Semiparametric efficiency in GMM models with auxiliary data

We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the missing variables conditional on proxy variables that are observed in both the primary and the auxiliary database, when such distribution is common to the two data sets. The auxiliary sample can be independent of the primary sample, or can be a subset of it. For both cases, we derive bounds when the probability of missing data given the proxy variables is unknown, or known, or belongs to a correctly specified parametric family. We find that the conditional probability is not ancillary when the two samples are independent. For all cases, we discuss efficient semiparametric estimators. An estimator based on a conditional expectation projection is shown to require milder regularity conditions than one based on inverse probability weighting.Comment: Published in at http://dx.doi.org/10.1214/009053607000000947 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects

We study semiparametric efficiency bounds and efficient estimation of parameters defined through general nonlinear, possibly non-smooth and over-identified moment restrictions, where the sampling information consists of a primary sample and an auxiliary sample. The variables of interest in the moment conditions are not directly observable in the primary data set, but the primary data set contains proxy variables which are correlated with the variables of interest. The auxiliary data set contains information about the conditional distribution of the variables of interest given the proxy variables. Identification is achieved by the assumption that this conditional distribution is the same in both the primary and auxiliary data sets. We provide semiparametric efficiency bounds for both the "verify-out-of-sample" case, where the two samples are independent, and the "verify-in-sample" case, where the auxiliary sample is a subset of the primary sample; and the bounds are derived when the propensity score is unknown, or known, or belongs to a correctly specified parametric family. These efficiency variance bounds indicate that the propensity score is ancillary for the "verify-in-sample" case, but is not ancillary for the "verify-out-of-sample" case. We show that sieve conditional expectation projection based GMM estimators achieve the semiparametric efficiency bounds for all the above mentioned cases, and establish their asymptotic efficiency under mild regularity conditions. Although inverse probability weighting based GMM estimators are also shown to be semiparametrically efficient, they need stronger regularity conditions and clever combinations of nonparametric and parametric estimates of the propensity score to achieve the efficiency bounds for various cases. Our results contribute to the literature on non-classical measurement error models, missing data and treatment effects.Auxiliary data, Measurement error, Missing data, Treatment effect, Semiparametric efficiency bound, GMM, Sieve estimation

Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects

We study semiparametric efficiency bounds and efficient estimation of parameters defined through general nonlinear, possibly non-smooth and over-identified moment restrictions, where the sampling information consists of a primary sample and an auxiliary sample. The variables of interest in the moment conditions are not directly observable in the primary data set, but the primary data set contains proxy variables which are correlated with the variables of interest. The auxiliary data set contains information about the conditional distribution of the variables of interest given the proxy variables. Identification is achieved by the assumption that this conditional distribution is the same in both the primary and auxiliary data sets. We provide semiparametric efficiency bounds for both the “verify-out-of-sample” case, where the two samples are independent, and the “verify-in-sample” case, where the auxiliary sample is a subset of the primary sample; and the bounds are derived when the propensity score is unknown, or known, or belongs to a correctly specified parametric family. These efficiency variance bounds indicate that the propensity score is ancillary for the “verify-in-sample” case, but is not ancillary for the “verify-out-of-sample” case. We show that sieve conditional expectation projection based GMM estimators achieve the semiparametric efficiency bounds for all the above mentioned cases, and establish their asymptotic efficiency under mild regularity conditions. Although inverse probability weighting based GMM estimators are also shown to be semiparametrically efficient, they need stronger regularity conditions and clever combinations of nonparametric and parametric estimates of the propensity score to achieve the efficiency bounds for various cases. Our results contribute to the literature on non-classical measurement error models, missing data and treatment effects

Winking filaments due to cyclic evaporation-condensation

Observations have shown that some filaments appear and disappear in the H$\alpha$ line wing images periodically. There have been no attempts to model these "winking filaments" thus far. The evaporation--condensation mechanism is widely used to explain the formation of solar filaments. Here, we demonstrate, for the first time, how multi-dimensional evaporation--condensation in an arcade setup invariably causes a stretching of the magnetic topology. We aim to check whether this magnetic stretching during cyclic evaporation--condensation could reproduce a winking filament. We used our open-source code MPI-AMRVAC to carry out 2D magnetohydrodynamic simulations based on a quadrupolar configuration. A periodic localized heating, which modulates the evaporation--condensation process, was imposed before, during, and after the formation of the filament. Synthetic H$\alpha$ and 304 \r{A}, images were produced to compare the results with observations. For the first time, we noticed the winking filament phenomenon in a simulation of the formation of on-disk solar filaments, which was in good agreement with observations. Typically, the period of the winking is different from the period of the impulsive heating. A forced oscillator model explains this difference and fits the results well. A parameter survey is also done to look into details of the magnetic stretching phenomenon. We found that the stronger the heating or the higher the layer where the heating occurs, the more significant the winking effect appears.Comment: 14 pages, 6 figures. Accepted by A&

Extended warfarin treatment versus rivaroxaban treatment for first episode of symptomatic unprovoked pulmonary embolism: A prospective cohort study

