52 research outputs found
Transfer Estimates for Causal Effects across Heterogeneous Sites
We consider the problem of extrapolating treatment effects across
heterogeneous populations (``sites"/``contexts"). We consider an idealized
scenario in which the researcher observes cross-sectional data for a large
number of units across several ``experimental" sites in which an intervention
has already been implemented to a new ``target" site for which a baseline
survey of unit-specific, pre-treatment outcomes and relevant attributes is
available. We propose a transfer estimator that exploits cross-sectional
variation between individuals and sites to predict treatment outcomes using
baseline outcome data for the target location. We consider the problem of
obtaining a predictor of conditional average treatment effects at the target
site that is MSE optimal within a certain class and subject to data
constraints. Our approach is design-based in the sense that the performance of
the predictor is evaluated given the specific, finite selection of experimental
and target sites. Our approach is nonparametric, and our formal results concern
the construction of an optimal basis of predictors as well as convergence rates
for the estimated conditional average treatment effect relative to the
constrained-optimal population predictor for the target site. We illustrate our
approach using a combined data set of five multi-site randomized controlled
trials (RCTs) to evaluate the effect of conditional cash transfers on school
attendance
Inference on sets in finance
In this paper we introduce various set inference problems as they appear in finance and propose practical and powerful inferential tools. Our tools will be applicable to any problem where the set of interest solves a system of smooth estimable inequalities, though we will particularly focus on the following two problems: the admissible mean-variance sets of stochastic discount factors and the admissible mean-variance sets of asset portfolios. We propose to make inference on such sets using weighted likelihood-ratio and Wald type statistics, building upon and substantially enriching the available methods for inference on sets.
Strength of the =1.842 MeV resonance in the Ca(p,)Sc reaction revisited
The strength of the MeV resonance in the
Ca(p,)Sc reaction is determined with two different
methods: First, by an absolute strength measurement using calcium hydroxide
targets, and second, relative to the well-determined strength of the resonance
triplet at = 4.5 MeV in the Ca(,)Ti
reaction. The present new value of eV is 37%
(equivalent to ) higher than the evaluated literature value. In
addition, the ratio of the strengths of the 1.842 MeV
Ca(p,)Sc and 4.5 MeV
Ca(,)Ti resonances has been determined to be
. The newly corrected strength of the 1.842-MeV resonance can
be used in the future as a normalization point for experiments with calcium
targets.Comment: Submitted to Phys. Rev.
Essays on set estimation and inference with moment inequalities
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2009.Cataloged from PDF version of thesis.Includes bibliographical references (p. 141-145).This thesis explores power and consistency of estimation and inference procedures with moment inequalities, and applications of the moment inequality framework to estimation of frontiers in finance. In the first chapter, I consider estimation of the identified set and inference on a partially identified parameter when the number of moment inequalities is large relative to sample size. Many applications in the recent literature on set estimation have this feature. Examples discussed in this paper include set-identified instrumental variables models, inference under conditional moment inequalities, and dynamic games. I show that GMM-type test statistics will often be poorly centered when the number of moment inequalities is large. My results establish consistency of the set estimator based on a Wald-type criterion, and I give conditions for uniformly valid inference under many weak moment asymptotics for both plug-in and subsampling procedures. The second chapter evaluates the performance of an Anderson-Rubin (AR) type test for a finite number of moment inequalities, and propose a modified Lagrange Multiplier (LM) and a conditional minimum distance (CMD) statistic. The paper outlines a procedure to construct asymptotically valid critical values for both procedures. All three tests are robust, to weak identification, however in most settings, conservative inference using the LM statistic seems to have greater power against local alternatives than the AR-type test. Furthermore, confidence regions based on the LM statistic will remain non-empty if the model is misspecified.