Weighted and two-stage least squares estimation of semiparametric truncated regression models

This paper provides a root-n consistent, asymptotically normal weighted least squares estimator of the coefficients in a truncated regression model. The distribution of the errors is unknown and permits general forms of unknown heteroskedasticity. Also provided is an instrumental variables based two-stage least squares estimator for this model, which can be used when some regressors are endogenous, mismeasured, or otherwise correlated with the errors. A simulation study indicates that the new estimators perform well in finite samples. Our limiting distribution theory includes a new asymptotic trimming result addressing the boundary bias in first-stage density estimation without knowledge of the support boundary. © 2007 Cambridge University Press.

Essays on Microeconometrics

My dissertation has three chapters which develop and apply microeconometric tech- niques to empirically relevant problems. All the chapters examines the robustness issues (e.g., measurement error and model misspecification) in the econometric anal- ysis. The first chapter studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treat- ment variable is mismeasured and endogenous. I characterize the sharp identified set for the local average treatment effect under the following two assumptions: (1) the exclusion restriction of an instrument and (2) deterministic monotonicity of the true treatment variable in the instrument. The identification strategy allows for general measurement error. Notably, (i) the measurement error is nonclassical, (ii) it can be endogenous, and (iii) no assumptions are imposed on the marginal distribution of the measurement error, so that I do not need to assume the accuracy of the measure- ment. Based on the partial identification result, I provide a consistent confidence interval for the local average treatment effect with uniformly valid size control. I also show that the identification strategy can incorporate repeated measurements to narrow the identified set, even if the repeated measurements themselves are endoge- nous. Using the the National Longitudinal Study of the High School Class of 1972, I demonstrate that my new methodology can produce nontrivial bounds for the return to college attendance when attendance is mismeasured and endogenous.

The second chapter, which is a part of a coauthored project with Federico Bugni, considers the problem of inference in dynamic discrete choice problems when the structural model is locally misspecified. We consider two popular classes of estimators for dynamic discrete choice models: K-step maximum likelihood estimators (K-ML) and K-step minimum distance estimators (K-MD), where K denotes the number of policy iterations employed in the estimation problem. These estimator classes include popular estimators such as Rust (1987)’s nested fixed point estimator, Hotz and Miller (1993)’s conditional choice probability estimator, Aguirregabiria and Mira (2002)’s nested algorithm estimator, and Pesendorfer and Schmidt-Dengler (2008)’s least squares estimator. We derive and compare the asymptotic distributions of K- ML and K-MD estimators when the model is arbitrarily locally misspecified and we obtain three main results. In the absence of misspecification, Aguirregabiria and Mira (2002) show that all K-ML estimators are asymptotically equivalent regardless of the choice of K. Our first result shows that this finding extends to a locally misspecified model, regardless of the degree of local misspecification. As a second result, we show that an analogous result holds for all K-MD estimators, i.e., all K- MD estimator are asymptotically equivalent regardless of the choice of K. Our third and final result is to compare K-MD and K-ML estimators in terms of asymptotic mean squared error. Under local misspecification, the optimally weighted K-MD estimator depends on the unknown asymptotic bias and is no longer feasible. In turn, feasible K-MD estimators could have an asymptotic mean squared error that is higher or lower than that of the K-ML estimators. To demonstrate the relevance of our asymptotic analysis, we illustrate our findings using in a simulation exercise based on a misspecified version of Rust (1987) bus engine problem.

The last chapter investigates the causal effect of the Omnibus Budget Reconcil- iation Act of 1993, which caused the biggest change to the EITC in its history, on unemployment and labor force participation among single mothers. Unemployment and labor force participation are difficult to define for a few reasons, for example, be- cause of marginally attached workers. Instead of searching for the unique definition for each of these two concepts, this chapter bounds unemployment and labor force participation by observable variables and, as a result, considers various competing definitions of these two concepts simultaneously. This bounding strategy leads to partial identification of the treatment effect. The inference results depend on the construction of the bounds, but they imply positive effect on labor force participa- tion and negligible effect on unemployment. The results imply that the difference- in-difference result based on the BLS definition of unemployment can be misleading

due to misclassification of unemployment.

