Biases of the ordinary least squares and instrumental variables estimators of the intergenerational earnings elasticity : revisited in the light of panel data

The OLS estimator of the intergenerational earnings correlation is biased towards zero, while the instrumental variables estimator is biased upwards. The first of these results arises because of measurement error, while the latter rests on the presumption that the education of the parent family is an invalid instrument. We propose a panel data framework for quantifying the asymptotic biases of these estimators, as well as a mis-specification test for the IV estimator. [Author]

Statistical properties of population differentiation estimators under stepwise mutation in a finite island model.

Microsatellite loci mutate at an extremely high rate and are generally thought to evolve through a stepwise mutation model. Several differentiation statistics taking into account the particular mutation scheme of the microsatellite have been proposed. The most commonly used is R(ST) which is independent of the mutation rate under a generalized stepwise mutation model. F(ST) and R(ST) are commonly reported in the literature, but often differ widely. Here we compare their statistical performances using individual-based simulations of a finite island model. The simulations were run under different levels of gene flow, mutation rates, population number and sizes. In addition to the per locus statistical properties, we compare two ways of combining R(ST) over loci. Our simulations show that even under a strict stepwise mutation model, no statistic is best overall. All estimators suffer to different extents from large bias and variance. While R(ST) better reflects population differentiation in populations characterized by very low gene-exchange, F(ST) gives better estimates in cases of high levels of gene flow. The number of loci sampled (12, 24, or 96) has only a minor effect on the relative performance of the estimators under study. For all estimators there is a striking effect of the number of samples, with the differentiation estimates showing very odd distributions for two samples.

Robust Estimators of the Generalized Log-Gamma Distribution

We propose robust estimators of the generalized log-gamma distribution and, more generally, of location-shape-scale families of distributions. A (weighted) Q tau estimator minimizes a tau scale of the differences between empirical and theoretical quantiles. It is n(1/2) consistent; unfortunately, it is not asymptotically normal and, therefore, inconvenient for inference. However, it is a convenient starting point for a one-step weighted likelihood estimator, where the weights are based on a disparity measure between the model density and a kernel density estimate. The one-step weighted likelihood estimator is asymptotically normal and fully efficient under the model. It is also highly robust under outlier contamination. Supplementary materials are available online.

Binding under Conflict Conditions: State-Space Analysis of Multivariate EEG Synchronization.

Real-world objects are often endowed with features that violate Gestalt principles. In our experiment, we examined the neural correlates of binding under conflict conditions in terms of the binding-by-synchronization hypothesis. We presented an ambiguous stimulus ("diamond illusion") to 12 observers. The display consisted of four oblique gratings drifting within circular apertures. Its interpretation fluctuates between bound ("diamond") and unbound (component gratings) percepts. To model a situation in which Gestalt-driven analysis contradicts the perceptually explicit bound interpretation, we modified the original diamond (OD) stimulus by speeding up one grating. Using OD and modified diamond (MD) stimuli, we managed to dissociate the neural correlates of Gestalt-related (OD vs. MD) and perception-related (bound vs. unbound) factors. Their interaction was expected to reveal the neural networks synchronized specifically in the conflict situation. The synchronization topography of EEG was analyzed with the multivariate S-estimator technique. We found that good Gestalt (OD vs. MD) was associated with a higher posterior synchronization in the beta-gamma band. The effect of perception manifested itself as reciprocal modulations over the posterior and anterior regions (theta/beta-gamma bands). Specifically, higher posterior and lower anterior synchronization supported the bound percept, and the opposite was true for the unbound percept. The interaction showed that binding under challenging perceptual conditions is sustained by enhanced parietal synchronization. We argue that this distributed pattern of synchronization relates to the processes of multistage integration ranging from early grouping operations in the visual areas to maintaining representations in the frontal networks of sensory memory.

Stochastic time-concentration activity models for cytotoxicity in 3D brain cell cultures.

