Bootstrap for panel data models with an application to the evaluation of public policies

Le but de cette thèse est d étendre la théorie du bootstrap aux modèles de données de panel. Les données de panel s obtiennent en observant plusieurs unités statistiques sur plusieurs périodes de temps. Leur double dimension individuelle et temporelle permet de contrôler l 'hétérogénéité non observable entre individus et entre les périodes de temps et donc de faire des études plus riches que les séries chronologiques ou les données en coupe instantanée. L 'avantage du bootstrap est de permettre d obtenir une inférence plus précise que celle avec la théorie asymptotique classique ou une inférence impossible en cas de paramètre de nuisance. La méthode consiste à tirer des échantillons aléatoires qui ressemblent le plus possible à l échantillon d analyse. L 'objet statitstique d intérêt est estimé sur chacun de ses échantillons aléatoires et on utilise l ensemble des valeurs estimées pour faire de l inférence. Il existe dans la littérature certaines application du bootstrap aux données de panels sans justi cation théorique rigoureuse ou sous de fortes hypothèses. Cette thèse propose une méthode de bootstrap plus appropriée aux données de panels. Les trois chapitres analysent sa validité et son application. Le premier chapitre postule un modèle simple avec un seul paramètre et s 'attaque aux propriétés théoriques de l estimateur de la moyenne. Nous montrons que le double rééchantillonnage que nous proposons et qui tient compte à la fois de la dimension individuelle et la dimension temporelle est valide avec ces modèles. Le rééchantillonnage seulement dans la dimension individuelle n est pas valide en présence d hétérogénéité temporelle. Le ré-échantillonnage dans la dimension temporelle n est pas valide en présence d'hétérogénéité individuelle. Le deuxième chapitre étend le précédent au modèle panel de régression. linéaire. Trois types de régresseurs sont considérés : les caractéristiques individuelles, les caractéristiques temporelles et les régresseurs qui évoluent dans le temps et par individu. En utilisant un modèle à erreurs composées doubles, l'estimateur des moindres carrés ordinaires et la méthode de bootstrap des résidus, on montre que le rééchantillonnage dans la seule dimension individuelle est valide pour l'inférence sur les coe¢ cients associés aux régresseurs qui changent uniquement par individu. Le rééchantillonnage dans la dimen- sion temporelle est valide seulement pour le sous vecteur des paramètres associés aux régresseurs qui évoluent uniquement dans le temps. Le double rééchantillonnage est quand à lui est valide pour faire de l inférence pour tout le vecteur des paramètres. Le troisième chapitre re-examine l exercice de l estimateur de différence en di¤érence de Bertrand, Duflo et Mullainathan (2004). Cet estimateur est couramment utilisé dans la littérature pour évaluer l impact de certaines poli- tiques publiques. L exercice empirique utilise des données de panel provenant du Current Population Survey sur le salaire des femmes dans les 50 états des Etats-Unis d Amérique de 1979 à 1999. Des variables de pseudo-interventions publiques au niveau des états sont générées et on s attend à ce que les tests arrivent à la conclusion qu il n y a pas d e¤et de ces politiques placebos sur le salaire des femmes. Bertrand, Du o et Mullainathan (2004) montre que la non-prise en compte de l hétérogénéité et de la dépendance temporelle entraîne d importantes distorsions de niveau de test lorsqu'on évalue l'impact de politiques publiques en utilisant des données de panel. Une des solutions préconisées est d utiliser la méthode de bootstrap. La méthode de double ré-échantillonnage développée dans cette thèse permet de corriger le problème de niveau de test et donc d'évaluer correctement l'impact des politiques publiques.

