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F Test (f + test)
Selected AbstractsEnd-of-Sample Instability TestsECONOMETRICA, Issue 6 2003D. W. K. Andrews This paper considers tests for structural instability of short duration, such as at the end of the sample. The key feature of the testing problem is that the number, m, of observations in the period of potential change is relatively small,possibly as small as one. The well-known F test of Chow (1960) for this problem only applies in a linear regression model with normally distributed iid errors and strictly exogenous regressors, even when the total number of observations, n+m, is large. We generalize the F test to cover regression models with much more general error processes, regressors that are not strictly exogenous, and estimation by instrumental variables as well as least squares. In addition, we extend the F test to nonlinear models estimated by generalized method of moments and maximum likelihood. Asymptotic critical values that are valid as n,, with m fixed are provided using a subsampling-like method. The results apply quite generally to processes that are strictly stationary and ergodic under the null hypothesis of no structural instability. [source] Permutation tests for factorially designed neuroimaging experimentsHUMAN BRAIN MAPPING, Issue 3 2004John Suckling Abstract Permutation methods for analysis of functional neuroimaging data acquired as factorially designed experiments are described and validated. The F ratio was estimated for main effects and interactions at each voxel in standard space. Critical values corresponding to probability thresholds were derived from a null distribution sampled by appropriate permutation of observations. Spatially informed, cluster-level test statistics were generated by applying a preliminary probability threshold to the voxel F maps and then computing the sum of voxel statistics in each of the resulting three-dimensional clusters, i.e., cluster "mass." Using simulations comprising two between- or within-subject factors each with two or three levels, contaminated by Gaussian and non-normal noise, the voxel-wise permutation test was compared to the standard parametric F test and to the performance of the spatially informed statistic using receiver operating characteristic (ROC) curves. Validity of the permutation-testing algorithm and software is endorsed by almost identical performance of parametric and permutation tests of the voxel-level F statistic. Permutation testing of suprathreshold voxel cluster mass, however, was found to provide consistently superior sensitivity to detect simulated signals than either of the voxel-level tests. The methods are also illustrated by application to an experimental dataset designed to investigate effects of antidepressant drug treatment on brain activation by implicit sad facial affect perception in patients with major depression. Antidepressant drug effects in left amygdala and ventral striatum were detected by this software for an interaction between time (within-subject factor) and group (between-subject factor) in a representative two-way factorial design. Hum. Brain Mapping 22:193,205, 2004. © 2004 Wiley-Liss, Inc. [source] ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSIONJOURNAL OF ECONOMIC SURVEYS, Issue 2 2007Giliola Frey Abstract In this paper, we review the existing empirical literature on price asymmetries in commodities, providing a way to classify and compare different studies that are highly heterogeneous in terms of econometric models, type of asymmetries and empirical findings. Relative to the previous literature, this paper is novel in several respects. First, it presents a detailed and updated survey of the existing empirical contributions on price asymmetries in the transmission mechanism linking input prices to output prices. Second, this paper presents an extension of the traditional distinction between long-run and short-run asymmetries to new categories of asymmetries, such as: contemporaneous impact, distributed lag effect, cumulated impact, reaction time, equilibrium and momentum equilibrium adjustment path, regime effect, regime equilibrium adjustment path. Each empirical study is then critically discussed in the light of this new classification of asymmetries. Third, this paper evaluates the relative merits of the most popular econometric models for price asymmetries, namely autoregressive distributed lags, partial adjustments, error correction models, regime switching and vector autoregressive models. Finally, we use the meta-regression analysis to investigate whether the results of asymmetry tests are not model-invariant and find which additional factors systematically influence the rejection of the null hypothesis of symmetric price adjustment. The main results of our survey can be summarized as follows: (i) each econometric model is specialized to capture a subset of asymmetries; (ii) each asymmetry is better investigated by a subset of econometric models; (iii) the general significance of the F test for asymmetric price transmission depends mainly on characteristics of the data, dynamic specification of the econometric model, and market characteristics. Overall, our empirical findings confirm that asymmetry, in all its forms, is very likely to occur in a wide range of markets and econometric models. [source] Cluster Subtypes within the Preparation Stage of Change for Sun Protection BehaviorAPPLIED PSYCHOLOGY: HEALTH AND WELL-BEING, Issue 1 2010Marimer Santiago-Rivas Objective: Numerous effective tailored interventions for smoking cessation and other behaviors have been developed based on the