Semiparametric estimation of a panel data proportional hazards model with fixed effects

This paper considers a panel duration model that has a proportional hazards specification with fixed effects. The paper shows how to estimate the baseline and integrated baseline hazard functions without assuming that they belong to known, finitedimensional families of functions. Existing estimators assume that the baseline hazard function belongs to a known parametric family. Therefore, the estimators presented here are more general than existing ones. This paper also presents a method for estimating the parametric part of the proportional hazards model with dependent right censoring, under which the partial likelihood estimator is inconsistent. The paper presents some Monte Carlo evidence on the small sample performance of the new estimators

Nonparametric estimation of an additive quantile regression model

This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model. We develop an estimator that is asymptotically normally distributed with a rate of convergence in probability of n^{-r/(2+10)} when the additive components are r-times continuously differentiable for some r\geq2. This result holds regardless of the dimension of the covariates and, therefore, the new estimator has no curse of dimensionality. In addition, the estimator has an oracle property and is easily extended to a generalized additive quantile regression model with a link function. The numerical performance and usefulness of the estimator are illustrated by Monte Carlo experiments and an empirical example

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

This paper is concerned with inference about a function g that is identified by a conditional quantile restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family against a nonparametric alternative. The test is not subject to the ill-posed inverse problem of nonparametric instrumental variable estimation. Under mild conditions, the test is consistent against any alternative model. In large samples, its power is arbitrarily close to 1 uniformly over a class of alternatives whose distance from the null hypothesis is proportional to n(-1/2), where it is the sample size. Monte Carlo simulations illustrate the finite-sample performance of the test. (C) 2009 Elsevier B.V. All rights reserved

Charge-conjugation violating neutrino interactions in supernovae

The well known charge conjugation violating interactions in the Standard Model increase neutrino- and decrease anti-neutrino- nucleon cross sections. This impacts neutrino transport in core collapse supernovae through "recoil" corrections of order the neutrino energy $k$ over the nucleon mass $M$. All $k/M$ corrections to neutrino transport deep inside a protoneutron star are calculated from angular integrals of the Boltzmann equation. We find these corrections significantly modify neutrino currents at high temperatures. This produces a large mu and tau number for the protoneutron star and can change the ratio of neutrons to protons. In addition, the relative size of neutrino mean free paths changes. At high temperatures, the electron anti-neutrino mean free path becomes {\it longer} than that for mu or tau neutrinos.Comment: 14 pages, 2 included ps figures, subm. to Phys. Rev.

The L-amino acid oxidase of Neurospora

In 1944 one of us described a D-amino acid oxidase in extracts of Neurospora crassa (1). Except for slight activity against L-glutamate, no oxidation of L-amino acids was observed. Recently a means for inducing the formation of a soluble L-amino acid oxidase by the mold was reported by Bender, Krebs, and Horowitz (2). This is accomplished by reducing the biotin content of the basal medium (3) from the 5 γ per liter usually employed to 0.25 γ per liter. When cultured in such a medium, Neurospora produces an active L-amino acid oxidase which can be demonstrated both in extracts and in the medium. Reduction of the biotin level produces no effect on the D-amino acid oxidase, which is still found in extracts but not in the culture medium. The activity of the L-oxidase toward thirty-eight amino acids has been investigated by Bender and Krebs (4). The initial purpose of the present investigation was to explore certain possibilities for a genetic study of the enzyme. Of special interest was the fact, cited by Bender et al. (a), that the oxidase could not be detected in all of the wild type strains tested. The question arose as to whether this is due to the genetic inability of certain strains to form the enzyme. In connection with the investigation of this problem a general survey of the properties of the enzyme was carried out, together with a preliminary study of the mechanism of the biotin effect and of the adaptive formation of the enzyme. The results of these studies are reported below. Simultaneously with our investigation and independently of it, Dr. K. Burton (5), working in Professor Krebs’ laboratory, has carried out a study of the Neurospora L-amino acid oxidase. Where our respective studies overlap mutual confirmation was obtained in most essential points. We wish to thank Dr. Burton for permission to read his manuscript before publication

The Origin of Life

The origin of life is in a sense a genetic problem, for, as H. J. Muller pointed out many years ago, the essential attribute that identifies living matter is its capacity to replicate itself and its variants (1). Because this uniquely biological property has its physical basis in proteins and nucleic acids, the goal of modern work on the origin of life is to discover the manner of origin of these polymers and of the interactions between them that constitute the genetic mechanism. In attempting to review this subject in a limited space, we cannot undertake an exhaustive treatment. Rather, we summarize work published principally since 1970 in the following areas, with emphasis on those aspects that are of greatest current interest: 1. precambrian paleontology, 2. chemical evolution of genetically important monomers, 3. prebiotic dehydration-condensation reactions, 4. organic compounds in meteorites and interstellar space, and 5. biological exploration of the planets. A large number of review articles (2-5), critical and theoretical discussions (6-8), books (9-16), and conference proceedings (17-21) dealing with the origin of have appeared in recent years. In addition, a new serial, the Journal of Molecular Evolution, publishing papers on this and related subjects, appeared in 1971; the journal Space Life Sciences has been renamed "Origins of Life," and a society, the International Society for the Study of the Origin of Life, was recently founded

Comments on Black Holes in String Theory

A very brief review is given of some of the developments leading to our current understanding of black holes in string theory. This is followed by a discussion of two possible misconceptions in this subject - one involving the stability of small black holes and the other involving scale radius duality. Finally, I describe some recent results concerning quasinormal modes of black holes in anti de Sitter spacetime, and their implications for strongly coupled conformal field theories (in various dimensions).Comment: 13 pages. Talk given at Strings '99, Potsdam, German