123 resultados para Incidental parameter bias
em CentAUR: Central Archive University of Reading - UK
Resumo:
Fixed transactions costs that prohibit exchange engender bias in supply analysis due to censoring of the sample observations. The associated bias in conventional regression procedures applied to censored data and the construction of robust methods for mitigating bias have been preoccupations of applied economists since Tobin [Econometrica 26 (1958) 24]. This literature assumes that the true point of censoring in the data is zero and, when this is not the case, imparts a bias to parameter estimates of the censored regression model. We conjecture that this bias can be significant; affirm this from experiments; and suggest techniques for mitigating this bias using Bayesian procedures. The bias-mitigating procedures are based on modifications of the key step that facilitates Bayesian estimation of the censored regression model; are easy to implement; work well in both small and large samples; and lead to significantly improved inference in the censored regression model. These findings are important in light of the widespread use of the zero-censored Tobit regression and we investigate their consequences using data on milk-market participation in the Ethiopian highlands. (C) 2004 Elsevier B.V. All rights reserved.
Resumo:
The theta-logistic is a widely used generalisation of the logistic model of regulated biological processes which is used in particular to model population regulation. Then the parameter theta gives the shape of the relationship between per-capita population growth rate and population size. Estimation of theta from population counts is however subject to bias, particularly when there are measurement errors. Here we identify factors disposing towards accurate estimation of theta by simulation of populations regulated according to the theta-logistic model. Factors investigated were measurement error, environmental perturbation and length of time series. Large measurement errors bias estimates of theta towards zero. Where estimated theta is close to zero, the estimated annual return rate may help resolve whether this is due to bias. Environmental perturbations help yield unbiased estimates of theta. Where environmental perturbations are large, estimates of theta are likely to be reliable even when measurement errors are also large. By contrast where the environment is relatively constant, unbiased estimates of theta can only be obtained if populations are counted precisely Our results have practical conclusions for the design of long-term population surveys. Estimation of the precision of population counts would be valuable, and could be achieved in practice by repeating counts in at least some years. Increasing the length of time series beyond ten or 20 years yields only small benefits. if populations are measured with appropriate accuracy, given the level of environmental perturbation, unbiased estimates can be obtained from relatively short censuses. These conclusions are optimistic for estimation of theta. (C) 2008 Elsevier B.V All rights reserved.
Resumo:
Background. This study examined whether alcohol abuse patients are characterized either by enhanced schematic processing of alcohol related cues or by an attentional bias towards the processing of alcohol cues. Method. Abstinent alcohol abusers (N = 25) and non-clinical control participants (N = 24) performed a dual task paradigm in which they had to make an odd/even decision to a centrally presented number while performing a peripherally presented lexical decision task. Stimuli on the lexical decision task comprised alcohol words, neutral words and non-words. In addition, participants completed an incidental recall task for the words presented in the lexical decision task. Results. It was found that, in the presence of alcohol related words, the performance of patients on the odd/even decision task was poorer than in the presence of other stimului. In addition, patients displayed slower lexical decision times for alcohol related words. Both groups displayed better recall for alcohol words than for other stimuli. Conclusions. These results are interpreted as supporting neither model of drug cravings. Rather, it is proposed that, in the presence of alcohol stimuli, alcohol abuse patients display a breakdown in the ability to focus attention.
Resumo:
Bayesian inference has been used to determine rigorous estimates of hydroxyl radical concentrations () and air mass dilution rates (K) averaged following air masses between linked observations of nonmethane hydrocarbons (NMHCs) spanning the North Atlantic during the Intercontinental Transport and Chemical Transformation (ITCT)-Lagrangian-2K4 experiment. The Bayesian technique obtains a refined (posterior) distribution of a parameter given data related to the parameter through a model and prior beliefs about the parameter distribution. Here, the model describes hydrocarbon loss through OH reaction and mixing with a background concentration at rate K. The Lagrangian experiment provides direct observations of hydrocarbons at two time points, removing assumptions regarding composition or sources upstream of a single observation. The estimates are sharpened by using many hydrocarbons with different reactivities and accounting for their variability and measurement uncertainty. A novel technique is used to construct prior background distributions of many species, described by variation of a single parameter . This exploits the high correlation of species, related by the first principal component of many NMHC samples. The Bayesian method obtains posterior estimates of , K and following each air mass. Median values are typically between 0.5 and 2.0 × 106 molecules cm−3, but are elevated to between 2.5 and 3.5 × 106 molecules cm−3, in low-level pollution. A comparison of estimates from absolute NMHC concentrations and NMHC ratios assuming zero background (the “photochemical clock” method) shows similar distributions but reveals systematic high bias in the estimates from ratios. Estimates of K are ∼0.1 day−1 but show more sensitivity to the prior distribution assumed.
