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PubMed2003

A theory of power-law distributions in financial market fluctuations.

Insights into the dynamics of a complex system are often gained by focusing on large fluctuations. For the financial system, huge databases now exist that facilitate the analysis of large fluctuations and the characterization of their statistical behaviour. Power laws appear to describe histograms of relevant financial fluctuations, such as fluctuations in stock price, trading volume and the number of trades. Surprisingly, the exponents that characterize these power laws are similar for different types and sizes of markets, for different market trends and even for different countries--suggesting that a generic theoretical basis may underlie these phenomena. Here we propose a model, based on a plausible set of assumptions, which provides an explanation for these empirical power laws. Our model is based on the hypothesis that large movements in stock market activity arise from the trades of large participants. Starting from an empirical characterization of the size distribution of those large market participants (mutual funds), we show that the power laws observed in financial data arise when the trading behaviour is performed in an optimal way. Our model additionally explains certain striking empirical regularities that describe the relationship between large fluctuations in prices, trading volume and the number of trades.

Journal Article↗
PubMed1997

A comprehensive analysis of complex traits in problem 2A.

We used descriptive analysis to investigate the relationship between affection status and five quantitative traits (Q1-Q5) in Problem 2A and results suggested the five quantitative traits fall into two groups. The first group comprised three strongly correlated traits, Q1-Q3, which underlie affection status, and the second group comprised Q4 and Q5, which are not directly related to affection status. Segregation and linkage analyses of traits Q1-Q3 and affection status from the first replicate detected one of the major loci for Q1 (MG1) linked to marker 14 on chromosome 5 (D5G14). Because our segregation analysis failed to show evidence of a major locus effect on Q2, and we overlooked the interaction between MG3 and sex, we did not detect either MG2 or MG3. Using Haseman-Elston sib-pair analysis [Haseman and Elston, 1972], we also examined the statistical power of Q1 and type I error rate (using the environmental factor as an index), for the remaining 199 replicates in the context of a genome screen.

Chromosome Mapping↗
PubMed2003

Empowerment of chiropractic faculty: a profile in context.

BACKGROUND: The primary resource base and core human capital in chiropractic education is found among its faculty. The chiropractic profession depends on a motivated faculty for continuous quality improvement and innovation in areas of curriculum, scholarship, and practice. Empowerment has been associated with increased intrinsic motivation. Assessments of attitudes of faculty in terms of empowerment, a set of cognitions created by the work environment, may inform executive decision making related to development of a productive professional work environment. OBJECTIVE: The goal of this exploratory study is to provide an initial understanding of empowerment among faculty in the organizational context of chiropractic education, to construct a profile of perceived faculty empowerment, and to inquire into potential associations between perceived empowerment and faculty demographic and workplace characteristics. STUDY DESIGN: This was a full faculty survey using descriptive statistics and multivariable analysis. METHODS: Surveys were distributed to full- and part-time faculty working in the United States and Canada. The survey was composed of Spreitzer's multidimensional measure of psychologic empowerment and additional items designed to measure faculty demographics and workplace variables including academic rank, years at the institution, years in higher education, sex, age, area of assignment, employment status, and academic rank. RESULTS: More than 54% of the study population (N = 609) completed and returned the instrument. The respondents were typically male (68.4%) and employed full-time (81.6%). Almost half (47.5%) of the respondents were assigned to the area of patient care at their institution. Area of assignment and employment status emerged as important variables for explaining the variance in dependent variable scores. CONCLUSION: The findings of this research provide a basic profile and some initial perspectives of empowerment in the context of the work environment of the chiropractic profession's learning institutions.

Adult↗
PubMed2002

Meta-analysis of genetic-linkage analysis of quantitative-trait loci.

Meta-analysis is an important tool in linkage analysis. The pooling of results across primary linkage studies allows greater statistical power to detect quantitative-trait loci (QTLs) and more-precise estimation of their genetic effects and, hence, yields conclusions that are stronger relative to those of individual studies. Previous methods for the meta-analysis of linkage studies have been proposed, and, although some methods address the problem of between-study heterogeneity, most methods still require linkage analysis at the same marker or set of markers across studies, whereas others do not result in an estimate of genetic variance. In this study, we present a meta-analytic procedure to evaluate evidence from several studies that report Haseman-Elston statistics for linkage to a QTL at multiple, possibly distinct, markers on a chromosome. This technique accounts for between-study heterogeneity and estimates both the location of the QTL and the magnitude of the genetic effect more precisely than does an individual study. We also provide standard errors for the genetic effect and for the location (in cM) of the QTL, using a resampling method. The approach can be applied under other conditions, provided that the various studies use the same linkage statistic.