Purpose: To compare the benefits and risks of extra 6 months of warfarin therapy with those of rivaroxaban treatment in patients with initial unprovoked pulmonary embolism (PE) episode who completed 3- or 6-month of therapy on heparin/vitamin K antagonist standard regime.Methods: This prospective observational study included 212 patients with follow-up from July 2013 to July 2018. The primary endpoint was symptomatic recurrent venous thromboembolism (VT), composite of non-fatal symptomatic PE or deep vein thrombosis or fatal VT, and major bleeding (non-fatal/fatal) up to 6 months. Secondary endpoints were death not related to PE or major bleeding.Results: During the 6-month therapy period, the primary endpoint was seen in 3 out of 106 patients (2.83 %) in warfarin category, and in  rivaroxaban category, for a hazard ratio (HR) of 1.22 [95 % confidence interval (CI) = 0.09 - 11.18; p = 0.813]. With warfarin therapy, 2 patients (1.89 %) had recurrent VT, while 3 patients (2.83 %) had VT with rivaroxaban. Major bleeding was observed in 2 patients (1.89 %) on warfarin, and in one patient (0.94 %) on rivaroxaban. During the entire 18-month period, the primary endpoint was seen in 15 patients (14.15 %) treated with warfarin, and in 18 patients (16.98 %) treated with rivaroxaban (HR 0.84; 95 % CI = 0.47 - 1.84; p = 0.431). Major bleeding was observed in 5 patients (4.72 %) under warfarin (one fatal), relative to 3 patients (2.83 %) under rivaroxaban (R 1.67; 95 % CI = 0.62 - 5.95; p = 0.09).Conclusion: Rivaroxaban showed higher efficacy than warfarin in recurrent VT prevention, with lower risk of major bleeding. However, the extended therapeutic benefit was not maintained post-therapy. Keywords: Pulmonary embolism, Rivaroxaban, Warfarin, Heparin, Vitamin K, Hazard rati

Photodegradation modeling based on laboratory accelerated test data and predictions under outdoor weathering for polymeric materials

Photodegradation, driven primarily by ultraviolet (UV) radiation, is the primary cause of failure for organic paints and coatings, as well as many other products made from polymeric materials exposed to sunlight. Traditional methods of service life prediction involve the use of outdoor exposure in harsh UV environments (e.g., Florida and Arizona). Such tests, however, require too much time (generally many years) to do an evaluation. To overcome the shortcomings of traditional methods, scientists at the U.S. National Institute of Standards and Technology (NIST) conducted a multiyear research program to collect necessary data via scientifically-based laboratory accelerated tests. This paper presents the statistical modeling and analysis of the photodegradation data collected at NIST, and predictions of degradation for outdoor specimens that are subjected to weathering. The analysis involves identifying a physics/chemistry-motivated model that will adequately describe photodegradation paths. The model incorporates the effects of explanatory variables which are UV spectrum, UV intensity, temperature, and relative humidity. We use a nonlinear mixed-effects model to describe the sample paths. We extend the model to allow for dynamic covariates and compare predictions with specimens that were exposed in an outdoor environment where the explanatory variables are uncontrolled but recorded. We also discuss the findings from the analysis of the NIST data and some areas for future research

Sequencing bias: comparison of different protocols of MicroRNA library construction

<p>Abstract</p> <p>Background</p> <p>MicroRNAs(miRNAs) are 18-25 nt small RNAs playing critical roles in many biological processes. The majority of known miRNAs were discovered by conventional cloning and a Sanger sequencing approach. The next-generation sequencing (NGS) technologies enable in-depth characterization of the global repertoire of miRNAs, and different protocols for miRNA library construction have been developed. However, the possible bias between the relative expression levels and sequences introduced by different protocols of library preparation have rarely been explored.</p> <p>Results</p> <p>We assessed three different miRNA library preparation protocols, SOLiD, Illumina versions 1 and 1.5, using cloning or SBS sequencing of total RNA samples extracted from skeletal muscles from Hu sheep and Dorper sheep, and then validated 9 miRNAs by qRT-PCR. Our results show that SBS sequencing data highly correlate with Illumina cloning data. The SOLiD data, when compared to Illumina's, indicate more dispersed distribution of length, higher frequency variation for nucleotides near the 3'- and 5'-ends, higher frequency occurrence for reads containing end secondary structure (ESS), and higher frequency for reads that do not map to known miRNAs. qRT-PCR results showed the best correlation with SOLiD cloning data. Fold difference of Hu sheep and Dorper sheep between qRT-PCR result and SBS sequencing data correlated well (r = 0.937), and fold difference of miR-1 and miR-206 among SOLiD cloning data, qRT-PCR and SBS sequencing data was similar.</p> <p>Conclusions</p> <p>The sequencing depth can influence the quantitative measurement of miRNA abundance, but the discrepancy caused by it was not statistically significant as high correlation was observed between Illumina cloning and SBS sequencing data. Bias of length distribution, sequence variation, and ESS was observed between data obtained with the different protocols. SOLiD cloning data differ from Illumina cloning data mainly because of distinct methods of adapter ligation. The good correlation between qRT-PCR result and SOLiD data might be due to the similarities of the hybridization-based methods. The fold difference analysis indicated that methods based on hybridization may be superior for quantitative measurement of miRNA abundance. Because of the genome sequence of the sheep is not available, our data may not explain how the entire miRNA bias in the natural miRNAs in sheep or other mammal miRNA expression, unbiased artificially synthesized miRNA will help on evaluating the methodology of miRNA library preparation.</p