A generalised Bayesian instrumental variable approach under student t-distributed errors with application

Bayesian analysis is given of an instrumental variable model that allows for heteroscedasticity in both the structural equation and the instrument equation. Specifically, the approach for dealing with heteroscedastic errors in Geweke (1993) is extended to the Bayesian instrumental variable estimator outlined in Rossi et al. (2005). Heteroscedasticity is treated by modelling the variance for each error using a hierarchical prior that is Gamma distributed. The computation is carried out by using a Markov chain Monte Carlo sampling algorithm with an augmented draw for the heteroscedastic case. An example using real data illustrates the approach and shows that ignoring heteroscedasticity in the instrument equation when it exists may lead to biased estimates.

Association of vitamin D status with arterial blood pressure and hypertension risk: a mendelian randomisation study

BACKGROUND: Low plasma 25-hydroxyvitamin D (25[OH]D) concentration is associated with high arterial blood pressure and hypertension risk, but whether this association is causal is unknown. We used a mendelian randomisation approach to test whether 25(OH)D concentration is causally associated with blood pressure and hypertension risk. METHODS: In this mendelian randomisation study, we generated an allele score (25[OH]D synthesis score) based on variants of genes that affect 25(OH)D synthesis or substrate availability (CYP2R1 and DHCR7), which we used as a proxy for 25(OH)D concentration. We meta-analysed data for up to 108 173 individuals from 35 studies in the D-CarDia collaboration to investigate associations between the allele score and blood pressure measurements. We complemented these analyses with previously published summary statistics from the International Consortium on Blood Pressure (ICBP), the Cohorts for Heart and Aging Research in Genomic Epidemiology (CHARGE) consortium, and the Global Blood Pressure Genetics (Global BPGen) consortium. FINDINGS: In phenotypic analyses (up to n=49 363), increased 25(OH)D concentration was associated with decreased systolic blood pressure (β per 10% increase, -0·12 mm Hg, 95% CI -0·20 to -0·04; p=0·003) and reduced odds of hypertension (odds ratio [OR] 0·98, 95% CI 0·97-0·99; p=0·0003), but not with decreased diastolic blood pressure (β per 10% increase, -0·02 mm Hg, -0·08 to 0·03; p=0·37). In meta-analyses in which we combined data from D-CarDia and the ICBP (n=146 581, after exclusion of overlapping studies), each 25(OH)D-increasing allele of the synthesis score was associated with a change of -0·10 mm Hg in systolic blood pressure (-0·21 to -0·0001; p=0·0498) and a change of -0·08 mm Hg in diastolic blood pressure (-0·15 to -0·02; p=0·01). When D-CarDia and consortia data for hypertension were meta-analysed together (n=142 255), the synthesis score was associated with a reduced odds of hypertension (OR per allele, 0·98, 0·96-0·99; p=0·001). In instrumental variable analysis, each 10% increase in genetically instrumented 25(OH)D concentration was associated with a change of -0·29 mm Hg in diastolic blood pressure (-0·52 to -0·07; p=0·01), a change of -0·37 mm Hg in systolic blood pressure (-0·73 to 0·003; p=0·052), and an 8·1% decreased odds of hypertension (OR 0·92, 0·87-0·97; p=0·002). INTERPRETATION: Increased plasma concentrations of 25(OH)D might reduce the risk of hypertension. This finding warrants further investigation in an independent, similarly powered study.

An on-line algorithm of uncertain time delay estimation in a continuous system

In this paper, we present an on-line estimation algorithm for an uncertain time delay in a continuous system based on the observational input-output data, subject to observational noise. The first order Pade approximation is used to approximate the time delay. At each time step, the algorithm combines the well known Kalman filter algorithm and the recursive instrumental variable least squares (RIVLS) algorithm in cascade form. The instrumental variable least squares algorithm is used in order to achieve the consistency of the delay parameter estimate, since an error-in-the-variable model is involved. An illustrative example is utilized to demonstrate the efficacy of the proposed approach.

Evoked prior learning experience and approach to learning as predictors of academic achievement

