Generalized Quantile Treatment Effect: A Flexible Bayesian Approach Using Quantile Ratio Smoothing

We propose a new general approach for estimating the effect of a binary treatment on a continuous and potentially highly skewed response variable, the generalized quantile treatment effect (GQTE). The GQTE is defined as the difference between a function of the quantiles under the two treatment conditions. As such, it represents a generalization over the standard approaches typically used for estimating a treatment effect (i.e., the average treatment effect and the quantile treatment effect) because it allows the comparison of any arbitrary characteristic of the outcome's distribution under the two treatments. Following Dominici et al. (2005), we assume that a pre-specified transformation of the two quantiles is modeled as a smooth function of the percentiles. This assumption allows us to link the two quantile functions and thus to borrow information from one distribution to the other. The main theoretical contribution we provide is the analytical derivation of a closed form expression for the likelihood of the model. Exploiting this result we propose a novel Bayesian inferential methodology for the GQTE. We show some finite sample properties of our approach through a simulation study which confirms that in some cases it performs better than other nonparametric methods. As an illustration we finally apply our methodology to the 1987 National Medicare Expenditure Survey data to estimate the difference in the single hospitalization medical cost distributions between cases (i.e., subjects affected by smoking attributable diseases) and controls.Comment: Published at http://dx.doi.org/10.1214/14-BA922 in the Bayesian Analysis (http://projecteuclid.org/euclid.ba) by the International Society of Bayesian Analysis (http://bayesian.org/

Mixed regime of light-matter interaction revealed by phase sensitive measurements of the dynamical Franz-Keldysh effect

The speed of ultra-fast optical switches is generally limited by the intrinsic electronic response time of the material. Here we show that the phase content of selected electromagnetic pulses can be used to measure the timescales characteristic for the different regimes of matter-light interactions. By means of combined single cycle THz pumps and broadband optical probes, we explore the field-induced opacity in GaAs (the Franz-Keldysh effect). Our phase-resolved measurements allow to identify a novel quasi-static regime of saturation where memory effects are of relevance

Intermodal Four-Wave-Mixing and Parametric Amplification in km-long Fibers

We theoretically and numerically investigate intermodal four-wave-mixing in km-long fibers, where random birefringence fluctuations are present along the fiber length. We identify several distinct regimes that depend on the relative magnitude between the length scale of the random fluctuations and the beat-lengths of the interacting quasi-degenerate modes. In addition, we analyze the impact of polarization mode-dispersion and we demonstrate that random variations of the core radius, which are typically encountered during the drawing stage of the fiber, can represent the major source of bandwidth impairment. These results set a boundary on the limits of validity of the classical Manakov model and may be useful for the design of multimode parametric amplifiers and wavelength converters, as well as for the analysis of nonlinear impairments in long-haul spatial division multiplexed transmission

GAMMA SHAPE MIXTURES FOR HEAVY-TAILED DISTRIBUTIONS

An important question in health services research is the estimation of the proportion of medical expenditures that exceed a given threshold. Typically, medical expenditures present highly skewed, heavy tailed distributions, for which a) simple variable transformations are insufficient to achieve a tractable low- dimensional parametric form and b) nonparametric methods are not efficient in estimating exceedance probabilities for large thresholds. Motivated by this context, in this paper we propose a general Bayesian approach for the estimation of tail probabilities of heavy-tailed distributions,based on a mixture of gamma distributions in which the mixing occurs over the shape parameter. This family provides a flexible and novel approach for modeling heavy-tailed distributions, it is computationally efficient, and it only requires to specify a prior distribution for a single parameter. By carrying out simulation studies, we compare our approach with commonly used methods, such as the log-normal model and non parametric alternatives. We found that the mixture-gamma model significantly improves predictive performance in estimating tail probabilities, compared to these alternatives. We also applied our method to the Medical Current Beneficiary Survey (MCBS), for which we estimate the probability of exceeding a given hospitalization cost for smoking attributable diseases. The R software that implements the method is available from the authors

