Several least-squares problems related to the Hodrick–Prescott filtering

The Hodrick–Prescott (HP) filtering is frequently used in macroeconometrics to decompose time series, such as real gross domestic product, into their trend and cyclical components. Because the HP filtering is a basic econometric tool, it is necessary to have a precise understanding of the nature of it. This article contributes to the literature by listing several (penalized) least-squares problems that are related to the HP filtering, three of which are newly introduced in the article, and showing their properties. We also remark on their generalization.     

Relationships between muscle strength and multi-channel surface EMG parameters in eighty-eight elderly

Background

Since age-related muscle strength loss cannot be explained solely by muscle atrophy, other determinants would also contribute to muscle strength in elderly. The present study aimed to clarify contribution of neuromuscular activation pattern to muscle strength in elderly group. From 88 elderlies (age: 61~?83 years), multi-channel surface electromyography (EMG) of the vastus lateralis muscle was recorded with two-dimensional 64 electrodes during isometric submaximal ramp-up knee extension to assess neuromuscular activation pattern. Correlation analysis and stepwise regression analysis were performed between muscle strength and the parameters for signal amplitude and spatial distribution pattern, i.e., root mean square (RMS), correlation coefficient, and modified entropy of multi-channel surface EMG.

Results

There was a significant correlation between muscle strength and RMS (r =?0.361, p =?0.001) in the elderly. Muscle thickness (r =?0.519, p <?0.001), RMS (r =?0.288, p?=?0.001), and normalized RMS (r =?0.177, p =?0.047) were selected as major determinants of muscle strength in stepwise regression analysis (r?=?0.664 in the selected model).

Conclusion

These results suggest that inter-individual difference in muscle strength in elderly can be partly explained by surface EMG amplitude. We concluded that neuromuscular activation pattern is also major determinants of muscle strength on elderly in addition to indicator of muscle volume.

     

Construction of the integrated model for practical career support to the professional athletes

Recently, along with the enhancement of the argument for career of athletes, many researchers who major in sports psychology focus mainly on athletic retirement, a coordination of transitions in sport or and outside sport, social support and professional assistance in career transition, in the context of the second career concerning to professional athletes in Japan. However, when it comes to career transition of professional athletes, it is necessary to consider "career" from the whole perspectives of human life. Therefore, the purpose of this study is to clarify the career transition of professional athletes by the way of questionnaire and interview survey, which is approached from the view point of industrial/organizational psychology. For this purpose, we implemented the interview survey to professional athletes in 2008. In addition, we carried out the investigation to professional football players (interview survey: 5 players, questionnaire survey: 102 players) in 2009. Consequently, three following findings were led in conclusion. (1)Career intervention to professional athletes should be performed before the turning point of the career (career transition). (2)It is important to assess the career intervention to professional athletes. (3)It is an important stance to watch the processes when professional athletes open up one's career by oneself.     

Influence of a home-based exercise program on the urine pH in elderly female subjects: a secondary analysis of a randomized controlled trial

Background

A low urine pH is a characteristic metabolic feature of metabolic syndrome and type 2 diabetes. The purpose of the current study was to investigate the effects of a 12-week home-based bench step exercise on the urine pH status of elderly female subjects.

Methods

The current study is a secondary analysis of a randomized controlled trial (RCT) in which 59 postmenopausal female subjects were randomized to either the exercise group (n?=?29) or the control group (n?=?30). The subjects in the exercise group were instructed to perform home-based exercises using a bench step at the anaerobic threshold (AT), with a goal of performing ≥140 min/week at home for 12 weeks. The subjects in the control group were instructed to not change their normal lifestyle. Urine was collected after overnight fasting, and the urine pH was measured using a urinary test strip. The inter-group-differences at baseline and the pre-post changes within groups were assessed using the Mann-Whitney U test and Wilcoxon’s signed-rank test, respectively. Additionally, the difference in the post-intervention urine pH levels of the two groups, adjusted for the pre-intervention values (the estimated effect size) and the precision (95% confidence intervals) were investigated using an analysis of covariance.

Results

The pre-post comparison of the urine pH data using Wilcoxon’s signed-rank test showed a significant increase in the urine pH levels of the exercise group (p?<?0.05); there was no significant change in the urine pH levels of the control group. However, the estimated effect size (0.15) was small and the confidence interval straddled 0 (?0.25–0.55).

Conclusions

Based on the results of the current secondary analysis of an RCT, we could not clearly conclude that exercise has a beneficial effect on the urine pH. Further well-designed RCTs should be conducted to determine whether aerobic exercise is truly able to ameliorate urine acidification.

Trial registration

The study was retrospectively registered in the University Hospital Medical Information Network (UMIN) as “Effect of step exercise on aerobic fitness and progression of atherosclerosis in the elderly” under the registration number UMIN 000026743 (the date of registration: March 28, 2017).

     

Multiple comparisons in two-factor testing of psychophysical thresholds by the delta test method

We propose an algorithm of multiple comparisons in two-factor testing of psychophysical thresholds. We use logistic regression combined with guessing rate and adopt the step-down procedure with Ryan–Einot–Gabriel–Welsch (REGW) significance levels for multiple test. We test hypotheses of main effects and interaction in two-factor problem by using the delta test statistics.     

A small but practically useful modification to the Hodrick–Prescott filtering: A note

The Hodrick–Prescott (HP) filtering is widely applied to decompose macroeconomic time series, such as real Gross Domestic Product, into cyclical and trend components. This paper presents a small but practically useful modification to this approach. The reason why this modified filtering is of practical use is that it provides not only identical trend estimates as the HP filtering but also extrapolations of the trend. We provide a proof based on a ridge regression representation of the modified HP filtering. This is mainly because it enhances our understanding of the approach.     

The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression

The Frisch–Waugh–Lovell (FWL) (partitioned regression) theorem is essential in regression analysis. This is partly because it is quite useful to derive theoretical results. The lasso regression and the ridge regression, both of which are penalized least-squares regressions, have become popular statistical techniques. This article describes that the FWL theorem remains valid for these penalized least-squares regressions. More precisely, we demonstrate that the covariates corresponding to unpenalized regression parameters in these penalized least-squares regression can be projected out. Some other results related to the FWL theorem in such penalized least-squares regressions are also presented.     

当前世界危机在《资本论》（1868）和《帝国主义论》（1917）中的阐释

关于本次世界经济危机,马克思主义经济学家认为原因有二：一是认为这场危机是＂新自由主义的失败＂;二是将其当作由生产过剩引发的资本主义循环性危机去理解。但是,观点二并没有解释这场经济危机为何成为了＂百年不遇＂的事件;而观点一也没有解释自由主义的失败是资本主义的失败。笔者认为,新自由主义是资本主义衰落的必然结果,所以,新自由主义的失败就是资本主义的失败。为此,对上述两种观点进行了否定,认为这次危机的本质是发达资本主义国家不想适应＂零增长＂的新的经济社会制度。另外,反对金融资本主义,认为应该重视马克思的生产性劳动理论。     

Life with and without heart disease among women and men over 50

This article uses a demographic approach and data from the Health and Retirement Survey, a nationally representative sample of the U.S. population, to investigate sex differences in the length of life lived with heart disease and after a heart attack for persons in the United States age 50 and older. On average, women live longer than men with heart disease. At age 50 women can expect to live 7.9 years and men 6.7 years with heart disease. The average woman experiences heart disease onset three years older and heart attacks 4.4 years older than men.