Simulation-Based Finite and Large Sample Tests in Multivariate Regressions.

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.

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.

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

Identification, Weak Instruments and Statistical Inference in Econometrics

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on weakly identified models (or weak instruments). We point out that many hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric methods are fundamentally inappropriate for the models considered. Such situations lead to ill-defined statistical problems and are often associated with a misguided use of asymptotic distributional results. Concerning nonparametric hypotheses, we discuss three basic problems for which such difficulties occur: (1) testing a mean (or a moment) under (too) weak distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited number of parameters. Concerning weakly identified models, we stress that valid inference should be based on proper pivotal functions —a condition not satisfied by standard Wald-type methods based on standard errors — and we discuss recent developments in this field, mainly from the viewpoint of building valid tests and confidence sets. The techniques discussed include alternative proposed statistics, bounds, projection, split-sampling, conditioning, Monte Carlo tests. The possibility of deriving a finite-sample distributional theory, robustness to the presence of weak instruments, and robustness to the specification of a model for endogenous explanatory variables are stressed as important criteria assessing alternative procedures.

Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression

Cet article illustre l’applicabilité des méthodes de rééchantillonnage dans le cadre des tests multiples (simultanés), pour divers problèmes économétriques. Les hypothèses simultanées sont une conséquence habituelle de la théorie économique, de sorte que le contrôle de la probabilité de rejet de combinaisons de tests est un problème que l’on rencontre fréquemment dans divers contextes économétriques et statistiques. À ce sujet, on sait que le fait d’ignorer le caractère conjoint des hypothèses multiples peut faire en sorte que le niveau de la procédure globale dépasse considérablement le niveau désiré. Alors que la plupart des méthodes d’inférence multiple sont conservatrices en présence de statistiques non-indépendantes, les tests que nous proposons visent à contrôler exactement le niveau de signification. Pour ce faire, nous considérons des critères de test combinés proposés initialement pour des statistiques indépendantes. En appliquant la méthode des tests de Monte Carlo, nous montrons comment ces méthodes de combinaison de tests peuvent s’appliquer à de tels cas, sans recours à des approximations asymptotiques. Après avoir passé en revue les résultats antérieurs sur ce sujet, nous montrons comment une telle méthodologie peut être utilisée pour construire des tests de normalité basés sur plusieurs moments pour les erreurs de modèles de régression linéaires. Pour ce problème, nous proposons une généralisation valide à distance finie du test asymptotique proposé par Kiefer et Salmon (1983) ainsi que des tests combinés suivant les méthodes de Tippett et de Pearson-Fisher. Nous observons empiriquement que les procédures de test corrigées par la méthode des tests de Monte Carlo ne souffrent pas du problème de biais (ou sous-rejet) souvent rapporté dans cette littérature – notamment contre les lois platikurtiques – et permettent des gains sensibles de puissance par rapport aux méthodes combinées usuelles.

Correlation between a self-administered walk test and a standardised Six Minute Walk Test in adults

This study was undertaken to assess the correlation between a self-administered, adapted Six Minute Walk Test (the Home-Heart-Walk) and the standard Six Minute Walk Test based on the American Thoracic Society guideline. A correlational study was conducted at a university campus in Sydney, Australia. Thirteen healthy volunteers underwent the Home-Heart-Walk and the standard Six Minute Walk Test on a single occasion. The distance that participants walked during the two tests was assessed using Pearson's correlation. The correlation between the Home-Heart-Walk and the Six Minute Walk Test distance was 0.81. The Home-Heart-Walk distance was highly correlated to the standard Six Minute Walk Test distance in this study. This relationship provides confidence for further research in populations to facilitate monitoring and evaluation.

Accuracy of six minute walk test, stair test and spirometry using maximal oxygen uptake as gold standard

OBJETIVO: Determinar a acurácia das variáveis: tempo de escada (tTE), potência de escada (PTE), teste de caminhada (TC6) e volume expiratório forçado (VEF1) utilizando o consumo máximo de oxigênio (VO2máx) como padrão-ouro. MÉTODOS: Os testes foram realizados em 51 pacientes. O VEF1 foi obtido através da espirometria. O TC6 foi realizado em corredor plano de 120m. O TE foi realizado em escada de 6 lances obtendo-se tTE e PTE. O VO2máx foi obtido por ergoespirometria, utilizando o protocolo de Balke. Foram calculados a correlação linear de Pearson (r) e os valores de p, entre VO2máx e variáveis. Para o cálculo da acurácia, foram obtidos os pontos de corte, através da curva característica operacional (ROC). A estatística Kappa (k) foi utilizada para cálculo da concordância. RESULTADOS: Obteve-se as acurácias: tTE - 86%, TC6 - 80%, PTE - 71%, VEF1(L) - 67%, VEF1% - 63%. Para o tTE e TC6 combinados em paralelo, obteve-se sensibilidade de 93,5% e em série, especificidade de 96,4%. CONCLUSÃO: O tTE foi a variável que apresentou a melhor acurácia. Quando combinados o tTE e TC6 podem ter especificidade e sensibilidade próxima de 100%. Estes testes deveriam ser mais usados rotineiramente, especialmente quando a ergoespirometria para a medida de VO2máx não é disponível.

