A nonparametric adjustment for tests of changing mean

This is the publisher's version, also available through http://www.economicsbulletin.com.When testing for a change in mean of a time series, the null hypothesis is no change in mean. However, a change in mean causes a bias in the estimation of serial correlation parameters. This bias can cause nonmonotonic power to the point that if the change is big enough, power can go to zero. In this paper, we show that a nonparametric correction can restore power. The procedure is illustrated with a small Monte Carlo experiment

Nonparametric Tests of Moment Condition Stability

This is the publisher's version, also available electronically from http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=8832413&fileId=S0266466612000151This paper considers testing for moment condition instability for a wide variety of models that arise in econometric applications. We propose a nonparametric test based on smoothing the moment conditions over time. The resulting test takes the form of a U-statistic and has a limiting normal distribution. The proposed test statistic is not affected by changes in the distribution of the data, so long as certain simple regularity conditions hold. We examine the performance of the test through a small Monte Carlo experiment

Structural classification by the Lipase Engineering Database: a case study of Candida antarctica lipase A

<p>Abstract</p> <p>Background</p> <p>The Lipase Engineering Database (LED) integrates information on sequence, structure and function of lipases, esterases and related proteins with the α/β hydrolase fold. A new superfamily for <it>Candida antarctica </it>lipase A (CALA) was introduced including the recently published crystal structure of CALA. Since CALA has a highly divergent sequence in comparison to other α/β hydrolases, the Lipase Engineering Database was used to classify CALA in the frame of the already established classification system. This involved the comparison of CALA to similar structures as well as sequence-based comparisons against the content of the LED.</p> <p>Results</p> <p>The new release 3.0 (December 2009) of the Lipase Engineering Database contains 24783 sequence entries for 18585 proteins as well as 656 experimentally determined protein structures, including the structure of CALA. In comparison to the previous release <abbrgrp><abbr bid="B1">1</abbr></abbrgrp> with 4322 protein and 167 structure entries this update represents a significant increase in data volume. By comparing CALA to representative structures from all superfamilies, a structure from the deacetylase superfamily was found to be most similar to the structure of CALA. While the α/β hydrolase fold is conserved in both proteins, the major difference is found in the cap region. Sequence alignments between both proteins show a sequence similarity of only 15%. A multisequence alignment of both protein families was used to create hidden Markov models for the cap region of CALA and showed that the cap region of CALA is unique among all other proteins of the α/β hydrolase fold. By specifically comparing the substrate binding pocket of CALA to other binding pockets of α/β hydrolases, the binding pocket of <it>Candida rugosa </it>lipase was identified as being highly similar. This similarity also applied to the lid of <it>Candida rugosa </it>lipase in comparison to the potential lid of CALA.</p> <p>Conclusion</p> <p>The LED serves as a valuable tool for the systematic analysis of single proteins or protein families. The updated release 3.0 was used for the evaluation of α/β hydrolases. The HTML version of the database with new features is available at <url>http://www.led.uni-stuttgart.de</url> and provides sequences, structures and a set of analysis tools including phylogenetic trees and HMM profiles</p

Academic Chemistry Inputs and Outcomes Data

The Academic Chemistry Inputs and Outcomes Data assembles panel data on academic chemistry inputs and outputs for 147 universities from 1989 through 2009. Each observation represents a single university-year and includes information on numbers of publications, citations to these publications, levels of federal and non-federal R&D funding, numbers of faculty, postdoctoral researchers, doctorates awarded and institutional characteristics. The data were compiled for the analysis of the determinants of university publication behavior and its relationship to research funding as reported in Joshua L. Rosenbloom, Donna K. Ginther, Ted Juhl and Joseph Heppert, "The Effects of Research & Development Funding on Scientific Productivity: Academic Chemistry, 1990-2009," Public Library of Science One, available in KU ScholarWorks at http://hdl.handle.net/1808/20057. As described in the Data Description and Code Book, these data were assembled by linking together information from a number of publicly available data sources and combining them with proprietary data on publications and citations provided by Thomson Reuters from their Web of Science database. These data are available to download as a text file (.csv) and as a STATA (.dta) data file. Anyone is free to use these data for scholarly purposes, but must include a citation to this user guide in any papers or published articles that employ these data

Partially linear models with unit roots

This paper studies the asymptotic properties of a nonstationary partially linear regression model. In particular, we allow for covariates to enter the unit root (or near unit root) model in a nonparametric fashion, so that our model is an extension of the semiparametric model analyzed in Robinson (1988, Econometrica 56, 931-954). It is proved that the autoregressive parameter can be estimated at rate N even though part of the model is estimated nonparametrically. Unit root tests based on the semiparametric estimate of the autoregressive parameter have a limiting distribution that is a mixture of a standard normal and the Dickey-Fuller distribution. A Monte Carlo experiment is conducted to evaluate the performance of the tests for various linear and nonlinear specifications

Power functions and envelopes for unit root tests

This paper studies power functions and envelopes for covariate augmented unit root tests. The power functions are calculated by integrating the characteristic function, allowing accurate evaluation of the power envelope and the power functions. Using the power functions, we study the selection among point optimal invariant unit root tests. An "optimal" point optimal test is proposed based on minimizing the integrated power difference. We find that when there are covariate effects, optimal tests use a local alternative where the power envelope has an approximate value of 0.75

The Path to God is Through the Heart: Metaphoric Self-location as a Predictor of Religiosity

Metaphors linking the heart to warm intuition and the head to cold rationality may capture important differences between people because some locate the self in the heart and others locate the self in the head. Five studies (total N = 2575) link these individual differences to religious beliefs. Study 1 found that religious beliefs were stronger among heart-locators than head-locators. Studies 2 and 3 replicated this relationship in more diverse samples. Studies 4 and 5 focused on questions of mediation. Heart-locators believed in God to a greater extent partly because of empathy-related processes (Study 4) and partly because they tended to think in less analytic terms (Study 5). These studies extend our knowledge of how metaphors interact with personality processes

Dynamic stereo microscopy for studying particle sedimentation

We demonstrate a new method for measuring the sedimentation of a single colloidal bead by using a combination of optical tweezers and a stereo microscope based on a spatial light modulator. We use optical tweezers to raise a micron-sized silica bead to a fixed height and then release it to observe its 3D motion while it sediments under gravity. This experimental procedure provides two independent measurements of bead diameter and a measure of Faxén’s correction, where the motion changes due to presence of the boundary