Wald tests for IV regression with weak instruments

This dissertation deals with the problem of making inference when there is weak identification in models of instrumental variables regression. More specifically we are interested in one-sided hypothesis testing for the coefficient of the endogenous variable when the instruments are weak. The focus is on the conditional tests based on likelihood ratio, score and Wald statistics. Theoretical and numerical work shows that the conditional t-test based on the two-stage least square (2SLS) estimator performs well even when instruments are weakly correlated with the endogenous variable. The conditional approach correct uniformly its size and when the population F-statistic is as small as two, its power is near the power envelopes for similar and non-similar tests. This finding is surprising considering the bad performance of the two-sided conditional t-tests found in Andrews, Moreira and Stock (2007). Given this counter intuitive result, we propose novel two-sided t-tests which are approximately unbiased and can perform as well as the conditional likelihood ratio (CLR) test of Moreira (2003).

Contributions to the Theory of Optimal Tests

This paper considers tests which maximize the weighted average power (WAP). The focus is on determining WAP tests subject to an uncountable number of equalities and/or inequalities. The unifying theory allows us to obtain tests with correct size, similar tests, and unbiased tests, among others. A WAP test may be randomized and its characterization is not always possible. We show how to approximate the power of the optimal test by sequences of nonrandomized tests. Two alternative approximations are considered. The rst approach considers a sequence of similar tests for an increasing number of boundary conditions. This discretization allows us to implement the WAP tests in practice. The second method nds a sequence of tests which approximate the WAP test uniformly. This approximation allows us to show that WAP similar tests are admissible. The theoretical framework is readily applicable to several econometric models, including the important class of the curved-exponential family. In this paper, we consider the instrumental variable model with heteroskedastic and autocorrelated errors (HAC-IV) and the nearly integrated regressor model. In both models, we nd WAP similar and (locally) unbiased tests which dominate other available tests.

Invariant tests in an instrumental variables model with unknown data generating process

In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests introduced by Moreira and Moreira (2013). This new boundary condition is motivated by the score e ciency under strong identi cation. It allows reducing computational costs of WAP tests by replacing the strongly unbiased condition. This latter restriction imposes, under the null hypothesis, the test to be uncorrelated to a given statistic with dimension given by the number of instruments. The new proposed boundary condition only imposes the test to be uncorrelated to a linear combination of the statistic. WAP tests under both restrictions to perform similarly numerically. We apply the di erent tests discussed to an empirical example. Using data from Yogo (2004), we assess the e ect of weak instruments on the estimation of the elasticity of inter-temporal substitution of a CCAPM model.

Methods for Hypothesis Testing in Animal Carcinogenicity Experiments

Thesis (Ph.D.)--University of Washington, 2016-08

Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We introduce two weights which are invariant to orthogonal transformations of the instruments; e.g., changing the order in which the instruments appear. While tests using the MM1 weight can be severely biased, optimal tests based on the MM2 weight are naturally two-sided when errors are homoskedastic. We propose two boundary conditions that yield two-sided tests whether errors are homoskedastic or not. The locally unbiased (LU) condition is related to the power around the null hypothesis and is a weaker requirement than unbiasedness. The strongly unbiased (SU) condition is more restrictive than LU, but the associated WAP tests are easier to implement. Several tests are SU in nite samples or asymptotically, including tests robust to weak IV (such as the Anderson-Rubin, score, conditional quasi-likelihood ratio, and I. Andrews' (2015) PI-CLC tests) and two-sided tests which are optimal when the sample size is large and instruments are strong. We refer to the WAP-SU tests based on our weights as MM1-SU and MM2-SU tests. Dropping the restrictive assumptions of normality and known variance, the theory is shown to remain valid at the cost of asymptotic approximations. The MM2-SU test is optimal under the strong IV asymptotics, and outperforms other existing tests under the weak IV asymptotics.

Assessment Of The Fixation Of Mandibular Symphysis Fractures Using Conical Cannulated Screws: Mechanical And Photoelastic Tests.