Computer Simulation↗
PubMed2006

Performance analysis of LVQ algorithms: a statistical physics approach.

Learning vector quantization (LVQ) constitutes a powerful and intuitive method for adaptive nearest prototype classification. However, original LVQ has been introduced based on heuristics and numerous modifications exist to achieve better convergence and stability. Recently, a mathematical foundation by means of a cost function has been proposed which, as a limiting case, yields a learning rule similar to classical LVQ2.1. It also motivates a modification which shows better stability. However, the exact dynamics as well as the generalization ability of many LVQ algorithms have not been thoroughly investigated so far. Using concepts from statistical physics and the theory of on-line learning, we present a mathematical framework to analyse the performance of different LVQ algorithms in a typical scenario in terms of their dynamics, sensitivity to initial conditions, and generalization ability. Significant differences in the algorithmic stability and generalization ability can be found already for slightly different variants of LVQ. We study five LVQ algorithms in detail: Kohonen's original LVQ1, unsupervised vector quantization (VQ), a mixture of VQ and LVQ, LVQ2.1, and a variant of LVQ which is based on a cost function. Surprisingly, basic LVQ1 shows very good performance in terms of stability, asymptotic generalization ability, and robustness to initializations and model parameters which, in many cases, is superior to recent alternative proposals.

Algorithms↗
PubMed2005

Genome scans with gene-covariate interaction.

Genetic models for gene-covariate interactions are described. Methods of linkage analysis that utilize special features of these models and the corresponding score statistics are derived. Their power is compared with that of simple genome scans that ignore these special features, and substantial gains in power are observed when the gene-covariate interaction is strong. Quantitative trait mapping in randomly ascertained sibships and affected sibpair mapping are discussed. For the latter case, a simpler statistic is proposed that has similar performance to the score statistic, but does not require the estimation of nuisance parameters. Since the nuisance parameters are not estimable solely from affected sib-pair data, this statistic would be much easier to apply in practice. Similarities with linkage analysis of models for longitudinal data and multivariate phenotypes are also briefly discussed. Approximations for the P-value and power are derived under the framework of local alternatives.

Chromosome Mapping↗
PubMed1995

Community intervention trial for smoking cessation (COMMIT): II. Changes in adult cigarette smoking prevalence.

OBJECTIVES: COMMIT (Community Intervention Trial for Smoking Cessation) investigated whether a community-level multichannel intervention would decrease the prevalence of adult cigarette smoking and increase quitting, with heavy smokers (> or = 25 cigarettes per day) receiving the highest priority. METHODS: One community within each of 11 matched community pairs (10 in the United States, 1 in Canada) was randomly assigned to intervention. Baseline (1988) and final (1993) telephone surveys sampled households to determine prevalence of smoking behavior. RESULTS: Among the target population aged 25 to 64 years, there was no intervention effect on heavy smoking prevalence, which decreased by 2.9 percentage points in both intervention and comparison communities. Overall smoking prevalence decreased by 3.5 in intervention communities vs 3.2 in comparison communities, a difference not statistically significant, while the mean quit ratios were 0.198 versus 0.185, respectively, a difference of 0.013 (90% test-based confidence interval = -0.003, 0.028). CONCLUSIONS: Results are consistent with the cohort analysis reported separately, although the more powerful cohort design showed a statistically significant intervention effect upon light-to-moderate smokers. This community-based intervention did not have a significant impact on smoking prevalence beyond the favorable secular trends. In future efforts, additional strategies should be incorporated and rigorously evaluated.

Adult↗
PubMed2001

Regression calibration in studies with correlated variables measured with error.

