Test du modèle unitaire de dépense des ménages sur les données canadiennes de 2009

Dans ce mémoire de maîtrise, nous utilisons les microdonnées de l’Enquête sur les dépenses des ménages de Statistique Canada en 2009 pour tester la validité empirique du modèle unitaire de dépense des ménages. En s’inspirant de l’étude conduite par Phipps et Burton en 1998, nous tentons une actualisation de leurs résultats ainsi qu’une analyse de l’évolution du comportement des ménages canadiens entre 1992 et 2009. La nouveauté présentée dans ce mémoire de maîtrise tient justement dans ces résultats. Dans la majorité des catégories de dépenses, nous ne rejetons plus le modèle unitaire et nous en mesurons les implications. Entre ces deux études, les différences entre l’homme et la femme dans les couples canadiens se sont atténuées, ils ont de plus en plus les mêmes préférences en terme de consommation. Enfin, nous poursuivons en apportant un test du modèle coopératif développé par Browning, Bourguignon, Chiappori et Lechene (1994) sur la demande en biens exclusifs. Nous en déduisons un aperçu de la répartition du pouvoir de dépense au sein des ménages canadiens.

GLS Detrending, Efficient Unit Root Tests and Structural Change

We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of Dufour and King (1991) and Elliott, Rothenberg and Stock (1996) (ERS). Following Perron (1989), we consider two models : one allowing for a change in slope and the other for both a change in intercept and slope. We derive the asymptotic distribution of the tests as well as that of the feasible point optimal tests PT(GLS) suggested by ERS. The asymptotic critical values of the tests are tabulated. Also, we compute the non-centrality parameter used for the local GLS detrending that permits the tests to have 50% asymptotic power at that value. We show that the M(GLS) and PT(GLS) tests have an asymptotic power function close to the power envelope. An extensive simulation study analyzes the size and power in finite samples under various methods to select the truncation lag for the autoregressive spectral density estimator. An empirical application is also provided.

Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie

Dans ce texte, nous analysons les développements récents de l’économétrie à la lumière de la théorie des tests statistiques. Nous revoyons d’abord quelques principes fondamentaux de philosophie des sciences et de théorie statistique, en mettant l’accent sur la parcimonie et la falsifiabilité comme critères d’évaluation des modèles, sur le rôle de la théorie des tests comme formalisation du principe de falsification de modèles probabilistes, ainsi que sur la justification logique des notions de base de la théorie des tests (tel le niveau d’un test). Nous montrons ensuite que certaines des méthodes statistiques et économétriques les plus utilisées sont fondamentalement inappropriées pour les problèmes et modèles considérés, tandis que de nombreuses hypothèses, pour lesquelles des procédures de test sont communément proposées, ne sont en fait pas du tout testables. De telles situations conduisent à des problèmes statistiques mal posés. Nous analysons quelques cas particuliers de tels problèmes : (1) la construction d’intervalles de confiance dans le cadre de modèles structurels qui posent des problèmes d’identification; (2) la construction de tests pour des hypothèses non paramétriques, incluant la construction de procédures robustes à l’hétéroscédasticité, à la non-normalité ou à la spécification dynamique. Nous indiquons que ces difficultés proviennent souvent de l’ambition d’affaiblir les conditions de régularité nécessaires à toute analyse statistique ainsi que d’une utilisation inappropriée de résultats de théorie distributionnelle asymptotique. Enfin, nous soulignons l’importance de formuler des hypothèses et modèles testables, et de proposer des techniques économétriques dont les propriétés sont démontrables dans les échantillons finis.

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.

Testing for a Unit Root in Panels with Dynamic Factors

This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable common factors. We propose unit root tests in this environment and derive their (Gaussian) asymptotic distribution under the null hypothesis of a unit root and local alternatives. We show that these tests have significant asymptotic power when the model has no incidental trends. However, when there are incidental trends in the model and it is necessary to remove heterogeneous deterministic components, we show that these tests have no power against the same local alternatives. Through Monte Carlo simulations, we provide evidence on the finite sample properties of these new tests.

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.

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.

Comparison between the 1% and 2% ibopamine provocative test in primary open-angle glaucoma patients: sensitivity, specificity and tolerability

PURPOSE: To compare intraocular pressure (IOP) rise in normal individuals and primary open-angle glaucoma patients and the safety and efficacy of ibopamine eye drops in different concentrations as a provocative test for glaucoma. METHODS: Glaucoma patients underwent (same eye) the ibopamine provocative test with two concentrations, 1% and 2%, in a random sequence at least 3 weeks apart, but not more than 3 months. The normal individuals were randomly submitted to one of the concentrations of ibopamine (1% and 2%). The test was considered positive if there was an IOP rise greater than 3 or 4 mmHg at 30 or 45 minutes to test which subset of the test has the best sensitivity (Se)/specificity (Sp). RESULTS: There was no statistically significant difference in any of the IOP measurements, comparing 1% with 2% ibopamine. The IOP was significantly higher at 30 and 45 minutes with both concentrations (p<0.001). The best sensitivity/specificity ratio was achieved with the cutoff point set as greater than 3 mmHg at 45 minutes with 2% ibopamine (area under the ROC curve: 0.864, Se: 84.6%; Sp:73.3%). All patients described a slight burning after ibopamine's instillation. CONCLUSION: 2% ibopamine is recommended as a provocative test for glaucoma. Because both concentrations have similar ability to rise IOP, 1% ibopamine may be used to treat ocular hypotony.

Applying a new version of the Brazilian-Portuguese UPSIT smell test in Brazil

Standardized olfactory tests are now available to quantitatively assess disorders of olfaction. A Brazilian-Portuguese version of the University of Pennsylvania Smell Identification Test (UPSIT) is currently being developed specifically for the Brazilian population. The most recent Brazilian-Portuguese version of the UPSIT (UPSIT-Br2) was administered to 88 Brazilian subjects who had no history of neurological or otorhinolaryngological disease. UPSIT-Br2 scores decreased with age, were lower in men than in women, and were lower in subjects with lower income. The degree to which the poorer performance of subjects with lower socio-economic status reflects lack of familiarity with test items is not known. Although this version of the UPSIT provides a sensitive and useful test of smell function for the Brazilian population, a revision of some test items is needed to achieve comparable norms to those found using the North American UPSIT in the United States.