Short run and long run causality in time series: Inference

We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.

Analyzing the connectivity between regions of interest: An approach based on cluster Granger causality for NRI data analysis

The identification, modeling, and analysis of interactions between nodes of neural systems in the human brain have become the aim of interest of many studies in neuroscience. The complex neural network structure and its correlations with brain functions have played a role in all areas of neuroscience, including the comprehension of cognitive and emotional processing. Indeed, understanding how information is stored, retrieved, processed, and transmitted is one of the ultimate challenges in brain research. In this context, in functional neuroimaging, connectivity analysis is a major tool for the exploration and characterization of the information flow between specialized brain regions. In most functional magnetic resonance imaging (fMRI) studies, connectivity analysis is carried out by first selecting regions of interest (ROI) and then calculating an average BOLD time series (across the voxels in each cluster). Some studies have shown that the average may not be a good choice and have suggested, as an alternative, the use of principal component analysis (PCA) to extract the principal eigen-time series from the ROI(s). In this paper, we introduce a novel approach called cluster Granger analysis (CGA) to study connectivity between ROIs. The main aim of this method was to employ multiple eigen-time series in each ROI to avoid temporal information loss during identification of Granger causality. Such information loss is inherent in averaging (e.g., to yield a single ""representative"" time series per ROI). This, in turn, may lead to a lack of power in detecting connections. The proposed approach is based on multivariate statistical analysis and integrates PCA and partial canonical correlation in a framework of Granger causality for clusters (sets) of time series. We also describe an algorithm for statistical significance testing based on bootstrapping. By using Monte Carlo simulations, we show that the proposed approach outperforms conventional Granger causality analysis (i.e., using representative time series extracted by signal averaging or first principal components estimation from ROIs). The usefulness of the CGA approach in real fMRI data is illustrated in an experiment using human faces expressing emotions. With this data set, the proposed approach suggested the presence of significantly more connections between the ROIs than were detected using a single representative time series in each ROI. (c) 2010 Elsevier Inc. All rights reserved.

Concise server-wide causality management for eventually consistent data stores

Large scale distributed data stores rely on optimistic replication to scale and remain highly available in the face of net work partitions. Managing data without coordination results in eventually consistent data stores that allow for concurrent data updates. These systems often use anti-entropy mechanisms (like Merkle Trees) to detect and repair divergent data versions across nodes. However, in practice hash-based data structures are too expensive for large amounts of data and create too many false conflicts. Another aspect of eventual consistency is detecting write conflicts. Logical clocks are often used to track data causality, necessary to detect causally concurrent writes on the same key. However, there is a nonnegligible metadata overhead per key, which also keeps growing with time, proportional with the node churn rate. Another challenge is deleting keys while respecting causality: while the values can be deleted, perkey metadata cannot be permanently removed without coordination. Weintroduceanewcausalitymanagementframeworkforeventuallyconsistentdatastores,thatleveragesnodelogicalclocks(BitmappedVersion Vectors) and a new key logical clock (Dotted Causal Container) to provides advantages on multiple fronts: 1) a new efficient and lightweight anti-entropy mechanism; 2) greatly reduced per-key causality metadata size; 3) accurate key deletes without permanent metadata.

Causal relationship between obesity and vitamin D status: bi-directional Mendelian randomization analysis of multiple cohorts.

BACKGROUND: Obesity is associated with vitamin D deficiency, and both are areas of active public health concern. We explored the causality and direction of the relationship between body mass index (BMI) and 25-hydroxyvitamin D [25(OH)D] using genetic markers as instrumental variables (IVs) in bi-directional Mendelian randomization (MR) analysis. METHODS AND FINDINGS: We used information from 21 adult cohorts (up to 42,024 participants) with 12 BMI-related SNPs (combined in an allelic score) to produce an instrument for BMI and four SNPs associated with 25(OH)D (combined in two allelic scores, separately for genes encoding its synthesis or metabolism) as an instrument for vitamin D. Regression estimates for the IVs (allele scores) were generated within-study and pooled by meta-analysis to generate summary effects. Associations between vitamin D scores and BMI were confirmed in the Genetic Investigation of Anthropometric Traits (GIANT) consortium (n = 123,864). Each 1 kg/m(2) higher BMI was associated with 1.15% lower 25(OH)D (p = 6.52×10⁻²⁷). The BMI allele score was associated both with BMI (p = 6.30×10⁻⁶²) and 25(OH)D (-0.06% [95% CI -0.10 to -0.02], p = 0.004) in the cohorts that underwent meta-analysis. The two vitamin D allele scores were strongly associated with 25(OH)D (p≤8.07×10⁻⁵⁷ for both scores) but not with BMI (synthesis score, p = 0.88; metabolism score, p = 0.08) in the meta-analysis. A 10% higher genetically instrumented BMI was associated with 4.2% lower 25(OH)D concentrations (IV ratio: -4.2 [95% CI -7.1 to -1.3], p = 0.005). No association was seen for genetically instrumented 25(OH)D with BMI, a finding that was confirmed using data from the GIANT consortium (p≥0.57 for both vitamin D scores). CONCLUSIONS: On the basis of a bi-directional genetic approach that limits confounding, our study suggests that a higher BMI leads to lower 25(OH)D, while any effects of lower 25(OH)D increasing BMI are likely to be small. Population level interventions to reduce BMI are expected to decrease the prevalence of vitamin D deficiency.

Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fairly large samples, especially when the number of lags or the number of equations is not small, we propose a general simulation-based technique that allows one to control completely the level of tests in parametric VAR models. In particular, we show that maximized Monte Carlo tests [Dufour (2002)] can provide provably exact tests for such models, whether they are stationary or integrated. Applications to order selection and causality testing are considered as special cases. The technique developed is applied to quarterly and monthly VAR models of the U.S. economy, comprising income, money, interest rates and prices, over the period 1965-1996.

Causal relationship between obesity and vitamin D status: bi-directional mendelian randomization analysis of multiple cohorts

BACKGROUND: Obesity is associated with vitamin D deficiency, and both are areas of active public health concern. We explored the causality and direction of the relationship between body mass index (BMI) and 25-hydroxyvitamin D [25(OH)D] using genetic markers as instrumental variables (IVs) in bi-directional Mendelian randomization (MR) analysis. METHODS AND FINDINGS: We used information from 21 adult cohorts (up to 42,024 participants) with 12 BMI-related SNPs (combined in an allelic score) to produce an instrument for BMI and four SNPs associated with 25(OH)D (combined in two allelic scores, separately for genes encoding its synthesis or metabolism) as an instrument for vitamin D. Regression estimates for the IVs (allele scores) were generated within-study and pooled by meta-analysis to generate summary effects. Associations between vitamin D scores and BMI were confirmed in the Genetic Investigation of Anthropometric Traits (GIANT) consortium (n = 123,864). Each 1 kg/m(2) higher BMI was associated with 1.15% lower 25(OH)D (p = 6.52×10⁻²⁷). The BMI allele score was associated both with BMI (p = 6.30×10⁻⁶²) and 25(OH)D (-0.06% [95% CI -0.10 to -0.02], p = 0.004) in the cohorts that underwent meta-analysis. The two vitamin D allele scores were strongly associated with 25(OH)D (p≤8.07×10⁻⁵⁷ for both scores) but not with BMI (synthesis score, p = 0.88; metabolism score, p = 0.08) in the meta-analysis. A 10% higher genetically instrumented BMI was associated with 4.2% lower 25(OH)D concentrations (IV ratio: -4.2 [95% CI -7.1 to -1.3], p = 0.005). No association was seen for genetically instrumented 25(OH)D with BMI, a finding that was confirmed using data from the GIANT consortium (p≥0.57 for both vitamin D scores). CONCLUSIONS: On the basis of a bi-directional genetic approach that limits confounding, our study suggests that a higher BMI leads to lower 25(OH)D, while any effects of lower 25(OH)D increasing BMI are likely to be small. Population level interventions to reduce BMI are expected to decrease the prevalence of vitamin D deficiency.

A nonlinear model for the long-term hydro-thermal generation scheduling problem over multiple areas with transmission constraints

This paper presents a nonlinear model with individual representation of plants for the centralized long-term hydrothermal scheduling problem over multiple areas. In addition to common aspects of long-term scheduling, this model takes transmission constraints into account. The ability to optimize hydropower exchange among multiple areas is important because it enables further minimization of complementary thermal generation costs. Also, by considering transmission constraints for long-term scheduling, a more precise coupling with shorter horizon schedules can be expected. This is an important characteristic from both operational and economic viewpoints. The proposed model is solved by a sequential quadratic programming approach in the form of a prototype system for different case studies. An analysis of the benefits provided by the model is also presented. ©2009 IEEE.

The Clinical Impact Of Cerebellar Grey Matter Pathology In Multiple Sclerosis.

The cerebellum is an important site for cortical demyelination in multiple sclerosis, but the functional significance of this finding is not fully understood. To evaluate the clinical and cognitive impact of cerebellar grey-matter pathology in multiple sclerosis patients. Forty-two relapsing-remitting multiple sclerosis patients and 30 controls underwent clinical assessment including the Multiple Sclerosis Functional Composite, Expanded Disability Status Scale (EDSS) and cerebellar functional system (FS) score, and cognitive evaluation, including the Paced Auditory Serial Addition Test (PASAT) and the Symbol-Digit Modalities Test (SDMT). Magnetic resonance imaging was performed with a 3T scanner and variables of interest were: brain white-matter and cortical lesion load, cerebellar intracortical and leukocortical lesion volumes, and brain cortical and cerebellar white-matter and grey-matter volumes. After multivariate analysis high burden of cerebellar intracortical lesions was the only predictor for the EDSS (p<0.001), cerebellar FS (p = 0.002), arm function (p = 0.049), and for leg function (p<0.001). Patients with high burden of cerebellar leukocortical lesions had lower PASAT scores (p = 0.013), while patients with greater volumes of cerebellar intracortical lesions had worse SDMT scores (p = 0.015). Cerebellar grey-matter pathology is widely present and contributes to clinical dysfunction in relapsing-remitting multiple sclerosis patients, independently of brain grey-matter damage.

