Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

This paper analyzes whether standard covariance matrix tests work whendimensionality is large, and in particular larger than sample size. Inthe latter case, the singularity of the sample covariance matrix makeslikelihood ratio tests degenerate, but other tests based on quadraticforms of sample covariance matrix eigenvalues remain well-defined. Westudy the consistency property and limiting distribution of these testsas dimensionality and sample size go to infinity together, with theirratio converging to a finite non-zero limit. We find that the existingtest for sphericity is robust against high dimensionality, but not thetest for equality of the covariance matrix to a given matrix. For thelatter test, we develop a new correction to the existing test statisticthat makes it robust against high dimensionality.

Previsão de preços de ativos usando restrições do modelo de valor presente

Motivados pelo debate envolvendo modelos estruturais e na forma reduzida, propomos nesse artigo uma abordagem empírica com o objetivo de ver se a imposição de restrições estruturais melhoram o poder de previsibilade vis-a-vis modelos irrestritos ou parcialmente restritos. Para respondermos nossa pergunta, realizamos previsões utilizando dados agregados de preços e dividendos de ações dos EUA. Nesse intuito, exploramos as restrições de cointegração, de ciclo comum em sua forma fraca e sobre os parâmetros do VECM impostas pelo modelo de Valor Presente. Utilizamos o teste de igualdade condicional de habilidade de previsão de Giacomini e White (2006) para comparar as previsões feitas por esse modelo com outros menos restritos. No geral, encontramos que os modelos com restrições parciais apresentaram os melhores resultados, enquanto o modelo totalmente restrito de VP não obteve o mesmo sucesso.

TMD and GOHAI indices of Brazilian institutionalised and community-dwelling elderly

Considering the controversy in the literature regarding several aspects of temporomandibular dysfunction (TMD) in elderly populations and the absence of reliable data on elderly Brazilians in this field, this study consisted of an evaluation of TMD prevalence and the self-perception of oral health among institutionalised and community-dwelling elderly in Sao JosE dos Campos, Brazil.Two hundred and fifteen community-dwelling and 185 institutionalised elderly people were evaluated by the Helkimo anamnestic (Ai) and clinical dysfunction (Di) indices and answered a questionnaire using the Geriatric Oral Health Assessment Index (GOHAI).The major prevalence of TMD symptoms was for the Ai0 (symptom-free) group (69.5%), while the major prevalence of clinical signs was for the DiI (mild) group (56%). Women presented a higher AiII classification than men (chi(2) test, p = 0.049). Community-dwelling elderly presented a significantly lower Ai0 classification than the institutionalised ones (Two ratios equality test, p < 0.001). There was no relationship between the institutionalised status and the clinical dysfunction index for Di0 and DiIII classification (Two ratios equality test, p = 0.194 and 0.535 respectively). The institutionalised elderly presented greater (One-way anova = 0.005) self-perception of oral health (33.45) than did the community-dwelling group (32.66). There were only weak Pearson's correlations among the anamnestic (-33.0%) or clinical (-14.7%) findings by the TMD and GOHAI indices. Symptom-free (Ai0) institutionalised elderly presented better scores in all GOHAI dimensions and elderly representing an absence of clinical TMD signs (Di0) presented higher GOHAI physical dimension scores in both groups.The prevalence of TMD symptoms among this sample of elderly individuals was relatively low, self-perception of oral health was reasonable and a weak, inverse correlation was found between TMD signs and symptoms and elderly self-perception of oral health measured by the GOHAI index.

COCHRAN: Stata module to test for equality of proportions in matched samples (Cochran's Q)

-cochran- performs a test for equality of two or more proportions in matched samples. The chi-squared calculated by -cochran- is known as Cochran's Q (Cochran 1950)

The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix

It is proved the algebraic equality between Jennrich's (1970) asymptotic$X^2$ test for equality of correlation matrices, and a Wald test statisticderived from Neudecker and Wesselman's (1990) expression of theasymptoticvariance matrix of the sample correlation matrix.

Compact matrix expressions for generalized Wald tests of equality of moment vectors

Asymptotic chi-squared test statistics for testing the equality ofmoment vectors are developed. The test statistics proposed aregeneralizedWald test statistics that specialize for different settings by inserting andappropriate asymptotic variance matrix of sample moments. Scaled teststatisticsare also considered for dealing with situations of non-iid sampling. Thespecializationwill be carried out for testing the equality of multinomial populations, andtheequality of variance and correlation matrices for both normal andnon-normaldata. When testing the equality of correlation matrices, a scaled versionofthe normal theory chi-squared statistic is proven to be an asymptoticallyexactchi-squared statistic in the case of elliptical data.

