lassopack: Model selection and prediction with regularized regression in Stata

This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for the high-dimensional setting where the number of predictors $p$ may be large and possibly greater than the number of observations, $n$. We offer three different approaches for selecting the penalization (`tuning') parameters: information criteria (implemented in lasso2), $K$-fold cross-validation and $h$-step ahead rolling cross-validation for cross-section, panel and time-series data (cvlasso), and theory-driven (`rigorous') penalization for the lasso and square-root lasso for cross-section and panel data (rlasso). We discuss the theoretical framework and practical considerations for each approach. We also present Monte Carlo results to compare the performance of the penalization approaches.Comment: 52 pages, 6 figures, 6 tables; submitted to Stata Journal; for more information see https://statalasso.github.io

Mass Loss From Planetary Nebulae in Elliptical Galaxies

Early-type galaxies possess a dilute hot (2-10E6 K) gas that is probably the thermalized ejecta of the mass loss from evolving stars. We investigate the processes by which the mass loss from orbiting stars interacts with the stationary hot gas for the case of the mass ejected in a planetary nebula event. Numerical hydrodynamic simulations show that at first, the ejecta expands nearly symmetrically, with an upstream bow shock in the hot ambient gas. At later times, the flow past the ejecta creates fluid instabilities that cause about half of the ejecta to separate and the other half to flow more slowly downstream in a narrow wake. When radiative cooling is included, most of the material in the wake (>80%) remains below 1E5 K while the separated ejecta is hotter (1E5-1E6 K). The separated ejecta is still less than one-quarter the temperature of the ambient medium and the only way it will reach the temperature of the ambient medium is through turbulent mixing (after the material has left the grid). These calculations suggest that a significant fraction of the planetary nebula ejecta may not become part of the hot ambient material. This is in contrast to our previous calculations for continuous mass loss from giant stars in which most of the mass loss became hot gas. We speculate that detectable OVI emission may be produced, but more sophisticated calculations will be required to determine the emission spectrum and to better define the fraction of cooled material.Comment: 34 pages with 20 figures. Higher quality figures are in the ApJ versio

Elemental Abundances in the X-Ray Gas of Early-Type Galaxies with XMM and Chandra Observations

The source of hot gas in elliptical galaxies is thought to be due to stellar mass loss, with contributions from supernova events and possibly from infall from a surrounding environment. This picture predicts supersolar values for the metallicity of the gas toward the inner part of the galaxy, which can be tested by measuring the gas phase abundances. We use high-quality data for 10 nearby early-type galaxy from XMM-Newton, featuring both the EPIC and the Reflection Grating Spectrometer, where the strongest emission lines are detected with little blending; some Chandra data are also used. We find excellent consistency in the elemental abundances between the different XMM instruments and good consistency with Chandra. Differences in abundances with aperture size and model complexity are examined, but large differences rarely occur. For a two-temperature thermal model plus a point source contribution, the median Fe and O abundances are 0.86 and 0.44 of the Solar value, while Si and Mg abundances are similar to that for Fe. This is similar to stellar abundances for these galaxies but supernovae were expected to enhance the gas phase abundances considerably, which is not observed.Comment: 35 pages, 10 figures, accepted for publication in Astrophysical Journa

The Lack of Very Ultraluminous X-ray Sources in Early-type Galaxies

We have searched for ultraluminous X-ray sources (ULXs) in a sample of 28 elliptical and S0 galaxies observed with Chandra. We find that the number of X-ray sources detected at a flux level that would correspond to a 0.3-10 keV X-ray luminosity of ~2 x 10^39 ergs/s or greater (for which we have used the designation very ultraluminous X-ray sources; VULXs) at the distance of each galaxy is equal to the number of expected foreground/background objects. In addition, the VULXs are uniformly distributed over the Chandra field of view rather than distributed like the optical light of the galaxies, strengthening the argument that the high flux sources are unassociated with the galaxies. We have also taken the VULX candidate list of Colbert and Ptak and determined the spatial distribution of VULXs in early-type galaxies and late-type galaxies separately. While the spiral galaxy VULXs are clearly concentrated toward the centers of the galaxies, the early-type galaxy VULXs are distributed randomly over the ROSAT HRI field of view, again indicating that they are not associated with the galaxies themselves. We conclude that with the exception of two rare high luminosity objects within globular clusters of the elliptical galaxy NGC1399, VULXs are generally not found within old stellar systems. However, we do find a significant population of sources with luminosities of 1-2 x 10^39 ergs/s that reside within the sample galaxies that can be explained by accretion onto 10-20 solar mass black holes. Given our results, we propose that ULXs be defined as X-ray sources with L_X(0.3-10 keV) > 2 x 10^39 ergs/s.Comment: 5 pages in emulateapj style with 2 embedded Postscript figure, accepted by ApJ Letter

Natural disasters and university enrolment: Evidence from L’Aquila earthquake

Although there are several studies looking at the effect of natural disasters on economic growth, less attention has been dedicated to their impact on educational outcomes, especially in more developed countries. We use the synthetic control method to examine how the L’Aquila earthquake affected subsequent enrolment at the local university. This issue has wide economic implications as the University of L’Aquila made a large contribution to the local economy before the earthquake. Our results indicate that the earthquake had no statistically significant effect on first-year enrolment at the University of L’Aquila in the three academic years after the disaster. This natural disaster, however, caused a compositional change in the first-year student population, with a substantial increase in the number of students aged 21 or above. This is likely to have been driven by post-disaster measures adopted in order to mitigate the expected negative effects on enrolment triggered by the earthquake