Regression calibration is a technique that corrects biases in regression results in situations where exposure variables are measured with error. The existence of a calibration substudy, where accurate and crude measurement methods are related by a second regression analysis, is assumed. The cost of measurement error in multivariate analyses is loss of statistical power. In this paper, calibration data from California Seventh-day Adventists are used to simulate study populations and new calibration studies. Applying regression calibration logistic analyses, the authors estimate power for pairs of nutritional variables. The results demonstrate substantial loss of power if variables measured with error are strongly correlated. Biases in estimated effects in cases where regression calibration is not performed can be large and are corrected by regression calibration. When the true coefficient has zero value, the corresponding coefficient in a crude analysis will usually have a nonzero expected value. Then type I error probabilities are not nominal, and the erroneous appearance of statistical significance can readily occur, particularly in large studies. Major determinants of power with use of regression calibration are collinearity between the variables measured with error and the size of correlations between crude and corresponding true variables. Where there is important collinearity, useful gains in power accrue with calibration study size up to 1,000 subjects.

Bias↗
PubMed1998

Magnetic field tomography analysis of continuous speech.

In this article we investigate MEG correlates of syntactic violations in continuous speech. An early left anterior negativity (ELAN) has been reported in previous EEG studies and has been related to syntactic processing. We used Magnetic Field Tomography (MFT) to extract a 3D estimate of the current density distribution J, from MEG data recorded while subjects listened to continuous speech. Separate estimates were obtained from the activity associated with the first word of the sentence, and the last words of the sentence which signified syntactic violation, semantic violation or correct sentences. In each case independent 3D MFT estimates of activity were obtained 2 ms apart. After converting the solutions into a PET-like format we perform a statistical analysis on a voxel-by-voxel basis. Visual inspection of the power of J at the time of the ELAN component and the statistical maps overlaid on the individual anatomical MRI suggests generators in the vicinity of the auditory cortex and in left frontal regions. Directional activation curves are computed to show the variation of activity as a function of time, from well circumscribed areas. The activation curve for the auditory cortex has a characteristic pattern consisting of three peaks, seen in the average time-locked to the onset of the first word, and the critical word of the syntactic violation. The left auditory cortex shows a delay of about 30 ms in the syntactic violation condition compared to the first word condition. No such delay is seen in the right auditory cortex.

Adult↗
PubMed1995

Multiple trait analysis of genetic mapping for quantitative trait loci.

We present in this paper models and statistical methods for performing multiple trait analysis on mapping quantitative trait loci (QTL) based on the composite interval mapping method. By taking into account the correlated structure of multiple traits, this joint analysis has several advantages, compared with separate analyses, for mapping QTL, including the expected improvement on the statistical power of the test for QTL and on the precision of parameter estimation. Also this joint analysis provides formal procedures to test a number of biologically interesting hypotheses concerning the nature of genetic correlations between different traits. Among the testing procedures considered are those for joint mapping, pleiotropy, QTL by environment interaction, and pleiotropy vs. close linkage. The test of pleiotropy (one pleiotropic QTL at a genome position) vs. close linkage (multiple nearby nonpleiotropic QTL) can have important implications for our understanding of the nature of genetic correlations between different traits in certain regions of a genome and also for practical applications in animal and plant breeding because one of the major goals in breeding is to break unfavorable linkage. Results of extensive simulation studies are presented to illustrate various properties of the analyses.

Algorithms↗
PubMedDate not supplied

Factors influencing the effectiveness of mailed health surveys.

The authors investigated sources of bias in health surveys by examining responses to their 1989 questionnaire mailed to 1,255 Massachusetts men who were eligible for dental care provided by the Department of Veterans Affairs. After a maximum of three mailings and one telephone call to nonrespondents, a total of 1,049 veterans had responded out of 1,228 finally determined to be eligible, a response rate of 85 percent. The investigators found that small differences in univariate estimates would have occurred had the field phase been terminated after the first mailing, which had a response rate of 61 percent. To evaluate multivariate distributions, they duplicated their previously published logistic regression model for sources of dental care, using only those who responded to the first and second mailings. Although model fits would have been substantively the same had the field phase been terminated after the first or the second mailings, analysis of parameter estimates and their statistical significances suggested bias that would have led to different substantive conclusions, in some instances. Another potential source of bias in surveys was found to be item omission. Fifty-eight percent of respondents answered all 46 survey questions, and 90 percent answered at least 91 percent of the questions. Fewer questions were answered by those whose responses were received last, but trends regarding missing data by age or education were not statistically significant. Although the survey using this methodology met all objectives, subject nonresponses, the ineligibility of potential respondents, item nonresponses, and skewed distributions of outcome variables combined to reduce the statistical power to detect differences among groups or to alter the analysis of the differences. These factors need to be planned for by investigators undertaking similar surveys.

