Bootstrapping Neural tests for conditional heteroskedasticity

We deal with bootstrapping tests for detecting conditional heteroskedasticity in the context of standard and nonstandard ARCH models. We develope parametric and nonparametric bootstrap tests based both on the LM statistic and a neural statistic. The neural tests are designed to approximate an arbitrary nonlinear form of the conditional variance by a neural function. While published tests are valid asymptotically, they are not exact in finite samples and suffer from a substantial size distortion: the finite-sample error remains non-negligible, even for several hundred observations. Here, we treat this problem using bootstrap methods, making possible a better finite-sample estimate of the distribution of the test statistic. A graphical presentation employing a size-correction principle is used to show the true power of the tests rather than the spurious nominal power typically givenBootstrap, Artificial Neural Networks, ARCH models, inference tests

A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates

This paper proposes a bootstrap artificial neural network based panel unit root test in a dynamic heterogeneous panel context. An application to a panel of bilateral real exchange rate series with the US Dollar from the 20 major OECD countries is provided to investigate the Purchase Power Parity (PPP). The combination of neural network and bootstrapping significantly changes the findings of the economic study in favour of PPP.Artificial neural network, panel unit root test, bootstrap, Monte Carlo experiments, exchange rates.

Clinicians' adherence versus non adherence to practice guidelines in the management of patients with sarcoma: a cost-effectiveness assessment in two European regions

International audienceABSTRACT: BACKGROUND: Although the management of sarcoma is improving, non adherence to clinical practice guidelines (CPGs) remains high, mainly because of the low incidence of the disease and the variety of histological subtypes. Since little is known about the health economics of sarcoma, we undertook a cost-effectiveness analysis (within the CONnective TIssue CAncer NETwork, CONTICANET) comparing costs and outcomes when clinicians adhered to CPGs and when they did not. METHODS: Patients studied had a histological diagnosis of sarcoma, were older than 15 years, and had been treated in the Rhone-Alpes region of France (in 2005/2006) or in the Veneto region of Italy (in 2007). Data collected retrospectively for the three years after diagnosis were used to determine relapse free survival and health costs (adopting the hospital's perspective and a microcosting approach). All costs were expressed in euros at their 2009 value. A 4% annual discount rate was applied to both costs and effects. The incremental cost-effectiveness ratio (ICER) was expressed as cost per relapse-free year gained when management was compliant with CPGs compared with when it was not. To capture uncertainty surrounding ICER, a probabilistic sensitivity analysis was performed based on a non-parametric bootstrap method. RESULTS: A total of 219 patients were included in the study. Compliance with CPGs was observed for 118 patients (54%). Average total costs reached 23,571 euros when treatment was in accordance with CPGs and 27,313 euros when it was not. In relation to relapse-free survival, compliance with CPGs strictly dominates non compliance, i.e. it is both less costly and more effective. Taking uncertainty into account, the probability that compliance with CPGs still strictly dominates was 75%. CONCLUSIONS: Our findings should encourage physicians to increase their compliance with CPGs and healthcare administrators to invest in the implementation of CPGs in the management of sarcoma

Human vaccination against RH5 induces neutralizing antimalarial antibodies that inhibit RH5 invasion complex interactions.

The development of a highly effective vaccine remains a key strategic goal to aid the control and eventual eradication of Plasmodium falciparum malaria. In recent years, the reticulocyte-binding protein homolog 5 (RH5) has emerged as the most promising blood-stage P. falciparum candidate antigen to date, capable of conferring protection against stringent challenge in Aotus monkeys. We report on the first clinical trial to our knowledge to assess the RH5 antigen - a dose-escalation phase Ia study in 24 healthy, malaria-naive adult volunteers. We utilized established viral vectors, the replication-deficient chimpanzee adenovirus serotype 63 (ChAd63), and the attenuated orthopoxvirus modified vaccinia virus Ankara (MVA), encoding RH5 from the 3D7 clone of P. falciparum. Vaccines were administered i.m. in a heterologous prime-boost regimen using an 8-week interval and were well tolerated. Vaccine-induced anti-RH5 serum antibodies exhibited cross-strain functional growth inhibition activity (GIA) in vitro, targeted linear and conformational epitopes within RH5, and inhibited key interactions within the RH5 invasion complex. This is the first time to our knowledge that substantial RH5-specific responses have been induced by immunization in humans, with levels greatly exceeding the serum antibody responses observed in African adults following years of natural malaria exposure. These data support the progression of RH5-based vaccines to human efficacy testing

