Modelos Estadísticos Dinámicos para Análisis de Evolución de Tasas de Accidentes: Metodología y Herramientas Computacionales

Los accidentes del tráfico son un fenómeno social muy relevantes y una de las principales causas de mortalidad en los países desarrollados. Para entender este fenómeno complejo se aplican modelos econométricos sofisticados tanto en la literatura académica como por las administraciones públicas. Esta tesis está dedicada al análisis de modelos macroscópicos para los accidentes del tráfico en España. El objetivo de esta tesis se puede dividir en dos bloques: a. Obtener una mejor comprensión del fenómeno de accidentes de trafico mediante la aplicación y comparación de dos modelos macroscópicos utilizados frecuentemente en este área: DRAG y UCM, con la aplicación a los accidentes con implicación de furgonetas en España durante el período 2000-2009. Los análisis se llevaron a cabo con enfoque frecuencista y mediante los programas TRIO, SAS y TRAMO/SEATS. b. La aplicación de modelos y la selección de las variables más relevantes, son temas actuales de investigación y en esta tesis se ha desarrollado y aplicado una metodología que pretende mejorar, mediante herramientas teóricas y prácticas, el entendimiento de selección y comparación de los modelos macroscópicos. Se han desarrollado metodologías tanto para selección como para comparación de modelos. La metodología de selección de modelos se ha aplicado a los accidentes mortales ocurridos en la red viaria en el período 2000-2011, y la propuesta metodológica de comparación de modelos macroscópicos se ha aplicado a la frecuencia y la severidad de los accidentes con implicación de furgonetas en el período 2000-2009. Como resultado de los desarrollos anteriores se resaltan las siguientes contribuciones: a. Profundización de los modelos a través de interpretación de las variables respuesta y poder de predicción de los modelos. El conocimiento sobre el comportamiento de los accidentes con implicación de furgonetas se ha ampliado en este proceso. bl. Desarrollo de una metodología para selección de variables relevantes para la explicación de la ocurrencia de accidentes de tráfico. Teniendo en cuenta los resultados de a) la propuesta metodológica se basa en los modelos DRAG, cuyos parámetros se han estimado con enfoque bayesiano y se han aplicado a los datos de accidentes mortales entre los años 2000-2011 en España. Esta metodología novedosa y original se ha comparado con modelos de regresión dinámica (DR), que son los modelos más comunes para el trabajo con procesos estocásticos. Los resultados son comparables, y con la nueva propuesta se realiza una aportación metodológica que optimiza el proceso de selección de modelos, con escaso coste computacional. b2. En la tesis se ha diseñado una metodología de comparación teórica entre los modelos competidores mediante la aplicación conjunta de simulación Monte Cario, diseño de experimentos y análisis de la varianza ANOVA. Los modelos competidores tienen diferentes estructuras, que afectan a la estimación de efectos de las variables explicativas. Teniendo en cuenta el estudio desarrollado en bl) este desarrollo tiene el propósito de determinar como interpretar la componente de tendencia estocástica que un modelo UCM modela explícitamente, a través de un modelo DRAG, que no tiene un método específico para modelar este elemento. Los resultados de este estudio son importantes para ver si la serie necesita ser diferenciada antes de modelar. b3. Se han desarrollado nuevos algoritmos para realizar los ejercicios metodológicos, implementados en diferentes programas como R, WinBUGS, y MATLAB. El cumplimiento de los objetivos de la tesis a través de los desarrollos antes enunciados se remarcan en las siguientes conclusiones: 1. El fenómeno de accidentes del tráfico se ha analizado mediante dos modelos macroscópicos. Los efectos de los factores de influencia son diferentes dependiendo de la metodología aplicada. Los resultados de predicción son similares aunque con ligera superioridad de la metodología DRAG. 2. La metodología para selección de variables y modelos proporciona resultados prácticos en cuanto a la explicación de los accidentes de tráfico. La predicción y la interpretación también se han mejorado mediante esta nueva metodología. 