Resumo:
Data assimilation is a sophisticated mathematical technique for combining observational data with model predictions to produce state and parameter estimates that most accurately approximate the current and future states of the true system. The technique is commonly used in atmospheric and oceanic modelling, combining empirical observations with model predictions to produce more accurate and well-calibrated forecasts. Here, we consider a novel application within a coastal environment and describe how the method can also be used to deliver improved estimates of uncertain morphodynamic model parameters. This is achieved using a technique known as state augmentation. Earlier applications of state augmentation have typically employed the 4D-Var, Kalman filter or ensemble Kalman filter assimilation schemes. Our new method is based on a computationally inexpensive 3D-Var scheme, where the specification of the error covariance matrices is crucial for success. A simple 1D model of bed-form propagation is used to demonstrate the method. The scheme is capable of recovering near-perfect parameter values and, therefore, improves the capability of our model to predict future bathymetry. Such positive results suggest the potential for application to more complex morphodynamic models.
Resumo:
A new dynamic model of water quality, Q(2), has recently been developed, capable of simulating large branched river systems. This paper describes the application of a generalized sensitivity analysis (GSA) to Q(2) for single reaches of the River Thames in southern England. Focusing on the simulation of dissolved oxygen (DO) (since this may be regarded as a proxy for the overall health of a river); the GSA is used to identify key parameters controlling model behavior and provide a probabilistic procedure for model calibration. It is shown that, in the River Thames at least, it is more important to obtain high quality forcing functions than to obtain improved parameter estimates once approximate values have been estimated. Furthermore, there is a need to ensure reasonable simulation of a range of water quality determinands, since a focus only on DO increases predictive uncertainty in the DO simulations. The Q(2) model has been applied here to the River Thames, but it has a broad utility for evaluating other systems in Europe and around the world.
Resumo:
In the continuing debate over the impact of genetically modified (GM) crops on farmers of developing countries, it is important to accurately measure magnitudes such as farm-level yield gains from GM crop adoption. Yet most farm-level studies in the literature do not control for farmer self-selection, a potentially important source of bias in such estimates. We use farm-level panel data from Indian cotton farmers to investigate the yield effect of GM insect-resistant cotton. We explicitly take into account the fact that the choice of crop variety is an endogenous variable which might lead to bias from self-selection. A production function is estimated using a fixed-effects model to control for selection bias. Our results show that efficient farmers adopt Bacillus thuringiensis (Bt) cotton at a higher rate than their less efficient peers. This suggests that cross-sectional estimates of the yield effect of Bt cotton, which do not control for self-selection effects, are likely to be biased upwards. However, after controlling for selection bias, we still find that there is a significant positive yield effect from adoption of Bt cotton that more than offsets the additional cost of Bt seed.
Resumo:
M. R. Banaji and A. G. Greenwald (1995) demonstrated a gender bias in fame judgments—that is, an increase in judged fame due to prior processing that was larger for male than for female names. They suggested that participants shift criteria between judging men and women, using the more liberal criterion for judging men. This "criterion-shift" account appeared problematic for a number of reasons. In this article, 3 experiments are reported that were designed to evaluate the criterion-shift account of the gender bias in the false-fame effect against a distribution-shift account. The results were consistent with the criterion-shift account, and they helped to define more precisely the situations in which people may be ready to shift their response criterion on an item-by-item basis. In addition, the results were incompatible with an interpretation of the criterion shift as an artifact of the experimental situation in the experiments reported by M. R. Banaji and A. G. Greenwald. (PsycINFO Database Record (c) 2010 APA, all rights reserved)
Resumo:
This paper reports three experiments that examine the role of similarity processing in McGeorge and Burton's (1990) incidental learning task. In the experiments subjects performed a distractor task involving four-digit number strings, all of which conformed to a simple hidden rule. They were then given a forced-choice memory test in which they were presented with pairs of strings and were led to believe that one string of each pair had appeared in the prior learning phase. Although this was not the case, one string of each pair did conform to the hidden rule. Experiment 1 showed that, as in the McGeorge and Burton study, subjects were significantly more likely to select test strings that conformed to the hidden rule. However, additional analyses suggested that rather than having implicitly abstracted the rule, subjects may have been selecting strings that were in some way similar to those seen during the learning phase. Experiments 2 and 3 were designed to try to separate out effects due to similarity from those due to implicit rule abstraction. It was found that the results were more consistent with a similarity-based model than implicit rule abstraction per se.