Transtheoretical Model. Recent studies have identified clusters within each stage of change. The goal of this study is to determine if replicable clusters exist within the Preparation stage of change for sun protection. Method: Secondary data analysis of baseline data from a sample of participants in a home-based expert system intervention was performed. Two random samples of approximately 128 participants were selected from subjects in the Preparation stage (N = 258). Cluster analyses were performed using Ward's Method on the standardised scores from the three scales of Pros, Cons, and Self-Efficacy. Interpretability of the pattern, pseudo F test, and dendograms were used to determine the number of clusters. Results: A four-cluster solution replicated across subsamples. Differences between clusters on eight of the nine Processes of Change, and on behavioral measures, were found. Discussion: The cluster solutions were robust, easily interpretable, and demonstrated good initial external validity. They replicated patterns found for other behaviors that have demonstrated long-term predictability and can provide the basis for a tailored intervention. [source] A Statistical Estimator of the Spatial Distribution of the Water-Table AltitudeGROUND WATER, Issue 1 2003Nicasio Sepúlveda An algorithm was designed to statistically estimate the areal distribution of water-table altitude. The altitude of the water table was bounded below by the minimum water-table surface and above by the land surface. Using lake elevations and stream stages, and interpolating between lakes and streams, the minimum water-table surface was generated. A multiple linear regression among the minimum water-table altitude, the difference between land-surface and minimum water-table altitudes, and the water-level measurements from surficial aquifer system wells resulted in a consistently high correlation for all groups of physiographic regions in Florida. A simple linear regression between land-surface and water-level measurements resulted in a root-mean-square residual of 4.23 m, with residuals ranging from , 8.78 to 41.54 m. A simple linear regression between the minimum water table and the water-level measurements resulted in a root-mean-square residual of 1.45 m, with residuals ranging from ,7.39 to 4.10 m. The application of the multiple linear regression presented herein resulted in a root-mean-square residual of 1.05 m, with residuals ranging from , 5.24 to 5.63 m. Results from complete and partial F tests rejected the hypothesis of eliminating any of the regressors in the multiple linear regression presented in this study. [source] Rapid Determination of Gallamine Triethiodide (Flaxedil®) and Pancuronium Bromide (Pavulon®) in Pharmaceutical and Urine Matrices by Means of Modified-Carbon-Paste Ion-Selective ElectrodesHELVETICA CHIMICA ACTA, Issue 4 2005A new analytical method for the determination of gallamine triethiodide (Flaxedil®; 1) and pancuronium bromide (Pavulon®; 2), two muscle relaxants used in surgical operations and in pain relief, has been developed. Our approach relies on rapid, precise, and sensitive potentiometric sensors based on modified-carbon-paste ion-selective electrodes (CP-ISEs). Linear calibration graphs in the working ranges of ca. 4.5,892 and 7.3,733,,g/ml (in H2O, pH,7.0, T=25°) were established for 1 and 2, respectively; and Nernst slopes corresponding to three- or two-electrons transfers, respectively, were obtained. The method works best in a pH range of 7,9. Average relative errors of 2.12 and 2.14%, with average standard deviations of 1.98,2.47 and 2.64,3.45, respectively, were obtained for urine samples of 1 and 2. The corresponding relative errors for the pharmaceutical samples were 1.59 and 1.64%, with standard deviations of 0.54,1.34 and 0.52,1.67, respectively. Statistical Student and F tests were applied to the data, and satisfactory results were obtained. [source] Estimation of Individual Sennosides in Plant Materials and Marketed Formulations by an HPTLC MethodJOURNAL OF PHARMACY AND PHARMACOLOGY: AN INTERNATI ONAL JOURNAL OF PHARMACEUTICAL SCIENCE, Issue 4 2000SHAILESH A. SHAH Senna is a well-known drug, used in the Ayurvedic and Allopathic systems of medicine, and is a treatment for constipation. The purgative action of senna and its formulations is due to the presence of sennosides A and B. An HPTLC method has been developed for the determination of individual sennosides (A, B, C, D) without any derivatization in marketed formulations (three tablet formulations, two granule formulations and one liquid formulation) and plant materials (senna leaf and pod). The methanolic solution of a sample was applied on a pre-coated silica gel G60 F254 TLC plate (E. Merck.) and was developed using n-propanol: ethyl acetate: water: glacial acetic acid (3:3:2:0.1 v/v) as the mobile phase. The relative band speeds (Rf values) obtained were 0.35, 0.25, 0.61, 0.46 for sennosides A, B, C and D, respectively. The densitometric response was monitored at 366 nm. Calibration curves were found to be linear in the concentration ranges 193,1356, 402,2817, 71,497 and 132,927 ng per spot for sennosides A, B, C, and D, respectively. The correlation coefficients were found to be 0.9978, 0.9987, 0.9939 and 0.9983 respectively for sennosides A, B, C and D. The result obtained with the HPTLC method for total sennoside content was compared with the results using the pharmacopoeial methods (spectrophotometric (British Pharmacopoeia) and spectrofluorimetric (United States Pharmacopeia) using the ,F' test). The results revealed no significant difference in the three different methods for estimation of