A new method for constructing exact tests without making any assumptions

We present a new method for constructing exact distribution-free tests (and confidence intervals) for variables that can generate more than two possible outcomes.This method separates the search for an exact test from the goal to create a non-randomized test. Randomization is used to extend any exact test relating to meansof variables with finitely many outcomes to variables with outcomes belonging to agiven bounded set. Tests in terms of variance and covariance are reduced to testsrelating to means. Randomness is then eliminated in a separate step.This method is used to create confidence intervals for the difference between twomeans (or variances) and tests of stochastic inequality and correlation.

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.

Respiratory panic disorder subtype and sensitivity to the carbon dioxide challenge test

The aim of the present study was to verify the sensitivity to the carbon dioxide (CO2) challenge test of panic disorder (PD) patients with respiratory and nonrespiratory subtypes of the disorder. Our hypothesis is that the respiratory subtype is more sensitive to 35% CO2. Twenty-seven PD subjects with or without agoraphobia were classified into respiratory and nonrespiratory subtypes on the basis of the presence of respiratory symptoms during their panic attacks. The tests were carried out in a double-blind manner using two mixtures: 1) 35% CO2 and 65% O2, and 2) 100% atmospheric compressed air, 20 min apart. The tests were repeated after 2 weeks during which the participants in the study did not receive any psychotropic drugs. At least 15 of 16 (93.7%) respiratory PD subtype patients and 5 of 11 (43.4%) nonrespiratory PD patients had a panic attack during one of two CO2 challenges (P = 0.009, Fisher exact test). Respiratory PD subtype patients were more sensitive to the CO2 challenge test. There was agreement between the severity of PD measured by the Clinical Global Impression (CGI) Scale and the subtype of PD. Higher CGI scores in the respiratory PD subtype could reflect a greater sensitivity to the CO2 challenge due to a greater severity of PD. Carbon dioxide challenges in PD may define PD subtypes and their underlying mechanisms.

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions.

In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such tests (under nonparametric assumptions) by using permutational versions of the tests jointly with the method of Monte Carlo tests properly adjusted to deal with discrete distributions. We also propose a combined test procedure, whose level is again perfectly controlled through the Monte Carlo test technique and has better power properties than the individual tests that are combined. Finally, in a simulation experiment, we show that the technique suggested provides perfect control of test size and that the new tests proposed can yield sizeable power improvements.

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.

Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models

We study the problem of testing the error distribution in a multivariate linear regression (MLR) model. The tests are functions of appropriately standardized multivariate least squares residuals whose distribution is invariant to the unknown cross-equation error covariance matrix. Empirical multivariate skewness and kurtosis criteria are then compared to simulation-based estimate of their expected value under the hypothesized distribution. Special cases considered include testing multivariate normal, Student t; normal mixtures and stable error models. In the Gaussian case, finite-sample versions of the standard multivariate skewness and kurtosis tests are derived. To do this, we exploit simple, double and multi-stage Monte Carlo test methods. For non-Gaussian distribution families involving nuisance parameters, confidence sets are derived for the the nuisance parameters and the error distribution. The procedures considered are evaluated in a small simulation experi-ment. Finally, the tests 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.

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

In this paper, we propose exact inference procedures for asset pricing models that can be formulated in the framework of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data, we propose a comprehensive statistical approach which allows for alternative - possibly asymmetric - heavy tailed distributions without the use of large-sample approximations. The methods suggested are based on Monte Carlo test techniques. Goodness-of-fit tests are formally incorporated to ensure that the error distributions considered are empirically sustainable, from which exact confidence sets for the unknown tail area and asymmetry parameters of the stable error distribution are derived. Tests for the efficiency of the market portfolio (zero intercepts) which explicitly allow for the presence of (unknown) nuisance parameter in the stable error distribution are derived. The methods proposed are applied to monthly returns on 12 portfolios of the New York Stock Exchange over the period 1926-1995 (5 year subperiods). We find that stable possibly skewed distributions provide statistically significant improvement in goodness-of-fit and lead to fewer rejections of the efficiency hypothesis.

Time in the stair-climbing test as a predictor of thoracotomy postoperative complications

Objectives: The stair-climbing test as measured in meters or number of steps has been proposed to predict the risk of postoperative complications. The study objective was to determine whether the stair-climbing time can predict the risk of postoperative complications. Methods: Patients aged more than 18 years with a recommendation of thoracotomy for lung resection were included in the study. Spirometry was performed according to the criteria by the American Thoracic Society. The stair-climbing test was performed on shaded stairs with a total of 12.16 m in height, and the stair-climbing time in seconds elapsed during the climb of the total height was measured. The accuracy test was applied to obtain stair-climbing time predictive values, and the receiver operating characteristic curve was calculated. Variables were tested for association with postoperative cardiopulmonary complications using the Student t test for independent populations, the Mann-Whitney test, and the chi-square or Fisher exact test. Logistic regression analysis was performed. Results: Ninety-eight patients were evaluated. Of these, 27 showed postoperative complications. Differences were found between the groups for age and attributes obtained from the stair-climbing test. The cutoff point for stair-climbing time obtained from the receiver operating characteristic curve was 37.5 seconds. No differences were found between the groups for forced expiratory volume in 1 second. In the logistic regression, stair-climbing time was the only variable associated with postoperative complications, suggesting that the risk of postoperative complications increases with increased stair-climbing time. Conclusions: The only variable showing association with complications, according to multivariate analysis, was stair-climbing time. © 2013 by The American Association for Thoracic Surgery.