BACKGROUND: In vitro aggregating brain cell cultures containing all types of brain cells have been shown to be useful for neurotoxicological investigations. The cultures are used for the detection of nervous system-specific effects of compounds by measuring multiple endpoints, including changes in enzyme activities. Concentration-dependent neurotoxicity is determined at several time points. METHODS: A Markov model was set up to describe the dynamics of brain cell populations exposed to potentially neurotoxic compounds. Brain cells were assumed to be either in a healthy or stressed state, with only stressed cells being susceptible to cell death. Cells may have switched between these states or died with concentration-dependent transition rates. Since cell numbers were not directly measurable, intracellular lactate dehydrogenase (LDH) activity was used as a surrogate. Assuming that changes in cell numbers are proportional to changes in intracellular LDH activity, stochastic enzyme activity models were derived. Maximum likelihood and least squares regression techniques were applied for estimation of the transition rates. Likelihood ratio tests were performed to test hypotheses about the transition rates. Simulation studies were used to investigate the performance of the transition rate estimators and to analyze the error rates of the likelihood ratio tests. The stochastic time-concentration activity model was applied to intracellular LDH activity measurements after 7 and 14 days of continuous exposure to propofol. The model describes transitions from healthy to stressed cells and from stressed cells to death. RESULTS: The model predicted that propofol would affect stressed cells more than healthy cells. Increasing propofol concentration from 10 to 100 μM reduced the mean waiting time for transition to the stressed state by 50%, from 14 to 7 days, whereas the mean duration to cellular death reduced more dramatically from 2.7 days to 6.5 hours. CONCLUSION: The proposed stochastic modeling approach can be used to discriminate between different biological hypotheses regarding the effect of a compound on the transition rates. The effects of different compounds on the transition rate estimates can be quantitatively compared. Data can be extrapolated at late measurement time points to investigate whether costs and time-consuming long-term experiments could possibly be eliminated.

Development of spatial integration depends on top-down and interhemispheric connections that can be perturbed in migraine: a DCM analysis.

In humans, spatial integration develops slowly, continuing through childhood into adolescence. On the assumption that this protracted course depends on the formation of networks with slowly developing top-down connections, we compared effective connectivity in the visual cortex between 13 children (age 7-13) and 14 adults (age 21-42) using a passive perceptual task. The subjects were scanned while viewing bilateral gratings, which either obeyed Gestalt grouping rules [colinear gratings (CG)] or violated them [non-colinear gratings (NG)]. The regions of interest for dynamic causal modeling were determined from activations in functional MRI contrasts stimuli > background and CG > NG. They were symmetrically located in V1 and V3v areas of both hemispheres. We studied a common model, which contained reciprocal intrinsic and modulatory connections between these regions. An analysis of effective connectivity showed that top-down modulatory effects generated at an extrastriate level and interhemispheric modulatory effects between primary visual areas (all inhibitory) are significantly weaker in children than in adults, suggesting that the formation of feedback and interhemispheric effective connections continues into adolescence. These results are consistent with a model in which spatial integration at an extrastriate level results in top-down messages to the primary visual areas, where they are supplemented by lateral (interhemispheric) messages, making perceptual encoding more efficient and less redundant. Abnormal formation of top-down inhibitory connections can lead to the reduction of habituation observed in migraine patients.

Fourth order pseudo maximum likelihood methods

We extend PML theory to account for information on the conditional moments up to order four, but without assuming a parametric model, to avoid a risk of misspecification of the conditional distribution. The key statistical tool is the quartic exponential family, which allows us to generalize the PML2 and QGPML1 methods proposed in Gourieroux et al. (1984) to PML4 and QGPML2 methods, respectively. An asymptotic theory is developed. The key numerical tool that we use is the Gauss-Freud integration scheme that solves a computational problem that has previously been raised in several fields. Simulation exercises demonstrate the feasibility and robustness of the methods [Authors]

Synchronization of EEG: bivariate and multivariate measures.

