346 research outputs found
The Averaged Periodogram Estimator for a Power Law in Coherency
We prove the consistency of the averaged periodogram estimator (APE) in
two new cases. First, we prove that the APE is consistent for negative
memory parameters, after suitable tapering. Second, we prove that the
APE is consistent for a power law in the cross-spectrum and therefore
for a power law in the coherency, provided that sufficiently many
frequencies are used in estimation. Simulation evidence suggests that
the lower bound on the number of frequencies is a necessary condition
for consistency. For a Taylor series approximation to the estimator of
the power law in the cross-spectrum, we consider the rate of
convergence, and obtain a central limit theorem under suitable
regularity conditions.J.P. Morgan Chase and Co. and New York UniversityStatistics Working Papers Serie
Computationally Efficient Gaussian Maximum Likelihood Methods for Vector ARFIMA Models
In this paper, we discuss two distinct multivariate time series models that extend the univariate ARFIMA model. We describe algorithms for computing the covariances of each model, for computing the quadratic form and approximating the determinant for maximum likelihood estimation, and for simulating from each model. We compare the speed and accuracy of each algorithm to existing methods and measure the performance of the maximum likelihood estimator compared to existing methods. We also fit models to data on unemployment and inflation in the United States, to data on goods and services inflation in the United States, and to data about precipitation in the Great Lakes.Statistics Working Papers Serie
National Party Politics and Supranational Politics in the European Union: New Evidence from the European Parliament
Political parties play an important role in structuring political competition at different levels of governance in the European Union (EU). The political parties that contest national elections also participate in the EU legislative institutions, with the governing parties at the national level participating in the Council of Ministers and a broad range of national parties represented in the European Parliament (EP). Recent research indicates that national parties in the EP have formed ideological coalitions -- party groups -- that represent transnational political interests. These party groups appear to manage legislative behavior such that national interests -- which dominate the Council of Ministers -- are subjugated to ideological conflict. In this paper, we demonstrate that the roll-call vote evidence for the impact of party groups in the EP is misleading. Because party groups have incentives to select votes for roll call so as to hide or feature particular voting patterns, the true character of political conflict is never revealed in roll calls.
Computationally Efficient Gaussian Maximum Likelihood Methods for Vector ARFIMA Models
In this paper, we discuss two distinct multivariate time series models that extend the univariate ARFIMA model. We describe algorithms for computing the covariances of each model, for computing the quadratic form and approximating the determinant for maximum likelihood estimation, and for simulating from each model. We compare the speed and accuracy of each algorithm to existing methods and measure the performance of the maximum likelihood estimator compared to existing methods. We also fit models to data on unemployment and inflation in the United States, to data on goods and services inflation in the United States, and to data about precipitation in the Great Lakes.Statistics Working Papers Serie
The Averaged Periodogram Estimator for a Power Law in Coherency
We prove the consistency of the averaged periodogram estimator (APE) in
two new cases. First, we prove that the APE is consistent for negative
memory parameters, after suitable tapering. Second, we prove that the
APE is consistent for a power law in the cross-spectrum and therefore
for a power law in the coherency, provided that sufficiently many
frequencies are used in estimation. Simulation evidence suggests that
the lower bound on the number of frequencies is a necessary condition
for consistency. For a Taylor series approximation to the estimator of
the power law in the cross-spectrum, we consider the rate of
convergence, and obtain a central limit theorem under suitable
regularity conditions.J.P. Morgan Chase and Co. and New York UniversityStatistics Working Papers Serie
Association of Receiving Multiple, Concurrent Fracture-Associated Drugs With Hip Fracture Risk
Importance: Many prescription drugs increase fracture risk, which raises concern for patients receiving 2 or more such drugs concurrently. Logic suggests that risk will increase with each additional drug, but the risk of taking multiple fracture-associated drugs (FADs) is unknown.
Objective: To estimate hip fracture risk associated with concurrent exposure to multiple FADs.
Design, Setting, and Participants: This cohort study used a 20% random sample of Medicare fee-for-service administrative data for age-eligible Medicare beneficiaries from 2004 to 2014. Sex-stratified Cox regression models estimated hip fracture risk associated with current receipt of 1, 2, or 3 or more of 21 FADs and, separately, risk associated with each FAD and 2-way FAD combination vs no FADs. Models included sociodemographic characteristics, comorbidities, and use of non-FAD medications. Analyses began in November 2018 and were completed April 2019.
Exposure: Receipt of prescription FADs.
Main Outcomes and Measures: Hip fracture hospitalization.
Results: A total of 11.3 million person-years were observed, reflecting 2,646,255 individuals (mean [SD] age, 77.2 [7.3] years, 1,615,613 [61.1%] women, 2,136,585 [80.7%] white, and 219 579 [8.3%] black). Overall, 2,827,284 person-years (25.1%) involved receipt of 1 FAD; 1,322,296 (11.7%), 2 FADs; and 954,506 (8.5%), 3 or more FADs. In fully adjusted, sex-stratified models, an increase in hip fracture risk among women was associated with the receipt of 1, 2, or 3 or more FADs (1 FAD: hazard ratio [HR], 2.04; 95% CI, 1.99-2.11; P\u3c.001; 2 FADs: HR, 2.86; 95% CI, 2.77-2.95; P\u3c.001; ≥3 FADs: HR, 4.50; 95% CI, 4.36-4.65; P\u3c.001). Relative risks for men were slightly higher (1 FAD: HR, 2.23; 95% CI, 2.11-2.36; P\u3c.001; 2 FADs: HR, 3.40; 95% CI, 3.20-3.61; P\u3c.001; ≥3 FADs: HR, 5.18; 95% CI, 4.87-5.52; P\u3c.001). Among women, 2 individual FADs were associated with HRs greater than 3.00; 80 pairs of FADs exceeded this threshold. Common, risky pairs among women included sedative hypnotics plus opioids (HR, 4.90; 95% CI, 3.98-6.02; P\u3c.001), serotonin reuptake inhibitors plus benzodiazepines (HR, 4.50; 95% CI, 3.76-5.38; P\u3c.001), and proton pump inhibitors plus opioids (HR, 4.00; 95% CI, 3.56-4.49; P\u3c.001). Receipt of 1, 2, or 3 or more non-FADs was associated with a small, significant reduction in fracture risk compared with receipt of no non-FADs among women (1 non-FAD: HR, 0.93; 95% CI, 0.90-0.96; P\u3c.001; 2 non-FADs: HR, 0.84; 95% CI, 0.81-0.87; P\u3c.001; ≥3 non-FADs: HR, 0.74; 95% CI, 0.72-0.77; P\u3c.001).