The aim of this study was to use mechanical and photoelastic tests to compare the performance of cannulated screws with other fixation methods in mandibular symphysis fractures. Ten polyurethane mandibles were allocated to each group and fixed as follows: group PRP, 2 perpendicular miniplates; group PLL, 1 miniplate and 1 plate, parallel; and group CS, 2 cannulated screws. Vertical linear loading tests were performed. The differences between mean values were analyzed with the Tukey test. The photoelastic test was carried out using a polariscope. The results revealed differences between the CS and PRP groups at 1, 3, 5, and 10 millimeters of displacement. The photoelastic test confirmed higher stress concentration in all groups close to the mandibular base, whereas the CS group showed it throughout the region assessed. Conical cannulated screws performed well in mechanical and photoelastic tests.

Usefulness Of Vaginal Cytology Tests In Women With Previous Hysterectomy For Benign Diseases: Assessment Of 53,891 Tests.

To assess the value of vaginal screening cytology after hysterectomy for benign disease. This cross-sectional study used cytology audit data from 2,512,039 screening tests in the metropolitan region of Campinas from 2000 to 2012; the object was to compare the prevalence of abnormal tests in women who had undergone a hysterectomy for benign diseases (n=53,891) to that of women who had had no hysterectomy. Prevalence ratios (95% confidence intervals, 95% CI) were determined, and chi-square analysis, modified by the Cochrane-Armitage test for trend, was used to investigate the effects of age. The prevalence of atypical squamous cells (ASC), low-grade squamous intraepithelial lesion (LSIL), and high-grade squamous intraepithelial lesion or squamous-cell carcinoma (HSIL/SCC) was 0.13%, 0.04% and 0.03%, respectively, in women who had undergone hysterectomy, and 0.93%, 0.51% and 0.26% in women who had not undergone hysterectomy. The prevalence ratios for ASC, LSIL and HSIL/SCC were 0.14 (0.11-0.17), 0.08 (0.06-0.13) and 0.13 (0.08-0.20), respectively, in women with a hysterectomy versus those without. For HSIL/SCC, the prevalence ratios were 0.09 and 0.29, respectively, for women <50 or ≥50years. The prevalence rates in women with a previous hysterectomy showed no significant variation with age. The prevalence rates of ASC, LSIL and HSIL/SCC were significantly lower in women with a previous hysterectomy for benign disease compared with those observed in women with an intact uterine cervix. This study reinforces the view that there is no evidence that cytological screening is beneficial for women who have had a hysterectomy for benign disease.

Testes de desempenho aeróbio relacionados a intensidades de corrida em treinamento e competição para fundistas de alto rendimento = : Aerobic performance tests related to training and competition running intensities for high performance distance runners

Universidade Estadual de Campinas . Faculdade de Educação Física

Validation of an experimental polyurethane model for biomechanical studies on implant supported prosthesis - tension tests

OBJECTIVES: The complexity and heterogeneity of human bone, as well as ethical issues, frequently hinder the development of clinical trials. The purpose of this in vitro study was to determine the modulus of elasticity of a polyurethane isotropic experimental model via tension tests, comparing the results to those reported in the literature for mandibular bone, in order to validate the use of such a model in lieu of mandibular bone in biomechanical studies. MATERIAL AND METHODS: Forty-five polyurethane test specimens were divided into 3 groups of 15 specimens each, according to the ratio (A/B) of polyurethane reagents (PU-1: 1/0.5, PU-2: 1/1, PU-3: 1/1.5). RESULTS: Tension tests were performed in each experimental group and the modulus of elasticity values found were 192.98 MPa (SD=57.20) for PU-1, 347.90 MPa (SD=109.54) for PU-2 and 304.64 MPa (SD=25.48) for PU-3. CONCLUSION: The concentration of choice for building the experimental model was 1/1.

