A Calculation of the Full Neutrino Phase Space in Cold+Hot Dark Matter Models

This paper presents a general-relativistic N-body technique for evolving the phase space distribution of massive neutrinos in linear perturbation theory. The method provides a much more accurate sampling of the neutrino phase space for the HDM initial conditions of N-body simulations in a cold+hot dark matter universe than previous work. Instead of directly sampling the phase space at the end of the linear era, we first compute the evolution of the metric perturbations by numerically integrating the coupled, linearized Einstein, Boltzmann, and fluid equations for all particle species. We then sample the phase space shortly after neutrino decoupling at redshift z=10^9 when the distribution is Fermi-Dirac. To follow the trajectory of each neutrino, we subsequently integrate the geodesic equations for each neutrino in the perturbed background spacetime from z=10^9 to z=13.55, using the linearized metric found in the previous calculation to eliminate discreteness noise. The positions and momenta resulting from this integration represent a fair sample of the full neutrino phase space and can be used as HDM initial conditions for N-body simulations of nonlinear structure evolution in this model. A total of 21 million neutrino particles are used in a 100 Mpc box, with Omega_cdm=0.65, Omega_hdm=0.30, Omega_baryon=0.05, and Hubble constant H_0=50. We find that correlations develop in the neutrino densities and momenta which are absent when only the zeroth-order Fermi-Dirac distribution is considered.Comment: 20 pages, AAS LaTeX v3.0, figures and/or postscript available by anonymous ftp to arcturus.mit.edu, MIT CSR-93-1

Study of the bivariate survival data using frailty models based on Lévy processes

Frailty models allow us to take into account the non-observable inhomogeneity of individual hazard functions. Although models with time-independent frailty have been intensively studied over the last decades and a wide range of applications in survival analysis have been found, the studies based on the models with time-dependent frailty are relatively rare. In this paper, we formulate and prove two propositions related to the identifiability of the bivariate survival models with frailty given by a nonnegative bivariate Lévy process. We discuss parametric and semiparametric procedures for estimating unknown parameters and baseline hazard functions. Numerical experiments with simulated and real data illustrate these procedures. The statements of the propositions can be easily extended to the multivariate case

Proof over promise: towards a more inclusive ranking of Dutch academics in Economics & Business

The Dutch Economics top-40, based on publications in ISI listed journals, is - to the best of our knowledge - the oldest ranking of individual academics in Economics and is well accepted in the Dutch academic community. However, this ranking is based on publication volume, rather than on the actual impact of the publications in question. This paper therefore uses two relatively new metrics, the citations per author per year (CAY) metric and the individual annual h-index (hIa) to provide two alternative, citation-based, rankings of Dutch academics in Economics & Business. As a data source, we use Google Scholar instead of ISI to provide a more comprehensive measure of impact, including citations to and from publications in non-ISI listed journals, books, working and conference papers. The resulting rankings are shown to be substantially different from the original ranking based on publications. Just like other research metrics, the CAY or hIa-index should never be used as the sole criterion to evaluate academics. However, we do argue that the hIa-index and the related citations per author per year metric provide an important additional perspective over and above a ranking based on publications in high impact journals alone. Citation-based rankings are also shown to inject a higher level of diversity in terms of age, gender, discipline and academic affiliation and thus appear to be more inclusive of a wider range of scholarship

Risk-adjusted CUSUM control charts for shared frailty survival models with application to hip replacement outcomes: a study using the NJR dataset

Background:  Continuous monitoring of surgical outcomes after joint replacement is needed to detect which brands’ components have a higher than expected failure rate and are therefore no longer recommended to be used in surgical practice. We developed a monitoring method based on cumulative sum (CUSUM) chart specifically for this application.  Methods:  Our method entails the use of the competing risks model with the Weibull and the Gompertz hazard functions adjusted for observed covariates to approximate the baseline time-to-revision and time-to-death distributions, respectively. The correlated shared frailty terms for competing risks, corresponding to the operating unit, are also included in the model. A bootstrap-based boundary adjustment is then required for risk-adjusted CUSUM charts to guarantee a given probability of the false alarm rates. We propose a method to evaluate the CUSUM scores and the adjusted boundary for a survival model with the shared frailty terms. We also introduce a unit performance quality score based on the posterior frailty distribution. This method is illustrated using the 2003-2012 hip replacement data from the UK National Joint Registry (NJR). Results:  We found that the best model included the shared frailty for revision but not for death. This means that the competing risks of revision and death are independent in NJR data. Our method was superior to the standard NJR methodology. For one of the two monitored components, it produced alarms four years before the increased failure rate came to the attention of the UK regulatory authorities. The hazard ratios of revision across the units varied from 0.38 to 2.28. Conclusions:  An earlier detection of failure signal by our method in comparison to the standard method used by the NJR may be explained by proper risk-adjustment and the ability to accommodate time-dependent hazards. The continuous monitoring of hip replacement outcomes should include risk adjustment at both the individual and unit level

