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The present study examined the effects of physical activity, weight, and weight change on femoral bone loss in relation to age in elderly women. Baseline and follow-up measurements at an average interval of 2.7 years of femoral neck bone mineral density (BMD) were reanalyzed for 827 women who were part of the Dubbo Osteoporosis Epidemiology Study. Physical activity was assessed based on hours per day spent in each of various activities according to its expected oxygen consumption. The rate of loss of BMD progressively increased with age, i.e., −0.6 ± 0.1, −1.1 ± 0.2, and −2.1± 0.6% per year (mean ± SEM) for the 60-69, 70-79, and ≥80 age groups, respectively (p < 0.001). After adjustment for age, physically inactive women lost more (−1.4 ± 0.2% per year; p < 0.001), compared with physically active women (−0.5 ± 0.3% per year; p = 0.15). Thinner women experienced more rapid bone loss, and women whose weight decreased(≥5%) over the study period lost more bone (−1.7 ± 0.4% per year) than those whose weight was stable (−0.8 ± 0.1% per year) or increased(+0.1 ± 0.3% per year; p < 0.01, analysis of variance). Furthermore, women whose BMD was high (>0.81 g/cm2) at baseline experienced greater loss (−1.1 ± 0.2%) compared with those in the middle tertile (1.0 ± 0.2%) or lowest tertile (−0.5 ± 0.3%). Independent predictors of rate of bone loss included age, baseline BMD, weight, weight change, and physical activity; collectively these factors accounted for 13% of total variance of bone loss by multiple regression analysis. It is concluded that a physically active lifestyle and stable weight in the later decades of life may retard proximal femur bone loss and thus contribute to reduction of fracture risk.