Regression towards the mode

We propose a semi-parametric mode regression estimator for the case in which the variate of interest is continuous and observable over its entire un- bounded support. The estimator is semi-parametric in that the conditional mode is specified as a parametric function, but only mild assumptions are made about the nature of the conditional density of interest. We show that the proposed estimator is consistent and has a tractable asymptotic distribution. Simulation results and an empirical illustration are provided to highlight the practicality and usefulness of the estimator

Dynamic Vector Mode Regression

We study the semi-parametric estimation of the conditional mode of a random vector that has a continuous conditional joint density with a well-defined global mode. A novel full-system estimator is proposed and its asymptotic properties are studied allowing for possibly dependent data. We specifically consider the estimation of vector autoregressive conditional mode models and of structural systems of linear simultaneous equations definded by mode restrictions. The proposed estimator is easy to implement using standard software and the results of a small simulation study suggest that it is well behaved in finite samples

Quantiles, corners, and the extensive margin of trade

We develop a simple method for the estimation of quantile regressions for corner solutions data (i.e., fully observed non-negative data that have a mixed distribution with a mass-point at zero), focusing particular attention on the case where the domain of the variate of interest is bounded both from below and from above. We use the proposed method to study the determinants of the extensive margin of trade and find that most regressors have very different impacts on different parts of the distribution

Real-Time decision support using data mining to predict blood pressure critical events in intensive medicine patients

Patient blood pressure is an important vital signal to the physicians take a decision and to better understand the patient condition. In Intensive Care Units is possible monitoring the blood pressure due the fact of the patient being in continuous monitoring through bedside monitors and the use of sensors. The intensivist only have access to vital signs values when they look to the monitor or consult the values hourly collected. Most important is the sequence of the values collected, i.e., a set of highest or lowest values can signify a critical event and bring future complications to a patient as is Hypotension or Hypertension. This complications can leverage a set of dangerous diseases and side-effects. The main goal of this work is to predict the probability of a patient has a blood pressure critical event in the next hours by combining a set of patient data collected in real-time and using Data Mining classification techniques. As output the models indicate the probability (%) of a patient has a Blood Pressure Critical Event in the next hour. The achieved results showed to be very promising, presenting sensitivity around of 95%

The International-Trade Network: Gravity Equations and Topological Properties

This paper begins to explore the determinants of the topological properties of the international - trade network (ITN). We fit bilateral-trade flows using a standard gravity equation to build a "residual" ITN where trade-link weights are depurated from geographical distance, size, border effects, trade agreements, and so on. We then compare the topological properties of the original and residual ITNs. We find that the residual ITN displays, unlike the original one, marked signatures of a complex system, and is characterized by a very different topological architecture. Whereas the original ITN is geographically clustered and organized around a few large-sized hubs, the residual ITN displays many small-sized but trade-oriented countries that, independently of their geographical position, either play the role of local hubs or attract large and rich countries in relatively complex trade-interaction patterns

Markedly Divergent Tree Assemblage Responses to Tropical Forest Loss and Fragmentation across a Strong Seasonality Gradient

We examine the effects of forest fragmentation on the structure and composition of tree assemblages within three seasonal and aseasonal forest types of southern Brazil, including evergreen, Araucaria, and deciduous forests. We sampled three southernmost Atlantic Forest landscapes, including the largest continuous forest protected areas within each forest type. Tree assemblages in each forest type were sampled within 10 plots of 0.1 ha in both continuous forests and 10 adjacent forest fragments. All trees within each plot were assigned to trait categories describing their regeneration strategy, vertical stratification, seed-dispersal mode, seed size, and wood density. We detected differences among both forest types and landscape contexts in terms of overall tree species richness, and the density and species richness of different functional groups in terms of regeneration strategy, seed dispersal mode and woody density. Overall, evergreen forest fragments exhibited the largest deviations from continuous forest plots in assemblage structure. Evergreen, Araucaria and deciduous forests diverge in the functional composition of tree floras, particularly in relation to regeneration strategy and stress tolerance. By supporting a more diversified light-demanding and stress-tolerant flora with reduced richness and abundance of shade-tolerant, old-growth species, both deciduous and Araucaria forest tree assemblages are more intrinsically resilient to contemporary human-disturbances, including fragmentation-induced edge effects, in terms of species erosion and functional shifts. We suggest that these intrinsic differences in the direction and magnitude of responses to changes in landscape structure between forest types should guide a wide range of conservation strategies in restoring fragmented tropical forest landscapes worldwide

Null Models of Economic Networks: The Case of the World Trade Web

In all empirical-network studies, the observed properties of economic networks are informative only if compared with a well-defined null model that can quantitatively predict the behavior of such properties in constrained graphs. However, predictions of the available null-model methods can be derived analytically only under assumptions (e.g., sparseness of the network) that are unrealistic for most economic networks like the World Trade Web (WTW). In this paper we study the evolution of the WTW using a recently-proposed family of null network models. The method allows to analytically obtain the expected value of any network statistic across the ensemble of networks that preserve on average some local properties, and are otherwise fully random. We compare expected and observed properties of the WTW in the period 1950-2000, when either the expected number of trade partners or total country trade is kept fixed and equal to observed quantities. We show that, in the binary WTW, node-degree sequences are sufficient to explain higher-order network properties such as disassortativity and clustering-degree correlation, especially in the last part of the sample. Conversely, in the weighted WTW, the observed sequence of total country imports and exports are not sufficient to predict higher-order patterns of the WTW. We discuss some important implications of these findings for international-trade models.Comment: 39 pages, 46 figures, 2 table