Dynamic distance analysis : new geometric data structures and algorithms for the real-time calculation of tolerance violating regions in the digital mockup process

In vielen Industriezweigen, zum Beispiel in der Automobilindustrie, werden Digitale Versuchsmodelle (Digital MockUps) eingesetzt, um die Konstruktion und die Funktion eines Produkts am virtuellen Prototypen zu überprüfen. Ein Anwendungsfall ist dabei die Überprüfung von Sicherheitsabständen einzelner Bauteile, die sogenannte Abstandsanalyse. Ingenieure ermitteln dabei für bestimmte Bauteile, ob diese in ihrer Ruhelage sowie während einer Bewegung einen vorgegeben Sicherheitsabstand zu den umgebenden Bauteilen einhalten. Unterschreiten Bauteile den Sicherheitsabstand, so muss deren Form oder Lage verändert werden. Dazu ist es wichtig, die Bereiche der Bauteile, welche den Sicherhabstand verletzen, genau zu kennen. rnrnIn dieser Arbeit präsentieren wir eine Lösung zur Echtzeitberechnung aller den Sicherheitsabstand unterschreitenden Bereiche zwischen zwei geometrischen Objekten. Die Objekte sind dabei jeweils als Menge von Primitiven (z.B. Dreiecken) gegeben. Für jeden Zeitpunkt, in dem eine Transformation auf eines der Objekte angewendet wird, berechnen wir die Menge aller den Sicherheitsabstand unterschreitenden Primitive und bezeichnen diese als die Menge aller toleranzverletzenden Primitive. Wir präsentieren in dieser Arbeit eine ganzheitliche Lösung, welche sich in die folgenden drei großen Themengebiete unterteilen lässt.rnrnIm ersten Teil dieser Arbeit untersuchen wir Algorithmen, die für zwei Dreiecke überprüfen, ob diese toleranzverletzend sind. Hierfür präsentieren wir verschiedene Ansätze für Dreiecks-Dreiecks Toleranztests und zeigen, dass spezielle Toleranztests deutlich performanter sind als bisher verwendete Abstandsberechnungen. Im Fokus unserer Arbeit steht dabei die Entwicklung eines neuartigen Toleranztests, welcher im Dualraum arbeitet. In all unseren Benchmarks zur Berechnung aller toleranzverletzenden Primitive beweist sich unser Ansatz im dualen Raum immer als der Performanteste.rnrnDer zweite Teil dieser Arbeit befasst sich mit Datenstrukturen und Algorithmen zur Echtzeitberechnung aller toleranzverletzenden Primitive zwischen zwei geometrischen Objekten. Wir entwickeln eine kombinierte Datenstruktur, die sich aus einer flachen hierarchischen Datenstruktur und mehreren Uniform Grids zusammensetzt. Um effiziente Laufzeiten zu gewährleisten ist es vor allem wichtig, den geforderten Sicherheitsabstand sinnvoll im Design der Datenstrukturen und der Anfragealgorithmen zu beachten. Wir präsentieren hierzu Lösungen, die die Menge der zu testenden Paare von Primitiven schnell bestimmen. Darüber hinaus entwickeln wir Strategien, wie Primitive als toleranzverletzend erkannt werden können, ohne einen aufwändigen Primitiv-Primitiv Toleranztest zu berechnen. In unseren Benchmarks zeigen wir, dass wir mit unseren Lösungen in der Lage sind, in Echtzeit alle toleranzverletzenden Primitive zwischen zwei komplexen geometrischen Objekten, bestehend aus jeweils vielen hunderttausend Primitiven, zu berechnen. rnrnIm dritten Teil präsentieren wir eine neuartige, speicheroptimierte Datenstruktur zur Verwaltung der Zellinhalte der zuvor verwendeten Uniform Grids. Wir bezeichnen diese Datenstruktur als Shrubs. Bisherige Ansätze zur Speicheroptimierung von Uniform Grids beziehen sich vor allem auf Hashing Methoden. Diese reduzieren aber nicht den Speicherverbrauch der Zellinhalte. In unserem Anwendungsfall haben benachbarte Zellen oft ähnliche Inhalte. Unser Ansatz ist in der Lage, den Speicherbedarf der Zellinhalte eines Uniform Grids, basierend auf den redundanten Zellinhalten, verlustlos auf ein fünftel der bisherigen Größe zu komprimieren und zur Laufzeit zu dekomprimieren.rnrnAbschießend zeigen wir, wie unsere Lösung zur Berechnung aller toleranzverletzenden Primitive Anwendung in der Praxis finden kann. Neben der reinen Abstandsanalyse zeigen wir Anwendungen für verschiedene Problemstellungen der Pfadplanung.

