Small-sample corrections for score tests in Birnbaum-Saunders regressions

In this paper we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test, the likelihood ratio test and its Bartlett-corrected version. Our simulation results suggest that the corrected test we propose is more reliable than the other tests.Comment: To appear in the Communications in Statistics - Theory and Methods, http://www.informaworld.com/smpp/title~content=t71359723

Radiation of parotid or submandibular glands is effective for drooling in patients with parkinsonism:a randomised double-blind placebo-controlled trial

BACKGROUND: Drooling is a common symptom in patients with parkinsonism, causing physical and emotional distress. It is unknown which major salivary glands are the best candidates for irradiation to reduce drooling with minimal adverse events. Therefore, this study assessed the efficacy and safety of submandibular and parotid salivary gland irradiation to reduce drooling. METHODS: A prospective, randomised, double-blind, placebo-controlled trial was conducted at the University Medical Center Groningen, the Netherlands. After informed consent, 31 patients with parkinsonism and severe drooling according to the Unified Parkinson Disease Rating Scale (UPDRS) were included in this study. Exclusion criteria consisted of the use of anticholinergic drugs, the existence of salivary gland diseases, and/or an history of (pre)malignancies of the salivary glands. Patients were randomized for parotid-, submandibular- or sham irradiation (2x6 Gy with one week interval). Patients were evaluated at 1, 3, 6 and 12 months after radiation. Primary outcome measure was drooling severity according to the UPDRS. Secondary outcomes measures consisted of stimulated glandular salivary secretion rates and adverse effects. FINDINGS: Overall 31 parkinsonian patients were included. Initially 11 patients were radiated on the parotid glands, 10 patients on the submandibular glands and 10 patients were sham-radiated. After 6 months, the sham-radiated patients were actively treated after a second randomisation. One patient in the parotid radiation group discontinued his participation after three months due to physical deterioration. Radiation of parotid or submandibular glands significantly improved the existing drooling, as compared to placebo radiation. Parotid- and submandibular radiation was equally effective, but more patients in the submandibular radiated group reported sticky saliva vs. patients treated by parotid radiation (33∙33% vs. 13∙33%). INTERPRETATION: Major salivary gland radiation significantly improves drooling in parkinsonian patients with few adverse effects. However, parotid gland radiation is accompanied by fewer side effects and therefore is the preferred mode of radiation in this patient population

Low Satisfaction with Normative Life Domains in Adolescents with Anorexia Nervosa

OBJECTIVE: Low satisfaction with normative life domains might be an important factor in the persistence of anorexia nervosa (AN). Initial evidence in non‐clinical samples showed that lower satisfaction with normative life domains was related to more intense eating disorder symptoms. As a critical next step, the current study examined satisfaction with normative life domains in a clinical sample. Specifically, the present study tested whether adolescents with AN reported lower satisfaction with normative life domains than adolescents without an eating disorder. METHOD: Adolescents with AN (n = 69) and adolescents without an eating disorder matched on age, gender and educational level (n = 69) completed the Brief Multidimensional Students' Life Satisfaction Scale to assess satisfaction with five life domains (family, friendships, school, self and living location) and life in general. RESULTS: Adolescents with AN reported significantly lower satisfaction with normative life domains than the comparison group. Subsequent analyses showed that this overall group difference was primarily driven by adolescents with AN reporting lower satisfaction with the self, school experience and life in general. CONCLUSIONS: Findings supported the hypothesis that adolescents with AN show relatively low satisfaction with meaningful, non‐AN‐related life domains. This points to the potential relevance of enhancing satisfaction with specific life domains to optimize treatment effectiveness

Satisfaction with normative life domains and the course of anorexia nervosa

OBJECTIVE: Satisfaction with normative life domains has been proposed as an important factor in the persistence of anorexia nervosa (AN). Initial evidence from a cross-sectional study indicated that individuals with AN reported lower satisfaction with normative life domains than individuals without an eating disorder. As an important next step in understanding causal relations, the present study used a longitudinal design to examine whether an improvement in AN symptoms is paralleled by an increase in satisfaction with normative life domains from baseline to follow-up and whether relatively low satisfaction with normative life domains at baseline is related to less improvement in AN symptoms. METHODS: During baseline and at 1-year follow-up, adolescents with AN (N = 69) completed the Brief Multidimensional Students' Life Satisfaction Scale to measure satisfaction with normative life domains (e.g., friendships, school experience). Furthermore, eating disorder symptoms and BMI were measured. RESULTS: Improvement in eating disorder symptoms, but not in BMI, was paralleled by an increase in satisfaction with normative life domains. Relatively low satisfaction with normative life domains at baseline was not prospectively related to less improvement in eating disorder symptoms or BMI at follow-up. DISCUSSION: Our findings provide initial evidence that satisfaction with normative life domains is a malleable factor which fluctuates with symptom severity in AN. The results of this exploratory study point to the relevance of examining whether targeting satisfactory engagement with specific life domains optimizes treatment effectiveness. PUBLIC SIGNIFICANCE: We explored whether an improvement in anorexia nervosa symptoms from start of treatment to 1-year follow-up would be paralleled by an increase in satisfaction with normative life domains. Improvement in eating disorder symptoms (but not BMI) was indeed related to a concurrent increase in satisfaction with normative life domains. These preliminary results point to the promising possibility that targeting satisfactory engagement with specific life domains may potentially enhance treatment effectiveness

