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r} of the missing values t t of Yj are thought to be NMAR, and let f ji : i 1; rg and f ji : i 1; rg be the means and standard deviations of the predictive distributions of these values at iteration t under a MAR model One possible sensitivity analysis consists of replacing these pre t t dictive means by f ji j ji : i 1; rg for one or more values of j that are thought to represent plausible deviations from MAR, for example j 5 05 if a positive deviation of half a standard deviation is reasonable, j 5 05 if a negative deviation of that size is thought reasonable or both j 5 05 and j 5 05 if the sign of the deviation is unknown.

funds are taxable as unrelated business taxable income. Borrowing stock to initiate short sales does not constitute debt nancing, so pro ts resulting from closing out a short position do not give rise to unrelated business taxable income (UBTI). Buchan: In general, when judging any market neutral strategy, the question should be whether the level of leverage is prudent with respect to the strategy. Clearly, if the strategy involves buying Asian technology stocks and shorting European nancial stocks, there is a signi cant amount of risk (so much, in fact, that few investors would consider such a strategy market neutral). Conversely, if the strategy involves buying stock in a company and then shorting the same company s American Depositary Receipt (ADR) against the long position, the risk would be relatively small. Jacobs: The same is true for xed-income arbitrage: The level of prudent leverage is dependent upon the strategy. Buying Japanese government bonds and shorting European corporate securities is very risky; not only are the corporates inherently riskier (and less liquid), but you re arbitraging between two very different interest rate regimes. But buying U.S. Treasuries and selling short Eurodollar futures (buying a so-called TED spread), is not, as a trade, very risky. Buchan: Basically, it s not the leverage per se that matters, but rather the leverage times the risk of the underlying position; or, more succinctly, it s the net exposure that matters.

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approval for studies where the practitioners do not deviate from their usual diagnosis and treatment methods Also, I have never received funding for my studies and with this study design, I have not needed to pay my patients for participating A case series may report a disorder and prevalence For example, I palpated the masticatory muscles, cervical muscles, and TMJs of 230 TMD patients during their initial exam and asked whether the palpation caused pain in an area different than where I palpated If it did, I documented the location of my palpation and drew on a diagram of the head and neck regions the outline of where the referred pain was perceived Once the study was completed, I made maps of the more common and less common referred pain sites (where the pain was perceived) for each source (Figure 315).

t This change is easily accomplished by replacing the MAR imputations ^ji : i 1; r by y t t NMAR imputations f^ji j ji : i 1; rg The size of the perturbations need to y reflect the fact that draws condition on other variables For an application of this idea, see Van Buuren et al (1999) What this method lacks in sophistication may be compensated by the transparency of the underlying assumptions A Bayesian variant is to assign j a prior distribution and draw values of that parameter at each iteration..

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