Multiple Desmoid Tumors In A Patient With Gardner's Syndrome - Report Of A Case.

Desmoid tumor (DT) is a common manifestation of Gardner's Syndrome (GS), although it is a rare condition in the general population. DT in patients with GS is usually located in the abdominal wall and/or intra-abdominal cavity. We report a case of a 32 years-old female patient with familial adenomatous polyposis (FAP), who was already submitted to total colectomy and developed multiple DT, located in the abdominal wall and in the left breast. The patient underwent several surgical procedures, with a multidisciplinary team of surgeons. Wide surgical resections of the left breast and the abdominal wall tumors were performed in separate steps. Polypropylene mesh reconstruction and muscle flaps were needed to cover the defects of the thoracic and abdominal walls. After partial necrosis of the adipose-cutaneous flap in the abdomen that required a new skin graft, she had a satisfactory outcome with complete healing of the surgical incisions. DT is frequent in GS, however, breast localization is very rare, with few cases reported in the literature. Recurrence of DT is not negligible, even after a wide surgical resection. GS patients must be followed up closely, and clinical examination, associated with imaging studies, should be performed to detect any signs of tumor. DT represents one of the most significant causes of the morbidity and mortality that affects FAP patients following colectomy. In general, the surgical procedures to excise DT are highly complex, requiring a multidisciplinary team.

The Effect Of Pelvic Floor Muscle Training Alone Or In Combination With Electrostimulation In The Treatment Of Sexual Dysfunction In Women With Multiple Sclerosis.

Sexual dysfunction (SD) affects up to 80% of multiple sclerosis (MS) patients and pelvic floor muscles (PFMs) play an important role in the sexual function of these patients. The objective of this paper is to evaluate the impact of a rehabilitation program to treat lower urinary tract symptoms on SD of women with MS. Thirty MS women were randomly allocated to one of three groups: pelvic floor muscle training (PFMT) with electromyographic (EMG) biofeedback and sham neuromuscular electrostimulation (NMES) (Group I), PFMT with EMG biofeedback and intravaginal NMES (Group II), and PFMT with EMG biofeedback and transcutaneous tibial nerve stimulation (TTNS) (Group III). Assessments, before and after the treatment, included: PFM function, PFM tone, flexibility of the vaginal opening and ability to relax the PFMs, and the Female Sexual Function Index (FSFI) questionnaire. After treatment, all groups showed improvements in all domains of the PERFECT scheme. PFM tone and flexibility of the vaginal opening was lower after the intervention only for Group II. All groups improved in arousal, lubrication, satisfaction and total score domains of the FSFI questionnaire. This study indicates that PFMT alone or in combination with intravaginal NMES or TTNS contributes to the improvement of SD.

Unfavorable Outcomes During Treatment Of Multiple Sclerosis With High Doses Of Vitamin D.

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The Real-life Experience With Cardiovascular Complications In The First Dose Of Fingolimod For Multiple Sclerosis.

Fingolimod is a new and efficient treatment for multiple sclerosis (MS). The drug administration requires special attention to the first dose, since cardiovascular adverse events can be observed during the initial six hours of fingolimod ingestion. The present study consisted of a review of cardiovascular data on 180 patients with MS receiving the first dose of fingolimod. The rate of bradycardia in these patients was higher than that observed in clinical trials with very strict inclusion criteria for patients. There were less than 10% of cases requiring special attention, but no fatal cases. All but one patient continued the treatment after this initial dose. This is the first report on real-life administration of fingolimod to Brazilian patients with MS, and one of the few studies with these characteristics in the world.

Systemic Granulomatous Diseases Associated With Multiple Palpable Masses That May Involve The Breast: Case Presentation And An Approach To The Differential Diagnosis.

Palpable mass is a common complaint presented to the breast surgeon. It is very uncommon for patients to report breast mass associated with palpable masses in other superficial structures. When these masses are related to systemic granulomatous diseases, the diagnosis and initiation of specific therapy can be challenging. The purpose of this paper is to report a case initially assessed by the breast surgeon and ultimately diagnosed as granulomatous variant of T-cell lymphoma, and discuss the main systemic granulomatous diseases associated with palpable masses involving the breast.