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CPS2292 Roger S. Zoh, PhD et al.
               post follow up. The count of steps represents the number of steps taken over
               a given period of time and is an indicator of a subject's physical activity levels.
               Current guidelines for recommended daily physical activity levels are based on
               the duration of time spent in either moderate or vigorous intensity activity
               levels and number of steps per day (Matthews, 2012). For example, Tudor et
               al.  (2004)  indicated  that  activity  levels  of  12,000  steps/day  and  15,000
               steps/day for boys and girls, respectively were recommended for maintenance
               of healthy  body composition for children between the ages of 6-12 years.
               While daily energy expenditure is defined as the total number of calories or
               energy used by the body to perform daily bodily functions.

                   Table  1  Descriptive  statistics  for  the  study  sample  at  baseline  (n=255).
               "Other"=Asians/Native  Americans,  EE=  energy  expenditure,  SD=standard
               deviation.





















                   In  our  application,  energy  expenditure  and  step  counts  were  both
               collected per minute from the SenseWear Armband® (BodyMedia, Pittsburgh,
               PA) among the 374 children enrolled in the study who wore accelerometers
               while in school for one week at baseline. The children's body weight, height,
               age, and sex were all collected at baseline, while their BMI's were calculated at
               the  beginning  of  each  semester  over  the  study  period.  True  daily  energy
               expenditure behaviour, X(t), was considered the latent covariate. The surrogate
               measure for $X(t)$ was the energy expenditure taken per hour obtained from
               the  device,  W(t).  Step  counts  measured  by  the  device  was  treated  as  the
               instrumental variable in this application, M(t). We assume that $cov\{X(t),M(t)\}
               \neq 0$ and $cov\{M(t),U(t)\} = 0$. Justification of the use of instrumental
               variables is challenging in practice. However, an instrumental variable may be
               based on a separate independent measure of X(t). In our application, both M(t)
               and  W(t)  were  obtained  from  the  same  device.  But  their  measured  or
               calculated  measures  were  obtained  separately.  The  SenseWear  Armband®
               obtained  the  step  count  based  on  a  3-axis  accelerometer  and  pattern

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