Run-On Sentence: Remedies for Erroneous Career Offender Enhancements

Guilty pleas have come to resolve all but a fraction of federal criminal cases. So for most federal defendants, sentencing is the criminal justice process’s most important phase. That phase begins with the calculation of a recommended sentencing range based on the U.S. Sentencing Guidelines. If a defendant has previously committed two violent crimes or drug offenses, the Guidelines designate him a career offender and drastically enhance his recommended sentencing range. The range is only advisory, but judges must consult and account for the range, and it plays an unquestionably significant role in the defendant’s ultimate sentence. What if the Supreme Court later clarifies that the defendant’s crimes were not career offender predicates after all? What if the correct inputs would have yielded a shorter sentence? This Note examines remedies for mistakes like erroneously applying the career offender enhancement. It begins by exploring the federal sentencing system’s background and the available remedies for sentencing errors in general, including some remedies grounded in a due process right to be sentenced based on accurate information. It discusses sentencing and appellate-review practices since the Supreme Court made the Guidelines advisory, and observes how courts of appeals have treated those practices—erroneous career offender enhancements are generally curable on direct appeal, but recent appellate decisions have denied relief to prisoners who are subjected to the same errors but whose sentences had already become final. This discussion concludes by scrutinizing those cases and discussing them in the context of concerns for due process and fundamental fairness

Abundances determined using Si II and Si III in B-type stars: evidence for stratification

It is becoming clear that determination of the abundance of Si using lines of Si II and Si III can lead to quite discordant results in mid to late B-type stars. The difference between the Si abundances derived from the two ion states can exceed one dex in some cases. We have carried out a study intended to clarify which kinds of B stars exhibit this discrepancy, to try to identify regularities in the phenomenon, and to explore possible explanations such as abundance stratification by comparing models to observed spectra. We used spectra from the ESPaDOnS spectropolarimeter and FEROS spectrograph, supplemented with spectra from the ESO and ELODIE archives, of magnetic Bp, HgMn, and normal B-type stars ranging in effective temperature from about 10500 to 15000 K. Using these spectra, we derived abundances using the spectrum synthesis program ZEEMAN which can take into account the influence of magnetic fields. For each star, accurate abundances of Si II, Si III, Ti, Cr, and Fe were derived. All magnetic Bp stars in our sample show a discordance between the derived abundances of the first and second ions of silicon, with the latter being between 0.6 - 1.7 dex higher. The same behaviour is observed in the non-magnetic stars but to a much smaller extent: Si III is enhanced by between 0.3 - 0.8 dex compared to Si II.We do not detect the discrepancy in three stars, HD 22136 (normal), HD 57608 (HgMn) and HD 27295 (HgMn); these are the only stars in our sample for which the microturbulence parameter is significantly different from zero, and which therefore probably have convection occurring in their atmospheres. We find that vertical stratification of silicon in the atmospheres of B-type stars may provide an explanation of this phenomenon, but our detailed stratification models do not completely explain the discrepancies, which may, in part, be due to non-LTE effects.Comment: 9 pages, 2 figures, accepted for publication in A&

The Effects of Health Insurance and Self-Insurance on Retirement Behavior

This paper provides an empirical analysis of the effects of employer-provided health insurance, Medicare, and Social Security on retirement behavior. Using data from the Health and Retirement Study, we estimate a dynamic programming model of retirement that accounts for both saving and uncertain medical expenses. Our results suggest that Medicare is important for understanding retirement behavior, and that uncertainty and saving are both important for understanding the labor supply responses to Medicare. Half the value placed by a typical worker on his employer-provided health insurance is the value of reduced medical expense risk. Raising the Medicare eligibility age from 65 to 67 leads individuals to work an additional 0.074 years over ages 60-69. In comparison, eliminating two years worth of Social Security benefits increases years of work by 0.076 years.

Skill-Biased Technical Change and the Cost of Higher Education: An Exploratory Model

We document trends in higher education costs and tuition over the past 50 years. To explain these trends, we develop and simulate a general equilibrium model with skill- and sector-biased technical change. We assume that higher education suffers from Baumol's (1967) service sector disease, in that the quantity of labor and capital needed to educate a student is constant over time. Calibrating the model, we show that it can explain the rise in college costs between 1959 and 2000. We then use the model to perform a number of numerical experiments. We find, consistent with a number of studies, that changes in the tuition discount rate have little long-run effect on college attainment.

Optimal Investment with Lumpy Costs

In this paper we solve a continuous-time model of investment with uncertainty, irreversibility and a broad class of lumpy adjustment costs. In addition to being general, our solution is quite tractable and intuitive. We show that, in contrast to standard results, the marginal value of capital jumps when investment is undertaken. We also find that firms facing higher uncertainty let their capital stock depreciate further before they invest, but increase their capital by a similar proportion once they do invest. We extend both the user cost and q theories of investment to incorporate lumpy investment. We confirm that with lumpy investment, a variant of Tobin's q can be a better predictor of investment than marginal q.

A Smoothed-Distribution Form of Nadaraya-Watson Estimation

Given observation-pairs (xi ,yi ), i = 1,...,n , taken to be independent observations of the random pair (X ,Y), we sometimes want to form a nonparametric estimate of m(x) = E(Y/ X = x). Let YE have the empirical distribution of the yi , and let (XS ,YS ) have the kernel-smoothed distribution of the (xi ,yi ). Then the standard estimator, the Nadaraya-Watson form mNW(x) can be interpreted as E(YE?XS = x). The smoothed-distribution estimator ms (x)=E(YS/XS = x) is a more general form than  mNW (x) and often has better properties. Similar considerations apply to estimating Var(Y/X = x), and to local polynomial estimation. The discussion generalizes to vector (xi ,yi ).nonparametric regression, Nadaraya-Watson, kernel density, conditional expectation estimator, conditional variance estimator, local polynomial estimator