Power Calculations for Preclinical Studies Using a K-Sample Rank Test and the Lehmann Alternative Hypothesis

Power calculations in a small sample comparative study, with a continuous outcome measure, are typically undertaken using the asymptotic distribution of the test statistic. When the sample size is small, this asymptotic result can be a poor approximation. An alternative approach, using a rank based test statistic, is an exact power calculation. When the number of groups is greater than two, the number of calculations required to perform an exact power calculation is prohibitive. To reduce the computational burden, a Monte Carlo resampling procedure is used to approximate the exact power function of a k-sample rank test statistic under the family of Lehmann alternative hypotheses. The motivating example for this approach is the design of animal studies, where the number of animals per group is typically small.

Effects Of Therapeutic Approach On The Neonatal Evolution Of Very Low Birth Weight Infants With Patent Ductus Arteriosus.

To analyze the effects of treatment approach on the outcomes of newborns (birth weight [BW] < 1,000 g) with patent ductus arteriosus (PDA), from the Brazilian Neonatal Research Network (BNRN) on: death, bronchopulmonary dysplasia (BPD), severe intraventricular hemorrhage (IVH III/IV), retinopathy of prematurity requiring surgical (ROPsur), necrotizing enterocolitis requiring surgery (NECsur), and death/BPD. This was a multicentric, cohort study, retrospective data collection, including newborns (BW < 1000 g) with gestational age (GA) < 33 weeks and echocardiographic diagnosis of PDA, from 16 neonatal units of the BNRN from January 1, 2010 to Dec 31, 2011. Newborns who died or were transferred until the third day of life, and those with presence of congenital malformation or infection were excluded. Groups: G1 - conservative approach (without treatment), G2 - pharmacologic (indomethacin or ibuprofen), G3 - surgical ligation (independent of previous treatment). Factors analyzed: antenatal corticosteroid, cesarean section, BW, GA, 5 min. Apgar score < 4, male gender, Score for Neonatal Acute Physiology Perinatal Extension (SNAPPE II), respiratory distress syndrome (RDS), late sepsis (LS), mechanical ventilation (MV), surfactant (< 2 h of life), and time of MV. death, O2 dependence at 36 weeks (BPD36wks), IVH III/IV, ROPsur, NECsur, and death/BPD36wks. Student's t-test, chi-squared test, or Fisher's exact test; Odds ratio (95% CI); logistic binary regression and backward stepwise multiple regression. Software: MedCalc (Medical Calculator) software, version 12.1.4.0. p-values < 0.05 were considered statistically significant. 1,097 newborns were selected and 494 newborns were included: G1 - 187 (37.8%), G2 - 205 (41.5%), and G3 - 102 (20.6%). The highest mortality was observed in G1 (51.3%) and the lowest in G3 (14.7%). The highest frequencies of BPD36wks (70.6%) and ROPsur were observed in G3 (23.5%). The lowest occurrence of death/BPD36wks occurred in G2 (58.0%). Pharmacological (OR 0.29; 95% CI: 0.14-0.62) and conservative (OR 0.34; 95% CI: 0.14-0.79) treatments were protective for the outcome death/BPD36wks. The conservative approach of PDA was associated to high mortality, the surgical approach to the occurrence of BPD36wks and ROPsur, and the pharmacological treatment was protective for the outcome death/BPD36wks.

The Effect Of Soy Dietary Supplement And Low Dose Of Hormone Therapy On Main Cardiovascular Health Biomarkers: A Randomized Controlled Trial.