Who leads research productivity growth? Guidelines for R&D policy-makers

[EN] This paper evaluates to what extent policy-makers have been able to promote the creation and consolidation of comprehensive research groups that contribute to the implementation of a successful innovation system. Malmquist productivity indices are applied in the case of the Spanish Food Technology Program, finding that a large size and a comprehensive multi-dimensional research output are the key features of the leading groups exhibiting high efficiency and productivity levels. While identifying these groups as benchmarks, we conclude that the financial grants allocated by the program, typically aimed at small-sized and partially oriented research groups, have not succeeded in reorienting them in time so as to overcome their limitations. We suggest that this methodology offers relevant conclusions to policy evaluation methods, helping policy-makers to readapt and reorient policies and their associated means, most notably resource allocation (financial schemes), to better respond to the actual needs of research groups in their search for excellence (micro-level perspective), and to adapt future policy design to the achievement of medium-long term policy objectives (meso and macro-level).Jiménez Saez, F.; Zabala Iturriagagoitia, JM.; Zofio, JL. (2013). Who leads research productivity growth? Guidelines for R&D policy-makers. Scientometrics. 94(1):273-303. doi:10.1007/s11192-012-0763-0S273303941Abbring, J. H., & Heckman, J. J. (2008). Dynamic policy analysis. In L. Mátyás & P. Sevestre (Eds.), The econometrics of panel data (3rd ed., pp. 795–863). Heidelberg: Springer.Acosta Ballesteros, J., & Modrego Rico, A. (2001). 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Are the Spanish Long-Term Unemployed Unemployable?

Long-term unemployment reached unprecedented levels in Spain in the wake of the Great Recession and it still affects around 57% of the unemployed. We document the sources that contributed to the rise in long-term unemployment and analyze its persistence using state-ofthe- art duration models. We find pervasive evidence of negative duration dependence, while personal characteristics such as mature age, lack of experience, and entitlement to unemployment benefits are key to understand the cross-sectional differences in the incidence of long-term unemployment. The negative impact of low levels of skills and education is muted by the large share of temporary contracts, but once we restrict attention to employment spells lasting at least one month these factors also contribute to a higher risk of long-term unemployment. Surprisingly, workers from the construction sector do not fare worse than similar workers from other sectors. Finally, self-reported reservation wages are found to respond strongly to the cycle, but much less to individual unemployment duration. In view of these findings, we argue that active labour market policies should play a more prominent role in the fight against long-term unemployment while early activation should be used to curb inflows.This is a revised version of the Presidential Address of the 40th Simposio de la Asociación Española de Economía delivered by the first author in Girona (December 2015). We are grateful to Manuel Arellano, Rolf Campos, Mario Izquierdo, Ernesto Villanueva, and seminar participants at the Banco de España, the European Central Bank, the International Labor Office, and the University of Edinburgh for comments, to Yolanda Rebollo- Sanz for help with the data set, and to Lucía Gorjón and Ingeborg Kukla for excellent research assistance. Bentolila thanks the Economics Department of Universidad Carlos III de Madrid for their hospitality. García-Pérez and Jansen gratefully acknowledge financial support from MINECO/FEDER (grants ECO2015-65408-R and ECO2015-69631-P)

An IPW estimator for mediation effects in hazard models: with an application to schooling, cognitive ability and mortality

Large differences in mortality rates across those with different levels of education are a well-established fact. Cognitive ability may be affected by education so that it becomes a mediating factor in the causal chain. In this paper, we estimate the impact of education on mortality using inverse-probability-weighted (IPW) estimators. We develop an IPW estimator to analyse the mediating effect in the context of survival models. Our estimates are based on administrative data, on men born between 1944 and 1947 who were examined for military service in the Netherlands between 1961 and 1965, linked to national death records. For these men, we distinguish four education levels and we make pairwise comparisons. The results show that levels of education have hardly any impact on the mortality rate. Using the mediation method, we only find a significant effect of education on mortality running through cognitive ability, for the lowest education group that amounts to a 15% reduction in the mortality rate. For the highest education group, we find a significant effect of education on mortality through other pathways of 12%

Nonparametric estimation of a dependent competing risks model for unemployment durations

Exit rate, Hazard, Unobserved heterogeneity, Duration dependence, Nonparticipation, J64, C41,