49 resultados para Generalized Method of Moments (GMM)
em CentAUR: Central Archive University of Reading - UK
Resumo:
It has been generally accepted that the method of moments (MoM) variogram, which has been widely applied in soil science, requires about 100 sites at an appropriate interval apart to describe the variation adequately. This sample size is often larger than can be afforded for soil surveys of agricultural fields or contaminated sites. Furthermore, it might be a much larger sample size than is needed where the scale of variation is large. A possible alternative in such situations is the residual maximum likelihood (REML) variogram because fewer data appear to be required. The REML method is parametric and is considered reliable where there is trend in the data because it is based on generalized increments that filter trend out and only the covariance parameters are estimated. Previous research has suggested that fewer data are needed to compute a reliable variogram using a maximum likelihood approach such as REML, however, the results can vary according to the nature of the spatial variation. There remain issues to examine: how many fewer data can be used, how should the sampling sites be distributed over the site of interest, and how do different degrees of spatial variation affect the data requirements? The soil of four field sites of different size, physiography, parent material and soil type was sampled intensively, and MoM and REML variograms were calculated for clay content. The data were then sub-sampled to give different sample sizes and distributions of sites and the variograms were computed again. The model parameters for the sets of variograms for each site were used for cross-validation. Predictions based on REML variograms were generally more accurate than those from MoM variograms with fewer than 100 sampling sites. A sample size of around 50 sites at an appropriate distance apart, possibly determined from variograms of ancillary data, appears adequate to compute REML variograms for kriging soil properties for precision agriculture and contaminated sites. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
In this paper we evaluate the relative influence of external versus domestic inflation drivers in the 12 new European Union (EU) member countries. Our empirical analysis is based on the New Keynesian Phillips Curve (NKPC) derived in Galí and Monacelli (2005) for small open economies (SOE). Employing the generalized method of moments (GMM), we find that the SOE NKPC is well supported in the new EU member states. We also find that the inflation process is dominated by domestic variables in the larger countries of our sample, whereas external variables are mostly relevant in the smaller countries.
Resumo:
Tropospheric ozone is an air pollutant thought to reduce crop yields across Europe. Much experimental scientific work has been completed or is currently underway to quantify yield effects at ambient ozone levels. In this research, we seek to directly evaluate whether such effects are observed at the farm level. This is done by intersecting a farm level panel dataset for winter wheat farms in England & Wales with information on ambient ozone, and estimating a production function with ozone as a fixed input. Panel data methods, Generalised Method of Moments (GMM) techniques and nested exogeneity tests are employed in the estimation. The results confirm a small, but nevertheless statistically significant negative effect of ambient ozone levels on wheat yields.
Resumo:
Subsidised energy prices in pre-transition Hungary had led to excessive energy intensity in the agricultural sector. Transition has resulted in steep input price increases. In this study, Allen and Morishima elasticities of substitution are estimated to study the effects of these price changes on energy use, chemical input use, capital formation and employment. Panel data methods, Generalised Method of Moments (GMM) and instrument exogeneity tests are used to specify and estimate technology and substitution elasticities. Results indicate that indirect price policy may be effective in controlling energy consumption. The sustained increases in energy and chemical input prices have worked together to restrict energy and chemical input use, and the substitutability between energy, capital and labour has prevented the capital shrinkage and agricultural unemployment situations from being worse. The Hungarian push towards lower energy intensity may be best pursued through sustained energy price increases rather than capital subsidies. (C) 2003 Elsevier B.V. All rights reserved.
Resumo:
The experimental variogram computed in the usual way by the method of moments and the Haar wavelet transform are similar in that they filter data and yield informative summaries that may be interpreted. The variogram filters out constant values; wavelets can filter variation at several spatial scales and thereby provide a richer repertoire for analysis and demand no assumptions other than that of finite variance. This paper compares the two functions, identifying that part of the Haar wavelet transform that gives it its advantages. It goes on to show that the generalized variogram of order k=1, 2, and 3 filters linear, quadratic, and cubic polynomials from the data, respectively, which correspond with more complex wavelets in Daubechies's family. The additional filter coefficients of the latter can reveal features of the data that are not evident in its usual form. Three examples in which data recorded at regular intervals on transects are analyzed illustrate the extended form of the variogram. The apparent periodicity of gilgais in Australia seems to be accentuated as filter coefficients are added, but otherwise the analysis provides no new insight. Analysis of hyerpsectral data with a strong linear trend showed that the wavelet-based variograms filtered it out. Adding filter coefficients in the analysis of the topsoil across the Jurassic scarplands of England changed the upper bound of the variogram; it then resembled the within-class variogram computed by the method of moments. To elucidate these results, we simulated several series of data to represent a random process with values fluctuating about a mean, data with long-range linear trend, data with local trend, and data with stepped transitions. The results suggest that the wavelet variogram can filter out the effects of long-range trend, but not local trend, and of transitions from one class to another, as across boundaries.