total sennoside. The proposed HPTLC method was found to be simple, specific, precise, accurate and rapid. It can be used for routine quality control of sennosides or senna-containing formulations for individual sennosides. [source] Chloroplast microsatellites reveal colonization and metapopulation dynamics in the Canary Island pineMOLECULAR ECOLOGY, Issue 10 2006MIGUEL NAVASCUÉS Abstract Chloroplast microsatellites are becoming increasingly popular markers for population genetic studies in plants, but there has been little focus on their potential for demographic inference. In this work the utility of chloroplast microsatellites for the study of population expansions was explored. First, we investigated the power of mismatch distribution analysis and the FS test with coalescent simulations of different demographic scenarios. We then applied these methods to empirical data obtained for the Canary Island pine (Pinus canariensis). The results of the simulations showed that chloroplast microsatellites are sensitive to sudden population growth. The power of the FS test and accuracy of demographic parameter estimates, such as the time of expansion, were reduced proportionally to the level of homoplasy within the data. The analysis of Canary Island pine chloroplast microsatellite data indicated population expansions for almost all sample localities. Demographic expansions at the island level can be explained by the colonization of the archipelago by the pine, while population expansions of different ages in different localities within an island could be the result of local extinctions and recolonization dynamics. Comparable mitochondrial DNA sequence data from a parasite of P. canariensis, the weevil Brachyderes rugatus, supports this scenario, suggesting a key role for volcanism in the evolution of pine forest communities in the Canary Islands. [source] Extreme population subdivision throughout a continuous range: phylogeography of Batrachoseps attenuatus (Caudata: Plethodontidae) in western North AmericaMOLECULAR ECOLOGY, Issue 20 2007IÑIGO MARTÍNEZ, SOLANO Abstract Low-vagility species with deep evolutionary histories are key to our understanding of the biogeographical history of geologically complex areas, such as the west coast of North America. We present a detailed study of the phylogeography of the salamander Batrachoseps attenuatus (Caudata: Plethodontidae) using sequences of the mitochondrial gene cob from 178 individuals sampled from throughout the species' range. Sequences of three other mitochondrial genes (16S, cox1, nad4) and a nuclear gene (RAG-1) were used to investigate the deeper evolutionary history of the species. We found high levels of genetic diversity and deep divergences within a mostly continuous distribution, with five genetically well-differentiated and geographically structured mitochondrial DNA clades. Significant association between geographical and genetic distances within these clades suggests demographic stability, whereas Fu's FS tests suggest demographic expansions in three of them. Mantel tests identify two biogeographical barriers, the San Andreas Fault and the Sacramento,San Joaquin Delta, as important in the diversification of lineages. The timing of the main splitting events between intraspecific lineages was estimated by applying relaxed molecular clock methods combining several mutation rates and a fossil calibration. The earliest splitting events are old (Pliocene/Miocene), with more recent (Pleistocene) subdivisions in some clades. Disjunct populations distributed along the western foothills of the Sierra Nevada colonized this area relatively recently from a single refugium east of San Francisco Bay. The combination of fine-scale, comprehensive sampling with phylogenetic, historical demographic and hypothesis-based tests allowed delineation of a complex biogeographical scenario with general implications for the study of codistributed taxa. [source] Population genetic studies of Alouatta caraya (Alouattinae, Primates): inferences on geographic distribution and ecologyAMERICAN JOURNAL OF PRIMATOLOGY, Issue 10 2007Fabrícia F. Do Nascimento Abstract Cytochrome b DNA sequence data (ca. 1,140,bp) of 44 Alouatta caraya, including 42 specimens from three localities of Brazil and two from Bolivia, were used for phylogenetic reconstructions and population studies. Seventeen haplotypes were identified, eight of which were present in more than one individual. Seven of these eight haplotypes were shared by individuals from a same locality and one by individuals from two localities. We found 26 variable sites along the entire gene, consisting of 18 transitions and eight transversions; most replacements occurring at the third codon position (65.39%) in contrast to first and second positions (26.92 and 7.69%, respectively). In the sample collected at Chapada dos Guimarães (Brazil), nucleotide and haplotype diversity estimates were ,=0.002325 and h=0.8772, respectively. Maximum parsimony analysis grouped all haplotypes in two clades, separating Bolivian haplotypes from Brazilian haplotypes, the grouping of which did not show a straightforward correspondence with geographic distribution. Median-joining and TCS network pointed to haplotypes 11 or 12 as the most likely ancestral ones. Mismatch distribution and the goodness-of-fit test (SSD estimate=0.0027; P=0.6999) indicated that the population from Chapada dos Guimarães experienced a demographic expansion, in agreement with the median-joining star-like pattern, although this finding could not be confirmed by Fu's Fs test. Am. J. Primatol. 69:1093,1104, 2007. © 2007 Wiley-Liss, Inc. [source] | |||||||||||||