1,146 research outputs found

    Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure

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    This paper analyzes the properties of a class of estimators, tests, and confidence sets (CS's) when the parameters are not identified in parts of the parameter space. Specifically, we consider estimator criterion functions that are sample averages and are smooth functions of a parameter theta. This includes log likelihood, quasi-log likelihood, and least squares criterion functions. We determine the asymptotic distributions of estimators under lack of identification and under weak, semi-strong, and strong identification. We determine the asymptotic size (in a uniform sense) of standard t and quasi-likelihood ratio (QLR) tests and CS's. We provide methods of constructing QLR tests and CS's that are robust to the strength of identification. The results are applied to two examples: a nonlinear binary choice model and the smooth transition threshold autoregressive (STAR) model.Asymptotic size, Binary choice, Confidence set, Estimator, Identification, Likelihood, Nonlinear models, Test, Smooth transition threshold autoregression, Weak identification

    Inference in Econometric Models with Structural Change

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    This paper extends the classical Chow (1960) test for structural change in linear regress ion models to a wide variety of nonlinear models, estimated by a variety of different procedures. Wald, Lagrange multiplier-like, and likelihood ratio-like test statistics are introduced. The results allow for heterogeneity and temporal dependence of the observations. In the process of developing the above tests, the paper also provides a compact presentation of general unifying results for estimation and testing in nonlinear parametric econometric models

    Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure

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    This paper is concerned with tests and confi dence intervals for parameters that are not necessarily identifi ed and are de fined by moment inequalities. In the literature, different test statistics, critical value methods, and implementation methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods. We provide a recommended test statistic, moment selection critical value method, and implementation method. We provide data-dependent procedures for choosing the key moment selection tuning parameter kappa and a size-correction factor eta.National Science Foundation (U.S.) (grant SES-0751517

    On optimal inference in the linear IV model

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    This paper considers tests and confidence sets (CSs) concerning the coefficient on the endogenous variable in the linear IV regression model with homoskedastic normal errors and one right‐hand side endogenous variable. The paper derives a finite‐sample lower bound function for the probability that a CS constructed using a two‐sided invariant similar test has infinite length and shows numerically that the conditional likelihood ratio (CLR) CS of Moreira (2003) is not always “very close,” say 0.005 or less, to this lower bound function. This implies that the CLR test is not always very close to the two‐sided asymptotically‐efficient (AE) power envelope for invariant similar tests of Andrews, Moreira, and Stock (2006) (AMS).On the other hand, the paper establishes the finite‐sample optimality of the CLR test when the correlation between the structural and reduced‐form errors, or between the two reduced‐form errors, goes to 1 or −1 and other parameters are held constant, where optimality means achievement of the two‐sided AE power envelope of AMS. These results cover the full range of (nonzero) IV strength.The paper investigates in detail scenarios in which the CLR test is not on the two‐sided AE power envelope of AMS. Also, theory and numerical results indicate that the CLR test is close to having the greatest average power, where the average is over a specified grid of concentration parameter values and over a pair of alternative hypothesis values of the parameter of interest, uniformly over all such pairs of alternative hypothesis values and uniformly over the correlation between the structural and reduced‐form errors. Here, “close” means 0.015 or less for k ≤ 20, where k denotes the number of IVs, and 0.025 or less for 0 < k ≤ 40.The paper concludes that, although the CLR test is not always very close to the two‐sided AE power envelope of AMS, CLR tests and CSs have very good overall properties

    History, College of Medicine: 1959-1968. Chapter 2: College Administration

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    Prepared for the Centennial of The Ohio State University

    Determining the Role of Surgery in Diagnosis and Treatment of Primary CNS Lymphoma

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    Introduction: Primary central nervous system lymphoma (PCNSL) is a rare entity typically treated with a combination of chemotherapy and radiation. The role of surgery is controversial, and biopsy may be non-definitive or injurious. We review our series of stereotactic and excisional biopsy as well as surgical debulking of PCNSL to quantify overall risk and benefits. Methods: Patients with biopsy-confirmed intracranial PCNSL were identified from a large singlecenter academic institution between 2012-2018. Preoperative factors and perioperative outcomes were retrospectively reviewed. Results: A total of 61 cases of PCNSL were identified. Most patients presented with confusion (23.0%), weakness/paralysis (19.7%), and gait disturbance (18.0%). 1.6% were incidentally identified. HIV status was positive in 8.2% of cases. CSF cytology was positive for malignancy in 33.3% of applicable cases. Of all procedures, 44.3% were needle biopsy, 27.9% were open excisional biopsies, and 27.9% were surgical debulking procedures. Prior biopsy had been performed in 9.8%, of which 83.3% (5/6) were positive for PCNSL. Intraoperative frozen pathology failed to illicit a definitive diagnosis in 39.3% of cases despite adequate sampling. Stereotactic biopsies did not demonstrate an increased risk of non-diagnostic frozen pathology compared to open excisional biopsy. Intraoperative complications, 30-day mortality, and long-term survival was not associated with open vs. stereotactic biopsy. Discussion: Biopsy of PCNSL carries a moderate surgical risk that should not be discounted, particularly in the setting of previously diagnosed PCNSL or with evidence of malignancy in CSF cytology. Early initiation of chemotherapy continues to be the mainstay of long-term response and control

