Bootstrap-Based Improvements for Inference with Clustered Errors

Microeconometrics researchers have increasingly realized the essential need to account for any within-group dependence in estimating standard errors of regression parameter estimates. The typical preferred solution is to calculate cluster-robust or sandwich standard errors that permit quite general heteroskedasticity and within-cluster error correlation, but presume that the number of clusters is large. In applications with few (5-30) clusters, standard asymptotic tests can over-reject considerably. We investigate more accurate inference using cluster bootstrap-t procedures that provide asymptotic refinement. These procedures are evaluated using Monte Carlos, including the much-cited differences-in-differences example of Bertrand, Mullainathan and Duflo (2004). In situations where standard methods lead to rejection rates in excess of ten percent (or more) for tests of nominal size 0.05, our methods can reduce this to five percent. In principle a pairs cluster bootstrap should work well, but in practice a Wild cluster bootstrap performs better.clustered errors; random effects; cluster robust; sandwich; bootstrap; bootstrap-t; clustered bootstrap; pairs bootstrap; wild bootstrap.

Bootstrap-Based Improvements for Inference with Clustered Errors

Researchers have increasingly realized the need to account for within-group dependence in estimating standard errors of regression parameter estimates. The usual solution is to calculate cluster-robust standard errors that permit heteroskedasticity and within-cluster error correlation, but presume that the number of clusters is large. Standard asymptotic tests can over-reject, however, with few (5-30) clusters. We investigate inference using cluster bootstrap-t procedures that provide asymptotic refinement. These procedures are evaluated using Monte Carlos, including the example of Bertrand, Duflo and Mullainathan (2004). Rejection rates of ten percent using standard methods can be reduced to the nominal size of five percent using our methods.

Robust Inference with Multi-way Clustering

In this paper we propose a new variance estimator for OLS as well as for nonlinear estimators such as logit, probit and GMM, that provcides cluster-robust inference when there is two-way or multi-way clustering that is non-nested. The variance estimator extends the standard cluster-robust variance estimator or sandwich estimator for one-way clustering (e.g. Liang and Zeger (1986), Arellano (1987)) and relies on similar relatively weak distributional assumptions. Our method is easily implemented in statistical packages, such as Stata and SAS, that already offer cluster-robust standard errors when there is one-way clustering. The method is demonstrated by a Monte Carlo analysis for a two-way random effects model; a Monte Carlo analysis of a placebo law that extends the state-year effects example of Bertrand et al. (2004) to two dimensions; and by application to two studies in the empirical public/labor literature where two-way clustering is present.

A task and performance analysis of endoscopic submucosal dissection (ESD) surgery

BACKGROUND: ESD is an endoscopic technique for en bloc resection of gastrointestinal lesions. ESD is a widely-used in Japan and throughout Asia, but not as prevalent in Europe or the US. The procedure is technically challenging and has higher adverse events (bleeding, perforation) compared to endoscopic mucosal resection. Inadequate training platforms and lack of established training curricula have restricted its wide acceptance in the US. Thus, we aim to develop a Virtual Endoluminal Surgery Simulator (VESS) for objective ESD training and assessment. In this work, we performed task and performance analysis of ESD surgeries. METHODS: We performed a detailed colorectal ESD task analysis and identified the critical ESD steps for lesion identification, marking, injection, circumferential cutting, dissection, intraprocedural complication management, and post-procedure examination. We constructed a hierarchical task tree that elaborates the order of tasks in these steps. Furthermore, we developed quantitative ESD performance metrics. We measured task times and scores of 16 ESD surgeries performed by four different endoscopic surgeons. RESULTS: The average time of the marking, injection, and circumferential cutting phases are 203.4 (σ: 205.46), 83.5 (σ: 49.92), 908.4 s. (σ: 584.53), respectively. Cutting the submucosal layer takes most of the time of overall ESD procedure time with an average of 1394.7 s (σ: 908.43). We also performed correlation analysis (Pearson's test) among the performance scores of the tasks. There is a moderate positive correlation (R = 0.528, p = 0.0355) between marking scores and total scores, a strong positive correlation (R = 0.7879, p = 0.0003) between circumferential cutting and submucosal dissection and total scores. Similarly, we noted a strong positive correlation (R = 0.7095, p = 0.0021) between circumferential cutting and submucosal dissection and marking scores. CONCLUSIONS: We elaborated ESD tasks and developed quantitative performance metrics used in analysis of actual surgery performance. These ESD metrics will be used in future validation studies of our VESS simulator

