L’estimation de modèles de régression linéaire autorégressifs avec erreurs résiduelles autocorrélées et erreurs sur les variables

Nous présentons, pour des modèles de séries chronologiques, une méthode d’estimation qui tient compte de la présence d’erreurs de mesure sur les données, lorsque ces erreurs ne sont pas autocorrélées. L’approche suggérée utilise des valeurs décalées des variables indépendantes comme variables instrumentales. Nous employons l’estimateur convergent proposé par Fuller (1987) et comparons analytiquement les erreurs quadratiques moyennes de cet estimateur avec celles d’un estimateur similaire qui ne tiendrait pas compte des erreurs de mesure. Finalement, nous rapportons, à partir d’un échantillon de 150 observations, les résultats d’études de Monte Carlo sur ces deux estimateurs ainsi que sur un estimateur alternatif qui est une somme pondérée des deux premiers. Ces expériences montrent que l’estimateur alternatif semble relativement mieux se comporter. On constate également que l’inconvénient de la présence d’erreurs sur les variables n’est pas seulement de biaiser les estimateurs des coefficients ou d’accroître les erreurs quadratiques moyennes, mais également de sous-estimer considérablement le niveau des erreurs de type I des tests de signification.This paper presents, for models based on time series data, a method of estimation to take into account errors in the variables, when these errors are not autocorrelated. The suggested approach utilizes shifted values of the independent variables as instruments. We use Fuller's (1987) consistent estimator and compare analytically the mean squared errors of this estimator with those of a similar estimator which would ignore the presence of errors in the variables. Finally, from Monte-Carlo studies based on samples of 150 observations, we evaluate the relative performance of the above estimators as well as that of an alternative estimator which is a weighted sum of the first two. Our experiments show that the alternative estimator appears to behave relatively better. They also indicate that the inconveniences associated with the presence of errors in the variables is not only to bias the parameter estimators or to increase their mean squared errors but also to underestimate notably the size of the type I errors of significance tests

Estimation et spécification

In his presidential address to the Société Canadienne de Science Economique, at the 1978 meeting, the author had chosen to talk about the organizational problems of the Société because of the pressing nature of the situation. Should the author have decided to discuss issues related to the science of economics, as is usuall done in such occasions, he would have taken this opportunity to point out that one of the major problems of econometric research is that of specifying correctly the structural models utilized. Econometric textbooks discuss thoroughly the methods of estimations under the assumption that the structure of the econometric model is given. However, it is well known that in practice, trial and error procedures are extensively used to find "acceptable" functional forms for the equations of the models. Efforts have been made to develop systematic techniques of choice between functional forms, but the results available until now are very limited in scope. Much greater research efforts should be devoted to this fundamental topic

Estimation et spécification

In his presidential address to the Société Canadienne de Science Economique, at the 1978 meeting, the author had chosen to talk about the organizational problems of the Société because of the pressing nature of the situation. Should the author have decided to discuss issues related to the science of economics, as is usuall done in such occasions, he would have taken this opportunity to point out that one of the major problems of econometric research is that of specifying correctly the structural models utilized. Econometric textbooks discuss thoroughly the methods of estimations under the assumption that the structure of the econometric model is given. However, it is well known that in practice, trial and error procedures are extensively used to find "acceptable" functional forms for the equations of the models. Efforts have been made to develop systematic techniques of choice between functional forms, but the results available until now are very limited in scope. Much greater research efforts should be devoted to this fundamental topic.

Mise à jour de la matrice des coefficients de capital pour l’économie québécoise

This paper presents a capital coefficient matrix for replacement and a capital coefficient matrix for expansion, for the Quebec economy disaggregated into 29 industrial sectors. The computations are based on data for the 1972-1976 period. The matrices presented in this paper constitute an up-dating of matrices presented in a similar study made in 1973 by the Centre de Recherche en Développement Économique. In order to perform this updating, we had the opportunity of using more reliable data series which were not available when the former matrices were estimated

Mise à jour de la matrice des coefficients de capital pour l’économie québécoise

This paper presents a capital coefficient matrix for replacement and a capital coefficient matrix for expansion, for the Quebec economy disaggregated into 29 industrial sectors. The computations are based on data for the 1972-1976 period.

Impact of Prosthesis-Patient Mismatch on Long-Term Survival After Aortic Valve Replacement Influence of Age, Obesity, and Left Ventricular Dysfunction