3. Se ha implementado una metodología para profundizar en el conocimiento de la relación entre las estimaciones de los efectos de dos modelos competidores como DRAG y UCM. Un aspecto muy importante en este tema es la interpretación de la tendencia mediante dos modelos diferentes de la que se ha obtenido información muy útil para los investigadores en el campo del modelado. Los resultados han proporcionado una ampliación satisfactoria del conocimiento en torno al proceso de modelado y comprensión de los accidentes con implicación de furgonetas y accidentes mortales totales en España. ABSTRACT Road accidents are a very relevant social phenomenon and one of the main causes of death in industrialized countries. Sophisticated econometric models are applied in academic work and by the administrations for a better understanding of this very complex phenomenon. This thesis is thus devoted to the analysis of macro models for road accidents with application to the Spanish case. The objectives of the thesis may be divided in two blocks: a. To achieve a better understanding of the road accident phenomenon by means of the application and comparison of two of the most frequently used macro modelings: DRAG (demand for road use, accidents and their gravity) and UCM (unobserved components model); the application was made to van involved accident data in Spain in the period 2000-2009. The analysis has been carried out within the frequentist framework and using available state of the art software, TRIO, SAS and TRAMO/SEATS. b. Concern on the application of the models and on the relevant input variables to be included in the model has driven the research to try to improve, by theoretical and practical means, the understanding on methodological choice and model selection procedures. The theoretical developments have been applied to fatal accidents during the period 2000-2011 and van-involved road accidents in 2000-2009. This has resulted in the following contributions: a. Insight on the models has been gained through interpretation of the effect of the input variables on the response and prediction accuracy of both models. The behavior of van-involved road accidents has been explained during this process. b1. Development of an input variable selection procedure, which is crucial for an efficient choice of the inputs. Following the results of a) the procedure uses the DRAG-like model. The estimation is carried out within the Bayesian framework. The procedure has been applied for the total road accident data in Spain in the period 2000-2011. The results of the model selection procedure are compared and validated through a dynamic regression model given that the original data has a stochastic trend. b2. A methodology for theoretical comparison between the two models through Monte Carlo simulation, computer experiment design and ANOVA. The models have a different structure and this affects the estimation of the effects of the input variables. The comparison is thus carried out in terms of the effect of the input variables on the response, which is in general different, and should be related. Considering the results of the study carried out in b1) this study tries to find out how a stochastic time trend will be captured in DRAG model, since there is no specific trend component in DRAG. Given the results of b1) the findings of this study are crucial in order to see if the estimation of data with stochastic component through DRAG will be valid or whether the data need a certain adjustment (typically differencing) prior to the estimation. The model comparison methodology was applied to the UCM and DRAG models, considering that, as mentioned above, the UCM has a specific trend term while DRAG does not. b3. New algorithms were developed for carrying out the methodological exercises. For this purpose different softwares, R, WinBUGs and MATLAB were used. These objectives and contributions have been resulted in the following findings: 1. The road accident phenomenon has been analyzed by means of two macro models: The effects of the influential input variables may be estimated through the models, but it has been observed that the estimates vary from one model to the other, although prediction accuracy is similar, with a slight superiority of the DRAG methodology. 2. The variable selection methodology provides very practical results, as far as the explanation of road accidents is concerned. Prediction accuracy and interpretability have been improved by means of a more efficient input variable and model selection procedure. 3. Insight has been gained on the relationship between the estimates of the effects using the two models. A very relevant issue here is the role of trend in both models, relevant recommendations for the analyst have resulted from here. The results have provided a very satisfactory insight into both modeling aspects and the understanding of both van-involved and total fatal accidents behavior in Spain.