Indication of electron neutrino appearance from an accelerator-produced off-axis muon neutrino beam.

The T2K experiment observes indications of ν(μ) → ν(e) appearance in data accumulated with 1.43×10(20) protons on target. Six events pass all selection criteria at the far detector. In a three-flavor neutrino oscillation scenario with |Δm(23)(2)| = 2.4×10(-3)  eV(2), sin(2)2θ(23) = 1 and sin(2)2θ(13) = 0, the expected number of such events is 1.5±0.3(syst). Under this hypothesis, the probability to observe six or more candidate events is 7×10(-3), equivalent to 2.5σ significance. At 90% C.L., the data are consistent with 0.03(0.04) < sin(2)2θ(13) < 0.28(0.34) for δ(CP) = 0 and a normal (inverted) hierarchy.

Hydraulic redistribution of soil water by roots affects whole-stand evapotranspiration and net ecosystem carbon exchange.

*Hydraulic redistribution (HR) of water via roots from moist to drier portions of the soil occurs in many ecosystems, potentially influencing both water use and carbon assimilation. *By measuring soil water content, sap flow and eddy covariance, we investigated the temporal variability of HR in a loblolly pine (Pinus taeda) plantation during months of normal and below-normal precipitation, and examined its effects on tree transpiration, ecosystem water use and carbon exchange. *The occurrence of HR was explained by courses of reverse flow through roots. As the drought progressed, HR maintained soil moisture above 0.15 cm(3) cm(-3) and increased transpiration by 30-50%. HR accounted for 15-25% of measured total site water depletion seasonally, peaking at 1.05 mm d(-1). The understory species depended on water redistributed by the deep-rooted overstory pine trees for their early summer water supply. Modeling carbon flux showed that in the absence of HR, gross ecosystem productivity and net ecosystem exchange could be reduced by 750 and 400 g C m(-2) yr(-1), respectively. *Hydraulic redistribution mitigated the effects of soil drying on understory and stand evapotranspiration and had important implications for net primary productivity by maintaining this whole ecosystem as a carbon sink.

Dominant Splice Site Mutations in PIK3R1 Cause Hyper IgM Syndrome, Lymphadenopathy and Short Stature.

The purpose of this research was to use next generation sequencing to identify mutations in patients with primary immunodeficiency diseases whose pathogenic gene mutations had not been identified. Remarkably, four unrelated patients were found by next generation sequencing to have the same heterozygous mutation in an essential donor splice site of PIK3R1 (NM_181523.2:c.1425 + 1G > A) found in three prior reports. All four had the Hyper IgM syndrome, lymphadenopathy and short stature, and one also had SHORT syndrome. They were investigated with in vitro immune studies, RT-PCR, and immunoblotting studies of the mutation's effect on mTOR pathway signaling. All patients had very low percentages of memory B cells and class-switched memory B cells and reduced numbers of naïve CD4+ and CD8+ T cells. RT-PCR confirmed the presence of both an abnormal 273 base-pair (bp) size and a normal 399 bp size band in the patient and only the normal band was present in the parents. Following anti-CD40 stimulation, patient's EBV-B cells displayed higher levels of S6 phosphorylation (mTOR complex 1 dependent event), Akt phosphorylation at serine 473 (mTOR complex 2 dependent event), and Akt phosphorylation at threonine 308 (PI3K/PDK1 dependent event) than controls, suggesting elevated mTOR signaling downstream of CD40. These observations suggest that amino acids 435-474 in PIK3R1 are important for its stability and also its ability to restrain PI3K activity. Deletion of Exon 11 leads to constitutive activation of PI3K signaling. This is the first report of this mutation and immunologic abnormalities in SHORT syndrome.

