4 resultados para Models with Panel Data


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Peer effects in adolescent cannabis are difficult to estimate, due in part to the lack of appropriate data on behaviour and social ties. This paper exploits survey data that have many desirable properties and have not previously been used for this purpose. The data set, collected from teenagers in three annual waves from 2002-2004 contains longitudinal information about friendship networks within schools (N = 5,020). We exploit these data on network structure to estimate peer effects on adolescents from their nominated friends within school using two alternative approaches to identification. First, we present a cross-sectional instrumental variable (IV) estimate of peer effects that exploits network structure at the second degree, i.e. using information on friends of friends who are not themselves ego’s friends to instrument for the cannabis use of friends. Second, we present an individual fixed effects estimate of peer effects using the full longitudinal structure of the data. Both innovations allow a greater degree of control for correlated effects than is commonly the case in the substance-use peer effects literature, improving our chances of obtaining estimates of peer effects than can be plausibly interpreted as causal. Both estimates suggest positive peer effects of non-trivial magnitude, although the IV estimate is imprecise. Furthermore, when we specify identical models with behaviour and characteristics of randomly selected school peers in place of friends’, we find effectively zero effect from these ‘placebo’ peers, lending credence to our main estimates. We conclude that cross-sectional data can be used to estimate plausible positive peer effects on cannabis use where network structure information is available and appropriately exploited.

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Energy efficiency improvement has been a key objective of China’s long-term energy policy. In this paper, we derive single-factor technical energy efficiency (abbreviated as energy efficiency) in China from multi-factor efficiency estimated by means of a translog production function and a stochastic frontier model on the basis of panel data on 29 Chinese provinces over the period 2003–2011. We find that average energy efficiency has been increasing over the research period and that the provinces with the highest energy efficiency are at the east coast and the ones with the lowest in the west, with an intermediate corridor in between. In the analysis of the determinants of energy efficiency by means of a spatial Durbin error model both factors in the own province and in first-order neighboring provinces are considered. Per capita income in the own province has a positive effect. Furthermore, foreign direct investment and population density in the own province and in neighboring provinces have positive effects, whereas the share of state-owned enterprises in Gross Provincial Product in the own province and in neighboring provinces has negative effects. From the analysis it follows that inflow of foreign direct investment and reform of state-owned enterprises are important policy handles.

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Robust joint modelling is an emerging field of research. Through the advancements in electronic patient healthcare records, the popularly of joint modelling approaches has grown rapidly in recent years providing simultaneous analysis of longitudinal and survival data. This research advances previous work through the development of a novel robust joint modelling methodology for one of the most common types of standard joint models, that which links a linear mixed model with a Cox proportional hazards model. Through t-distributional assumptions, longitudinal outliers are accommodated with their detrimental impact being down weighed and thus providing more efficient and reliable estimates. The robust joint modelling technique and its major benefits are showcased through the analysis of Northern Irish end stage renal disease patients. With an ageing population and growing prevalence of chronic kidney disease within the United Kingdom, there is a pressing demand to investigate the detrimental relationship between the changing haemoglobin levels of haemodialysis patients and their survival. As outliers within the NI renal data were found to have significantly worse survival, identification of outlying individuals through robust joint modelling may aid nephrologists to improve patient's survival. A simulation study was also undertaken to explore the difference between robust and standard joint models in the presence of increasing proportions and extremity of longitudinal outliers. More efficient and reliable estimates were obtained by robust joint models with increasing contrast between the robust and standard joint models when a greater proportion of more extreme outliers are present. Through illustration of the gains in efficiency and reliability of parameters when outliers exist, the potential of robust joint modelling is evident. The research presented in this thesis highlights the benefits and stresses the need to utilise a more robust approach to joint modelling in the presence of longitudinal outliers.

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Calculations of synthetic spectropolarimetry are one means to test multidimensional explosion models for Type Ia supernovae. In a recent paper, we demonstrated that the violent merger of a 1.1 and 0.9 M⊙ white dwarf binary system is too asymmetric to explain the low polarization levels commonly observed in normal Type Ia supernovae. Here, we present polarization simulations for two alternative scenarios: the sub-Chandrasekhar mass double-detonation and the Chandrasekhar mass delayed-detonation model. Specifically, we study a 2D double-detonation model and a 3D delayed-detonation model, and calculate polarization spectra for multiple observer orientations in both cases. We find modest polarization levels (<1 per cent) for both explosion models. Polarization in the continuum peaks at ∼0.1–0.3 per cent and decreases after maximum light, in excellent agreement with spectropolarimetric data of normal Type Ia supernovae. Higher degrees of polarization are found across individual spectral lines. In particular, the synthetic Si II λ6355 profiles are polarized at levels that match remarkably well the values observed in normal Type Ia supernovae, while the low degrees of polarization predicted across the O I λ7774 region are consistent with the non-detection of this feature in current data. We conclude that our models can reproduce many of the characteristics of both flux and polarization spectra for well-studied Type Ia supernovae, such as SN 2001el and SN 2012fr. However, the two models considered here cannot account for the unusually high level of polarization observed in extreme cases such as SN 2004dt.