Generalized Quantile Treatment Effect

We propose a new general approach for estimating the effect of a binary treat-ment on a continuous and potentially highly skewed response variable, the generalized quantile treatment effect (GQTE). The GQTE is defined as the difference between a function of the quantiles under the two treatment conditions. As such, it represents a generalization over the standard approaches typically used for estimating a treatment effect (i.e., the average treatment effect and the quantile treatment effect) because it allows the comparison of any arbitrary characteristic of the outcome’s distribution under the two treatments. Following (Dominici et al., 2005), we assume that a pre-specified transformation of the two quantiles is modeled as a smooth function of the percentiles. This assumption allows us to link the two quantile functions and thus to borrow information from one distribution to the other. The main theoretical con-tribution we provide is the analytical derivation of a closed form expression for the likelihood of the model. Exploiting this result we propose a novel Bayesian inferential methodology for the GQTE. We show some finite sample properties of our approach through a simulation study which confirms that in some cases it performs better than other nonparametric methods. As an illustration we finally apply our methodology to the 1987 National Medicare Expenditure Survey data to estimate the difference in the single hospitalization medical cost distributions between cases (i.e., subjects affected by smoking attributable diseases) and controls

Le implicazioni costituzionali del potere sindacale di ordinanza

In particolare nel corso degli ultimi anni, il fenomeno delle ordinanze sindacali ha assunto un rilievo notevole nella determinazione delle politiche prossimali di sicurezza all\u2019interno dei centri urbani. Ci\uf2 \ue8 avvenuto in conseguenza della centralit\ue0 assunta dai Sindaci nell\u2019ambito delle Amministrazioni comunali, a seguito della legge n. 81 del 1993 che ne ha introdotto l\u2019elezione diretta e che li ha trasformati in destinatari privilegiati dei bisogni, delle istanze e delle paure delle comunit\ue0 locali. Essi sono cos\uec stati progressivamente chiamati \u201cdal basso\u201d e con forza a fronteggiare il problema dell\u2019insicurezza urbana; una questione dai contorni difficili da perimetrare, che non riguarda solo l\u2019ordine pubblico, ma comprende un quadro complessivo di paure e incertezze di varia natura. Nel presente lavoro, dopo una premessa sociologica dedicata all\u2019evoluzione della domanda di sicurezza - la quale, da richiesta di tutela nei confronti dei fenomeni criminali, si \ue8 progressivamente trasformata in richiesta di \u201cvivibilit\ue0 della citt\ue0\u201d e di \u201cqualit\ue0 della vita\u201d \u2013 si \ue8 ritenuto opportuno ripercorrere le tappe dello sviluppo delle politiche sicuritarie italiane: dalla fase della \u201csensibilizzazione\u201d - coincidente con la prima met\ue0 degli anni \u201990 - alla c.d. stagione dei protocolli, fino all\u2019affermarsi di un\u2019\u201cemergenza stabilizzata\u201d e, con essa, di un potere di ordinanza perdurante nel tempo, degno di essere monitorato, perch\ue9 sempre pi\uf9 rilevante nel sistema delle fonti. Dopo aver inquadrato - in una prospettiva costituzionalistica - le problematiche questioni della natura, dei presupposti di adozione e dei limiti, elaborati dalla dottrina e dalla giurisprudenza costituzionale e amministrativa, con riferimento al delicato tema delle ordinanze contingibili e urgenti, l\u2019analisi si \ue8 concentrata sul testo dell\u2019art. 54 c. 4 T.u.e.l. - come novellato dalla legge 125 del 24 luglio 2008 di conversione del d.l. n. 92/2008 \u2013 ai sensi del quale le ordinanze sindacali sembrano aver assunto caratteri del tutto nuovi, dal momento che - secondo la vigente formulazione della disposizione citata - il Sindaco, quale ufficiale di governo, risulta titolare del potere di adottare provvedimenti anche contingibili e urgenti, al fine di prevenire ed eliminare gravi pericoli che minaccino l\u2019incolumit\ue0 pubblica e la sicurezza urbana. Alla luce del mutato quadro normativo, sono state esaminate le problematiche ripercussioni che la previsione di un uso \u201cordinario\u201d del potere sindacale di ordinanza - nonch\ue8 la scelta del legislatore di affidare a un decreto del Ministro dell\u2019Interno la definizione dei confini di esso - hanno prodotto in tema di correttezza istituzionale e di rispetto della gerarchia delle fonti, non tralasciando i dubbi di legittimit\ue0 costituzionale suscitati dall\u2019adozione delle ordinanze stesse, considerata l\u2019incidenza della maggior parte di esse su materie coperte da riserve di legge assolute o relative, nonch\ue8 sull\u2019esercizio di libert\ue0 costituzionalmente garantite. Nel ripercorrere i principali ambiti di intervento dei Sindaci - prostituzione, mendicit\ue0, consumo di alcool e di sostanze stupefacenti, decoro urbano, abusivismo commerciale, solo per ricordare i principali \u2013 e nell\u2019analizzare a campione alcuni tra i provvedimenti pi\uf9 significativi si \ue8 posto in rilievo il mancato rispetto, da parte di essi, dei limiti formulati da dottrina e giurisprudenza per rendere compatibile con il quadro costituzionale il potere di ordinanza extra ordinem, ravvisabili