The Heterogeneous Earnings Impact of Job Loss Across Workers, Establishments, and Markets

Using generalized random forests and rich Swedish administrative data, we show that the earnings effects of job displacement due to establishment closures are extremely heterogeneous across workers, establishments, and markets. The decile of workers with the largest predicted effects lose 50 percent of annual earnings the year after displacement and accumulated losses amount to 250 percent during a decade. In contrast, workers in the least affected decile experience only marginal losses of less than 6 percent in the year after displacement. Workers in the most affected decile tend to be lower paid workers on negative earnings trajectories. This implies that the economic value of (lost) jobs is greatest for workers with low earnings. The reason is that many of these workers fail to find new employment after displacement. Overall, the effects are heterogeneous both within and across establishments and combinations of important individual characteristics such as age and schooling. Adverse market conditions matter the most for already vulnerable workers. The most effective way to target workers with large effects, without using a complex model, is by focusing on older workers in routine-task intensive job

X-ray Spectral Properties of Low-Mass X-ray Binaries in Nearby Galaxies

We investigated the X-ray spectral properties of a collection of low-mass X-ray binaries (LMXBs) within a sample of 15 nearby early-type galaxies observed with Chandra. We find that the spectrum of the sum of the sources in a given galaxy is remarkably similar from galaxy to galaxy when only sources with X-ray luminosities less than 10^39 ergs/s (0.3-10 keV) are considered. Fitting these lower luminosity sources in all galaxies simultaneously yielded a best-fit power law exponent of Gamma = 1.56 +/- 0.02 (or kT_brem = 7.3 +/- 0.3 keV). This is the tightest constraint to date on the spectral properties of LMXBs in external galaxies. There is no apparent difference in the spectral properties of LMXBs that reside inside and outside globular clusters. We demonstrate how the uniformity of the spectral properties of LMXBs can lead to more accurate determinations of the temperature and metallicity of the hot gas in galaxies. Although few in number in any given galaxy, sources with luminosities of 1-2 x 10^39 ergs/s are present in 10 of the galaxies. The spectra of these luminous sources are softer than the spectra of the rest of the sources, and are consistent with the spectra of Galactic black hole X-ray binary candidates when they are in their very high state. The spectra of these sources are very different than those of ultraluminous X-ray sources (ULXs) found within spiral galaxies, suggesting that the two populations of X-ray luminous objects have different formation mechanisms. The number of sources with apparent luminosities above 2 x 10^39 ergs/s is equal to the number of expected background AGN and thus appear to not be associated with the galaxy, indicating that very luminous sources are absent or very rare in early-type galaxies. (Abridged)Comment: 11 pages in emulateapj5 style with 4 embedded Postscript figures; to be accepted by Ap

Oxygen Metallicity Determinations from Optical Emission Lines in Early-type Galaxies

We measured the oxygen abundances of the warm (T$\sim 10^{4}K$) phase of gas in seven early-type galaxies through long-slit observations. A template spectra was constructed from galaxies void of warm gas and subtracted from the emission-line galaxies, allowing for a clean measurement of the nebular lines. The ratios of the emission lines are consistent with photoionization, which likely originates from the UV flux of post-asymototic giant branch (PAGB) stars. We employ H II region photoionization models to determine a mean oxygen metallicity of $1.01\pm0.50$ solar for the warm interstellar medium (ISM) in this sample. This warm ISM 0.5 to 1.5 solar metallicity is consistent with modern determinations of the metallicity in the hot (T$\sim 10^{6}-10^{7}K$) ISM and the upper range of this warm ISM metallicity is consistent with stellar population metallicity determinations. A solar metallicity of the warm ISM favors an internal origin for the warm ISM such as AGB mass loss within the galaxy.Comment: Accepted Astrophysical Journa

Combined MASS-DIMM instrument for atmospheric turbulence studies

Several site-testing programs and observatories currently use combined MASS-DIMM instruments for monitoring parameters of optical turbulence. The instrument is described here. After a short recall of the measured quantities and operational principles, the optics and electronics of MASS-DIMM, interfacing to telescopes and detectors, and operation are covered in some detail. Particular attention is given to the correct measurement and control of instrumental parameters to ensure valid and well-calibrated data, to the data quality and filtering. Examples of MASS-DIMM data are given, followed by the list of present and future applications.Comment: Accepted by MNRAS, 11 pages, 8 figure

Ground-layer wavefront reconstruction from multiple natural guide stars

Observational tests of ground layer wavefront recovery have been made in open loop using a constellation of four natural guide stars at the 1.55 m Kuiper telescope in Arizona. Such tests explore the effectiveness of wide-field seeing improvement by correction of low-lying atmospheric turbulence with ground-layer adaptive optics (GLAO). The wavefronts from the four stars were measured simultaneously on a Shack-Hartmann wavefront sensor (WFS). The WFS placed a 5 x 5 array of square subapertures across the pupil of the telescope, allowing for wavefront reconstruction up to the fifth radial Zernike order. We find that the wavefront aberration in each star can be roughly halved by subtracting the average of the wavefronts from the other three stars. Wavefront correction on this basis leads to a reduction in width of the seeing-limited stellar image by up to a factor of 3, with image sharpening effective from the visible to near infrared wavelengths over a field of at least 2 arc minutes. We conclude that GLAO correction will be a valuable tool that can increase resolution and spectrographic throughput across a broad range of seeing-limited observations.Comment: 25 pages, 8 figures, to be published in Astrophys.