Optimal significance tests in simultaneous equation models

Consider testing the null hypothesis that a single structural equation has specified coefficients. The alternative hypothesis is that the relevant part of the reduced form matrix has proper rank, that is, that the equation is identified. The usual linear model with normal disturbances is invariant with respect to linear transformations of the endogenous and of the exogenous variables. When the disturbance covariance matrix is known, it can be set to the identity, and the invariance of the endogenous variables is with respect to orthogonal transformations. The likelihood ratio test is invariant with respect to these transformations and is the best invariant test. Furthermore it is admissible in the class of all tests. Any other test has lower power and/or higher significance level.

"A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models"

We compare four different estimation methods for a coefficient of a linear structural equation with instrumental variables. As the classical methods we consider the limited information maximum likelihood (LIML) estimator and the two-stage least squares (TSLS) estimator, and as the semi-parametric estimation methods we consider the maximum empirical likelihood (MEL) estimator and a generalized method of moments (GMM) (or the estimating equation) estimator. Tables and figures are given for enough values of the parameters to cover most of interest. We have found that the LIML estimator has good performance when the number of instruments is large, that is, the micro-econometric models with many instruments or many weak instruments in the terminology of recent econometric literatures. We give a new result on the asymptotic optimality of the LIML estimator when the number of instruments is large.

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

The distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically. Tables are given for enough values of the parameters to cover all cases of interests. Comparisons are made with the Two-Stage Least Squares estimator

The 4-H Tomato Club

February, 1931.Cover title

Effect of three-particle correlations in low dimensional Hubbard models

A simple approximation which captures some non-perturbative aspects of the one electron Green function of strongly interacting Fermion systems is developed. It provides a way to go one step beyond the usual dilute limit since particle-particle as well as particle-hole scattering are treated on the same footing. Intermediate states are constrained to contain only one particle-hole excitation besides the incoming particle. The Faddeev equations resulting from an exact treatment of this three-body problem are investigated. In one dimension the method is able to show spin and charge decoupling, but does not reproduce the exact nature of power-law singularities. Hey dudes, check out the analytical solution in section III!Comment: 21 pages plus six figures (appended as postscript files) in RevTeX v.

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

The distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically. Tables are given for enough values of the parameters to cover all cases of interests. Comparisons are made with the Two-Stage Least Squares estimator

Jefferson Freeway Investigation (Westbound Lanes)

The Kentucky Transportation Research Program (KTRP) was retained to perform an investigation for the Kentucky Department of Highways to assess damage that may be attributed to passage of the Model 992C over portions of the Jefferson Freeway. KTRP investigators conducted visual surveys, performed Road Rater deflection tests, did in-place California Bearing Ratio (CBR) testing on subgrade materials, obtained pavement cores, and conducted laboratory tests and analyses. It appeared the pavement was damaged by the front-end loader. No evidence of damage to the bridges attributable to the front-end loader was detected. Damage to the pavement attributable to passage of the front-end loader was assessed in the amount of $322,074.50

Monoamine Oxidase is a Major Determinant of Redox Balance in Human Atrial Myocardium and is Associated With Postoperative Atrial Fibrillation

BACKGROUND: Onset of postoperative atrial fibrillation (POAF) is a common and costly complication of heart surgery despite major improvements in surgical technique and quality of patient care. The etiology of POAF, and the ability of clinicians to identify and therapeutically target high-risk patients, remains elusive. METHODS AND RESULTS: Myocardial tissue dissected from right atrial appendage (RAA) was obtained from 244 patients undergoing cardiac surgery. Reactive oxygen species (ROS) generation from multiple sources was assessed in this tissue, along with total glutathione (GSHt) and its related enzymes GSH-peroxidase (GPx) and GSH-reductase (GR). Monoamine oxidase (MAO) and NADPH oxidase were observed to generate ROS at rates 10-fold greater than intact, coupled mitochondria. POAF risk was significantly associated with MAO activity (Quartile 1 [Q1]: adjusted relative risk [ARR]=1.0; Q2: ARR=1.8, 95% confidence interval [CI]=0.84 to 4.0; Q3: ARR=2.1, 95% CI=0.99 to 4.3; Q4: ARR=3.8, 95% CI=1.9 to 7.5; adjusted Ptrend=0.009). In contrast, myocardial GSHt was inversely associated with POAF (Quartile 1 [Q1]: adjusted relative risk [ARR]=1.0; Q2: ARR=0.93, 95% confidence interval [CI]=0.60 to 1.4; Q3: ARR=0.62, 95% CI=0.36 to 1.1; Q4: ARR=0.56, 95% CI=0.34 to 0.93; adjusted Ptrend=0.014). GPx also was significantly associated with POAF; however, a linear trend for risk was not observed across increasing levels of the enzyme. GR was not associated with POAF risk. CONCLUSIONS: Our results show that MAO is an important determinant of redox balance in human atrial myocardium, and that this enzyme, in addition to GSHt and GPx, is associated with an increased risk for POAF. Further investigation is needed to validate MAO as a predictive biomarker for POAF, and to explore this enzyme's potential role in arrhythmogenesis