nella straordinariet\ue0 dello specifico evento da affrontare e nell\u2019urgenza di provvedere di fronte a un pericolo o a un danno imminente, nel rispetto dei principi generali dell\u2019ordinamento, dei principi costituzionali e delle riserve di legge, nel carattere necessariamente provvisorio delle ordinanze, nel requisito della strumentalit\ue0 - intesa come proporzione tra gli interventi e il contesto emergenziale - nell\u2019adeguata motivazione dell\u2019atto. Il segnalato abuso nel ricorso a tali strumenti ha consentito di evidenziare come l\u2019intervento sindacale rischi spesso di sostituirsi alle fonti di disciplina competenti: da un lato, infatti, dovrebbe spettare al legislatore statale - soprattutto qualora si incida sull\u2019ambito di operativit\ue0 di libert\ue0 e diritti civili - il compito di predisporre la regolamentazione pi\uf9 idonea, tale da indirizzare la disciplina locale conseguente, al fine anche di evitare, all\u2019interno del territorio nazionale, inaccettabili differenziazioni, contrastanti con i valori unitari sottesi all\u2019ordine pubblico e alla sicurezza; dall\u2019altro, il potere sindacale non dovrebbe travalicare i propri limiti, svuotando la sfera di operativit\ue0 del potere normativo locale, affidata innanzitutto alla fonte regolamentare. Alla luce di tale quadro, si \ue8 segnalato come, in un\u2019ottica pi\uf9 ampia, il rafforzamento dei poteri dei Sindaci in materia di sicurezza urbana possa essere letto quale frutto di una generale e diffusa sfiducia nei confronti dell\u2019attivit\ue0 degli organi rappresentativi - sia locali che nazionali - e come sintomo dello spostamento del \u201cbaricentro politico-amministrativo\u201d del Comune dal Consiglio comunale ad una sorta di \u201cSindaco-sceriffo\u201d che, per assecondare umori e volont\ue0 dell\u2019elettorato, adotta iniziative-spettacolo, destinate a minare la sicurezza giuridica, intesa come certezza del diritto. Gli effetti della riforma del potere sindacale di ordinanza rivelano, cio\ue8, il prodursi di una rischiosa regressione dei livelli della democrazia comunale: lo slittamento di funzioni dagli organi collegiali all\u2019organo monocratico segna, infatti, un processo che, bench\ue8 giustificato dal richiamo all\u2019investitura diretta del Sindaco - garantita dal meccanismo elettorale - determina una modificazione profonda del significato stesso della rappresentanza politica. Di fronte a un quadro cos\uec complesso e preoccupante, in cui sembrano messi in discussione, a colpi di ordinanze, i principi-cardine dell\u2019ordinamento costituzionale, \ue8 parsa insufficiente la \u201ccapacit\ue0 reattiva\u201d delle pronunce del giudice amministrativo, con le quali si \ue8 provveduto ad annullare o a sospendere cautelarmente singoli provvedimenti. Per questo si guarda con speranza all\u2019esito del giudizio di legittimit\ue0 costituzionale dell\u2019art. 54 c. 4 T.u.e.l. \u201cnella parte in cui ha inserito la congiunzione "anche" prima delle parole contingibili ed urgenti" \u2013 per violazione degli artt. 2, 3, 5, 6, 8, 13, 16, 17, 18, 21, 23, 24, 41, 49, 70, 76, 77, 97, 113, 117 e 118 della Costituzione - promosso dal TAR Veneto a mezzo dell\u2019ordinanza 22 marzo 2010 n. 40, con cui il giudice amministrativo ha peraltro escluso la possibilit\ue0 di fornire una lettura costituzionalmente orientata della disposizione citata. In attesa della pronuncia della Consulta, \ue8 appena il caso di rilevare come i futuri sviluppi della vicenda siano evidentemente di grande interesse, dal momento che, qualora la Corte costituzionale dovesse affermare la fondatezza della questione sollevata, le ordinanze sindacali ex art. 54 c. 4 T.u.e.l., prive dei requisiti di contingibilit\ue0 e urgenza, risulterebbero illegittime e verrebbero ridefiniti, in senso limitativo, l\u2019ambito e le modalit\ue0 di esercizio del potere sindacale di ordinanza, che tornerebbe a dover rispettare i tradizionali canoni gi\ue0 individuati dalla giurisprudenza amministrativa e costituzionale. Si segnala che il presente lavoro \ue8 stato concluso anteriormente alla pronuncia, da parte della Corte costituzionale, della sentenza n. 115/2011.In the last five years mayoral ordinances have gained relevant prominence in determining security policies within urban areas. This was the result of the importance gained by mayors within the City Council framework, following law nr. 81 of 1993, which has introduced the direct election of mayors and has transformed them into the main receivers of all the needs, of all the instances and fears of the local communities. They have thus been called \u201cfrom below\u201d, and with urgency, to face the problem of urban insecurity. This is an issue which has blurred boundaries and which does not only refer to public order, but also includes an overall set of fears and incertitudes of different nature. In the present work, after a sociological introduction describing the evolution of the demand for security \u2013 which has gradually developed from a request for protection against criminal acts into a request for \u201clivability of towns\u201d and \u201cquality of life\u201d \u2013 it has been thought appropriate to go over the stages of development of Italian social security policies. These policies range from the \u201cawareness campaigns\u201d, coinciding with the first half of the 