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

Photometry Results for the Globular Clusters M10 and M12: Extinction Maps, Color-Magnitude Diagrams, and Variable Star Candidates

We report on photometry results of the equatorial globular clusters (GCs) M10 and M12. These two clusters are part of our sample of GCs which we are probing for the existence of photometrically varying eclipsing binary stars. During the search for binaries in M10 and M12, we discovered the signature of differential reddening across the fields of the clusters. The effect is stronger for M10 than for M12. Using our previously described dereddening technique, we create differential extinction maps for the clusters which dramatically improve the appearance of the color-magnitude diagrams (CMDs). Comparison of our maps with the dust emissivity maps of Schlegel, Finkbeiner, & Davis (SFD) shows good agreement in terms of spatial extinction features. Several methods of adding an E_{V-I} zero point to our differential maps are presented of which isochrone fitting proved to be the most successful. Our E_{V-I} values fall within the range of widely varying literature values. More specifically, our reddening zero point estimate for M12 agrees well with the SFD estimate, whereas the one for M10 falls below the SFD value. Our search for variable stars in the clusters produced a total of five variables: three in M10 and two in M12. The M10 variables include a binary system of the W Ursa Majoris (W UMa) type, a background RR Lyrae star, and an SX Phoenicis pulsator, none of which is physically associated with M10. M12's variables are two W UMa binaries, one of which is most likely a member of the cluster. We present the phased photometry lightcurves for the variable stars, estimate their distances, and show their locations in the fields and the CMDs of the GCs.Comment: 22 pages, 21 figures, to be published in AJ October 2002. For a higher-resolution version of this paper, please visit http://www.astro.lsa.umich.edu/~kaspar/M10_M12_photometry.ps.gz (gzipped postscript) or http://www.astro.lsa.umich.edu/~kaspar/M10_M12_photometry.pdf (pdf file

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

The optimal degree of discretion in monetary policy

How much discretion should the monetary authority have in setting its policy? This question is analyzed in an economy with an agreed-upon social welfare function that depends on the economy’s randomly fluctuating state. The monetary authority has private information about that state. Well designed rules trade off society’s desire to give the monetary authority discretion to react to its private information against society’s need to prevent that authority from giving in to the temptation to stimulate the economy with unexpected inflation, the time inconsistency problem. Although this dynamic mechanism design problem seems complex, its solution is simple: legislate an inflation cap. The optimal degree of monetary policy discretion turns out to shrink as the severity of the time inconsistency problem increases relative to the importance of private information. In an economy with a severe time inconsistency problem and unimportant private information, the optimal degree of discretion is none

Copolymerization Studies of Vinyl Chloride and Vinyl Acetate with Ethylene Using a Transition-Metal Catalyst

Since the advent of Ziegler−Natta polymerization of ethylene, attempts have been made to extend coordination polymerization to commercially important monomers with polar functionality. In this study we examined the copolymerization of perdeuterated vinyl chloride (VC) and perdeuterated vinyl acetate (VA) with ethylene using a tridentate Fe(II) dichloride pyridine diimine metal catalyst. The resulting ethylene oligomers were examined by GC/MS and ^2H NMR spectroscopy. It was shown that VC was inserted once for every ∼180 ethylene monomers and VA was inserted once for every ∼350 ethylene monomers. VC and VA behave as comonomers for coordination/insertion polymerizations with ethylene. However, we find that insertion with either monomer leads to termination of the growing chain via β-elimination processes. The deuterium atoms are exclusively located at the olefin terminus for each of the monomers

OVI in Elliptical Galaxies: Indicators of Cooling Flows

Early-type galaxies often contain a hot X-ray emitting interstellar medium (3-8E6 K) with an apparent radiative cooling time much less than a Hubble time. If unopposed by a heating mechanism, the gas will radiatively cool to temperatures <= 10E4 K at a rate proportional to L_X/T_X, typically 0.03-1 M_solar yr^-1. We can test if gas is cooling through the 3E5 K range by observing the OVI doublet, whose luminosity is proportional to the cooling rate. Here we report on a study of an unbiased sample of 24 galaxies, obtaining Far Ultraviolet Spectroscopic Explorer spectra to complement the X-ray data of ROSAT} and Chandra. The OVI line emission was detected in about 40% of the galaxies and at a luminosity level similar to the prediction from the cooling flow model. There is a correlation between Mdot_OVI and Mdot_X, although there is significant dispersion about the relationship, where the OVI is brighter or dimmer than expected by a factor of three or more. If the cooling flow picture is to be retained, this dispersion requires that cooling flows be time-dependent, as might occur by the activity of an AGN. However, of detected objects, those with the highest or lowest values of Mdot_OVI/Mdot_X are not systematically hot or cool, as one might predict from AGN heating.Comment: 49 pages, 26 figures, ApJ, in pres

Using mixed-initiative human-robot interaction to bound performance in a search task

Mobile robots are increasingly used in dangerous domains, because they can keep humans out of harm’s way. Despite their advantages in hazardous environments, their general acceptance in other less dangerous domains has not been apparent and, even in dangerous environments, robots are often viewed as a “last-possible choice.” In order to increase the utility and acceptance of robots in hazardous domains researchers at the Idaho National Laboratory have both developed and tested novel mixed-initiative solutions that support the human-robot interactions. In a recent “dirty-bomb” experiment, participants exhibited different search strategies making it difficult to determine any performance benefits. This paper presents a method for categorizing the search patterns and shows that the mixed-initiative solution decreased the time to complete the task and decreased the performance spread between participants independent of prior training and of individual strategies used to accomplish the task

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