Assessing the passengers’ perception of implemented advanced management measures in bus service

The aim of this investigation is to evaluate the passenger?s perception of some attributes related to quality of bus services, and how this perception changes with the implementation of different measures. Surveys to passengers riding different bus lines were conducted in two scenarios: before the implementation of the measures and after the measures were implemented. The results of the passenger surveys were statistically analysed; then, an ordered logit model was used to analyse the differences between surveys thanks to the implemented measures. Finally, a factor analysis was done to identify the underlying unobserved factors (latent variables) that the respondents perceived

Structure of the thrombin complex with triabin, a lipocalin-like exosite-binding inhibitor derived from a triatomine bug

Triabin, a 142-residue protein from the saliva of the blood-sucking triatomine bug Triatoma pallidipennis, is a potent and selective thrombin inhibitor. Its stoichiometric complex with bovine α-thrombin was crystallized, and its crystal structure was solved by Patterson search methods and refined at 2.6-Å resolution to an R value of 0.184. The analysis revealed that triabin is a compact one-domain molecule essentially consisting of an eight-stranded β-barrel. The eight strands A to H are arranged in the order A-C-B-D-E-F-G-H, with the first four strands exhibiting a hitherto unobserved up-up-down-down topology. Except for the B-C inversion, the triabin fold exhibits the regular up-and-down topology of lipocalins. In contrast to the typical ligand-binding lipocalins, however, the triabin barrel encloses a hydrophobic core intersected by a unique salt-bridge cluster. Triabin interacts with thrombin exclusively via its fibrinogen-recognition exosite. Surprisingly, most of the interface interactions are hydrophobic. A prominent exception represents thrombin’s Arg-77A side chain, which extends into a hydrophobic triabin pocket forming partially buried salt bridges with Glu-128 and Asp-135 of the inhibitor. The fully accessible active site of thrombin in this complex is in agreement with its retained hydrolytic activity toward small chromogenic substrates. Impairment of thrombin’s fibrinogen converting activity or of its thrombomodulin-mediated protein C activation capacity upon triabin binding is explained by usage of overlapping interaction sites of fibrinogen, thrombomodulin, and triabin on thrombin. These data demonstrate that triabin inhibits thrombin via a novel and unique mechanism that might be of interest in the context of potential therapeutic applications.

RNA-controlled polymorphism in the in vivo assembly of 180-subunit and 120-subunit virions from a single capsid protein

Repeated, specific interactions between capsid protein (CP) subunits direct virus capsid assembly and exemplify regulated protein–protein interactions. The results presented here reveal a striking in vivo switch in CP assembly. Using cryoelectron microscopy, three-dimensional image reconstruction, and molecular modeling, we show that brome mosaic virus (BMV) CP can assemble in vivo two remarkably distinct capsids that selectively package BMV-derived RNAs in the absence of BMV RNA replication: a 180-subunit capsid indistinguishable from virions produced in natural infections and a previously unobserved BMV capsid type with 120 subunits arranged as 60 CP dimers. Each such dimer contains two CPs in distinct, nonequivalent environments, in contrast to the quasi-equivalent CP environments throughout the 180-subunit capsid. This 120-subunit capsid utilizes most of the CP interactions of the 180-subunit capsid plus nonequivalent CP–CP interactions. Thus, the CP of BMV, and perhaps other viruses, can encode CP–CP interactions that are not apparent from mature virions and may function in assembly or disassembly. Shared structural features suggest that the 120- and 180-subunit capsids share assembly steps and that a common pentamer of CP dimers may be an important assembly intermediate. The ability of a single CP to switch between distinct capsids by means of alternate interactions also implies reduced evolutionary barriers between different capsid structures. The in vivo switch between alternate BMV capsids is controlled by the RNA packaged: a natural BMV genomic RNA was packaged in 180-subunit capsids, whereas an engineered mRNA containing only the BMV CP gene was packaged in 120-subunit capsids. RNA features can thus direct the assembly of a ribonucleoprotein complex between alternate structural pathways.

Crystal structure of the breakpoint cluster region-homology domain from phosphoinositide 3-kinase p85α subunit

Proteins such as the product of the breakpoint cluster region, chimaerin, and the Src homology 3-binding protein 3BP1, are GTPase activating proteins (GAPs) for members of the Rho subfamily of small GTP-binding proteins (G proteins or GTPases). A 200-residue region, named the breakpoint cluster region-homology (BH) domain, is responsible for the GAP activity. We describe here the crystal structure of the BH domain from the p85 subunit of phosphatidylinositol 3-kinase at 2.0 Å resolution. The domain is composed of seven helices, having a previously unobserved arrangement. A core of four helices contains most residues that are conserved in the BH family. Their packing suggests the location of a G-protein binding site. This structure of a GAP-like domain for small GTP-binding proteins provides a framework for analyzing the function of this class of molecules.

A feedback-controlled ensemble model of the stress-responsive hypothalamo-pituitary-adrenal axis

The present work develops and implements a biomathematical statement of how reciprocal connectivity drives stress-adaptive homeostasis in the corticotropic (hypothalamo-pituitary-adrenal) axis. In initial analyses with this interactive construct, we test six specific a priori hypotheses of mechanisms linking circadian (24-h) rhythmicity to pulsatile secretory output. This formulation offers a dynamic framework for later statistical estimation of unobserved in vivo neurohormone secretion and within-axis, dose-responsive interfaces in health and disease. Explication of the core dynamics of the stress-responsive corticotropic axis based on secure physiological precepts should help to unveil new biomedical hypotheses of stressor-specific system failure.