The effect of multiple micronutrient supplementation on left ventricular ejection fraction in patients with chronic stable heart failure: a randomized, placebo-controlled trial:A randomized, placebo-controlled trial

Objectives: This study sought to investigate the effect of a multiple micronutrient supplement on left ventricular ejection fraction (LVEF) in patients with heart failure. Background: Observational studies suggest that patients with heart failure have reduced intake and lower concentrations of a number of micronutrients. However, there have been very few intervention studies investigating the effect of micronutrient supplementation in patients with heart failure. Methods: This was a randomized, double-blind, placebo-controlled, parallel-group study involving 74 patients with chronic stable heart failure that compared multiple micronutrient supplementation taken once daily versus placebo for 12 months. The primary endpoint was LVEF assessed by cardiovascular magnetic resonance imaging or 3-dimensional echocardiography. Secondary endpoints were Minnesota Living With Heart Failure Questionnaire score, 6-min walk test distance, blood concentrations of N-terminal prohormone of brain natriuretic peptide, C-reactive protein, tumor necrosis factor alpha, interleukin-6, interleukin-10, and urinary levels of 8-iso-prostaglandin F2 alpha. Results: Blood concentrations of a number of micronutrients increased significantly in the micronutrient supplement group, indicating excellent compliance with the intervention. There was no significant difference in mean LVEF at 12 months between treatment groups after adjusting for baseline (mean difference: 1.6%, 95% confidence interval: -2.6 to 5.8, p = 0.441). There was also no significant difference in any of the secondary endpoints at 12 months between treatment groups. Conclusions: This study provides no evidence to support the routine treatment of patients with chronic stable heart failure with a multiple micronutrient supplement. (Micronutrient Supplementation in Patients With Heart Failure [MINT-HF]; NCT01005303).

Existe correlação entre força muscular com o teste de caminhada de seis minutos em idosos institucionalizados?

The six-minute walking test can be affected by several variables, among them, the respiratory and peripheral muscle strength. The objective of this study was to correlate the respiratory muscle strength (maximum inspiratory pressure – MIP; and maximum expiratory pressure – MEP) and the hand grip test (HGT)with the six minute walking test distance in institutionalized elderly. It was included in this study 9 institutionalized elderly with age over 70 years old, both gender, evaluated by means of manometer, dynamometry and six minute walking test. The data were correlated by using the Pearson’s correlation test and the Spearman correlation test. From the evaluated elderly, it was four men and five women, with mean age: 78.8±7.3 years old, MIP: 75.7±33.6 cmH2O, MEP: 62.4±25.0 cmH2O, HGT: 20.4±6.2 kgf (right member) and 20.7±6.8 kgf (left member) and the distance on six minute walking test: 238.5±99.0 meters. There was correlation between expiratory strength and hand grip of both members with the distance on the six minute walking test. It is possible to conclude that there are correlation between expiratory muscle strength with the hand grip test and the functional capacity in institucionalized elderly.

Existe correlação antre força muscular com teste de caminhada de seis minutos em idosos institucionalizados?

The six-minute walking test can be affected by several variables, among them, the respiratory and peripheral muscle strength. The objective of this study was to correlate the respiratory muscle strength (maximum inspiratory pressure – MIP; and maximum expiratory pressure – MEP) and the hand grip test (HGT)with the six minute walking test distance in institutionalized elderly. It was included in this study 9 institutionalized elderly with age over 70 years old, both gender, evaluated by means of manometer, dynamometry and six minute walking test. The data were correlated by using the Pearson’s correlation test and the Spearman correlation test. From the evaluated elderly, it was four men and five women, with mean age: 78.8±7.3 years old, MIP: 75.7±33.6 cmH2O, MEP: 62.4±25.0 cmH2O, HGT: 20.4±6.2 kgf (right member) and 20.7±6.8 kgf (left member) and the distance on six minute walking test: 238.5±99.0 meters. There was correlation between expiratory strength and hand grip of both members with the distance on the six minute walking test. It is possible to conclude that there are correlation between expiratory muscle strength with the hand grip test and the functional capacity in institucionalized elderly.