(cont.) Finally, the third chapter, which is co-authored with Victor Chernozhukov and Emre Kocatulum, presents various set inference problems as they appear in finance and proposes practical and powerful inferential tools. Our tools will be applicable to any problem where the set of interest solves a system of smooth estimable inequalities, though we particularly focus on the following two problems: the admissible mean-variance sets of stochastic discount factors and the admissible mean-variance sets of asset portfolios. We propose to make inference on such sets using weighted likelihood-ratio and Wald type statistics, building upon and substantially enriching the available methods for inference on sets.by Konrad Menzel.Ph.D
The resonance triplet at E_alpha = 4.5 MeV in the 40Ca(alpha,gamma)44Ti reaction
The 40Ca(alpha,gamma)44Ti reaction is believed to be the main production
channel for the radioactive nuclide 44Ti in core-collapse supernovae. Radiation
from decaying 44Ti has been observed so far for two supernova remnants, and a
precise knowledge of the 44Ti production rate may help improve supernova
models. The 40Ca(alpha,gamma)44Ti astrophysical reaction rate is determined by
a number of narrow resonances. Here, the resonance triplet at E_alpha = 4497,
4510, and 4523 keV is studied both by activation, using an underground
laboratory for the gamma counting, and by in-beam gamma spectrometry. The
target properties are determined by elastic recoil detection analysis and by
nuclear reactions. The strengths of the three resonances are determined to
omega gamma = (0.92+-0.20), (6.2+-0.5), and (1.32+-0.24) eV, respectively, a
factor of two more precise than before. The strengths of this resonance triplet
may be used in future works as a point of reference. In addition, the present
new data directly affect the astrophysical reaction rate at relatively high
temperatures, above 3.5 GK.Comment: 12 pages, 11 figures; submitted to Phys. Rev.
Induced Pluripotent Stem Cell-Derived Brain Endothelial Cells as a Cellular Model to Study Neisseria meningitidis Infection
Meningococcal meningitis is a severe central nervous system infection that occurs when Neisseria meningitidis (Nm) penetrates brain endothelial cells (BECs) of the meningeal blood-cerebrospinal fluid barrier. As a human-specific pathogen, in vivo models are greatly limited and pose a significant challenge. In vitro cell models have been developed, however, most lack critical BEC phenotypes limiting their usefulness. Human BECs generated from induced pluripotent stem cells (iPSCs) retain BEC properties and offer the prospect of modeling the human-specific Nm interaction with BECs. Here, we exploit iPSC-BECs as a novel cellular model to study Nm host-pathogen interactions, and provide an overview of host responses to Nm infection. Using iPSC-BECs, we first confirmed that multiple Nm strains and mutants follow similar phenotypes to previously described models. The recruitment of the recently published pilus adhesin receptor CD147 underneath meningococcal microcolonies could be verified in iPSC-BECs. Nm was also observed to significantly increase the expression of pro-inflammatory and neutrophil-specific chemokines IL6, CXCL1, CXCL2, CXCL8, and CCL20, and the secretion of IFN-γ and RANTES. For the first time, we directly observe that Nm disrupts the three tight junction proteins ZO-1, Occludin, and Claudin-5, which become frayed and/or discontinuous in BECs upon Nm challenge. In accordance with tight junction loss, a sharp loss in trans-endothelial electrical resistance, and an increase in sodium fluorescein permeability and in bacterial transmigration, was observed. Finally, we established RNA-Seq of sorted, infected iPSC-BECs, providing expression data of Nm-responsive host genes. Altogether, this model provides novel insights into Nm pathogenesis, including an impact of Nm on barrier properties and tight junction complexes, and suggests that the paracellular route may contribute to Nm traversal of BECs
Ekonomide İstatistiksel Yöntemlere Giriş
Bu ders, iktisatçılar ve diğer sosyal bilimciler için olasılık ve istatistik alanında sağlam bir alt yapı sunacaktır. Daha ileri bir çalışma olan Ekonometri için gerekli olan konulara yoğunlaşacağız ve 14.32 dersinin temel hazırlığını yapacağız. İşlenecek başlıca konular arasında olasılık teorisinin öğeleri, örneklem teorisi, istatistiki tahmin ve hipotez testi yer alacaktır
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