1990s, to the so called season of protocols followed by the establishing of a \u201cstabilised emergency\u201d and, with it, of a power of ordinance which can persist in time, worthy of being monitored, because it is always more relevant in the system of the sources of rights. After having framed within a constitutionalist prospect the issues of the nature, of the presuppositions of adoption and of the limits drafted by legal doctrine and by constitutional and administrative decisions, with reference to the delicate theme of contingent and urgent ordinances, the analysis has focused on article 54 paragraph 4 T.u.e.l. (Local Government Unified Code) as amended by law 125, dated 24th July 2008, according to which mayoral ordinances seem to have acquired completely new characteristics. As a matter of fact mayors, in their capacity as government officials, now have the power to adopt also contingent and urgent measures aiming at averting major dangers which may threaten public safety. In the light of the changed legal framework it has been decided to examine the problematic consequences produced by the prevision of a \u201cregular\u201d use of mayoral power of ordinance followed by the choice of the Lawmaker to entrust to a decree of the Home Secretary the task to define the boundaries of this new power. Furthermore, this work also examines the doubts about the constitutional legitimacy caused by the enforcement of the ordinances, considering the incidence of most of them on issues already covered by statutory reserves as well as the incidence on constitutional rights. Going over the main fields of intervention of mayors (e.g.: prostitution, begging, alcohol and drug consumption, urban cleanliness, unlicensed trading...) and making a sample test of some of the most significant ordinances adopted, it has been highlighted their non compliance with the limits given by legal doctrine and by constitutional and administrative decisions to make the \u201cextra ordinem\u201d ordinance power consistent with the constitutional framework. The aforementioned limits consist in: the extraordinariness of the event faced; the urgency to make provisions when having to deal with an impending danger or damage; the respect for the constitutional and legal principles and for statutory reserves; the provisional character of ordinances; the proportion between the exercise of power and the emergency context. The incorrect resort to such measures has highlighted how the intervention of mayors can often run the risk of taking the place of the competent acts. On the one hand it should be the task of Parliament \u2013 especially when civil rights are involved \u2013 to predispose the most suitable regulation, so that it may direct the ensueing local acts, avoiding thus unacceptable differentiations within the national territory, which contrast with the value of unity of public order and security. On the other hand the power of mayors should not cross its boundaries, depriving thus the sphere of action of the City Councils. In the light of this situation it has been pointed out how, within a wider scope, the strengthening of the powers of mayors in matters of urban security can be considered as the result of a general and widespread lack of confidence towards the activity of both local and national representative bodies. It can also be considered as the symptom of the shifting of the \u201cpolitical-administrative\u201d centre of gravity from the City Council to a sort of \u201csheriff-like mayor\u201d whom, in order to comply with the wishes and moods of the electorate, adopts some unprecedented measures fated to undermine civil rights. The effects of the reform of mayoral ordinance powers thus reveal a dangerous regression of the levels of local democracy. The sliding of functions from the City Council to the Mayor witnesses a process which, even if it is justified by the direct election of mayors, is also the cause of a deep change in the meaning itself of political representation. In front of such a complex and worrying picture, where the fundamental principles of the constitutional framework seem to be put into question by the adoption of ordinances, the \u201creactive capacity\u201d of administrative decisions, through which some single measures have been cancelled or temporarily suspended, appears to be insufficient. For this reason the outcome of the judgement of constitutional legitimacy - concerning article 54 paragraph 4 T.u.e.l. for the violation of articles 2, 3, 5, 6, 8, 13, 16, 17, 18, 21, 23, 24, 41, 49, 70, 76, 77, 97, 113, 117 and 118 of the Constitution - is awaited with hope. While expecting the final decision of the Constitutional Court it is just the case to point out how the future developments of this outcome are of great interest, considering that, in case the Constitutional Court should assert the validity of the question raised, then the mayoral ordinances, according to article 54, paragraph 4 T.u.e.l., bereft of the requirements of contingency and urgency, would be considered unlawful. The exercise of mayoral power of ordinance would thus be redifined in a restrictive way and it would also have to comply once again with the traditional limits of administrative and constitutional decisions. We inform readers that the present work was finished before the decision of the Constitutional Court nr. 115/2011