Validation of an experimental polyurethane model for biomechanical studies on implant-supported prosthesis: compression tests

OBJECTIVES: The complexity and heterogeneity of human bone, as well as ethical issues, most always hinder the performance of clinical trials. Thus, in vitro studies become an important source of information for the understanding of biomechanical events on implant-supported prostheses, although study results cannot be considered reliable unless validation studies are conducted. The purpose of this work was to validate an artificial experimental model based on its modulus of elasticity, to simulate the performance of human bone in vivo in biomechanical studies of implant-supported prostheses. MATERIAL AND METHODS: In this study, fast-curing polyurethane (F16 polyurethane, Axson) was used to build 40 specimens that were divided into five groups. The following reagent ratios (part A/part B) were used: Group A (0.5/1.0), Group B (0.8/1.0), Group C (1.0/1.0), Group D (1.2/1.0), and Group E (1.5/1.0). A universal testing machine (Kratos model K - 2000 MP) was used to measure modulus of elasticity values by compression. RESULTS: Mean modulus of elasticity values were: Group A - 389.72 MPa, Group B - 529.19 MPa, Group C - 571.11 MPa, Group D - 470.35 MPa, Group E - 437.36 MPa. CONCLUSION: The best mechanical characteristics and modulus of elasticity value comparable to that of human trabecular bone were obtained when A/B ratio was 1:1.

Evaluating resin-enamel bonds by microshear and microtensile bond strength tests: effects of composite resin

OBJECTIVES: The aims of this study were to evaluate the effect of resin composite (Filtek Z250 and Filtek Flow Z350) and adhesive system [(Solobond Plus, Futurabond NR (VOCO) and Adper Single Bond (3M ESPE)] on the microtensile (μTBS) and microshear bond strength (μSBS) tests on enamel, and to correlate the bond strength means between them. MATERIAL AND METHODS: Thirty-six extracted human molars were sectioned to obtain two tooth halves: one for μTBS and the other one for μSBS. Adhesive systems and resin composites were applied to the enamel ground surfaces and light-cured. After storage (37(0)C/24 h) specimens were stressed (0.5 mm/min). Fracture modes were analyzed under scanning electron microscopy. The data were analyzed using two-way ANOVA and Tukey's test (α=0.05). RESULTS: The correlation between tests was estimated with Pearson's product-moment correlation statistics (α =0.05). For both tests only the main factor resin composite was statistically significant (p<0.05). The correlation test detected a positive (r=0.91) and significant (p=0.01) correlation between the tests. CONCLUSIONS: The results were more influenced by the resin type than by the adhesives. Both microbond tests seem to be positive and linearly correlated and can therefore lead to similar conclusions.

Characterization of aqueous silver nitrate solutions for leakage tests

OBJECTIVE: To determine the pH over a period of 168 h and the ionic silver content in various concentrations and post-preparation times of aqueous silver nitrate solutions. Also, the possible effects of these factors on microleakage test in adhesive/resin restorations in primary and permanent teeth were evaluated. MATERIAL AND METHODS: A digital pHmeter was used for measuring the pH of the solutions prepared with three types of water (purified, deionized or distilled) and three brands of silver nitrate salt (Merck, Synth or Cennabras) at 0, 1, 2, 24, 48, 72, 96 and 168 h after preparation, and storage in transparent or dark bottles. Ionic silver was assayed according to the post-preparation times (2, 24, 48, 72, 96, 168 h) and concentrations (1, 5, 25, 50%) of solutions by atomic emission spectrometry. For each sample of each condition, three readings were obtained for calculating the mean value. Class V cavities were prepared with enamel margins on primary and permanent teeth and restored with the adhesive systems OptiBond FL or OptiBond SOLO Plus SE and the composite resin Filtek Z-250. After nail polish coverage, the permanent teeth were immersed in 25% or 50% AgNO3 solution and the primary teeth in 5% or 50% AgNO3 solutions for microleakage evaluation. ANOVA and the Tukey's test were used for data analyses (α=5%). RESULTS: The mean pH of the solutions ranged from neutral to alkaline (7.9±2.2 to 11.8±0.9). Mean ionic silver content differed depending on the concentration of the solution (4.75±0.5 to 293±15.3 ppm). In the microleakage test, significant difference was only observed for the adhesive system factor (p=0.000). CONCLUSIONS: Under the tested experimental conditions and based on the obtained results, it may be concluded that the aqueous AgNO3 solutions: have neutral/alkaline pH and service life of up to 168 h; the level of ionic silver is proportional to the concentration of the solution; even at 5% concentration, the solutions were capable of indicating loss of marginal seal in the composite restorations; the 3-step conventional adhesive system had better performance regarding microleakage in enamel on primary and permanent teeth.

