are not the main determinants of the ascorbic acid. The yellow hue of the pulp (hº pulp) has the potential to be used in indirect selection for total carotenoids.