Physical activity and risk of Metabolic Syndrome in an urban Mexican cohort

Abstract Background In the Mexican population metabolic syndrome (MS) is highly prevalent. It is well documented that regular physical activity (PA) prevents coronary diseases, type 2 diabetes and MS. Most studies of PA have focused on moderate-vigorous leisure-time activity, because it involves higher energy expenditures, increase physical fitness, and decrease the risk of MS. However, for most people it is difficult to get a significant amount of PA from only moderately-vigorous leisure activity, so workplace activity may be an option for working populations, because, although may not be as vigorous in terms of cardio-respiratory efforts, it comprises a considerable proportion of the total daily activity with important energy expenditure. Since studies have also documented that different types and intensity of daily PA, including low-intensity, seem to confer important health benefits such as prevent MS, we sought to assess the impact of different amounts of leisure-time and workplace activities, including low-intensity level on MS prevention, in a sample of urban Mexican adults. Methods The study population consisted of 5118 employees and their relatives, aged 20 to 70 years, who were enrolled in the baseline evaluation of a cohort study. MS was assessed according to the criteria of the National Cholesterol Education Program, ATP III and physical activity with a validated self-administered questionnaire. Associations between physical activity and MS risk were assessed with multivariate logistic regression models. Results The prevalence of the components of MS in the study population were: high glucose levels 14.2%, high triglycerides 40.9%, high blood pressure 20.4%, greater than healthful waist circumference 43.2% and low-high density lipoprotein 76.9%. The prevalence of MS was 24.4%; 25.3% in men and 21.8% in women. MS risk was reduced among men (OR 0.72; 95%CI 0.57–0.95) and women (OR 0.78; 95%CI 0.64–0.94) who reported an amount of ≥30 minutes/day of leisure-time activity, and among women who reported an amount of ≥3 hours/day of workplace activity (OR 0.75; 95%CI 0.59–0.96). Conclusion Our results indicate that both leisure-time and workplace activity at different intensity levels, including low-intensity significantly reduce the risk of MS. This finding highlights the need for more recommendations regarding the specific amount and intensity of leisure-time and workplace activity needed to prevent MS

Est-ce que la méthode de Fieller est utilisable pour la prise de décision danstoutes les situations ?

National audienc

Est-ce que la méthode de Fieller est utilisable pour la prise de décision danstoutes les situations ?

National audienc

Est-ce que la méthode de Fieller est utilisable pour la prise de décision danstoutes les situations ?

National audienc

Etat de l'art et analyse des modèles appliqués à l'évaluation médico-économique des traitements anti-Alzheimer

Mener une analyse critique des modèles ayant servi à l'évaluation médico-économique des médicaments indiqués dans le traitement de la maladie d'Alzheimer : donépézil, rivastigmine, galantamine et mémantine. Une revue de la littérature avec analyse critique a été réalisée à partir des bases de données Medline et Cochrane. Plus d'une trentaine d'évaluations basées sur des modèles médico-économiques ont été identifiées parmi lesquels dix modèles originaux. Certaines de ces études ont décliné un même modèle parent en différentes variantes correspondant à des adaptations par pays. A chacun des quatre médicaments anti-Alzheimer, est associé un ou plusieurs de ces modèles originaux développés de manière ad hoc. Ils se basent sur des structures bien distinctes mais présentent des similarités au niveau de la technique de modélisation. Les modèles de Markov à états-transitions et la technique dite de simulation à évènements discrets, introduite plus récemment en médico-économie, représentent les deux types de modèles les plus employés. Ces modèles extrapolent tous des résultats d'efficacité obtenus sur des critères intermédiaires grâce aux essais cliniques en indicateurs de morbi-mortalité de plus long terme (délai à la mise en institution, moindre perte d'autonomie, année de vie gagnée, ajustée par la qualité de vie ou QALYs). Pour se faire, les modèles se sont basés sur des scores cliniques et des équations de risque distincts compte tenu des données cliniques disponibles et de l'existence de scores cliniques variés (cognitive, fonctionnelle, comportementale, globale) pour mesurer la progression de la maladie. Les symptômes cognitifs ont constitué la première dimension prise en compte par les premiers modèles du donépézil et leur dénominateur commun pour décrire la progression de la maladie. La structure des modèles (pour la galantamine, la rivastigmine, la mémantine et de la 2ème génération de modèles du donépézil) s'est complexifiée en intégrant les deux autres dimensions fondamentales de la pathologie que sont les troubles fonctionnels et du comportement. Bien que les techniques de modélisation ont évolué pour tenter de mieux représenter le caractère progressif, continu, et multifactoriel de la maladie, des lacunes persistent au niveau de l'hétérogénéité inter-patient et des interrelations entre troubles cognitifs, fonctionnels et comportementaux. Enfin, l'évolution vers un diagnostic plus précoce avec l'émergence des biomarqueurs et la perspective de thérapies ciblées comme candidats médicaments, soulèvent de nouvelles questions pour le développement des futurs modèles comme la prise en compte de la phase pré-démentielle de la maladie, ou la stratification de la population cibleLYON1-BU Santé (693882101) / SudocSudocFranceF

Graphical methods for investigating the finite-sample properties of confidence regions

CSDA09PSInternational audienceNo satisfactory method for measuring and presenting the performance of confidence regions can be found in the literature. Techniques for measuring the effectiveness of confidence regions and for the graphical display of simulation evidence regarding the coverage and effectiveness of confidence regions are developed and illustrated. Three types of figures are discussed: called coverage plots, coverage discrepancy plots, and coverage effectiveness curves, which makes it possible to show the ''genuine'' effectiveness, rather than a spurious nominal effectiveness. These figures are used to illustrate the finite sample properties of autoregressive parameter confidence regions in the context of AR(1) processes