Inter-strand C-H...O hydrogen bonds stabilizing four-stranded intercalated molecules: stereoelectronic effects of O4' in cytosine-rich DNA.

DNA fragments with stretches of cytosine residues can fold into four-stranded structures in which two parallel duplexes, held together by hemiprotonated cytosine.cytosine+ (C.C+) base pairs, intercalate into each other with opposite polarity. The structural details of this intercalated DNA quadruplex have been assessed by solution NMR and single crystal x-ray diffraction studies of cytosine-rich sequences, including those present in metazoan telomeres. A conserved feature of these structures is the absence of stabilizing stacking interactions between the aromatic ring systems of adjacent C.C+ base pairs from intercalated duplexes. Effective stacking involves only the exocyclic keto groups and amino groups of the cytidine bases. The apparent absence of stability provided by stacking interactions between the bases in this intercalated DNA has prompted us to examine the available structures in detail, in particular with regard to unusual features that could compensate for the lack of base stacking. In addition to base-on-deoxyribose stacking and intra-cytidine C-H...O hydrogen bonds, this analysis reveals the presence of a hitherto unobserved, systematic intermolecular C-H...O hydrogen bonding network between the deoxyribose sugar moieties of antiparallel backbones in the four-stranded molecule.

Crystal and molecular structure of paclitaxel (taxol).

Paclitaxel (formerly called taxol), an important anticancer drug, inhibits cell replication by binding to and stabilizing microtubule polymers. As drug-receptor interactions are governed by the three-dimensional stereochemistries of both participants, we have determined the crystal structure of paclitaxel to identify its conformational preferences that may be related to biological activity. The monoclinic crystals contain two independent paclitaxel molecules in the asymmetric unit plus several water and dioxane solvent molecules. Taxane ring conformation is very similar in both paclitaxel molecules and is similar to the taxane ring conformation found in the crystal structure of the paclitaxel analogue docetaxel (formerly called taxotere). The two paclitaxel molecules have carbon-13 side-chain conformations that differ from each other and from that of the corresponding side chain in the docetaxel crystal structure. The carbon-13 side-chain conformation of one paclitaxel molecule is similar to what was proposed from NMR studies done in polar solvents, while that of the other paclitaxel molecule is different and hitherto unobserved. The paclitaxel molecules interact with each other and with solvent atoms through an extensive network of hydrogen bonds. Analysis of the hydrogen-bonding network together with structure-activity studies may suggest which atoms of paclitaxel are important for binding to microtubule receptors.

Types of Listeria monocytogenes predicted by the positions of EcoRI cleavage sites relative to ribosomal RNA sequences.

By using taxonomic characters derived from EcoRI restriction endonuclease digestion of genomic DNA and hybridization with a labeled rRNA operon from Escherichia coli, a polymorphic structure of Listeria monocytogenes, characterized by fragments with different frequencies of occurrence, was observed. This structure was expanded by creating predicted patterns through a recursive process of observation, expectation, prediction, and assessment of completeness. This process was applied, in turn, to normalized strain patterns, fragment bands, and positions of EcoRI recognition sites relative to rRNA regions. Analysis of 1346 strains provided observed patterns, fragment sizes, and their frequencies of occurrence in the patterns. Fragment size statistics led to the creation of unobserved combinations of bands, predicted pattern types. The observed fragment bands revealed positions of EcoRI sites relative to rRNA sequences. Each EcoRI site had a frequency of occurrence, and unobserved fragment sizes were postulated on the basis of knowing the restriction site locations. The result of the recursion process applied to the components of the strain data was an extended classification with observed and predicted members.

Quantum simulation of a topological Mott insulator with Rydberg atoms in a Lieb lattice

We propose a realistic scheme to quantum simulate the so-far experimentally unobserved topological Mott insulator phase-an interaction-driven topological insulator-using cold atoms in an optical Lieb lattice. To this end, we study a system of spinless fermions in a Lieb lattice, exhibiting repulsive nearest-and next-to-nearest-neighbor interactions and derive the associated zero-temperature phase diagram within mean-field approximation. In particular, we analyze how the interactions can dynamically generate a charge density wave ordered, a nematic, and a topologically nontrivial quantum anomalous Hall phase. We characterize the topology of the different phases by the Chern number and discuss the possibility of phase coexistence. Based on the identified phases, we propose a realistic implementation of this model using cold Rydberg-dressed atoms in an optical lattice. The scheme, which allows one to access, in particular, the topological Mott insulator phase, robustly and independently of its exact position in parameter space, merely requires global, always-on off-resonant laser coupling to Rydberg states and is feasible with state-of-the-art experimental techniques that have already been demonstrated in the laboratory.

