Effects of vitamin B12 on plasma melatonin rhythm in humans: increased light sensitivity phase-advances the circadian clock?

Vitamin B12 (methylcobalamin) was administered orally (3 mg/day) to 9 healthy subjects for 4 weeks. Nocturnal melatonin levels after exposure to bright light (ca. 2500 lx) were determined, as well as the levels of plasma melatonin over 24 h. The timing of sleep was also recorded. Vitamin B12 was given blind to the subjects and crossed over with placebo. We found that the 24-h melatonin rhythm was significantly phase-advanced (1.1 h) in the vitamin B12 trial as compared with that in the placebo trial. In addition, the 24-h mean of plasma melatonin level was much lower in the vitamin B12 trial than with the placebo. Furthermore, the nocturnal melatonin levels during bright light exposure were significantly lower in the vitamin B12 trial than with the placebo. On the other hand, vitamin B12 did not affect the timing of sleep. These findings raise the possibility that vitamin B12 phase-advances the human circadian rhythm by increasing the light sensitivity of the circadian clock.     

Influence of hydrochlorothiazide on the pain threshold and on the antinociceptive activity of morphine,in rats

Summary Hydrochlorothiazide, acutely injected in rats, has a weak analgesic activity per se and potentiates and prolongs the antinociceptive effect of morphine.This work was supported in part by grants from Consiglio Nazionale delle Ricerche, and by Ministero della Pubblica Istruzione, Roma.     

Forecast accuracy after pretesting with an application to the stock market

In econometrics, as a rule, the same data set is used to select the model and, conditional on the selected model, to forecast. However, one typically reports the properties of the (conditional) forecast, ignoring the fact that its properties are affected by the model selection (pretesting). This is wrong, and in this paper we show that the error can be substantial. We obtain explicit expressions for this error. To illustrate the theory we consider a regression approach to stock market forecasting, and show that the standard predictions ignoring pretesting are much less robust than naive econometrics might suggest. We also propose a forecast procedure based on the ‘neutral Laplace estimator’, which leads to an improvement over standard model selection procedures. Copyright © 2004 John Wiley & Sons, Ltd.