The Sloan Digital Sky Survey Reverberation Mapping Project: Investigation of Continuum Lag Dependence on Broad-Line Contamination and Quasar Properties

This work studies the relationship between accretion-disk size and quasar properties, using a sample of 95 quasars from the SDSS-RM project with measured lags between the $g$ and $i$ photometric bands. Our sample includes disk lags that are both longer and shorter than predicted by the \citet{SS73} model, requiring explanations which satisfy both cases. Although our quasars each have one lag measurement, we explore the wavelength-dependent effects of diffuse broad line region (BLR) contamination through our sample's broad redshift range, $0.1<z<1.2$. We do not find significant evidence of variable diffuse \FeII\ and Balmer nebular emission in the root-mean-square (RMS) spectra, nor from Anderson-Darling tests of quasars in redshift ranges with and without diffuse nebular emission falling in the observed-frame filters. Contrary to previous work, we do not detect a significant correlation between measured continuum and BLR lags in our luminous quasar sample, similarly suggesting that our continuum lags are not dominated by diffuse nebular emission. Similar to other studies, we find that quasars with larger-than-expected continuum lags have lower 3000~\AA\ luminosity, and we additionally find longer continuum lags with lower X-ray luminosity and black hole mass. Our lack of evidence for diffuse BLR contribution to the lags indicates that the anti-correlation between continuum lag and luminosity is not likely to be due to the Baldwin effect. Instead, these anti-correlations favor models in which the continuum lag increases in lower-luminosity AGN, including scenarios featuring magnetic coupling between the accretion disk and X-ray corona, and/or ripples or rims in the disk.Comment: 15 pages, 10 figure

The Sloan Digital Sky Survey Reverberation Mapping Project : investigation of continuum lag dependence on broad-line contamination and quasar properties

Funding: H.W.S., J.R.T., M.C.D., and L.B.F. acknowledge support from NSF grant CAREER-1945546, and with C.J.G. acknowledge support from NSF grants AST-2009539 and AST-2108668. C.R. acknowledges support from Fondecyt Regular grant 1230345 and ANID BASAL project FB210003. M.L.M.-A. acknowledges financial support from Millenium Nucleus NCN19-058 (TITANs).This work studies the relationship between accretion-disk size and quasar properties, using a sample of 95 quasars from the Sloan Digital Sky Survey Reverberation Mapping Project with measured lags between the g and i photometric bands. Our sample includes disk lags that are both longer and shorter than predicted by the Shakura and Sunyaev model, requiring explanations that satisfy both cases. Although our quasars each have one lag measurement, we explore the wavelength-dependent effects of diffuse broad-line region (BLR) contamination through our sample’s broad redshift range, 0.1 < z < 1.2. We do not find significant evidence of variable diffuse Fe ii and Balmer nebular emission in the rms spectra, nor from Anderson–Darling tests of quasars in redshift ranges with and without diffuse nebular emission falling in the observed-frame filters. Contrary to previous work, we do not detect a significant correlation between the measured continuum and BLR lags in our luminous quasar sample, similarly suggesting that our continuum lags are not dominated by diffuse nebular emission. Similar to other studies, we find that quasars with larger-than-expected continuum lags have lower 3000 Å luminosities, and we additionally find longer continuum lags with lower X-ray luminosities and black hole masses. Our lack of evidence for diffuse BLR contribution to the lags indicates that the anticorrelation between continuum lag and luminosity is not likely to be due to the Baldwin effect. Instead, these anticorrelations favor models in which the continuum lag increases in lower-luminosity active galactic nuclei, including scenarios featuring magnetic coupling between the accretion disk and X-ray corona, and/or ripples or rims in the disk.Publisher PDFPeer reviewe