Identification of a competing risks model with unknown transformations of latent failure times

This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times. The model in this paper includes, as special cases, competing risks versions of proportional hazards, mixed proportional hazards, and accelerated failure time models. It is shown that covariate effects on latent failure times, cause-specific link functions, and the joint survivor function of the disturbance terms can be identified without relying on modelling the dependence between latent failure times parametrically nor using an exclusion restriction among covariates. As a result, the paper provides an identification result on the joint survivor function of the latent failure times conditional on covariates

Identification of a competing risks model with unknown transformations of latent failure times

This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times. The model in this paper includes, as special cases, competing risks versions of proportional hazards, mixed proportional hazards, and accelerated failure time models. It is shown that covariate effects on latent failure times, cause-specific link functions, and the joint survivor function of the disturbance terms can be identified without relying on modelling the dependence between latent failure times parametrically nor using an exclusion restriction among covariates. As a result, the paper provides an identification result on the joint survivor function of the latent failure times conditional on covariates

Phase plane displays detect incipient failure in servo system testing

Computer based data conditioning and display technique detects incipient failure in servo system testing, for use in prelaunch checkout of complex nonlinear servomechanisms. These phase plane displays enable identification of, on line, unusual or abnormal servo responses which can be displayed compactly in the time domain on a cathode ray tube

Local Identification in DSGE Models

The issue of parameter identification arises whenever structural models are estimated. This paper develops a simple condition for local identification in linearized DSGE models. The condition is necessary and sufficient for identification with likelihood-based methods under normality, or with limited information methods that utilize only second moments of the data. Using the methodology developed in the paper researchers can answer, prior to estimation, the following questions: which parameters are locally identified and which are not; is the identification failure due to data limitations, such as a lack of observations for some variables, or is it intrinsic to the structure of the model.

The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation

We derive general formulae for the asymptotic distribution of the LIML estimator for the coefficients of both endogenous and exogenous variables in a partially identified linear structural equation. We extend previous results of Phillips (1989) and Choi and Phillips (1992) where the focus was on IV estimators. We show that partial failure of identification affects the LIML in that its moments do not exist even asymptotically.LIML estimator, Partial Identification, Linear structural equation, Asymptotic distribution

Techniques for Identification of Left Ventricular Asynchrony for Cardiac Resynchronization Therapy in Heart Failure

The most recent treatment option of medically refractory heart failure includes cardiac resynchronization therapy (CRT) by biventricular pacing in selected patients in NYHA functional class III or IV heart failure. The widely used marker to indicate left ventricular (LV) asynchrony has been the surface ECG, but seems not to be a sufficient marker of the mechanical events within the LV and prediction of clinical response. This review presents an overview of techniques for identification of left ventricular intra- and interventricular asynchrony. Both manuscripts for electrical and mechanical asynchrony are reviewed, partly predicting response to CRT. In summary there is still no gold standard for assessment of LV asynchrony for CRT, but both traditional and new echocardiographic methods have shown asynchronous LV contraction in heart failure patients, and resynchronized LV contraction during CRT and should be implemented as additional methods for selecting patients to CRT

Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure

This paper analyzes the properties of a class of estimators, tests, and confidence sets (CS's) when the parameters are not identified in parts of the parameter space. Specifically, we consider estimator criterion functions that are sample averages and are smooth functions of a parameter theta. This includes log likelihood, quasi-log likelihood, and least squares criterion functions. We determine the asymptotic distributions of estimators under lack of identification and under weak, semi-strong, and strong identification. We determine the asymptotic size (in a uniform sense) of standard t and quasi-likelihood ratio (QLR) tests and CS's. We provide methods of constructing QLR tests and CS's that are robust to the strength of identification. The results are applied to two examples: a nonlinear binary choice model and the smooth transition threshold autoregressive (STAR) model.Asymptotic size, Binary choice, Confidence set, Estimator, Identification, Likelihood, Nonlinear models, Test, Smooth transition threshold autoregression, Weak identification

Nonparametric identification of accelerated failure time competing risks models

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our set up, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this model is identified given covariates that are independent of latent errors, provided that a certain rank condition is satisfied. We present a simple example in which our rank condition for identification is verified. Our identification strategy does not depend on identification at infinity or near zero, and it does not require exclusion assumptions. Given our identification, we show estimation can be accomplished using sieves.

Reliable dual-redundant sensor failure detection and identification for the NASA F-8 DFBW aircraft

A technique was developed which provides reliable failure detection and identification (FDI) for a dual redundant subset of the flight control sensors onboard the NASA F-8 digital fly by wire (DFBW) aircraft. The technique was successfully applied to simulated sensor failures on the real time F-8 digital simulator and to sensor failures injected on telemetry data from a test flight of the F-8 DFBW aircraft. For failure identification the technique utilized the analytic redundancy which exists as functional and kinematic relationships among the various quantities being measured by the different control sensor types. The technique can be used not only in a dual redundant sensor system, but also in a more highly redundant system after FDI by conventional voting techniques reduced to two the number of unfailed sensors of a particular type. In addition the technique can be easily extended to the case in which only one sensor of a particular type is available

An Approach to Using Non Safety-Assured Programmable Components in Modest Integrity Systems

Programmable components (like personal computers or smart devices) can offer considerable benefits in terms of usability and functionality in a safety-related system. However there is a problem in justifying the use of programmable components if the components have not been safety justified to an appropriate integrity (e.g. to SIL 1 of IEC 61508). This paper outlines an approach (called LowSIL) developed in the UK CINIF nuclear industry research programme to justify the use of non safety-assured programmable components in modest integrity systems. This is a seven step approach that can be applied to new systems from an early design stage, or retrospectively to existing systems. The stages comprise: system characterisation, component suitability assessment, failure analysis, failure mitigation, identification of additional defences, identification of safety evidence requirements, and collation and evaluation of evidence. In the case of personal computers, there is supporting guidance on usage constraints, claim limits on reliability, and advice on “locking down” the component to maximise reliability. The approach is demonstrated for an example system. The approach has been applied successfully to a range of safety-related systems used in the nuclear industry