The Role of Target Therapies in Schistosomiasis-Associated Pulmonary Arterial Hypertension

Background: Schistosomiasis-associated pulmonary arterial hypertension (Sch-PAH) may be one of the most prevalent forms of pulmonary arterial hypertension (PAH) worldwide. However, the clinical and hemodynamical response to specific PAH therapy in Sch-PAH is not known. Methods: We retrospectively analyzed the charts of all patients with Sch-PAH who initiated specific PAH treatment between June 2003 and June 2010 in a single PAH reference center in Sao Paulo, Brazil. Clinical and hemodynamical data were retrospectively collected and evaluated in two periods: baseline and posttreatment. Results: The study population consisted of 12 patients with Sch-PAH. They were treated with phosphodiseterase-5 inhibitors (seven patients), endothelin receptor antagonists (four patients), or combination therapy (one patient). Mean treatment period was 34.9 +/- 15.5 months. Patients with Sch-PAH presented significant improvements in terms of functional class, 6-min walk test distance (439 +/- 85 to 492 +/- 79 m, P = .032), cardiac index (2.66 +/- 0.59 to 3.08 +/- 0.68 L/min/m(2), P = .028), and indexed pulmonary vascular resistance (20.7 +/- 11.6 to 15.9 +/- 9 W/m(2), P = .038) with the introduction of specific PAH treatment. Conclusions: We conclude that specific PAH therapy may be of benefit to patients with Sch-PAH, considering clinical, functional, and hemodynamic parameters. CHEST 2012; 141(4):923-928

Sleep desaturation and its relationship to lung function, exercise and quality of life in LAM

Background: Lymphangioleiomyomatosis (LAM) is characterised by progressive airway obstruction and hypoxaemia in young women. Although sleep may trigger hypoxaemia in patients with airway obstruction, it has not been previously investigated in patients with LAM. Methods: Consecutive women with lung biopsy proven LAM and absence of hypoxaemia while awake were evaluated with pulmonary function test, echocardiography, 6-min walk test, overnight full polysomnography, and Short Form 36 health-related quality-of-life questionnaire. Results: Twenty-five patients with (mean +/- SD) age 45 +/- 10 years, SpO(2) awake 95% +/- 2, forced expiratory volume in the first second (median-interquartile) FEV1 (% predicted) 77 (47-90) and carbonic monoxide diffusion capacity, DLCO (%) 55 (34-74) were evaluated. Six-minute walk test distance and minimum SpO(2) (median-interquartile) were, respectively, 447 m (411 -503) and 90% (82-94). Median interquartile apnoea-hypopnoea index was in the normal range 2 (1-5). Fourteen patients (56%) had nocturnal hypoxaemia (10% total sleep time with SpO(2) <90%), and the median sleep time spent with SpO(2) <90% was 136 (13-201) min. Sleep time spent with SpO(2) <90% correlated with the residual volume/total lung capacity ratio (r(s) = 0.5, p: 0.02), DLCO (r(s) = -0.7, p: 0.001), FEV1 (r(s) = -0.6, p: 0.002). Multivariate linear regression model showed that RV/TLC ratio was the most important functional variable related to sleep hypoxaemia. Conclusion: Significant hypoxaemia during sleep is common in LAM patients with normal SpO(2) while awake, especially among those with some degree of hyperinflation in lung function tests. (C) 2011 Published by Elsevier Ltd.

Advanced chronic heart failure: A position statement from the Study Group on Advanced Heart Failure of the Heart Failure Association of the European Society of Cardiology

Therapy has improved the survival of heart failure (HF) patients. However, many patients progress to advanced chronic HF (ACHF). We propose a practical clinical definition and describe the characteristics of this condition. Patients that are generally recognised as ACHF often exhibit the following characteristics: 1) severe symptoms (NYHA class III to IV); 2) episodes with clinical signs of fluid retention and/or peripheral hypoperfusion; 3) objective evidence of severe cardiac dysfunction, shown by at least one of the following: left ventricular ejection fraction<30%, pseudonormal or restrictive mitral inflow pattern at Doppler-echocardiography; high left and/or right ventricular filling pressures; elevated B-type natriuretic peptides; 4) severe impairment of functional capacity demonstrated by either inability to exercise, a 6-minute walk test distance<300 m or a peak oxygen uptake<12-14 ml/kg/min; 5) history of >1 HF hospitalisation in the past 6 months; 6) presence of all the previous features despite optimal therapy. This definition identifies a group of patients with compromised quality of life, poor prognosis, and a high risk of clinical events. These patients deserve effective therapeutic options and should be potential targets for future clinical research initiatives.