Analysis of Variance↗
PubMed1995

Analysis of fracture toughness data.

In studies of the fracture toughness of irradiated weld metal, specimens are subjected to an increasing load. The test on any one specimen might be terminated by choice or because the specimen ruptures. Prior to termination, ductile tearing might or might not have occurred. The situation is thus basically one of competing risks, with different types of termination, but there are additional features. The major purpose of statistical analysis is to estimate probabilities concerning the values of "toughness" and crack length. The analysis has been based on a model developed for the joint survivor function of these quantities.

Humans↗
PubMed2003

Periodontal treatment with an Er:YAG laser or scaling and root planing. A 2-year follow-up split-mouth study.

BACKGROUND: Non-surgical periodontal treatment with an Er:YAG laser has been shown to result in significant clinical attachment level gain; however, clinical results have not been established on a long-term basis following Er:YAG laser treatment. Therefore, the aim of the present study was to present the 2-year results following non-surgical periodontal treatment with an Er:YAG laser or scaling and root planing. METHODS: Twenty patients with moderate to advanced periodontal destruction were treated under local anesthesia, and the quadrants were randomly allocated in a split-mouth design to either 1) Er:YAG laser (ERL) using an energy level of 160 mJ/pulse and 10 Hz, or 2) scaling and root planing (SRP) using hand instruments. The following clinical parameters were evaluated at baseline and at 1 and 2 years after treatment: plaque index (PI), gingival index (GI), bleeding on probing (BOP), probing depth (PD), gingival recession (GR), and clinical attachment level (CAL). Subgingival plaque samples were taken at each appointment and analyzed using dark-field microscopy for the presence of cocci, non-motile rods, motile rods, and spirochetes. The primary outcome variable was CAL. No statistically significant differences between the groups were found at baseline. Power analysis to determine superiority of ERL treatment showed that the available sample size would yield 99% power to detect a 1 mm difference. RESULTS: The sites treated with ERL demonstrated mean CAL change from 6.3 +/- 1.1 mm to 4.5 +/- 0.4 mm (P < 0.001) and to 4.9 +/- 0.4 mm (P < 0.001) at 1 and 2 years, respectively. No statistically significant differences were found between the CAL mean at 1 and 2 years postoperatively. The sites treated with SRP showed a mean CAL change from 6.5 +/- 1.0 mm to 5.6 +/- 0.4 mm (P < 0.001) and to 5.8 +/- 0.4 mm (P < 0.001) at 1 and 2 years, respectively. The CAL change between 1 and 2 years did not present statistically significant differences. Both groups showed a significant increase of cocci and non-motile rods and a decrease in the amount of spirochetes. However, at the 1- and 2-year examination, the statistical analysis showed a significant difference for the CAL (P < 0.001, respectively) between the 2 treatment groups. CONCLUSION: It was concluded that the CAL gain obtained following non-surgical periodontal treatment with ERL or SRP can be maintained over a 2-year period.

Aluminum Silicates↗
PubMed2005

Spatial analysis of respiratory disease on an urbanized geothermal field.

Chronic exposure to hydrogen sulfide (H(2)S) in the parts per billion-parts per million range occurs in the population of Rotorua, a city built upon an actively degassing geothermal field in the Taupo Volcanic Zone, New Zealand. H(2)S is acutely toxic at high concentrations but little is understood of the health effects of chronic, low-level exposure. In Rotorua, H(2)S emissions and ambient concentrations are heterogeneous and approximately 30% of the greater urban area's population live upon or <4 km downwind of the geothermal field. Spatial analysis of disease incidence clustering using a spatial scan statistic is a powerful tool with which to investigate the spatial relationship which may exist between H(2)S and respiratory disease. This paper reports findings from a spatial cluster analysis of 11 years of hospital discharge data at the census area unit resolution. Results indicate that the relative risk (RR) of incidence of noninfectious respiratory diseases may be substantially higher among residents living in the geothermal area than have been reported previously. RR >5 for chronic obstructive pulmonary disease and its associated conditions are found in clusters which are spatially coincident with the geothermal field. Future work which investigates neurological and circulatory disease groups at the same or better spatial resolution may provide further insight into the chronic health effects of H(2)S exposure than these preliminary findings indicate.