Dose-response effects of systemic anandamide administration in mice sequentially submitted to the open field and elevated plus-maze tests

The endocannabinoid system is involved in the control of many physiological functions, including the control of emotional states. In rodents, previous exposure to an open field increases the anxiety-like behavior in the elevated plus-maze. Anxiolytic-like effects of pharmacological compounds that increase endocannabinoid levels have been well documented. However, these effects are more evident in animals with high anxiety levels. Several studies have described characteristic inverted U-shaped dose-response effects of drugs that modulate the endocannabinoid levels. However, there are no studies showing the effects of different doses of exogenous anandamide, an endocannabinoid, in animal models of anxiety. Thus, in the present study, we determined the dose-response effects of exogenous anandamide at doses of 0.01, 0.1, and 1.0 mg/kg in C57BL/6 mice (N = 10/group) sequentially submitted to the open field and elevated plus-maze. Anandamide was diluted in 0.9% saline, ethyl alcohol, Emulphor® (18:1:1) and administered ip (0.1 mL/10 g body weight); control animals received the same volume of anandamide vehicle. Anandamide at the dose of 0.1 mg/kg (but not of 0.01 or 1 mg/kg) increased (P < 0.05) the time spent and the distance covered in the central zone of the open field, as well as the exploration of the open arms of the elevated plus-maze. Thus, exogenous anandamide, like pharmacological compounds that increase endocannabinoid levels, promoted a characteristic inverted U-shaped dose-response effect in animal models of anxiety. Furthermore, anandamide (0.1 mg/kg) induced an anxiolytic-like effect in the elevated plus-maze (P < 0.05) after exposing the animals to the open field test.

Association between neuromuscular tests and kumite performance on the Brazilian Karate National Team

The aim of this study was to verify the relationship of strength and power with performance on an international level karate team during official kumite simulations. Fourteen male black belt karate athletes were submitted to anthropometric data collection and then performed the following tests on two different days: vertical jump test, bench press and squat maximum dynamic strength (1RM) tests. We also tested power production for both exercises at 30 and 60% 1RM and performed a kumite match simulation. Blood samples were obtained at rest and immediately after the kumite matches to measure blood lactate concentration. Karate players were separated by performance (winners vs. defeated) on the kumite matches. We found no significant differences between winners and defeated for strength, vertical jump height, anthropometric data and blood lactate concentration. Interestingly, winners were more powerful in the bench press and squat exercises at 30% 1RM. Maximum strength was correlated with absolute (30% 1RM r = 0.92; 60% 1RM r = 0.63) and relative power (30% 1RM r = 0.74; 60% 1RM r = 0.11, p > 0.05) for the bench press exercise. We concluded that international level karate players' kumite match performance are influenced by higher levels of upper and lower limbs power production.

Influence of a light meal on routine haematological tests

Introduction Patient-related variables such as physical exercise stress and fasting status are Important sources of variability in laboratory testing However no clear indications about tasting requirements exist for routine haematological tests nor has the influence of meals been assessed Methods We studied 17 healthy volunteers who consumed a light meal containing a standardized amount of carbohydrates, protein and lipids Blood was taken for routine haematological tests before the meal and 1 2 and 4 hours thereafter Results One hour after the meal neutrophil count and mean corpuscular haemoglobin (MHC) increased significantly whereas lymphocyte and monocyte counts red blood cell distribution width, haematocrit, and mean corpuscular volume decreased significantly A clinically significant variation was only observed for lymphocytes Two hours after the meal a significant increase was observed for neutrophils and MCH whereas lymphocytes eosinophils, haemoglobin and haematocrit decreased significantly Clinically significant variations were recorded for lymphocytes red blood cells (RBC), haemoglobin haematocrit and MCH Four hours after the meal MCH was significantly increased while lymphocytes eosinophils, RBC, haemoglobin and haematocrit were significantly decreased Clinically significant variations were recorded for neutrophils eosinophils RBC hematocrit and MCH Conclusion The significant variation of several haematological parameters after a light meal demonstrates that the fasting time needs to be carefully considered in order to interpret the results of haematological tests correctly