Synchronization behavior of electroencephalographic (EEG) signals is important for decoding information processing in the human brain. Modern multichannel EEG allows a transition from traditional measurements of synchronization in pairs of EEG signals to whole-brain synchronization maps. The latter can be based on bivariate measures (BM) via averaging over pair-wise values or, alternatively, on multivariate measures (MM), which directly ascribe a single value to the synchronization in a group. In order to compare BM versus MM, we applied nine different estimators to simulated multivariate time series with known parameters and to real EEGs.We found widespread correlations between BM and MM, which were almost frequency-independent for all the measures except coherence. The analysis of the behavior of synchronization measures in simulated settings with variable coupling strength, connection probability, and parameter mismatch showed that some of them, including S-estimator, S-Renyi, omega, and coherence, aremore sensitive to linear interdependences,while others, like mutual information and phase locking value, are more responsive to nonlinear effects. Onemust consider these properties together with the fact thatMM are computationally less expensive and, therefore, more efficient for the large-scale data sets than BM while choosing a synchronization measure for EEG analysis.

Extremal properties of certain risk models

Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

Parametric estimation of pulse arrival time: a robust approach to pulse wave velocity.

Pulse wave velocity (PWV) is a surrogate of arterial stiffness and represents a non-invasive marker of cardiovascular risk. The non-invasive measurement of PWV requires tracking the arrival time of pressure pulses recorded in vivo, commonly referred to as pulse arrival time (PAT). In the state of the art, PAT is estimated by identifying a characteristic point of the pressure pulse waveform. This paper demonstrates that for ambulatory scenarios, where signal-to-noise ratios are below 10 dB, the performance in terms of repeatability of PAT measurements through characteristic points identification degrades drastically. Hence, we introduce a novel family of PAT estimators based on the parametric modeling of the anacrotic phase of a pressure pulse. In particular, we propose a parametric PAT estimator (TANH) that depicts high correlation with the Complior(R) characteristic point D1 (CC = 0.99), increases noise robustness and reduces by a five-fold factor the number of heartbeats required to obtain reliable PAT measurements.

Neuromodulation by oxytocin and vasopressin.

Oxytocin (OT) and vasopressin (VP) are two closely related neuropeptides, widely known for their peripheral hormonal effects. Specific receptors have also been found in the brain, where their neuromodulatory actions have meanwhile been described in a large number of regions. Recently, it has become possible to study their endogenous neuropeptide release with the help of OT/VP promoter-driven expression of fluorescent proteins and light-activated ion channels. In this review, I summarize the neuromodulatory effects of OT and VP in different brain regions by grouping these into different behavioral systems, highlighting their concerted, and at times opposite, effects on different aspects of behavior.

Osteoprotegerin and bone mineral density in hemodiafiltration patients.

A newly identified cytokine, osteoprotegerin (OPG) appears to be involved in the regulation of bone remodeling. In vitro studies suggest that OPG, a soluble member of the TNF receptor family of proteins, inhibits osteoclastogenesis by interrupting the intercellular signaling between osteoblastic stromal cells and osteoclast progenitors. As patients with chronic renal failure (CRF) often have renal osteodystrophy (ROD), we investigated the role of osteoprotegerin (OPG) in ROD, and investigated whether there was any relationship between serum OPG, intact parathyroid (PTH) (iPTH), vitamin D, and trabecular bone. Serum OPG combined with iPTH might be a useful tool in the noninvasive diagnosis of ROD, at least in cases in which the range of PTH values compromises reliable diagnosis. Thirty-six patients on maintenance hemodiafiltration (HDF) and a control group of 36 age and sex matched healthy subjects with no known metabolic bone disease were studied. The following assays were made on serum: iPTH, osteocalcin (BGP), bone alkaline phosphatase, 25(OH)-cholecalciferol, calcium, phosphate, OPG, IGF-1, estradiol, and free testosterone. Serum Ca++, P, B-ALP, BGP, IGF-1, iPTH, and OPG levels were significantly higher in HDF patients than in controls, while DXA measurements and quantitative ultrasound (QUS) parameters were significantly lower. On grouping patients according to their mean OPG levels, we observed significantly lower serum IGF-1, vitamin D3 concentrations, and lumbar spine and hip bone mineral density in the high OPG groups. No correlation was found between OPG and bone turnover markers, whereas a negative correlation was found between serum OPG and IGF-1 levels (r=-0.64, p=0.032). Serum iPTH concentrations were positively correlated with bone alkaline phosphatase (B-ALP) (r=0.69, p=0.038) and BGP (r=0.92, p<0.001). The findings made suggest that an increase in OPG levels may be a compensatory response to elevated bone loss. The low bone mineral density (BMD) levels found in the high OPG group might have been due to the significant decrease in serum IGF-1 and vitamin D3 observed. In conclusion, the findings made in the present study demonstrate that increased OPG in hemodiafiltration patients is only partly due to decreased renal clearance. As it may partly reflect a compensatory response to increased bone loss, this parameter might be helpful in the identification of patients with a marked reduction in trabecular BMD.