Adolescent↗
PubMed1992

Psychometric assessment of the Quality of Life Index.

The purpose of this study was to examine the psychometric properties of the Quality of Life Index (QLI) (Ferrans & Powers, 1985a). The sample consisted of 349 patients selected randomly from the adult, in-unit hemodialysis patient population of Illinois. Factor analysis was used to examine the underlying factor structure. A four-factors solution best fit the data, indicating that there were four dimensions underlying the QLI: health and functioning, socioeconomic, psychological/spiritual, and family. Factor analysis of the four primary factors revealed one higher order factor, representing quality of life. Construct validity also was supported by the contrasted groups approach. As predicted, it was found that those who had higher incomes had significantly higher quality of life scores on the social and economic subscale. Support for convergent validity was provided by a strong correlation (r = .77) between scores from the QLI and an assessment of life satisfaction. Findings supported the internal consistency reliability of the entire QLI (alpha = .93) and the four subscales (alphas = .87, .82, .90, .77).

Adult↗
PubMed1979

Physiological effects of dynamic work on a bicycle ergometer combined with different types of static contraction.

The effects on heart rate, oxygen uptake, and pulmonary ventilation of muscular exercises, including both dynamic contractions, either simple or combined, were studied in 4 male subjects, aged 21 to 23 years. The dynamic work consisted in cycling on an ergometric bicycle at three power levels: 40, 80, and 100 W. The static work consisted in pushing against, pulling and holding with the arms a 6, 9, 12, or 18 kg load. The physiological effects are expressed as cardiac cost (delta HR), oxygen cost (delta VO2) and ventilation cost (delta V). The physiological cost of the combined work increases according to the cycling power and to the isometric load developed. A statistical analysis shows that the costs of combined work are not different from the sum of the costs of the static and dynamic contractions measured separately. Thus, the physiological responses to the combinations investigated are of an additive type.

Adult↗
PubMed1999

Population genetics of nine short tandem repeat (STR) loci - DNA typing using the AmpFlSTR profiler PCR amplification kit.

Frequency data for nine short tandem repeat (STR) loci were collected from 130 unrelated Caucasians from North Bavaria using the AmpFlSTR Profiler multiplex system. The loci D3S1358, vWA, FGA, TH01, TPOX, CSF1PO, D5S818, D13S317, D7S820 and the sex test amelogenin were investigated. Allele frequencies, rates of heterozygosity and the discrimination power of the combined systems were calculated by statistical analysis. Except for D5S818 all loci met Hardy-Weinberg expectations.

DNA↗
PubMed2006

A new method in applying power spectral statistics to examine cardio-respiratory interactions in fish.

Power spectral analysis (PSA) provides a powerful tool for determining frequency oscillations in time signals, and it is accepted that mammals can show distinct components in the heart rate (fH) spectrum that are synchronous with ventilatory frequency (fV). Using similar signal processing techniques, these fundamental components at fV are not apparent in the spectrum calculated from fish fH. Here we compare conventional PSA on the R-R interval tachogram generated from ECG traces recorded in rats and fish, with PSA on the raw ECG waveform. The rat R-R tachogram showed a defined sigmoidal component, whereas the fish R-R tachogram was a more chaotic waveform. In agreement with the literature, PSA of these respective waveforms produced a component at the same frequency as ventilation in the rat, but of lower frequency than ventilation for the fish. Applying PSA to the rat ECG produced a spectrum with a fundamental component of similar frequency to that observed in the R-R tachogram spectrum, indicating that the latter adequately contained heart rate variability (HRV) oscillations. However, PSA of the ECG in fish contrasted with that from the R-R tachogram, with components observed in the latter spectrum being absent from the former. This suggests that the frequency components determined by PSA on the fish R-R tachogram were not true components, but were aliased (or folded-back) from higher up in the spectrum. Using established aliasing equations, recalculation of these peaks showed that their true frequency was similar to that of the ventilatory frequency for individual fish. The extent of cardio-respiratory interaction, resulting in fV < f(H/2) in rats but fV > f(H/2) in fish, is suggested to be the origin of the differences observed.

Animals↗