Nonparametric Econometrics: The np Package

We describe the R np package via a series of applications that may be of interest to applied econometricians. The np package implements a variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians. There are also procedures for nonparametric tests of significance and consistent model specification tests for parametric mean regression models and parametric quantile regression models, among others. The np package focuses on kernel methods appropriate for the mix of continuous, discrete, and categorical data often found in applied settings. Data-driven methods of bandwidth selection are emphasized throughout, though we caution the user that data-driven bandwidth selection methods can be computationally demanding.

Rating Crop Insurance Policies with Efficient Nonparametric Estimators that Admit Mixed Data Types

The identification of improved methods for characterizing crop yield densities has experienced a recent surge in activity due in part to the central role played by crop insurance in the Agricultural Risk Protection Act of 2000 (estimates of yield densities are required for the determination of insurance premium rates). Nonparametric kernel methods have been successfully used to model yield densities; however, traditional kernel methods do not handle the presence of categorical data in a satisfactory manner and have therefore tended to be applied on a county-by-county basis. By utilizing recently developed kernel methods that admit mixed data types, we are able to model the yield density jointly across counties, leading to substantial finite sample efficiency gains. Findings show that when we allow insurance companies to strategically reinsure with the government based on this novel approach they accrue significant rents.discrete data, insurance rating, kernel estimation, yield distributions, Risk and Uncertainty,

The Smooth Colonel Meets the Reverend

Kernel smoothing techniques have attracted much attention and some notoriety in recent years. The attention is well deserved as kernel methods free researchers from having to impose rigid parametric structure on their data. The notoriety arises from the fact that the amount of smoothing (i.e., local averaging) that is appropriate for the problem at hand is under the control of the researcher. In this paper we provide a deeper understanding of kernel smoothing methods for discrete data by leveraging the unexplored links between hierarchical Bayesmodels and kernelmethods for discrete processes. A number of potentially useful results are thereby obtained, including bounds on when kernel smoothing can be expected to dominate non-smooth (e.g., parametric) approaches in mean squared error and suggestions for thinking about the appropriate amount of smoothing.

Nonparametric vs parametric binary choice models: An empirical investigation

Research Methods/ Statistical Methods,

A characterization of internal solitons in the SWARM region of the New York bight

Submitted in partial fulfillment of the requirements for the degree of Master of Science at the Massachusetts Institute of Technology and the Woods Hole Oceanographic Institution August 1996A field experiment was undertaken during July and August of 1995 aimed at understanding the interaction of acoustic signals with the internal wave field off the coast of New Jersey. As part of SWARM (Shallow Water Acoustics in a Random Medium), physical data were collected in 75 m of water near 39°15.34'N, 72°56.59'W with three thermistor strings, a bottom-mounted ADCP, and yo-yo CTDs. These data spanned a two-week period of the month-long study. With the exception of a time following a storm event, during which the generation mechanism near the shelf break was effectively switched off, large-amplitude (up to 20 meters), rank-ordered groups of internal solitons were observed traveling through the region approximately every 12.4 hours. These groups of solitons progressed across the shelf with phase speeds of 61.8 ± 14.9 cm/s with a heading of 280 ± 31° T. Two-layer finite-depth theory was tested on this data and shown to consistently overpredict the phase speed of the internal solitons within each group. Predictions of horizontal scale, particle velocities, and displacements were in qualitative agreement with two-layer finite-depth dynamics.Support for this work was provided by a National Science Foundation grant OCE-9313670

Nonparametric vs Parametric Binary Choice Models: An Empirical Investigation

The estimation of conditional probability distribution functions (PDFs) in a kernel nonparametric framework has recently received attention. As emphasized by Hall, Racine & Li (2004), these conditional PDFs are extremely useful for a range of tasks including modelling and predicting\ud consumer choice. The aim of this paper is threefold. First, we implement nonparametric kernel estimation of PDF with a binary choice variable and both continuous and discrete explanatory variables. Second, we address the issue of the performances of this nonparametric estimator when compared to a classic on-the-shelf parametric estimator, namely a probit. We propose to evaluate these estimators in terms of their predictive performances, in the line of the\ud recent ”revealed performance” test proposed by Racine & Parmeter (2009). Third, we provide a detailed discussion of the results focusing on environmental insights provided by the two estimators,\ud revealing some patterns that can only be detected using the nonparametric estimator

2MASS NIR photometry for 693 candidate globular clusters in M31 and the Revised Bologna Catalogue