Urban growth drivers in a Europe of sticky people and implicit boundaries

We investigate urban GDP pc growth across the EU12 using data for functionally defined cities - rather than administrative regions. We test hypotheses on the role of human capital, EU integration and fragmentation of urban government and explore spatial dependence and mechanisms of spatial interaction. Results are acceptable on standard econometric tests without measures of spatial interaction but there is spatial dependence. If variables reflecting spatial adjustment are included, they are statistically significant and eliminate spatial dependence. Not only do the results now provide consistent estimates of parameters, they also support relevant theoretical insights and show national borders are still significant barriers to economic adjustment. People in Europe are sticky so it is unreasonable to assume spatial disparities will disappear. Our findings also imply that cities in Europe form national rather than a single continental system

Gamma shape mixtures for heavy-tailed distributions

An important question in health services research is the estimation of the proportion of medical expenditures that exceed a given threshold. Typically, medical expenditures present highly skewed, heavy tailed distributions, for which (a) simple variable transformations are insufficient to achieve a tractable low-dimensional parametric form and (b) nonparametric methods are not efficient in estimating exceedance probabilities for large thresholds. Motivated by this context, in this paper we propose a general Bayesian approach for the estimation of tail probabilities of heavy-tailed distributions, based on a mixture of gamma distributions in which the mixing occurs over the shape parameter. This family provides a flexible and novel approach for modeling heavy-tailed distributions, it is computationally efficient, and it only requires to specify a prior distribution for a single parameter. By carrying out simulation studies, we compare our approach with commonly used methods, such as the log-normal model and nonparametric alternatives. We found that the mixture-gamma model significantly improves predictive performance in estimating tail probabilities, compared to these alternatives. We also applied our method to the Medical Current Beneficiary Survey (MCBS), for which we estimate the probability of exceeding a given hospitalization cost for smoking attributable diseases. We have implemented the method in the open source GSM package, available from the Comprehensive R Archive Network.Comment: Published in at http://dx.doi.org/10.1214/07-AOAS156 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org