No Forest Left Behind

Mitigating climate change by reducing deforestation should involve incentives for countries that currently have high forest cover and low deforestation rates

Pulse radiolysis of liquid water using picosecond electron pulses produced by a table-top terawatt laser system

A laser based electron generator is shown, for the first time, to produce sufficient charge to conduct time resolved investigations of radiation induced chemical events. Electron pulses generated by focussing terawatt laser pulses into a supersonic helium gas jet are used to ionize liquid water. The decay of the hydrated electrons produced by the ionizing electron pulses is monitored with 0.3 μs time resolution. Hydrated electron concentrations as high as 22 μM were generated. The results show that terawatt lasers offer both an alternative to linear accelerators and a means to achieve subpicosecond time resolution for pulse radiolysis studies. © 2000 American Institute of Physics.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/69949/2/RSINAK-71-6-2305-1.pd

All-optical trion generation in single walled carbon nanotubes

We present evidence of all optical trion generation and emission in undoped single walled carbon nanotubes (SWCNTs). Luminescence spectra, recorded on individual SWCNTs over a large CW excitation intensity range, show trion emission peaks red-shifted with respect to the bright exciton peak. Clear chirality dependence is observed for 22 separate SWCNT species, allowing for determination of electron-hole exchange interaction and trion binding energy contributions. Luminescence data together with ultrafast pump probe experiments on chirality sorted bulk samples suggest that exciton-exciton annihilation processes generate dissociated carriers that allow for trion creation upon a subsequent photon absorption event.Comment: 13 pages, 4 figure

On finite pp-groups whose automorphisms are all central

An automorphism $\alpha$ of a group $G$ is said to be central if $\alpha$ commutes with every inner automorphism of $G$. We construct a family of non-special finite $p$-groups having abelian automorphism groups. These groups provide counter examples to a conjecture of A. Mahalanobis [Israel J. Math., {\bf 165} (2008), 161 - 187]. We also construct a family of finite $p$-groups having non-abelian automorphism groups and all automorphisms central. This solves a problem of I. Malinowska [Advances in group theory, Aracne Editrice, Rome 2002, 111-127].Comment: 11 pages, Counter examples to a conjecture from [Israel J. Math., {\bf 165} (2008), 161 - 187]; This paper will appear in Israel J. Math. in 201

Low-latitude Scintillation weakening during sudden stratospheric warming events

Global Positioning System (GPS) L1-frequency (1.575 GHz) amplitude scintillations at São José dos Campos (23.1°S, 45.8°W, dip latitude 17.3°S), located under the southern crest of the equatorial ionization anomaly, are analyzed during the Northern Hemisphere winter sudden stratospheric warming (SSW) events of 2001/2002, 2002/2003, and 2012/2013. The events occurred during a period when moderate to strong scintillations are normally observed in the Brazilian longitude sector. The selected SSW events were of moderate and major categories and under low Kp conditions. The most important result of the current study is the long-lasting (many weeks) weakening of scintillation amplitudes at this low-latitude station, compared to their pre-SSW periods. Ionosonde-derived evening vertical plasma drifts and meridional neutral wind effects inferred from total electron content measurements are consistent with the observed weakening of GPS scintillations during these SSW events. This work provides strong evidence of SSW effects on ionospheric scintillations and the potential consequences of such SSW events on Global Navigation Satellite System-based applications