We have identified in the 2MASS database 693 known and candidate globular clusters in M31. The 2MASS J,H,K magnitudes of these objects have been transformed to the same homogeneous photometric system of existing near infrared photometry of M31 globulars, finally yielding J,H,K integrated photometry for 279 confirmed M31 clusters, 406 unconfirmed candidates and 8 objects with controversial classification. Of these objects 529 lacked any previous estimate of their near infrared magnitudes. The newly assembled near infrared dataset has been implemented into a revised version of the Bologna Catalogue of M31 globulars, with updated optical (UBVRI) photometry taken, when possible, from the most recent sources of CCD photometry available in the literature and transformed to a common photometric system. The final Revised Bologna Catalogue (available in electronic form) is the most comprehensive list presently available of confirmed and candidate M31 globular clusters, with a total of 1164 entries. In particular, it includes 337 confirmed GCs, 688 GC candidates, 10 objects with controversial classification, 70 confirmed galaxies, 55 confirmed stars, and 4 HII regions lying within ~3 deg. from the center of the M31 galaxy. Using the newly assembled database we show that the V-K color provides a powerful tool to discriminate between M31 clusters and background galaxies, and we identify a sample of 83 globular cluster candidates, which is not likely to be contaminated by misclassified galaxies.Comment: 9 pages,5 figures,accepted for publication in Astronomy & Astrophysics ASCII (commented) version of the tables 2,3,4 are available at http://www.bo.astro.it/M3

‘Around the edges’: using behaviour change techniques to characterise a multilevel implementation strategy for a fall prevention programme

Abstract Background Implementation strategies are needed to ensure that evidence-based healthcare interventions are adopted successfully. However, strategies are generally poorly described and those used in everyday practice are seldom reported formally or fully understood. Characterising the active ingredients of existing strategies is necessary to test and refine implementation. We examined whether an implementation strategy, delivered across multiple settings targeting different stakeholders to support a fall prevention programme, could be characterised using the Behaviour Change Technique (BCT) Taxonomy. Methods Data sources included project plans, promotional material, interviews with a purposive sample of stakeholders involved in the strategy’s design and delivery and observations of staff training and information meetings. Data were analysed using TIDieR to describe the strategy and determine the levels at which it operated (organisational, professional, patient). The BCT Taxonomy identified BCTs which were mapped to intervention functions. Data were coded by three researchers and finalised through consensus. Results We analysed 22 documents, 6 interviews and 4 observation sessions. Overall, 21 out a possible 93 BCTs were identified across the three levels. At an organisational level, identifiable techniques tended to be broadly defined; the most common BCT was restructuring the social environment. While some activities were intended to encourage implementation, they did not have an immediate behavioural target and could not be coded using BCTs. The largest number and variety of BCTs were used at the professional level to target the multidisciplinary teams delivering the programme and professionals referring to the programme. The main BCTs targeting the multidisciplinary team were instruction on how to perform the (assessment) behaviour and demonstration of (assessment) behaviour; the main BCT targeting referrers was adding objects to the environment. At the patient level, few BCTs were used to target attendance. Conclusion In this study, several behaviour change techniques were evident at the individual professional level; however, fewer techniques were identifiable at an organisational level. The BCT Taxonomy was useful for describing components of a multilevel implementation strategy that specifically target behaviour change. To fully and completely describe an implementation strategy, including components that involve organisational or systems level change, other frameworks may be needed

Benchmarking quantum control methods on a 12-qubit system

In this letter, we present an experimental benchmark of operational control methods in quantum information processors extended up to 12 qubits. We implement universal control of this large Hilbert space using two complementary approaches and discuss their accuracy and scalability. Despite decoherence, we were able to reach a 12-coherence state (or 12-qubits pseudo-pure cat state), and decode it into an 11 qubit plus one qutrit labeled observable pseudo-pure state using liquid state nuclear magnetic resonance quantum information processors.Comment: 11 pages, 4 figures, to be published in PR

Recoil velocity at 2PN order for spinning black hole binaries

We compute the flux of linear momentum carried by gravitational waves emitted from spinning binary black holes at 2PN order for generic orbits. In particular we provide explicit expressions of three new types of terms, namely next-to-leading order spin-orbit terms at 1.5 PN order, spin-orbit tail terms at 2PN order, and spin-spin terms at 2PN order. Restricting ourselves to quasi-circular orbits, we integrate the linear momentum flux over time to obtain the recoil velocity as function of orbital frequency. We find that in the so-called superkick configuration the higher-order spin corrections can increase the recoil velocity up to about a factor 3 with respect to the leading-order PN prediction. Furthermore, we provide expressions valid for generic orbits, and accurate at 2PN order, for the energy and angular momentum carried by gravitational waves emitted from spinning binary black holes. Specializing to quasi-circular orbits we compute the spin-spin terms at 2PN order in the expression for the evolution of the orbital frequency and found agreement with Mik\'oczi, Vas\'uth and Gergely. We also verified that in the limit of extreme mass ratio our expressions for the energy and angular momentum fluxes match the ones of Tagoshi, Shibata, Tanaka and Sasaki obtained in the context of black hole perturbation theory.Comment: 28 pages (PRD format), 1 figure, reference added, version published in PRD, except that the PRD version contains a sign error: the sign of the RHS of Eqs.(4.26) and (4.27) is wrong; it has been corrected in this replacemen