Conclusions and Relevance: Among older adults, FADs are commonly used and commonly combined. In this cohort study, the addition of a second and third FAD was associated with a steep increase in fracture risk. Many risky pairs of FADs included potentially avoidable drugs (eg, sedatives and opioids). If confirmed, these findings suggest that fracture risk could be reduced through tighter adherence to long-established prescribing guidelines and recommendations
Obesity-dependent changes in interstitial ECM mechanics promote breast tumorigenesis.
Obesity and extracellular matrix (ECM) density are considered independent risk and prognostic factors for breast cancer. Whether they are functionally linked is uncertain. We investigated the hypothesis that obesity enhances local myofibroblast content in mammary adipose tissue and that these stromal changes increase malignant potential by enhancing interstitial ECM stiffness. Indeed, mammary fat of both diet- and genetically induced mouse models of obesity were enriched for myofibroblasts and stiffness-promoting ECM components. These differences were related to varied adipose stromal cell (ASC) characteristics because ASCs isolated from obese mice contained more myofibroblasts and deposited denser and stiffer ECMs relative to ASCs from lean control mice. Accordingly, decellularized matrices from obese ASCs stimulated mechanosignaling and thereby the malignant potential of breast cancer cells. Finally, the clinical relevance and translational potential of our findings were supported by analysis of patient specimens and the observation that caloric restriction in a mouse model reduces myofibroblast content in mammary fat. Collectively, these findings suggest that obesity-induced interstitial fibrosis promotes breast tumorigenesis by altering mammary ECM mechanics with important potential implications for anticancer therapies
LiMA: A study protocol for a randomised, double-blind, placebo controlled trial of lisdexamfetamine for the treatment of methamphetamine dependence
© Author(s) (or their employer(s)) 2018. Re-use permitted under CC BY-NC. No commercial re-use. See rights and permissions. Published by BMJ. Introduction Methamphetamine dependence is a growing public health concern. There is currently no pharmacotherapy approved for methamphetamine dependence. Lisdexamfetamine (LDX) dimesylate, used in the treatment of attention-deficit hyperactivity disorder and binge eating disorder, has potential as an agonist therapy for methamphetamine dependence, and possible benefits of reduced risk of aberrant use due to its novel formulation. Methods and analysis A double-blind randomised controlled trial will be used to evaluate the efficacy of LDX in reducing methamphetamine use. The target sample is 180 participants with methamphetamine dependence of =2 years, using =14 days out of the previous 28, who have previously attempted but not responded to treatment for methamphetamine use. Participants will be randomly assigned to receive either a 15-week intervention consisting of induction (1 week of 150 mg LDX or placebo), maintenance (12 weeks of 250 mg LDX or placebo) and reduction (1 week of 150 mg LDX or placebo and 1 week of 50 mg LDX or placebo). All participants will be given access to four sessions of cognitive-behavioural therapy as treatment as usual and receive a 4-week follow-up appointment. The primary outcomes are efficacy (change from baseline in days of methamphetamine use by self-report for the last 28 days at week 13 and urinalyses confirmation of methamphetamine use) and safety (treatment-related adverse events). Secondary outcomes are total number of days of self-report methamphetamine use over the 12-week active treatment, longest period of abstinence during treatment period, percentage of achieving =21 days abstinence, craving, withdrawal, dependence, retention, bloodborne virus transmission risk behaviour, criminal behaviour, as well measures of abuse liability, physical and mental health, other substance use, cognitive performance, psychosocial functioning, treatment retention and satisfaction. Additionally, the study will assess the cost-effectiveness of LDX relative to the placebo control. Ethics and dissemination The study has been approved by the Human Research Ethics Committee of St. Vincent's Hospital, Sydney, Australia (HREC/16/SVH/222). Contact the corresponding author for the full trial protocol. Trial registration number ACTRN12617000657325; Pre-results
Detectors for the James Webb Space Telescope Near-Infrared Spectrograph I: Readout Mode, Noise Model, and Calibration Considerations
We describe how the James Webb Space Telescope (JWST) Near-Infrared
Spectrograph's (NIRSpec's) detectors will be read out, and present a model of
how noise scales with the number of multiple non-destructive reads
sampling-up-the-ramp. We believe that this noise model, which is validated
using real and simulated test data, is applicable to most astronomical
near-infrared instruments. We describe some non-ideal behaviors that have been
observed in engineering grade NIRSpec detectors, and demonstrate that they are
unlikely to affect NIRSpec sensitivity, operations, or calibration. These
include a HAWAII-2RG reset anomaly and random telegraph noise (RTN). Using real
test data, we show that the reset anomaly is: (1) very nearly noiseless and (2)
can be easily calibrated out. Likewise, we show that large-amplitude RTN
affects only a small and fixed population of pixels. It can therefore be
tracked using standard pixel operability maps.Comment: 55 pages, 10 figure
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