Constructing seasonally adjusted data with time-varying confidence intervals

Seasonal adjustment methods transform observed time series data into estimated data, where these estimated data are constructed such that they show no or almost no seasonal variation. An advantage of model-based methods is that these can provide confidence intervals around the seasonally adjusted data. One particularly useful time series model for seasonal adjustment is the basic structural time series [BSM] model. The usual premise of the BSM is that the variance of each of the components is constant. In this paper we address the possibility that the variance of the trend component in a macro-economic time series in some way depends on the business cycle. One reason for doing so is that one can expect that there is more uncertainty in recession periods. We extend the BSM by allowing for a business-cycle dependent variance in the level equation. Next we show how this affects the confidence intervals of seasonally adjusted data. We apply our extended BSM to monthly US unemployment and we show that the estimated confidence intervals for seasonally adjusted unemployment change with past changes in the oil price

Genetic Identification of Chinook Salmon: Stock-Specific Distributions of Juveniles along the Washington and Oregon Coasts

We used microsatellite DNA data and genetic stock identification methods to delineate the temporal and spatial distributions of juvenile Chinook Salmon Oncorhynchus tshawytscha occupying coastal habitats extending from central Oregon to northern Washington. Juveniles were collected in trawl surveys conducted during spring, summer, and autumn over 15 years. Distributions (mean latitude and distance from shore) differed between yearling and subyearling life history types and between stocks; many of these differences were consistent across years. Yearlings were nearly all (98%) from Columbia River sources, and only 6% were naturally produced. In late May, yearlings from the lower Columbia and Willamette rivers were farther north than other yearlings, likely due to the early spring timing of their releases from hatcheries and subsequent out-migration from the Columbia River. However, yearling distributions in late June reflected known migration behaviors. Yearlings from interior Columbia and Snake River sources were farthest north by June, whereas yearlings from other stocks were more spread out in latitude. Subyearlings sampled in early summer were also largely from the Columbia River (98%), but greater percentages of subyearlings from coastal rivers were present during the fall (24%). In contrast to yearlings, natural production accounted for nearly one-third of subyearlings. Subyearlings of most stocks tended to remain relatively near their point of sea entry throughout the summer. Subyearlings from the Snake River fall-run stock and upper Columbia River summer–fall-run stock exhibited diverse distributions that included both southward and northward dispersal. Overall, distributions of Chinook Salmon stocks and life history types reflected differences in migration behavior but also reflected the influence of environmental factors and hatchery practices

Forecasting Daily Variability of the S and P 100 Stock Index using Historical, Realised and Implied Volatility Measurements

The increasing availability of financial market data at intraday frequencies has not only led to the development of improved volatility measurements but has also inspired research into their potential value as an information source for volatility forecasting. In this paper we explore the forecasting value of historical volatility (extracted from daily return series), of implied volatility (extracted from option pricing data) and of realised volatility (computed as the sum of squared high frequency returns within a day). First we consider unobserved components and long memory models for realised volatility which is regarded as an accurate estimator of volatility. The predictive abilities of realised volatility models are compared with those of stochastic volatility models and generalised autoregressive conditional heteroskedasticity models for daily return series. These historical volatility models are extended to include realised and implied volatility measures as explanatory variables for volatility. The main focus is on forecasting the daily variability of the Standard and Poor's 100 stock index series for which trading data (tick by tick) of almost seven years is analysed. The forecast assessment is based on the hypothesis of whether a forecast model is outperformed by alternative models. In particular, we will use superior predictive ability tests to investigate the relative forecast performances of some models. Since volatilities are not observed, realised volatility is taken as a proxy for actual volatility and is used for computing the forecast error. A stationary bootstrap procedure is required for computing the test statistic and its $p$-value. The empirical results show convincingly that realised volatility models produce far more accurate volatility forecasts compared to models based on daily returns. Long memory models seem to provide the most accurate forecasts