Resumo:
Maps of kriged soil properties for precision agriculture are often based on a variogram estimated from too few data because the costs of sampling and analysis are often prohibitive. If the variogram has been computed by the usual method of moments, it is likely to be unstable when there are fewer than 100 data. The scale of variation in soil properties should be investigated prior to sampling by computing a variogram from ancillary data, such as an aerial photograph of the bare soil. If the sampling interval suggested by this is large in relation to the size of the field there will be too few data to estimate a reliable variogram for kriging. Standardized variograms from aerial photographs can be used with standardized soil data that are sparse, provided the data are spatially structured and the nugget:sill ratio is similar to that of a reliable variogram of the property. The problem remains of how to set this ratio in the absence of an accurate variogram. Several methods of estimating the nugget:sill ratio for selected soil properties are proposed and evaluated. Standardized variograms with nugget:sill ratios set by these methods are more similar to those computed from intensive soil data than are variograms computed from sparse soil data. The results of cross-validation and mapping show that the standardized variograms provide more accurate estimates, and preserve the main patterns of variation better than those computed from sparse data.
Resumo:
Six parameters uniquely describe the orbit of a body about the Sun. Given these parameters, it is possible to make predictions of the body's position by solving its equation of motion. The parameters cannot be directly measured, so they must be inferred indirectly by an inversion method which uses measurements of other quantities in combination with the equation of motion. Inverse techniques are valuable tools in many applications where only noisy, incomplete, and indirect observations are available for estimating parameter values. The methodology of the approach is introduced and the Kepler problem is used as a real-world example. (C) 2003 American Association of Physics Teachers.
Resumo:
Parameters to be determined in a least squares refinement calculation to fit a set of observed data may sometimes usefully be `predicated' to values obtained from some independent source, such as a theoretical calculation. An algorithm for achieving this in a least squares refinement calculation is described, which leaves the operator in full control of the weight that he may wish to attach to the predicate values of the parameters.
Resumo:
A total of 133 samples (53 fermented unprocessed, 19 fermented processed. 62 urea-treated processed) of whole crop wheat (WCW) and 16 samples (five fermented unprocessed, six fermented processed, five urea-treated processed) of whole crop barley (WCB) were collected from commercial farms over two consecutive years (2003/2004 and 2004/2005). Disruption of the maize grains to increase starch availability was achieved at the point of harvest by processors fitted to the forage harvesters. All samples were subjected to laboratory analysis whilst 50 of the samples (24 front Year 1, 26 front Year 2 all WCW except four WCB in Year 2) were subjected to in vivo digestibility and energy value measurements using mature wether sheep. Urea-treated WCW had higher (P<0.05) pH, and dry matter (DM) and crude protein contents and lower concentrations of fermentation products than fermented WCW. Starch was generally lower in fermented, unprocessed WCW and no effect of crop maturity at harvest (as indicated by DM content) on starch concentrations was seen. Urea-treated WCW had higher (P<0.05) in vivo digestible organic matter contents in the DM (DOMD) in Year 1 although this was not recorded in Year 2. There was a close relationship between the digestibility values of organic matter and gross energy thus aiding the use of DOMD to predict metabolisable energy (ME) content. A wide range of ME values was observed (WCW. 8.7-11.8 MJ/kg DM; WCB 7.9-11.2 MJ/kg DM) with the overall ME/DOMD ratio (ME = 0.0156 DOMD) in line With Studies in other forages. There was no evidence that a separate ME/DOMD relationship was needed for WCB which is helpful for practical application. This ratio and other parameters were affected by year of harvest (P<0.05) highlighting the influence of environmental and Other undefined factors. The variability in the composition and nutritive value of WCW and WCB highlights the need for reliable and accurate evaluation methods to be available to assess the Value of these forages before they are included in diets for dairy cows. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
Four multiparous cows with cannulas in the rumen and proximal duodenum were used in early lactation in a 4 x 4 Latin square experiment to investigate the effect of method of application of a fibrolytic enzyme product on digestive processes and milk production. The cows were given ad libitum a total mixed ration (TMR) composed of 57% (dry matter basis) forage (3:1 corn silage:grass silage) and 43% concentrates. The TMR contained (g/kg dry matter): 274 neutral detergent fiber, 295 starch, 180 crude protein. Treatments were TMR alone or TMR with the enzyme product added (2 kg/1000 kg TMR dry matter) either sprayed on the TMR 1 h before the morning feed (TMR-E), sprayed only on the concentrate the day before feeding (Concs-E), or infused into the rumen for 14 h/d (Rumen-E). There Was no significant effect on either feed intake or milk yield but both were highest on TMR-E. Rumen digestibility of dry matter, organic matter, and starch was unaffected by the enzyme. Digestibility of NDF was lowest on TMR-E in the rumen but highest postruminally. Total Tract digestibility was highest on TMR-E for dry matter, organic matter, and starch but treatment differences were nonsignificant for neutral detergent fiber: Corn silage stover retention time in the rumen was reduced by all enzyme treatments but postruminal transit time vas increased so the decline in total tract retention. time with enzymes was not significant. It is suggested that the tendency for enzymes to reduce particle retention time in the rumen may, by reducing the time available for fibrolysis to occur, at least partly explain the variability in the reported responses to enzyme treatment.
Resumo:
Recently, various approaches have been suggested for dose escalation studies based on observations of both undesirable events and evidence of therapeutic benefit. This article concerns a Bayesian approach to dose escalation that requires the user to make numerous design decisions relating to the number of doses to make available, the choice of the prior distribution, the imposition of safety constraints and stopping rules, and the criteria by which the design is to be optimized. Results are presented of a substantial simulation study conducted to investigate the influence of some of these factors on the safety and the accuracy of the procedure with a view toward providing general guidance for investigators conducting such studies. The Bayesian procedures evaluated use logistic regression to model the two responses, which are both assumed to be binary. The simulation study is based on features of a recently completed study of a compound with potential benefit to patients suffering from inflammatory diseases of the lung.