Individual differences in predicting occupational success: The effect of population heterogeneity

Using a sample of 339 university graduates from the University of Alicante (Spain) three years after completion of their studies, we studied the relationships between general intelligence (GI), personality traits, emotional intelligence (EI), academic performance, and occupational attainment and compared the results of conventional regression analysis with the results obtained from applying regression mixture models. The results reveal the influence of unobserved population heterogeneity (latent class) on the relationship between predictors and criteria and the improvement in the prediction obtained from applying regression mixture models compared to applying a conventional regression model.

CAP Subsidies and the Productivity of EU Farms. Factor Markets Working Paper No. 37, March 2013

This paper investigates the impact of subsidies from the common agricultural policy on the total factor productivity of farms in the EU. We employ a structural, semi-parametric estimation algorithm, directly incorporating the effect of subsidies into a model of unobserved productivity. We empirically study the effects using samples from the Farm Accountancy Data Network for EU-15 countries. Our main findings are clear: subsidies had a negative impact on farm productivity in the period before the decoupling reform was implemented; after decoupling the effect of subsidies on productivity was more nuanced, as in several countries it turned positive.

Filling the gap: open economy considerations for more reliable potential output estimates. Bruegel Working Paper 2015/11, October 2015

This paper argues that the Phillips curve relationship is not sufficient to trace back the output gap, because the effect of excess demand is not symmetric across tradeable and non-tradeable sectors. In the non-tradeable sector, excess demand creates excess employment and inflation via the Phillips curve, while in the tradeable sector much of the excess demand is absorbed by the trade balance. We set up an unobserved-components model including both a Phillips curve and a current account equation to estimate ‘sustainable output’ for 45 countries. Our estimates for many countries differ substantially from the potential output estimates of the European Commission, IMF and OECD. We assemble a comprehensive real-time dataset to estimate our model on data which was available in each year from 2004-15. Our model was able to identify correctly the sign of pre-crisis output gaps using real time data for countries such as the United States, Spain and Ireland, in contrast to the estimates of the three institutions, which estimated negative output gaps real-time, while their current estimates for the pre-crisis period suggest positive gaps. In the past five years the annual output gap estimate revisions of our model, the European Commission, IMF, OECD and the Hodrick-Prescott filter were broadly similar in the range of 0.5-1.0 percent of GDP for advanced countries. Such large revisions are worrisome, because the European fiscal framework can translate the imprecision in output gap estimates into poorly grounded fiscal policymaking in the EU.

Revisiting the synthetic control estimator

The synthetic control (SC) method has been recently proposed as an alternative to estimate treatment effects in comparative case studies. The SC relies on the assumption that there is a weighted average of the control units that reconstruct the potential outcome of the treated unit in the absence of treatment. If these weights were known, then one could estimate the counterfactual for the treated unit using this weighted average. With these weights, the SC would provide an unbiased estimator for the treatment effect even if selection into treatment is correlated with the unobserved heterogeneity. In this paper, we revisit the SC method in a linear factor model where the SC weights are considered nuisance parameters that are estimated to construct the SC estimator. We show that, when the number of control units is fixed, the estimated SC weights will generally not converge to the weights that reconstruct the factor loadings of the treated unit, even when the number of pre-intervention periods goes to infinity. As a consequence, the SC estimator will be asymptotically biased if treatment assignment is correlated with the unobserved heterogeneity. The asymptotic bias only vanishes when the variance of the idiosyncratic error goes to zero. We suggest a slight modification in the SC method that guarantees that the SC estimator is asymptotically unbiased and has a lower asymptotic variance than the difference-in-differences (DID) estimator when the DID identification assumption is satisfied. If the DID assumption is not satisfied, then both estimators would be asymptotically biased, and it would not be possible to rank them in terms of their asymptotic bias.

Nonparametric Identication and Structural Estimation of Auction Models

Thesis (Ph.D.)--University of Washington, 2016-06