Background. In separate studies and research from different perspectives, five factors are found to be among those related to higher quality outcomes of student learning (academic achievement). Those factors are higher self-efficacy, deeper approaches to learning, higher quality teaching, students’ perceptions that their workload is appropriate, and greater learning motivation. University learning improvement strategies have been built on these research results. Aim. To investigate how students’ evoked prior experience, perceptions of their learning environment, and their approaches to learning collectively contribute to academic achievement. This is the first study to investigate motivation and self-efficacy in the same educational context as conceptions of learning, approaches to learning and perceptions of the learning environment. Sample. Undergraduate students (773) from the full range of disciplines were part of a group of over 2,300 students who volunteered to complete a survey of their learning experience. On completing their degrees 6 and 18 months later, their academic achievement was matched with their learning experience survey data. Method. A 77-item questionnaire was used to gather students’ self-report of their evoked prior experience (self-efficacy, learning motivation, and conceptions of learning), perceptions of learning context (teaching quality and appropriate workload), and approaches to learning (deep and surface). Academic achievement was measured using the English honours degree classification system. Analyses were conducted using correlational and multi-variable (structural equation modelling) methods. Results. The results from the correlation methods confirmed those found in numerous earlier studies. The results from the multi-variable analyses indicated that surface approach to learning was the strongest predictor of academic achievement, with self-efficacy and motivation also found to be directly related. In contrast to the correlation results, a deep approach to learning was not related to academic achievement, and teaching quality and conceptions of learning were only indirectly related to achievement. Conclusions. Research aimed at understanding how students experience their learning environment and how that experience relates to the quality of their learning needs to be conducted using a wider range of variables and more sophisticated analytical methods. In this study of one context, some of the relations found in earlier bivariate studies, and on which learning intervention strategies have been built, are not confirmed when more holistic teaching–learning contexts are analysed using multi-variable methods.

Urban Growth Boundaries and their impact on land prices

Investigation of the effects of Urban Growth Boundaries (UGB) on land prices are restricted by a lack of good land market data. However, undeveloped land transactions at the urban fringe of the Melbourne metropolitan area in Australia are recorded in a data set that enables exploration of the impact of its UGB. Estimation can take account of endogeneity issues, while controlling for policy anticipation effects and other potential influences on land prices. OLS and instrumental variable estimates indicate that land prices rose substantially inside the UGB after its enactment in 2003 but did not rise much outside of it.

Peaceful coexistence? The role of religious schools and NGOs in the growth of female secondary schooling in Bangladesh

Bangladesh Rural Advancement Committee (BRAC), a non-governmental organisation (NGO), runs a large number of non-formal primary schools in Bangladesh which target out-of-school children from poor families. These schools are well-known for their effectiveness in closing the gender gap in primary school enrolment. On the other hand, registered non-government secondary madrasas (or Islamic schools) today enrol one girl against every boy student. In this article, we document a positive spillover effect of BRAC schools on female secondary enrolment in registered madrasas. Drawing upon school enrolment data aggregated at the region level, we first show that regions that had more registered madrasas experienced greater secondary female enrolment growth during 1999–2003, holding the number of secular secondary schools constant. In this context we test the impact of BRAC-run primary schools on female enrolment in registered madrasas. We deal with the potential endogeneity of placement of BRAC schools using an instrumental variable approach. Controlling for factors such as local-level poverty, road access and distance from major cities, we show that regions with a greater presence of BRAC schools have higher female enrolment growth in secondary madrasas. The effect is much bigger when compared to that on secondary schools.

How do multilateral institutions influence individual perceptions of international affairs? Evidence from Europe and Asia

To date there has been no systematic study of the relationship between individuals’ opinions of different institutions and their perceptions of world affairs. This article tries to fill this gap by using a large cross-country data set comprising nine EU members and seven Asian nations and instrumental variable bivariate probit regression analysis. Controlling for a host of factors, the article shows that individuals’ confidence in multilateral institutions affects their perceptions of whether or not their country is being treated fairly in international affairs. This finding expands upon both theoretical work on multilateral institutions that has focused on state actors’ rationale for engaging in multilateral cooperation and empirical work that has treated confidence in multilateral institutions as a dependent variable. The article also shows that individuals’ confidence in different international organizations has undifferentiated effects on their perceptions of whether or not their country is being treated fairly in international affairs, though individuals more knowledgeable about international affairs exhibit slightly different attitudes. Finally, the article demonstrates significant differences in opinion across Europe and Asia.

Testosterone is associated with self-employment among Australian men

Testosterone has pronounced effects on men’s physiological development and smaller, more nuanced, impacts on their economic behavior. In this study of 1199 Australian adult males, we investigate the relationship between the self-employed and their serum testosterone levels. Because prior studies have identified that testosterone is a hormone that is responsive to external factors (e.g. competition, risk-taking), we explicitly control for omitted variable bias and reverse causality by using an instrumental variable approach. We use insulin as our primary instrument to account for endogeneity between testosterone and self-employment. This is because prior research has identified a relationship between insulin and testosterone but not between insulin and self-employment. Our results show that there is a positive association between total testosterone and self-employment. Robustness checks using bioavailable testosterone and another similar instrument (daily alcohol consumption) confirm this positive finding.