Experiences of Internalized and Enacted Stigma among Women with Obstetric Fistula in Tanzania

Background: Obstetric fistula is the development of a necrosis between the bladder and the vagina and/or the bladder and the rectum as a result of prolonged obstructed labor, resulting in urinary or fecal incontinence. In Tanzania surgical repair for obstetric fistula is provided freely by the government but it is estimated that there are over 25,000 women living with an untreated fistula. These women experience high degrees of psycho-social stresses exacerbated by the stigma surrounding their condition. There is a dire need to explore stigma within this population in order to better understand its impact, as stigma affects both treatment seeking behavior as well as long term recovery of those who access surgical repair.

Study Aims: This study aims to understand the experiences of stigma among women with obstetric fistulas by examining both internalized and enacted stigma, and by identifying pertinent correlates of internalized stigma.

Methods: This mixed-methods study utilized both quantitative and qualitative data collected in two related studies at a single hospital in Moshi, Tanzania. All study participants were women receiving surgical repair for an obstetric fistula. In the quantitative portion, cross-sectional survey data were collected from 52 patients. The primary outcome was fistula-related stigma, measured using an adaptation of the HASI-P stigma scale, which included constructs of both internalized and enacted stigma. In the qualitative portion, 45 patients participated in a semi-structured in-depth interview, which explored topics such as stressors caused by the fistula, coping mechanisms, and available support. The transcripts were analyzed using analytic memos and an iterative process of thematic coding using the framework of content analysis.

Results: Expressions of internalized stigma were common in the sample, with a median score of 2.1 on a scale of 0 – 3. Internalized was significantly correlated with negative religious coping, social participation, impact of incontinence and enacted stigma. Qualitative analysis was consistent and demonstrated widespread themes of shame and embarrassment. Experiences of enacted stigma were not as common (median score of 0), although some items, like those pertaining to mockery and blame, were endorsed by up to 25% of the study sample. Themes of anticipated stigma (isolation and non-disclosure due to the possibility of stigmatization) were also evident in the qualitative sample and may explain the low enacted stigma scores observed.

Conclusion: In this sample of women receiving surgical repair for an obstetric fistula, stigma was evident, with internalized stigma resulting in psychological impacts for patients. Experiences of both anticipated and enacted stigma were also observed. There is a need to explore interventions that would decrease stigma while also increasing support for these women, as stigma may be a barrier towards accessing surgical repair and reintegration following surgery.

Keywords: Tanzania, obstetric fistula, stigma, maternal health

Improvement in visual search with practice: mapping learning-related changes in neurocognitive stages of processing.

Practice can improve performance on visual search tasks; the neural mechanisms underlying such improvements, however, are not clear. Response time typically shortens with practice, but which components of the stimulus-response processing chain facilitate this behavioral change? Improved search performance could result from enhancements in various cognitive processing stages, including (1) sensory processing, (2) attentional allocation, (3) target discrimination, (4) motor-response preparation, and/or (5) response execution. We measured event-related potentials (ERPs) as human participants completed a five-day visual-search protocol in which they reported the orientation of a color popout target within an array of ellipses. We assessed changes in behavioral performance and in ERP components associated with various stages of processing. After practice, response time decreased in all participants (while accuracy remained consistent), and electrophysiological measures revealed modulation of several ERP components. First, amplitudes of the early sensory-evoked N1 component at 150 ms increased bilaterally, indicating enhanced visual sensory processing of the array. Second, the negative-polarity posterior-contralateral component (N2pc, 170-250 ms) was earlier and larger, demonstrating enhanced attentional orienting. Third, the amplitude of the sustained posterior contralateral negativity component (SPCN, 300-400 ms) decreased, indicating facilitated target discrimination. Finally, faster motor-response preparation and execution were observed after practice, as indicated by latency changes in both the stimulus-locked and response-locked lateralized readiness potentials (LRPs). These electrophysiological results delineate the functional plasticity in key mechanisms underlying visual search with high temporal resolution and illustrate how practice influences various cognitive and neural processing stages leading to enhanced behavioral performance.