An efficient scheme for the evaluation of coding performance of high speed links incorporating joint error behaviour based on Monte Carlo Method

While channel coding is a standard method of improving a system’s energy efficiency in digital communications, its practice does not extend to high-speed links. Increasing demands in network speeds are placing a large burden on the energy efficiency of high-speed links and render the benefit of channel coding for these systems a timely subject. The low error rates of interest and the presence of residual intersymbol interference (ISI) caused by hardware constraints impede the analysis and simulation of coded high-speed links. Focusing on the residual ISI and combined noise as the dominant error mechanisms, this paper analyses error correlation through concepts of error region, channel signature, and correlation distance. This framework provides a deeper insight into joint error behaviours in high-speed links, extends the range of statistical simulation for coded high-speed links, and provides a case against the use of biased Monte Carlo methods in this setting

Calculating the exclusion probability and paternity index for X-chromosomal loci in the presence of substructure

There has been recent interest in the use of X-chromosomal loci for forensic and relatedness testing casework, with many authors developing new X-linked short tandem repeat (STR) loci suitable for forensic use. Here we present formulae for two key quantities in paternity testing, the average probability of exclusion and the paternity index, which are suitable for Xchromosomal loci in the presence of population substructure.

PINCER trial: a cluster randomised trial comparing the effectiveness and cost-effectiveness of a pharmacist-led IT-based intervention with simple feedback in reducing rates of clinically important errors in medicines management in general practices

Background: Medication errors in general practice are an important source of potentially preventable morbidity and mortality. Building on previous descriptive, qualitative and pilot work, we sought to investigate the effectiveness, cost-effectiveness and likely generalisability of a complex pharm acist-led IT-based intervention aiming to improve prescribing safety in general practice. Objectives: We sought to: • Test the hypothesis that a pharmacist-led IT-based complex intervention using educational outreach and practical support is more effective than simple feedback in reducing the proportion of patients at risk from errors in prescribing and medicines management in general practice. • Conduct an economic evaluation of the cost per error avoided, from the perspective of the National Health Service (NHS). • Analyse data recorded by pharmacists, summarising the proportions of patients judged to be at clinical risk, the actions recommended by pharmacists, and actions completed in the practices. • Explore the views and experiences of healthcare professionals and NHS managers concerning the intervention; investigate potential explanations for the observed effects, and inform decisions on the future roll-out of the pharmacist-led intervention • Examine secular trends in the outcome measures of interest allowing for informal comparison between trial practices and practices that did not participate in the trial contributing to the QRESEARCH database. Methods Two-arm cluster randomised controlled trial of 72 English general practices with embedded economic analysis and longitudinal descriptive and qualitative analysis. Informal comparison of the trial findings with a national descriptive study investigating secular trends undertaken using data from practices contributing to the QRESEARCH database. The main outcomes of interest were prescribing errors and medication monitoring errors at six- and 12-months following the intervention. Results: Participants in the pharmacist intervention arm practices were significantly less likely to have been prescribed a non-selective NSAID without a proton pump inhibitor (PPI) if they had a history of peptic ulcer (OR 0.58, 95%CI 0.38, 0.89), to have been prescribed a beta-blocker if they had asthma (OR 0.73, 95% CI 0.58, 0.91) or (in those aged 75 years and older) to have been prescribed an ACE inhibitor or diuretic without a measurement of urea and electrolytes in the last 15 months (OR 0.51, 95% CI 0.34, 0.78). The economic analysis suggests that the PINCER pharmacist intervention has 95% probability of being cost effective if the decision-maker’s ceiling willingness to pay reaches £75 (6 months) or £85 (12 months) per error avoided. The intervention addressed an issue that was important to professionals and their teams and was delivered in a way that was acceptable to practices with minimum disruption of normal work processes. Comparison of the trial findings with changes seen in QRESEARCH practices indicated that any reductions achieved in the simple feedback arm were likely, in the main, to have been related to secular trends rather than the intervention. Conclusions Compared with simple feedback, the pharmacist-led intervention resulted in reductions in proportions of patients at risk of prescribing and monitoring errors for the primary outcome measures and the composite secondary outcome measures at six-months and (with the exception of the NSAID/peptic ulcer outcome measure) 12-months post-intervention. The intervention is acceptable to pharmacists and practices, and is likely to be seen as costeffective by decision makers.