Problem structuring methods: theorizing the benefits of deconstructing sustainable development projects

Problem structuring methods or PSMs are widely applied across a range of variable but generally small-scale organizational contexts. However, it has been argued that they are seen and experienced less often in areas of wide ranging and highly complex human activity-specifically those relating to sustainability, environment, democracy and conflict (or SEDC). In an attempt to plan, track and influence human activity in SEDC contexts, the authors in this paper make the theoretical case for a PSM, derived from various existing approaches. They show how it could make a contribution in a specific practical context-within sustainable coastal development projects around the Mediterranean which have utilized systemic and prospective sustainability analysis or, as it is now known, Imagine. The latter is itself a PSM but one which is 'bounded' within the limits of the project to help deliver the required 'deliverables' set out in the project blueprint. The authors argue that sustainable development projects would benefit from a deconstruction of process by those engaged in the project and suggest one approach that could be taken-a breakout from a project-bounded PSM to an analysis that embraces the project itself. The paper begins with an introduction to the sustainable development context and literature and then goes on to illustrate the issues by grounding the debate within a set of projects facilitated by Blue Plan for Mediterranean coastal zones. The paper goes on to show how the analytical framework could be applied and what insights might be generated.

Designs for an adaptive tuned vibration absorber with variable shape stiffness element

An adaptive tuned vibration absorber (ATVA) with a smart variable stiffness element is capable of retuning itself in response to a time-varying excitation frequency., enabling effective vibration control over a range of frequencies. This paper discusses novel methods of achieving variable stiffness in an ATVA by changing shape, as inspired by biological paradigms. It is shown that considerable variation in the tuned frequency can be achieved by actuating a shape change, provided that this is within the limits of the actuator. A feasible design for such an ATVA is one in which the device offers low resistance to the required shape change actuation while not being restricted to low values of the effective stiffness of the vibration absorber. Three such original designs are identified: (i) A pinned-pinned arch beam with fixed profile of slight curvature and variable preload through an adjustable natural curvature; (ii) a vibration absorber with a stiffness element formed from parallel curved beams of adjustable curvature vibrating longitudinally; (iii) a vibration absorber with a variable geometry linkage as stiffness element. The experimental results from demonstrators based on two of these designs show good correlation with the theory.

Comparative costs of the commercial process in different construction procurement methods

The commercial process in construction projects is an expensive and highly variable overhead. Collaborative working practices carry many benefits, which are widely disseminated, but little information is available about their costs. Transaction Cost Economics is a theoretical framework that seeks explanations for why there are firms and how the boundaries of firms are defined through the “make-or-buy” decision. However, it is not a framework that offers explanations for the relative costs of procuring construction projects in different ways. The idea that different methods of procurement will have characteristically different costs is tested by way of a survey. The relevance of transaction cost economics to the study of commercial costs in procurement is doubtful. The survey shows that collaborative working methods cost neither more nor less than traditional methods. But the benefits of collaboration mean that there is a great deal of enthusiasm for collaboration rather than competition.

An efficient shock capturing algorithm for compressible flows in a duct of variable cross-section

A numerical scheme is presented for the solution of the Euler equations of compressible flow of a gas in a single spatial co-ordinate. This includes flow in a duct of variable cross-section as well as flow with slab, cylindrical or spherical symmetry and can prove useful when testing codes for the two-dimensional equations governing compressible flow of a gas. The resulting scheme requires an average of the flow variables across the interface between cells and for computational efficiency this average is chosen to be the arithmetic mean, which is in contrast to the usual ‘square root’ averages found in this type of scheme. The scheme is applied with success to five problems with either slab or cylindrical symmetry and a comparison is made in the cylindrical case with results from a two-dimensional problem with no sources.

Numerical Methods for Stiff Two-Point Boundary Value Problems

We consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate smoothness conditions, a priori estimates are obtained. Problems with turning points can be treated with this theory, and we discuss this in detail. We give robust difference approximations and present error estimates for these schemes. In particular we give a detailed description of how to transform a general system to essentially diagonally dominant form and then stretch the independent variable so that the system will satisfy the correct smoothness conditions. Numerical examples are presented for both linear and nonlinear problems.

The neural bases of the short-term storage of verbal information are anatomically variable across individuals

What are the precise brain regions supporting the short-term retention of verbal information? A previous functional magnetic resonance imaging (fMRI) study suggested that they may be topographically variable across individuals, occurring, in most, in regions posterior to prefrontal cortex (PFC), and that detection of these regions may be best suited to a single-subject (SS) approach to fMRI analysis (Feredoes and Postle, 2007). In contrast, other studies using spatially normalized group-averaged (SNGA) analyses have localized storage-related activity to PFC. To evaluate the necessity of the regions identified by these two methods, we applied repetitive transcranial magnetic stimulation (rTMS) to SS- and SNGA-identified regions throughout the retention period of a delayed letter-recognition task. Results indicated that rTMS targeting SS analysis-identified regions of left perisylvian and sensorimotor cortex impaired performance, whereas rTMS targeting the SNGA-identified region of left caudal PFC had no effect on performance. Our results support the view that the short-term retention of verbal information can be supported by regions associated with acoustic, lexical, phonological, and speech-based representation of information. They also suggest that the brain bases of some cognitive functions may be better detected by SS than by SNGA approaches to fMRI data analysis.