Derivative Computations and Robust Standard Errors for Linear Mixed Effects Models in lme4

While robust standard errors and related facilities are available in R for many types of statistical models, the facilities are notably lacking for models estimated via lme4. This is because the necessary statistical output, including the Hessian and casewise gradient of random effect parameters, is not immediately available from lme4 and is not trivial to obtain. In this article, we supply and describe two new functions to obtain this output from Gaussian mixed models: estfun.lmerMod() and vcov.full.lmerMod(). We discuss the theoretical results implemented in the code, focusing on calculation of robust standard errors via package sandwich. We also use the Sleepstudy data to illustrate the code and compare it to a benchmark from package lavaan.Comment: Accepted at Journal of Statistical Softwar

The Lanczos potential for Weyl-candidate tensors exists only in four dimensions

We prove that a Lanczos potential L_abc for the Weyl candidate tensor W_abcd does not generally exist for dimensions higher than four. The technique is simply to assume the existence of such a potential in dimension n, and then check the integrability conditions for the assumed system of differential equations; if the integrability conditions yield another non-trivial differential system for L_abc and W_abcd, then this system's integrability conditions should be checked; and so on. When we find a non-trivial condition involving only W_abcd and its derivatives, then clearly Weyl candidate tensors failing to satisfy that condition cannot be written in terms of a Lanczos potential L_abc.Comment: 11 pages, LaTeX, Heavily revised April 200

Generalized Measurement Invariance Tests with Application to Factor Analysis

The issue of measurement invariance commonly arises in factor-analytic contexts, with methods for assessment including likelihood ratio tests, Lagrange multiplier tests, and Wald tests. These tests all require advance definition of the number of groups, group membership, and offending model parameters. In this paper, we construct tests of measurement invariance based on stochastic processes of casewise derivatives of the likelihood function. These tests can be viewed as generalizations of the Lagrange multiplier test, and they are especially useful for: (1) isolating specific parameters affected by measurement invariance violations, and (2) identifying subgroups of individuals that violated measurement invariance based on a continuous auxiliary variable. The tests are presented and illustrated in detail, along with simulations examining the tests' abilities in controlled conditions.measurement invariance, parameter stability, factor analysis, structural equation models

Gobierno Corporativo en Costa Rica

(Disponible en idioma inglés únicamente) En este trabajo se analizan las prácticas de conducción empresarial en Costa Rica. En primer lugar, se calculan las medidas de conducción empresarial constitutivas empleando datos específicos de 87 compañías costarricenses, y se analizan sus efectos en su desempeño; aquí, la media de la conducción empresarial constitutiva de compañías cotizadas en bolsa es igual a 56. 14. En segundo lugar, se presentan nuevos elementos de juicio sobre las medidas constitutivas de la conducción empresarial de jure y de facto al nivel de compañía y sobre sus repercusiones en el desempeño de las mismas. Los resultados indican que la conducción empresarial de facto es mejor que la conducción empresarial de jure. Estos resultados sugieren que las compañías deben aplicar un conjunto de medidas adicionales para compensar la debilidad del entorno jurídico. Además, se presentan indicios de que una mejor gestión de conducción empresarial y medidas constitutivas se vinculan con un desempeño superior de la empresa. En tercer lugar, en este trabajo se analizan los factores que controlan en última instancia a las empresas cotizadas y no cotizadas en bolsa, y se establecen vínculos entre ellas y sus políticas de dividendos. Las empresas familiares son corrientes en Costa Rica y no necesariamente se vinculan con un mejor desempeño empresarial. En cuarto lugar, se estudia la evolución de la propiedad de compañías en Costa Rica. Por último se analizan cambios del Código de Comercio desde el punto de vista de la buena conducción empresarial.

Lunar orbiting microwave beam power system

A microwave beam power system using lunar orbiting solar powered satellite(s) and surface rectenna(s) was investigated as a possible energy source for the Moon's surface. The concept has the potential of reduced system mass by placing the power source in orbit. This can greatly reduce and/or eliminate the 14 day energy storage requirement of a lunar surface solar system. Also propellants required to de-orbit to the surface are greatly reduced. To determine the practicality of the concept and the most important factors, a zero-th order feasibility analysis was performed. Three different operational scenarios employing state of the art technology and forecasts for two different sets of advanced technologies were investigated. To reduce the complexity of the problem, satellite(s) were assumed in circular equatorial orbits around the Moon, supplying continuous power to a single equatorial base through a fixed horizontal rectenna on the surface. State of the art technology yielded specific masses greater than 2500 kg/kw, well above projections for surface systems. Using advanced technologies the specific masses are on the order of 100 kg/kw which is within the range of projections for surface nuclear (20 kg/kw) and solar systems (500 kg/kw). Further studies examining optimization of the scenarios, other technologies such as lasers transmitters and nuclear sources, and operational issues such as logistics, maintenance and support are being carried out to support the Space Exploration Initiative (SEI) to the Moon and Mars

The Elasticity of Substitution in Demand for Non-Tradable Goods in Costa Rica

Using quarterly (annual) information on consumption and prices of non-tradable goods for the period 1980-2002 (1981-2001), this paper estimates the elasticity of substitution in demand for non-tradable goods in Costa Rica. The unit root and cointegration properties of the time series are tested, and then controlling for exogenous variables, the elasticity of substitution belonging to the interval [1. 46, 2. 14] ([ 0. 22, 0. 28]) is estimated. These results are statistically robust.