The dependence of contrail formation on the weather pattern and altitude in the North Atlantic

Aircraft flying through cold ice-supersaturated air produce persistent contrails which contribute to the climate impact of aviation. Here, we demonstrate the importance of the weather situation, together with the route and altitude of the aircraft through this, on estimating contrail coverage. The results have implications for determining the climate impact of contrails as well as potential mitigation strategies. Twenty-one years of re-analysis data are used to produce a climatological assessment of conditions favorable for persistent contrail formation between 200 and 300 hPa over the north Atlantic in winter. The seasonal-mean frequency of cold ice-supersaturated regions is highest near 300 hPa, and decreases with altitude. The frequency of occurrence of ice-supersaturated regions varies with large-scale weather pattern; the most common locations are over Greenland, on the southern side of the jet stream and around the northern edge of high pressure ridges. Assuming aircraft take a great circle route, as opposed to a more realistic time-optimal route, is likely to lead to an error in the estimated contrail coverage, which can exceed 50% for westbound north Atlantic flights. The probability of contrail formation can increase or decrease with height, depending on the weather pattern, indicating that the generic suggestion that flying higher leads to fewer contrails is not robust.

Growth rate and vertical propagation of the initial error in baroclinic models

The present study investigates the growth of error in baroclinic waves. It is found that stable or neutral waves are particularly sensitive to errors in the initial condition. Short stable waves are mainly sensitive to phase errors and the ultra long waves to amplitude errors. Analysis simulation experiments have indicated that the amplitudes of the very long waves become usually too small in the free atmosphere, due to the sparse and very irregular distribution of upper air observations. This also applies to the four-dimensional data assimilation experiments, since the amplitudes of the very long waves are usually underpredicted. The numerical experiments reported here show that if the very long waves have these kinds of amplitude errors in the upper troposphere or lower stratosphere the error is rapidly propagated (within a day or two) to the surface and to the lower troposphere.

Impact of I/Q imbalance on the performance of two-way CSI-assisted AF relaying

In this paper, we investigate half-duplex two-way dual-hop channel state information (CSI)-assisted amplify-and-forward (AF) relaying in the presence of in-phase and quadrature-phase (I/Q) imbalance. A compensation approach for the I/Q imbalance is proposed, which employs the received signals together with their conjugations to detect the desired signal. We also derive the average symbol error probability of the considered half-duplex two-way dual-hop CSI-assisted AF relaying networks with and without compensation for I/Q imbalance in Rayleigh fading channels. Numerical results are provided and show that the proposed compensation method mitigates the impact of I/Q imbalance to a certain extent.

Expected value, reward outcome, and temporal difference error representations in a probabilistic decision task

In probabilistic decision tasks, an expected value (EV) of a choice is calculated, and after the choice has been made, this can be updated based on a temporal difference (TD) prediction error between the EV and the reward magnitude (RM) obtained. The EV is measured as the probability of obtaining a reward x RM. To understand the contribution of different brain areas to these decision-making processes, functional magnetic resonance imaging activations related to EV versus RM (or outcome) were measured in a probabilistic decision task. Activations in the medial orbitofrontal cortex were correlated with both RM and with EV and confirmed in a conjunction analysis to extend toward the pregenual cingulate cortex. From these representations, TD reward prediction errors could be produced. Activations in areas that receive from the orbitofrontal cortex including the ventral striatum, midbrain, and inferior frontal gyrus were correlated with the TD error. Activations in the anterior insula were correlated negatively with EV, occurring when low reward outcomes were expected, and also with the uncertainty of the reward, implicating this region in basic and crucial decision-making parameters, low expected outcomes, and uncertainty.

The error of representation: basic understanding

Representation error arises from the inability of the forecast model to accurately simulate the climatology of the truth. We present a rigorous framework for understanding this kind of error of representation. This framework shows that the lack of an inverse in the relationship between the true climatology (true attractor) and the forecast climatology (forecast attractor) leads to the error of representation. A new gain matrix for the data assimilation problem is derived that illustrates the proper approaches one may take to perform Bayesian data assimilation when the observations are of states on one attractor but the forecast model resides on another. This new data assimilation algorithm is the optimal scheme for the situation where the distributions on the true attractor and the forecast attractors are separately Gaussian and there exists a linear map between them. The results of this theory are illustrated in a simple Gaussian multivariate model.