    Middle Fossa Extension of Posterior Fossa Meningiomas is Associated with Poorer Clinical Outcomes

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    Introduction: Progression of posterior fossa meningiomas (PFMs) can lead to extension into the middle cranial fossa. Pre-operative imaging allows for quantification of middle fossa extension (MFE). We aimed to determine the clinical impact of MFE on surgical and clinical outcomes during resection of PFMs. Methods: Craniotomies for meningiomas performed at a large single center academic institution from January 2012 to December 2018 were identified. Preoperative MRI and CT imaging was reviewed to determine the presence of MFE of posterior fossa meningiomas and correlated to post-operative outcomes. Results: 65 PFMs were identified and mean follow-up was 28.8 ± 20.1 months. 13/65 PFMs showed MFE preoperatively. Average size of PFMs with MFE (36.1 cm ± 12.1 cm) was similar to PFMs without MFE (33.5 cm ± 9.2 cm, p \u3e 0.05). 9/13 PFMs with MFE were petrous or petroclival, and 4/13 involved the cavernous sinus. Retrosigmoid craniotomy was the most utilized approach for both isolated PFMs (51.9%) and PFMs with MFE (76.9%). Anterior approaches were used in 2/13 PFMs with MFE. Presence of MFE was strongly associated with decreased rates of GTR (RR= 0.1; p \u3c 0.05). MFE wasn’t associated with longer LOS or rates of readmission within 30 days of discharge, but was associated with a significantly higher rate of overall mortality at last follow-up (RR=5.3; 95%; p \u3c 0.05). Conclusion: PFMs with MFE are easily identifiable and are associated with decreased rates of GTR and overall prognosis and may suggest the need for anterior or combined approaches

    Cognitive behaviour therapy versus counselling intervention for anxiety in young people with high-functioning autism spectrum disorders: a pilot randomised controlled trial

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    The use of cognitive-behavioural therapy (CBT) as a treatment for children and adolescents with autism spectrum disorder (ASD) has been explored in a number of trials. Whilst CBT appears superior to no treatment or treatment as usual, few studies have assessed CBT against a control group receiving an alternative therapy. Our randomised controlled trial compared use of CBT against person-centred counselling for anxiety in 36 young people with ASD, ages 12–18. Outcome measures included parent- teacher- and self-reports of anxiety and social disability. Whilst each therapy produced improvements inparticipants, neither therapy was superior to the other to a significant degree on any measure. This is consistent with findings for adults

    Tracing chemical evolution over the extent of the Milky Way's Disk with APOGEE Red Clump Stars

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    We employ the first two years of data from the near-infrared, high-resolution SDSS-III/APOGEE spectroscopic survey to investigate the distribution of metallicity and alpha-element abundances of stars over a large part of the Milky Way disk. Using a sample of ~10,000 kinematically-unbiased red-clump stars with ~5% distance accuracy as tracers, the [alpha/Fe] vs. [Fe/H] distribution of this sample exhibits a bimodality in [alpha/Fe] at intermediate metallicities, -0.9<[Fe/H]<-0.2, but at higher metallicities ([Fe/H]=+0.2) the two sequences smoothly merge. We investigate the effects of the APOGEE selection function and volume filling fraction and find that these have little qualitative impact on the alpha-element abundance patterns. The described abundance pattern is found throughout the range 5<R<11 kpc and 0<|Z|<2 kpc across the Galaxy. The [alpha/Fe] trend of the high-alpha sequence is surprisingly constant throughout the Galaxy, with little variation from region to region (~10%). Using simple galactic chemical evolution models we derive an average star formation efficiency (SFE) in the high-alpha sequence of ~4.5E-10 1/yr, which is quite close to the nearly-constant value found in molecular-gas-dominated regions of nearby spirals. This result suggests that the early evolution of the Milky Way disk was characterized by stars that shared a similar star formation history and were formed in a well-mixed, turbulent, and molecular-dominated ISM with a gas consumption timescale (1/SFE) of ~2 Gyr. Finally, while the two alpha-element sequences in the inner Galaxy can be explained by a single chemical evolutionary track this cannot hold in the outer Galaxy, requiring instead a mix of two or more populations with distinct enrichment histories.Comment: 18 pages, 17 figures. Accepted for publication in Ap
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