ObjectivesThis study was designed to evaluate the effect of valve prosthesis-patient mismatch (PPM) on late survival after aortic valve replacement (AVR) and to determine if this effect is modulated by patient age, body mass index (BMI), and pre-operative left ventricular (LV) function.BackgroundWe recently reported that PPM is an independent predictor of operative mortality after AVR, particularly when associated with LV dysfunction.MethodsThe indexed valve effective orifice area (EOA) was estimated in 2,576 patients having survived AVR and was used to define PPM as not clinically significant if it was >0.85 cm2/m2, as moderate if >0.65 and ≤0.85 cm2/m2, and severe if ≤0.65 cm2/m2.ResultsAfter adjustment for other risk factors, severe PPM was associated with increased late overall mortality (hazard ratio [HR]: 1.38; p = 0.03) and cardiovascular mortality (HR: 1.63; p = 0.0006) in the whole cohort. Severe PPM was also associated with increased overall mortality in patients <70 years old (HR: 1.77; p = 0.002) and in patients with a BMI <30 kg/m2 (HR: 2.1; p = 0.006), but had no impact in older patients or in obese patients. Moderate PPM was a predictor of mortality in patients with LV ejection fraction <50% (HR: 1.21; p = 0.01), but not in patients with preserved LV function.ConclusionsModerate PPM is associated with increased late mortality in patients with LV dysfunction, but with normal prognosis in those with preserved LV function. Notwithstanding the previously demonstrated deleterious effect of severe PPM on early mortality, this factor appears to increase late mortality only in patients <70 years old and/or with a BMI <30 kg/m2 or an LV ejection fraction <50%

Does inter-vertebral range of motion increase after spinal manipulation? A prospective cohort study.

Background: Spinal manipulation for nonspecific neck pain is thought to work in part by improving inter-vertebral range of motion (IV-RoM), but it is difficult to measure this or determine whether it is related to clinical outcomes. Objectives: This study undertook to determine whether cervical spine flexion and extension IV-RoM increases after a course of spinal manipulation, to explore relationships between any IV-RoM increases and clinical outcomes and to compare palpation with objective measurement in the detection of hypo-mobile segments. Method: Thirty patients with nonspecific neck pain and 30 healthy controls matched for age and gender received quantitative fluoroscopy (QF) screenings to measure flexion and extension IV-RoM (C1-C6) at baseline and 4-week follow-up between September 2012-13. Patients received up to 12 neck manipulations and completed NRS, NDI and Euroqol 5D-5L at baseline, plus PGIC and satisfaction questionnaires at follow-up. IV-RoM accuracy, repeatability and hypo-mobility cut-offs were determined. Minimal detectable changes (MDC) over 4 weeks were calculated from controls. Patients and control IV-RoMs were compared at baseline as well as changes in patients over 4 weeks. Correlations between outcomes and the number of manipulations received and the agreement (Kappa) between palpated and QF-detected of hypo-mobile segments were calculated. Results: QF had high accuracy (worst RMS error 0.5o) and repeatability (highest SEM 1.1o, lowest ICC 0.90) for IV-RoM measurement. Hypo-mobility cut offs ranged from 0.8o to 3.5o. No outcome was significantly correlated with increased IV-RoM above MDC and there was no significant difference between the number of hypo-mobile segments in patients and controls at baseline or significant increases in IV-RoMs in patients. However, there was a modest and significant correlation between the number of manipulations received and the number of levels and directions whose IV-RoM increased beyond MDC (Rho=0.39, p=0.043). There was also no agreement between palpation and QF in identifying hypo-mobile segments (Kappa 0.04-0.06). Conclusions: This study found no differences in cervical sagittal IV-RoM between patients with non-specific neck pain and matched controls. There was a modest dose-response relationship between the number of manipulations given and number of levels increasing IV-RoM - providing evidence that neck manipulation has a mechanical effect at segmental levels. However, patient-reported outcomes were not related to this

Durability of bioprosthetic aortic valves in patients under the age of 60 years - Rationale and design of the international INDURE registry

Background: There is an ever-growing number of patients requiring aortic valve replacement (AVR). Limited data is available on the long-term outcomes and structural integrity of bioprosthetic valves in younger patients undergoing surgical AVR. Methods: The INSPIRIS RESILIA Durability Registry (INDURE) is a prospective, open-label, multicentre, international registry with a follow-up of 5 years to assess clinical outcomes of patients younger than 60 years who undergo surgical AVR using the INSPIRIS RESILIA aortic valve. INDURE will be conducted across 20-22 sites in Europe and Canada and intends to enrol minimum of 400 patients. Patients will be included if they are scheduled to undergo AVR with or without concomitant root replacement and/or coronary bypass surgery. The primary objectives are to 1) determine VARC-2 defined time-related valve safety at one-year (depicted as freedom from events) and 2) determine freedom from stage 3 structural valve degeneration (SVD) presenting as morphological abnormalities and severe haemodynamic valve degeneration at 5 years. Secondary objectives include the assessment of the haemodynamic performance of the valve, all stages of SVD, potential valve-in-valve procedures, clinical outcomes (in terms of New York Heart Association [NYHA] function class and freedom from valve-related rehospitalisation) and change in patient quality-of-life. Discussion: INDURE is a prospective, multicentre registry in Europe and Canada, which will provide much needed data on the long-term performance of bioprosthetic valves in general and the INSPIRIS RESILIA valve in particular. The data may help to gather a deeper understanding of the longevity of bioprosthetic valves and may expand the use of bioprosthetic valves in patients under the age of 60 years. Trial registration: ClinicalTrials.gov identifier: NCT03666741 (registration received September, 12th, 2018)