A route to systematic error in forecasts of Rossby waves

Recent work has shown that both the amplitude of upper-level Rossby waves and the tropopause sharpness decrease with forecast lead time for several days in some operational weather forecast systems. In this contribution, the evolution of error growth in a case study of this forecast error type is diagnosed through analysis of operational forecasts and hindcast simulations. Potential vorticity (PV) on the 320-K isentropic surface is used to diagnose Rossby waves. The Rossby-wave forecast error in the operational ECMWF high-resolution forecast is shown to be associated with errors in the forecast of a warm conveyor belt (WCB) through trajectory analysis and an error metric for WCB outflows. The WCB forecast error is characterised by an overestimation of WCB amplitude, a location of the WCB outflow regions that is too far to the southeast, and a resulting underestimation of the magnitude of the negative PV anomaly in the outflow. Essentially the same forecast error development also occurred in all members of the ECMWF Ensemble Prediction System and the Met Office MOGREPS-15 suggesting that in this case model error made an important contribution to the development of forecast error in addition to initial condition error. Exploiting this forecast error robustness, a comparison was performed between the realised flow evolution, proxied by a sequence of short-range simulations, and a contemporaneous forecast. Both the proxy to the realised flow and the contemporaneous forecast a were produced with the Met Office Unified Model enhanced with tracers of diabatic processes modifying potential temperature and PV. Clear differences were found in the way potential temperature and PV are modified in the WCB between proxy and forecast. These results demonstrate that differences in potential temperature and PV modification in the WCB can be responsible for forecast errors in Rossby waves.

Application of two segmentation protocols during the processing of virtual images in rapid prototyping: ex vivo study with human dry mandibles

The aim of this study was to evaluate the accuracy of virtual three-dimensional (3D) reconstructions of human dry mandibles, produced from two segmentation protocols (outline only and all-boundary lines).Twenty virtual three-dimensional (3D) images were built from computed tomography exam (CT) of 10 dry mandibles, in which linear measurements between anatomical landmarks were obtained and compared to an error probability of 5 %.The results showed no statistically significant difference among the dry mandibles and the virtual 3D reconstructions produced from segmentation protocols tested (p = 0,24).During the designing of a virtual 3D reconstruction, both outline only and all-boundary lines segmentation protocols can be used.Virtual processing of CT images is the most complex stage during the manufacture of the biomodel. Establishing a better protocol during this phase allows the construction of a biomodel with characteristics that are closer to the original anatomical structures. This is essential to ensure a correct preoperative planning and a suitable treatment.

One step forward: contrasting the effects of Toe clipping and PIT tagging on frog survival and recapture probability

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Inferences of body energy reserves on conception rate of suckled Zebu beef cows subjected to timed artificial insemination followed by natural mating

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estimation of a preference map of new consumers for spatial load forecasting simulation methods using a spatial analysis of points

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Applications of Linear Programming to Coding Theory

Maximum-likelihood decoding is often the optimal decoding rule one can use, but it is very costly to implement in a general setting. Much effort has therefore been dedicated to find efficient decoding algorithms that either achieve or approximate the error-correcting performance of the maximum-likelihood decoder. This dissertation examines two approaches to this problem. In 2003 Feldman and his collaborators defined the linear programming decoder, which operates by solving a linear programming relaxation of the maximum-likelihood decoding problem. As with many modern decoding algorithms, is possible for the linear programming decoder to output vectors that do not correspond to codewords; such vectors are known as pseudocodewords. In this work, we completely classify the set of linear programming pseudocodewords for the family of cycle codes. For the case of the binary symmetric channel, another approximation of maximum-likelihood decoding was introduced by Omura in 1972. This decoder employs an iterative algorithm whose behavior closely mimics that of the simplex algorithm. We generalize Omura's decoder to operate on any binary-input memoryless channel, thus obtaining a soft-decision decoding algorithm. Further, we prove that the probability of the generalized algorithm returning the maximum-likelihood codeword approaches 1 as the number of iterations goes to infinity.