Equality of educational opportunity employing Pisa data: taking both achievement and access into account

La medición de la desigualdad de oportunidades con las bases de PISA implican varias limitaciones: (i) la muestra sólo representa una fracción limitada de las cohortes de jóvenes de 15 años en los países en desarrollo y (ii) estas fracciones no son uniformes entre países ni entre periodos. Lo anterior genera dudas sobre la confiabilidad de estas mediciones cuando se usan para comparaciones internacionales: mayor equidad puede ser resultado de una muestra más restringida y más homogénea. A diferencia de enfoques previos basados en reconstrucción de las muestras, el enfoque del documento consiste en proveer un índice bidimensional que incluye logro y acceso como dimensiones del índice. Se utilizan varios métodos de agregación y se observan cambios considerables en los rankings de (in) equidad de oportunidades cuando solo se observa el logro y cuando se observan ambas dimensiones en las pruebas de PISA 2006/2009. Finalmente se propone una generalización del enfoque permitiendo otras dimensiones adicionales y otros pesos utilizados en la agregación.

Modifications and Alternatives to the Tests of Levene and Brown & Forsythe for Equality of Variances and Means

The usual tests to compare variances and means (e. g. Bartlett`s test and F-test) assume that the sample comes from a normal distribution. In addition, the test for equality of means requires the assumption of homogeneity of variances. In some situation those assumptions are not satisfied, hence we may face problems like excessive size and low power. In this paper, we describe two tests, namely the Levene`s test for equality of variances, which is robust under nonnormality; and the Brown and Forsythe`s test for equality of means. We also present some modifications of the Levene`s test and Brown and Forsythe`s test, proposed by different authors. We analyzed and applied one modified form of Brown and Forsythe`s test to a real data set. This test is a robust alternative under nonnormality, heteroscedasticity and also when the data set has influential observations. The equality of variance can be well tested by Levene`s test with centering at the sample median.

The Migration Crisis: A Stress Test for European Values. European Policy Brief No. 38, September 2015

Confronted by the current refugee crisis, most Member States are turning inwards. But migration will continue to rise in the future. Given that migration is an unstoppable trend, the EU has everything to win from turning this crisis into an opportunity for its own citizens and economy, for the refugees and migrants it hosts and for their countries of origin. The manner in which the EU addresses this challenge will truly prove if it can live up to its founding principles of human dignity, solidarity, freedom, democracy and equality. This policy brief summarises European measures taken in the last few months and proposes four key actions to create a well-framed European migration policy: effectively implementing the principle of solidarity and fair-sharing of responsibility between Member States; creating more legal entry and integration channels; addressing the root causes of migration; and broadcasting a constructive and positive narrative on migration.

Adapting The Sniffin' Sticks Olfactory Test To Diagnose Parkinson's Disease In Estonia.

The aim of the study was to develop a culturally adapted translation of the 12-item smell identification test from Sniffin' Sticks (SS-12) for the Estonian population in order to help diagnose Parkinson's disease (PD). A standard translation of the SS-12 was created and 150 healthy Estonians were questioned about the smells used as response options in the test. Unfamiliar smells were replaced by culturally familiar options. The adapted SS-12 was applied to 70 controls in all age groups, and thereafter to 50 PD patients and 50 age- and sex-matched controls. 14 response options from 48 used in the SS-12 were replaced with familiar smells in an adapted version, in which the mean rate of correct response was 87% (range 73-99) compared to 83% with the literal translation (range 50-98). In PD patients, the average adapted SS-12 score (5.4/12) was significantly lower than in controls (average score 8.9/12), p < 0.0001. A multiple linear regression using the score in the SS-12 as the outcome measure showed that diagnosis and age independently influenced the result of the SS-12. A logistic regression using the SS-12 and age as covariates showed that the SS-12 (but not age) correctly classified 79.0% of subjects into the PD and control category, using a cut-off of <7 gave a sensitivity of 76% and specificity of 86% for the diagnosis of PD. The developed SS-12 cultural adaption is appropriate for testing olfaction in Estonia for the purpose of PD diagnosis.

Effect Of Exercise Test On Pulmonary Function Of Obese Adolescents.

to investigate the pulmonary response to exercise of non-morbidly obese adolescents, considering the gender. a prospective cross-sectional study was conducted with 92 adolescents (47 obese and 45 eutrophic), divided in four groups according to obesity and gender. Anthropometric parameters, pulmonary function (spirometry and oxygen saturation [SatO2]), heart rate (HR), blood pressure (BP), respiratory rate (RR), and respiratory muscle strength were measured. Pulmonary function parameters were measured before, during, and after the exercise test. BP and HR were higher in obese individuals during the exercise test (p = 0.0001). SatO2 values decreased during exercise in obese adolescents (p = 0.0001). Obese males had higher levels of maximum inspiratory and expiratory pressures (p = 0.0002) when compared to obese and eutrophic females. Obese males showed lower values of maximum voluntary ventilation, forced vital capacity, and forced expiratory volume in the first second when compared to eutrophic males, before and after exercise (p = 0.0005). Obese females had greater inspiratory capacity compared to eutrophic females (p = 0.0001). Expiratory reserve volume was lower in obese subjects when compared to controls (p ≤ 0,05). obese adolescents presented changes in pulmonary function at rest and these changes remained present during exercise. The spirometric and cardiorespiratory values were different in the four study groups. The present data demonstrated that, in spite of differences in lung growth, the model of fat distribution alters pulmonary function differently in obese female and male adolescents.

