A model specification test for GARCH(1,1) processes

We provide a consistent specification test for GARCH(1,1) models based on a test statistic of Cramér-von Mises type. Since the limit distribution of the test statistic under the null hypothesis depends on unknown quantities in a complicated manner, we propose a model-based (semiparametric)bootstrap method to approximate critical values of the test and verify its asymptotic validity. Finally, we illuminate the finite sample behavior of the test by some simulations

Dependent wild bootstrap for the empirical process

In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal conditions on the tuning parameter of the procedure. We apply our results to construct confidence intervals for unknown parameters and to approximate critical values for statistical tests. A simulation study shows that our method is competitive to standard block bootstrap methods in finite samples

Early response predicts subsequent response to olanzapine long-acting injection in a randomized, double-blind clinical trial of treatment for schizophrenia

<p>Abstract</p> <p>Background</p> <p>In patients with schizophrenia, early non-response to oral antipsychotic therapy robustly predicts subsequent non-response to continued treatment with the same medication. This study assessed whether early response predicted later response when using a long-acting injection (LAI) antipsychotic.</p> <p>Methods</p> <p>Data were taken from an 8-week, randomized, double-blind, placebo-controlled study of olanzapine LAI in acutely ill patients with schizophrenia (n = 233). Early response was defined as ≥30% improvement from baseline to Week 4 in Positive and Negative Syndrome Scale (PANSS_0-6) Total score. Subsequent response was defined as ≥40% baseline-to-endpoint improvement in PANSS_0-6Total score. Sensitivity, specificity, positive predictive value (PPV), negative predictive value (NPV), and predictive accuracy were calculated. Clinical and functional outcomes were compared between Early Responders and Early Non-responders.</p> <p>Results</p> <p>Early response/non-response to olanzapine LAI predicted later response/non-response with high sensitivity (85%), specificity (72%), PPV (78%), NPV (80%), and overall accuracy (79%). Compared to Early Non-responders, Early Responders had significantly greater improvement in PANSS_0-6Total scores at all time points and greater baseline-to-endpoint improvement in PANSS subscale scores, Quality of Life Scale scores, and Short Form-36 Health Survey scores (all p ≤ .01). Among Early Non-responders, 20% demonstrated response by Week 8. Patients who lacked early improvement (at Week 4) in Negative Symptoms and Disorganized Thoughts were more likely to continue being non-responders at Week 8.</p> <p>Conclusions</p> <p>Among acutely ill patients with schizophrenia, early response predicted subsequent response to olanzapine LAI. Early Responders experienced significantly better clinical and functional outcomes than Early Non-responders. Findings are consistent with previous research on oral antipsychotics.</p> <p>Clinical Trials Registry</p> <p>F1D-MC-HGJZ: Comparison of Intramuscular Olanzapine Depot With Placebo in the Treatment of Patients With Schizophrenia <url>http://clinicaltrials.gov/ct2/show/NCT00088478?term=olanzapine+depot&rank=3</url></p> <p>Registry identifier - <a href="http://www.clinicaltrials.gov/ct2/show/NCT00088478">NCT00088478</a></p

Is the PANSS used correctly? a systematic review

<p>Abstract</p> <p>Background</p> <p>The PANSS (Positive and Negative Syndrome Scale) is one of the most important rating instruments for patients with schizophrenia. Nevertheless, there is a long and ongoing debate in the psychiatric community regarding its mathematical properties.</p> <p>All 30 items range from 1 to 7 leading to a minimum total score of 30, implying that the PANSS is an interval scale. For such interval scales straightforward calculation of relative changes is not appropriate. To calculate outcome criteria based on a percent change as, e.g., the widely accepted response criterion, the scale has to be transformed into a ratio scale beforehand. Recent publications have already pointed out the pitfall that ignoring the scale level (interval vs. ratio scale) leads to a set of mathematical problems, potentially resulting in erroneous results concerning the efficacy of the treatment.</p> <p>Methods</p> <p>A Pubmed search based on the PRISMA statement of the highest-ranked psychiatric journals (search terms "PANSS" and "response") was carried out. All articles containing percent changes were included and methods of percent change calculation were analysed.</p> <p>Results</p> <p>This systematic literature research shows that the majority of authors (62%) actually appear to use incorrect calculations. In most instances the method of calculation was not described in the manuscript.</p> <p>Conclusions</p> <p>These alarming results underline the need for standardized procedures for PANSS calculations.</p

EEG alterations during treatment with olanzapine

The aim of this naturalistic observational study was to investigate EEG alterations in patients under olanzapine treatment with a special regard to olanzapine dose and plasma concentration. Twenty-two in-patients of a psychiatric university ward with the monodiagnosis of paranoid schizophrenia (ICD-10: F20.0), who received a monotherapy of olanzapine were included in this study. All patients had a normal alpha-EEG before drug therapy, and did not suffer from brain-organic dysfunctions, as verified by clinical examination and cMRI scans. EEG and olanzapine plasma levels were determined under steady-state conditions (between 18 and 22 days after begin of treatment). In 9 patients (40.9%), pathological EEG changes (one with spike-waves) consecutive to olanzapine treatment were observed. The dose of olanzapine was significantly higher in patients with changes of the EEG than in patients without changes (24.4 mg/day (SD: 8.1) vs. 12.7 mg/day (SD: 4.8); T = −4.3, df = 21, P < 0.001). In patients with EEG changes, the blood plasma concentration of olanzapine (45.6 μg/l (SD: 30.9) vs. 26.3 μg/l (SD: 21.6) tended to be also higher. The sensitivity of olanzapine dosage to predict EEG changes was 66.7%, the specificity 100% (Youden-index: 0.67). EEG abnormalities during olanzapine treatment are common. These are significantly dose dependent. Thus, EEG control recordings should be mandatory during olanzapine treatment with special emphasis on dosages exceeding 20 mg per day, although keeping in mind that EEGs have only a limited predictive power regarding future epileptic seizures