10,106 research outputs found
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
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
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
Application of Hapke photometric model to three geologic surfaces using PARABOLA bidirectional reflection data
The Geologic Remote Sensing Field Experiment (GRSFE) was conducted in July and September of 1989 to collect data with both ground and airborne instrumentation. A major objective of GRSFE was to collect data which could be used to test radiative transfer models for the extraction of composition and textural surface properties from remotely acquired data. Reported here are the initial results from an application of the Hapke photometric model, using data from the Portable Apparatus for Remote Acquisition of Bidirectional Observations of Land and Atmosphere (PARABOLA), a ground based radiometer with three spectral channels. PARABOLA data was collected in the Lunar Crater Volcanic Field in Nevada, specifically from the region of Lunar Lake, a playa. The Hapke model was found to be inadequate for three relatively common geologic surfaces (a clay-rich, hard packed surface with decimeter sized mudcracks; a cobble site, similar to a playa site, but strewn with basaltic cobbles and pebbles; and a surface mantled basalt lava flow). The model is not at fault; rather, the complexity of most geologic surfaces is not accounted for in the initial assumptions
A feasibility assessment of magnetic bearings for free-piston Stirling space power converters
This report describes a design and analysis study performed by Mechanical Technology Incorporated (MTI) under NASA Contract NAS3-26061. The objective of the study was to assess the feasibility and efficacy of applying magnetic bearings to free-piston Stirling-cycle power conversion machinery of the type currently being evaluated for possible use in long-term space missions. The study was performed for a 50-kWe Reference Stirling Space Power Converter (RSSPC) system consisting of two 25-kWe free-piston Stirling engine modules. Two different versions of the RSSPC engine modules have been defined under NASA Contract NAS3-25463. These modules currently use hydrostatic gas bearings to support the reciprocating displacer and power piston assemblies. Results of this study show that active magnetic bearings of the attractive electromagnetic type are technically feasible for RSSPC application provided that wire insulation with 60,000-hr life capability at 300 C can be developed for the bearing coils. From a design integration standpoint, both versions of the RSSPC were found to be conceptually amenable to magnetic support of the power piston assembly. However, only one version of the RSSPC was found to be amendable to magnetic support of the displacer assembly. Unacceptable changes to the basic engine design would be required to incorporate magnetic displacer bearings into the second version. Complete magnetic suspension of the RSSPC can potentially increase overall efficiency of the Stirling cycle power converter by 0.53 to 1.4 percent (0.15 to 0.4 efficiency points). Magnetic bearings will also overcome several operational concerns associated with hydrostatic gas bearing systems. However, these advantages are accompanied by a 5 to 8 percent increase in specific mass of the RSSPC, depending on the RSSPC version employed. Additionally, magnetic bearings are much more complex, both mechanically and particularly electronically, than hydrostatic bearings. Accordingly, long-term stability and reliability represent areas of uncertainty for magnetic bearings. Considerable development effort will be required to establish the long-term suitability of these bearings for Stirling space power applications
EXIT OF MEAT SLAUGHTER PLANTS DURING IMPLEMENTATION OF THE PR/HACCP REGULATIONS
Implementation of the Pathogen Reduction and Hazard Analysis and Critical Control Points (PR/HACCP) regulations has occurred across all U.S. meat and poultry plants. A probit model is estimated to determine which factors have affected the probability of red meat slaughter plant exit during implementation of the regulations. While controlling for plant-level, company-level, regional-level, and supply conditions that may affect the probability of plant exit, smaller plants are found to exhibit a much greater probability of exit than larger plants. Other factors affecting plant exit include plant age, market share relative to the degree of market concentration, regional entry rates, and state-level wage rates.Agribusiness,
PLANT ENTRY AND EXIT FROM THE MEATPACKING INDUSTRY DURING PATHOGEN REDUCTION AND HACCP IMPLEMENTATION
Implementation of the Pathogen Reduction and Hazard Analysis and Critical Control Points (PR/HACCP) regulations has now occurred across all U.S. meat and poultry plants. Using databases of plants under federal inspection, we estimate a probit model to determine which factors have affected the probability of exit of meat slaughtering plants during implementation of the regulations.Industrial Organization, Livestock Production/Industries,
Operator monotones, the reduction criterion and the relative entropy
We introduce the theory of operator monotone functions and employ it to
derive a new inequality relating the quantum relative entropy and the quantum
conditional entropy. We present applications of this new inequality and in
particular we prove a new lower bound on the relative entropy of entanglement
and other properties of entanglement measures.Comment: Final version accepted for publication, added references in reference
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