The Lea Grating Test In Assessing Detection Grating Acuity In Normal Infants Less Than 4 Months Of Age.

To assess binocular detection grating acuity using the LEA GRATINGS test to establish age-related norms in healthy infants during their first 3 months of life. In this prospective, longitudinal study of healthy infants with clear red reflex at birth, responses to gratings were measured at 1, 2, and 3 months of age using LEA gratings at a distance of 28 cm. The results were recorded as detection grating acuity values, which were arranged in frequency tables and converted to a one-octave scale for statistical analysis. For the repeated measurements, analysis of variance (ANOVA) was used to compare the detection grating acuity results between ages. A total of 133 infants were included. The binocular responses to gratings showed development toward higher mean values and spatial frequencies, ranging from 0.55 ± 0.70 cycles per degree (cpd), or 1.74 ± 0.21 logMAR, in month 1 to 3.11 ± 0.54 cpd, or 0.98 ± 0.16 logMAR, in month 3. Repeated ANOVA indicated differences among grating acuity values in the three age groups. The LEA GRATINGS test allowed assessment of detection grating acuity and its development in a cohort of healthy infants during their first 3 months of life.

The Geometric Curvature Of The Spine Of Runners During Maximal Incremental Effort Test.

This study sought to analyse the behaviour of the average spinal posture using a novel investigative procedure in a maximal incremental effort test performed on a treadmill. Spine motion was collected via stereo-photogrammetric analysis in thirteen amateur athletes. At each time percentage of the gait cycle, the reconstructed spine points were projected onto the sagittal and frontal planes of the trunk. On each plane, a polynomial was fitted to the data, and the two-dimensional geometric curvature along the longitudinal axis of the trunk was calculated to quantify the geometric shape of the spine. The average posture presented at the gait cycle defined the spine Neutral Curve. This method enabled the lateral deviations, lordosis, and kyphosis of the spine to be quantified noninvasively and in detail. The similarity between each two volunteers was a maximum of 19% on the sagittal plane and 13% on the frontal (p<0.01). The data collected in this study can be considered preliminary evidence that there are subject-specific characteristics in spinal curvatures during running. Changes induced by increases in speed were not sufficient for the Neutral Curve to lose its individual characteristics, instead behaving like a postural signature. The data showed the descriptive capability of a new method to analyse spinal postures during locomotion; however, additional studies, and with larger sample sizes, are necessary for extracting more general information from this novel methodology.

Twin-twin Transfusion Syndrome: Neurodevelopmental Screening Test.

Objective To assess the neurodevelopmental functions (cognition, language and motor function) of survivors of twin-twin transfusion syndrome (TTTS). Method Observational cross-sectional study of a total of 67 monochorionic diamniotic twins who underwent fetoscopic laser coagulation (FLC) for treatment of TTTS. The study was conducted at the Center for Investigation in Pediatrics (CIPED), Universidade Estadual de Campinas. Ages ranged from one month and four days to two years four months. Bayley Scales of Infant and Toddler Development Screening Test-III, were used for evaluation. Results Most children reached the competent category and were classified as having appropriate performance. The preterm children scored worse than term infants for gross motor subtest (p = 0.036). Conclusion The majority of children reached the expected development according to their age. Despite the good neurodevelopment, children classified at risk should be monitored for development throughout childhood.

Evaluation of the cytotoxic and genotoxic potential of water from the River Paraíba do Sul, in Brazil, with the Allium cepa L. test

This work investigated the cytotoxic and genotoxic potential of water from the River Paraíba do Sul (Brazil) using Allium cepa roots. An anatomo-morphological parameter (root length), mitotic indices, and frequency of micronuclei were analysed. Eight bulbs were chosen at random for treatment for 24 to 120 hours with the River water collected in the years of 2005 and 2006 from sites in the cities of Tremembé and Aparecida (São Paulo state, Brazil). Daily measurements of the length of the roots grown from each bulb were carried out throughout the experiment. Mitotic index (MI) and frequency of micronuclei (MN) were determined for 2000 cells per root, using 3-5 root tips from other bulbs (7-10). Only in the roots treated with samples of the River water collected in 2005 in Tremembé city was there a decrease in the root length growth compared to the respective control. However, a reduction in MI values was verified for both sites analysed for that year. Considering the data involving root length growth and especially MI values, a cytotoxic potential is suggested for the water of the River Paraíba do Sul at Tremembé and Aparecida, in the year of 2005. On the other hand, since in this year the MN frequency was not affected with the river water treatments, genotoxicity is not assumed for the river water sampled at the aforementioned places.