Finite‐sample properties of tests for equal forecast accuracy

This study examines the small‐sample properties of some commonly used tests of equal forecast accuracy. The paper considers the size and power of different tests and the performance of different heteroscedasticity and autocorrelation‐consistent (HAC) variance estimators. Monte Carlo experiments show that the tests all suffer some size distortions in small samples, with the distortions varying across tests. The experiments also show that, adjusted for size distortions, the tests have broadly similar power, although some small differences exist. Finally, the experiments indicate that the size and power performances of HAC estimators vary with the features of the data. Copyright © 1999 John Wiley & Sons, Ltd.     

Forecasting an aggregate of cointegrated disaggregates

This study examines the problem of forecasting an aggregate of cointegrated disaggregates. It first establishes conditions under which forecasts of an aggregate variable obtained from a disaggregate VECM will be equal to those from an aggregate, univariate time series model, and develops a simple procedure for testing those conditions. The paper then uses Monte Carlo simulations to show, for a finite sample, that the proposed test has good size and power properties and that whether a model satisfies the aggregation conditions is closely related to out‐of‐sample forecast performance. The paper then shows that ignoring cointegration and specifying the disaggregate model as a VAR in differences can significantly affect analyses of aggregation, with the VAR‐based test for aggregation possibly leading to faulty inference and the differenced VAR forecasts potentially understating the benefits of disaggregate information. Finally, analysis of an empirical problem confirms the basic results. Copyright © 2000 John Wiley & Sons, Ltd.     

Grazing impacts on sagebrush communities of central Utah

Twenty-three study sites were established in the sagebrush communities bordering Utah Lake. Relic (ungrazed) and grazed stands were represented in the sample. Differences in species composition, vegetation, and soil characteristics were assessed. Major differences in species composition and vegetative characteristics were due to the influence of grazing. Major changes were loss of native perennial grass cover, and increases in cover from introduced annual species. Differences in the soil characteristics were due to habitat rather than grazing influences.     

Transferability of tag SNPs in genetic association studies in multiple populations

A general question for linkage disequilibrium-based association studies is how power to detect an association is compromised when tag SNPs are chosen from data in one population sample and then deployed in another sample. Specifically, it is important to know how well tags picked from the HapMap DNA samples capture the variation in other samples. To address this, we collected dense data uniformly across the four HapMap population samples and eleven other population samples. We picked tag SNPs using genotype data we collected in the HapMap samples and then evaluated the effective coverage of these tags in comparison to the entire set of common variants observed in the other samples. We simulated case-control association studies in the non-HapMap samples under a disease model of modest risk, and we observed little loss in power. These results demonstrate that the HapMap DNA samples can be used to select tags for genome-wide association studies in many samples around the world.     

Interleukin-2 gene variation impairs regulatory T cell function and causes autoimmunity

Autoimmune diseases are thought to result from imbalances in normal immune physiology and regulation. Here, we show that autoimmune disease susceptibility and resistance alleles on mouse chromosome 3 (Idd3) correlate with differential expression of the key immunoregulatory cytokine interleukin-2 (IL-2). In order to test directly that an approximately twofold reduction in IL-2 underpins the Idd3-linked destabilization of immune homeostasis, we show that engineered haplodeficiency of Il2 gene expression not only reduces T cell IL-2 production by twofold but also mimics the autoimmune dysregulatory effects of the naturally occurring susceptibility alleles of Il2. Reduced IL-2 production achieved by either genetic mechanism correlates with reduced function of CD4(+) CD25(+) regulatory T cells, which are critical for maintaining immune homeostasis.     

Genome-wide meta-analysis increases to 71 the number of confirmed Crohn's disease susceptibility loci

We undertook a meta-analysis of six Crohn's disease genome-wide association studies (GWAS) comprising 6,333 affected individuals (cases) and 15,056 controls and followed up the top association signals in 15,694 cases, 14,026 controls and 414 parent-offspring trios. We identified 30 new susceptibility loci meeting genome-wide significance (P < 5 × 10??). A series of in silico analyses highlighted particular genes within these loci and, together with manual curation, implicated functionally interesting candidate genes including SMAD3, ERAP2, IL10, IL2RA, TYK2, FUT2, DNMT3A, DENND1B, BACH2 and TAGAP. Combined with previously confirmed loci, these results identify 71 distinct loci with genome-wide significant evidence for association with Crohn's disease.