Adaptively weighted maximum likelihood estimation of discrete distributions

SummaryDiscrete data arise in various research fields, typically when the observations are count data.I propose a robust and efficient parametric procedure for estimation of discrete distributions. The estimation is done in two phases. First, a very robust, but possibly inefficient, estimate of the model parameters is computed and used to indentify outliers. Then the outliers are either removed from the sample or given low weights, and a weighted maximum likelihood estimate (WML) is computed.The weights are determined via an adaptive process such that if the data follow the model, then asymptotically no observation is downweighted.I prove that the final estimator inherits the breakdown point of the initial one, and that its influence function at the model is the same as the influence function of the maximum likelihood estimator, which strongly suggests that it is asymptotically fully efficient.The initial estimator is a minimum disparity estimator (MDE). MDEs can be shown to have full asymptotic efficiency, and some MDEs have very high breakdown points and very low bias under contamination. Several initial estimators are considered, and the performances of the WMLs based on each of them are studied.It results that in a great variety of situations the WML substantially improves the initial estimator, both in terms of finite sample mean square error and in terms of bias under contamination. Besides, the performances of the WML are rather stable under a change of the MDE even if the MDEs have very different behaviors.Two examples of application of the WML to real data are considered. In both of them, the necessity for a robust estimator is clear: the maximum likelihood estimator is badly corrupted by the presence of a few outliers.This procedure is particularly natural in the discrete distribution setting, but could be extended to the continuous case, for which a possible procedure is sketched.RésuméLes données discrètes sont présentes dans différents domaines de recherche, en particulier lorsque les observations sont des comptages.Je propose une méthode paramétrique robuste et efficace pour l'estimation de distributions discrètes. L'estimation est faite en deux phases. Tout d'abord, un estimateur très robuste des paramètres du modèle est calculé, et utilisé pour la détection des données aberrantes (outliers). Cet estimateur n'est pas nécessairement efficace. Ensuite, soit les outliers sont retirés de l'échantillon, soit des faibles poids leur sont attribués, et un estimateur du maximum de vraisemblance pondéré (WML) est calculé.Les poids sont déterminés via un processus adaptif, tel qu'asymptotiquement, si les données suivent le modèle, aucune observation n'est dépondérée.Je prouve que le point de rupture de l'estimateur final est au moins aussi élevé que celui de l'estimateur initial, et que sa fonction d'influence au modèle est la même que celle du maximum de vraisemblance, ce qui suggère que cet estimateur est pleinement efficace asymptotiquement.L'estimateur initial est un estimateur de disparité minimale (MDE). Les MDE sont asymptotiquement pleinement efficaces, et certains d'entre eux ont un point de rupture très élevé et un très faible biais sous contamination. J'étudie les performances du WML basé sur différents MDEs.Le résultat est que dans une grande variété de situations le WML améliore largement les performances de l'estimateur initial, autant en terme du carré moyen de l'erreur que du biais sous contamination. De plus, les performances du WML restent assez stables lorsqu'on change l'estimateur initial, même si les différents MDEs ont des comportements très différents.Je considère deux exemples d'application du WML à des données réelles, où la nécessité d'un estimateur robuste est manifeste : l'estimateur du maximum de vraisemblance est fortement corrompu par la présence de quelques outliers.La méthode proposée est particulièrement naturelle dans le cadre des distributions discrètes, mais pourrait être étendue au cas continu.