To assess the effects of a soy dietary supplement on the main biomarkers of cardiovascular health in postmenopausal women compared with the effects of low-dose hormone therapy (HT) and placebo. Double-blind, randomized and controlled intention-to-treat trial. Sixty healthy postmenopausal women, aged 40-60 years, 4.1 years mean time since menopause were recruited and randomly assigned to 3 groups: a soy dietary supplement group (isoflavone 90mg), a low-dose HT group (estradiol 1 mg plus noretisterone 0.5 mg) and a placebo group. Lipid profile, glucose level, body mass index, blood pressure and abdominal/hip ratio were evaluated in all the participants at baseline and after 16 weeks. Statistical analyses were performed using the χ2 test, Fisher's exact test, Kruskal-Wallis non-parametric test, analysis of variance (ANOVA), paired Student's t-test and Wilcoxon test. After a 16-week intervention period, total cholesterol decreased 11.3% and LDL-cholesterol decreased 18.6% in the HT group, but both did not change in the soy dietary supplement and placebo groups. Values for triglycerides, HDL-cholesterol, glucose level, body mass index, blood pressure and abdominal/hip ratio did not change over time in any of the three groups. The use of dietary soy supplement did not show any significant favorable effect on cardiovascular health biomarkers compared with HT. The trial is registered at the Brazilian Clinical Trials Registry (Registro Brasileiro de Ensaios Clínicos - ReBEC), number RBR-76mm75.

Lateral Pterygoid Muscle Volume And Migraine In Patients With Temporomandibular Disorders.

Lateral pterygoid muscle (LPM) plays an important role in jaw movement and has been implicated in Temporomandibular disorders (TMDs). Migraine has been described as a common symptom in patients with TMDs and may be related to muscle hyperactivity. This study aimed to compare LPM volume in individuals with and without migraine, using segmentation of the LPM in magnetic resonance (MR) imaging of the TMJ. Twenty patients with migraine and 20 volunteers without migraine underwent a clinical examination of the TMJ, according to the Research Diagnostic Criteria for TMDs. MR imaging was performed and the LPM was segmented using the ITK-SNAP 1.4.1 software, which calculates the volume of each segmented structure in voxels per cubic millimeter. The chi-squared test and the Fisher's exact test were used to relate the TMD variables obtained from the MR images and clinical examinations to the presence of migraine. Logistic binary regression was used to determine the importance of each factor for predicting the presence of a migraine headache. Patients with TMDs and migraine tended to have hypertrophy of the LPM (58.7%). In addition, abnormal mandibular movements (61.2%) and disc displacement (70.0%) were found to be the most common signs in patients with TMDs and migraine. In patients with TMDs and simultaneous migraine, the LPM tends to be hypertrophic. LPM segmentation on MR imaging may be an alternative method to study this muscle in such patients because the hypertrophic LPM is not always palpable.

Correlation Between The Friedman Staging System And The Upper Airway Volume In Patients With Obstructive Sleep Apnea.

This study was designed to evaluate the correlation between computed tomography findings and data from the physical examination and the Friedman Staging System (FSS) in patients with obstructive sleep apnea (OSA). We performed a retrospective evaluation by reviewing the medical records of 33 patients (19 male and 14 female patients) with a mean body mass index of 30.38 kg/m(2) and mean age of 49.35 years. Among these patients, 14 presented with severe OSA, 7 had moderate OSA, 7 had mild OSA, and 5 were healthy. The patients were divided into 2 groups according to the FSS: Group A comprised patients with FSS stage I or II, and group B comprised patients with FSS stage III. By use of the Fisher exact test, a positive relationship between the FSS stage and apnea-hypopnea index (P = .011) and between the FSS stage and body mass index (P = .012) was found. There was no correlation between age (P = .55) and gender (P = .53) with the FSS stage. The analysis of variance test comparing the upper airway volume between the 2 groups showed P = .018. In this sample the FSS and upper airway volume showed an inverse correlation and were useful in analyzing the mechanisms of airway collapse in patients with OSA.

Oral health conditions among the elderly in Southeastern São Paulo State

OBJECTIVE: This study aimed to asses oral health conditions in a population aged 60 years and over living in Botucatu, Southeastern Brazil. A cross-sectional population-based study was carried out using a random sample (N=372) of the urban population aged 60 years and over from the city of Botucatu, in 2005. World Health Organization criteria and codes for oral health epidemiological surveys were used. Re-examination was carried out in 10% of individuals aiming to evaluate intra-examiner agreement. Statistical analysis was performed by one-way ANOVA or Kruskal-Wallis ANOVA, as applicable. Also, the t-test was used in the absence of homoscedasticity. Fisher's exact test was used for situations where the categories with less than five units were observed. Adjusted residuals and multiple-comparison analysis were conducted to identify associations between variable categories and subgroups. The intra-examiner agreement was 98% and Kappa statistics result was 0.95. Loss component represented 90.68% of DMF-T index, which was 29.85. The prevalence of edentulism was 63.17%. Upper and lower dentures were found in 80% and 58% respectively, with complete denture as the most commonly used. In those studied, 15% required upper and 38% lower dentures. There was more need for complete denture in both jaws. Approximately 20% had soft tissue alterations. For periodontal conditions, most sextants were excluded (81.81%). Periodontal pockets (4 - 5 mm) were seen in 11.29% of the examined individuals. The oral health status of the elderly population in Botucatu is poor, as well as in other Brazilian cities. The results of this study may help planning collective health actions, giving an accurate description of the oral problems among the elderly.