Genetic structure of the genus Leptospira by multilocus enzyme electrophoresis

Thirty strains from the 11 species of the genus Leptospira were studied by multilocus enzyme electrophoresis at 12 enzyme loci, all of which were polymorphic. The mean number of alleles per locus was 6.5. Twenty-five electrophoretic types were distinguished. Grouping of the strains by cluster analysis was in general agreement with species delineation as determined by DNA-DNA hybridization, except for the strains of Leptospira meyeri and Leptospira inadai, which were scattered throughout the genus, reflecting previously recognized taxonomic uncertainties. Analysis of the clonality within Leptospira interrogans sensu stricto indicated that this population was relatively heterogeneous and a lack of gene linkage disequilibrium could not be excluded. There was a genetic discrimination between the pathogenic species and the saprophytic ones. The phenotypically intermediate species (L. inadai and Leptospira fainei) were also genetically separated and were probably closer to the saprophytes than to the pathogens.

Towards robust network based complex systems : from evolutionary cellular automata to biological models

Abstract Sitting between your past and your future doesn't mean you are in the present. Dakota Skye Complex systems science is an interdisciplinary field grouping under the same umbrella dynamical phenomena from social, natural or mathematical sciences. The emergence of a higher order organization or behavior, transcending that expected of the linear addition of the parts, is a key factor shared by all these systems. Most complex systems can be modeled as networks that represent the interactions amongst the system's components. In addition to the actual nature of the part's interactions, the intrinsic topological structure of underlying network is believed to play a crucial role in the remarkable emergent behaviors exhibited by the systems. Moreover, the topology is also a key a factor to explain the extraordinary flexibility and resilience to perturbations when applied to transmission and diffusion phenomena. In this work, we study the effect of different network structures on the performance and on the fault tolerance of systems in two different contexts. In the first part, we study cellular automata, which are a simple paradigm for distributed computation. Cellular automata are made of basic Boolean computational units, the cells; relying on simple rules and information from- the surrounding cells to perform a global task. The limited visibility of the cells can be modeled as a network, where interactions amongst cells are governed by an underlying structure, usually a regular one. In order to increase the performance of cellular automata, we chose to change its topology. We applied computational principles inspired by Darwinian evolution, called evolutionary algorithms, to alter the system's topological structure starting from either a regular or a random one. The outcome is remarkable, as the resulting topologies find themselves sharing properties of both regular and random network, and display similitudes Watts-Strogtz's small-world network found in social systems. Moreover, the performance and tolerance to probabilistic faults of our small-world like cellular automata surpasses that of regular ones. In the second part, we use the context of biological genetic regulatory networks and, in particular, Kauffman's random Boolean networks model. In some ways, this model is close to cellular automata, although is not expected to perform any task. Instead, it simulates the time-evolution of genetic regulation within living organisms under strict conditions. The original model, though very attractive by it's simplicity, suffered from important shortcomings unveiled by the recent advances in genetics and biology. We propose to use these new discoveries to improve the original model. Firstly, we have used artificial topologies believed to be closer to that of gene regulatory networks. We have also studied actual biological organisms, and used parts of their genetic regulatory networks in our models. Secondly, we have addressed the improbable full synchronicity of the event taking place on. Boolean networks and proposed a more biologically plausible cascading scheme. Finally, we tackled the actual Boolean functions of the model, i.e. the specifics of how genes activate according to the activity of upstream genes, and presented a new update function that takes into account the actual promoting and repressing effects of one gene on another. Our improved models demonstrate the expected, biologically sound, behavior of previous GRN model, yet with superior resistance to perturbations. We believe they are one step closer to the biological reality.