Hausman tests for inefficient estimators: application to demand for health care service (revised)

The Hausman (1978) test is based on the vector of differences of two estimators. It is usually assumed that one of the estimators is fully efficient, since this simplifies calculation of the test statistic. However, this assumption limits the applicability of the test, since widely used estimators such as the generalized method of moments (GMM) or quasi maximum likelihood (QML) are often not fully efficient. This paper shows that the test may easily be implemented, using well-known methods, when neither estimator is efficient. To illustrate, we present both simulation results as well as empirical results for utilization of health care services.

Business Cycle Regimes in CEECs Production: A Threshold SURE Approach

We use a threshold seemingly unrelated regressions specification to assess whether the Central and East European countries (CEECs) are synchronized in their business cycles to the Euro-area. This specification is useful in two ways: First, it takes into account the common institutional factors and the similarities across CEECs in their process of economic transition. Second, it captures business cycle asymmetries by allowing for the presence of two distinct regimes for the CEECs. As the CEECs are strongly affected by the Euro-area these regimes may be associated with Euro-area expansions and contractions. We discuss representation, estimation by maximum likelihood and inference. The methodology is illustrated by using monthly industrial production in 8 CEECs. The results show that apart from Lithuania the rest of the CEECs experience “normal” growth when the Euro-area contracts and “high” growth when the Euro-area expands. Given that the CEECs are “catching up” with the Euro-area this result shows that most CEECs seem synchronized to the Euro-area cycle. Keywords: Threshold SURE; asymmetry; business cycles; CEECs. JEL classification: C33; C50; E32.

Heritability, determinants and reference values of renal length: a family-based population study.

OBJECTIVES: In this population-based study, reference values were generated for renal length, and the heritability and factors associated with kidney length were assessed. METHODS: Anthropometric parameters and renal ultrasound measurements were assessed in randomly selected nuclear families of European ancestry (Switzerland). The adjusted narrow sense heritability of kidney size parameters was estimated by maximum likelihood assuming multivariate normality after power transformation. Gender-specific reference centiles were generated for renal length according to body height in the subset of non-diabetic non-obese participants with normal renal function. RESULTS: We included 374 men and 419 women (mean ± SD, age 47 ± 18 and 48 ± 17 years, BMI 26.2 ± 4 and 24.5 ± 5 kg/m(2), respectively) from 205 families. Renal length was 11.4 ± 0.8 cm in men and 10.7 ± 0.8 cm in women; there was no difference between right and left renal length. Body height, weight and estimated glomerular filtration rate (eGFR) were positively associated with renal length, kidney function negatively, age quadratically, whereas gender and hypertension were not. The adjusted heritability estimates of renal length and volume were 47.3 ± 8.5 % and 45.5 ± 8.8 %, respectively (P < 0.001). CONCLUSION: The significant heritability of renal length and volume highlights the familial aggregation of this trait, independently of age and body size. Population-based references for renal length provide a useful guide for clinicians. KEY POINTS: • Renal length and volume are heritable traits, independent of age and size. • Based on a European population, gender-specific reference values/percentiles are provided for renal length. • Renal length correlates positively with body length and weight. • There was no difference between right and left renal lengths in this study. • This negates general teaching that the left kidney is larger and longer.

Oligocene CO2 decline promoted C4 photosynthesis in grasses.

C4 photosynthesis is an adaptation derived from the more common C3 photosynthetic pathway that confers a higher productivity under warm temperature and low atmospheric CO2 concentration [1, 2]. C4 evolution has been seen as a consequence of past atmospheric CO2 decline, such as the abrupt CO2 fall 32-25 million years ago (Mya) [3-6]. This relationship has never been tested rigorously, mainly because of a lack of accurate estimates of divergence times for the different C4 lineages [3]. In this study, we inferred a large phylogenetic tree for the grass family and estimated, through Bayesian molecular dating, the ages of the 17 to 18 independent grass C4 lineages. The first transition from C3 to C4 photosynthesis occurred in the Chloridoideae subfamily, 32.0-25.0 Mya. The link between CO2 decrease and transition to C4 photosynthesis was tested by a novel maximum likelihood approach. We showed that the model incorporating the atmospheric CO2 levels was significantly better than the null model, supporting the importance of CO2 decline on C4 photosynthesis evolvability. This finding is relevant for understanding the origin of C4 photosynthesis in grasses, which is one of the most successful ecological and evolutionary innovations in plant history.

Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal

Spatial heterogeneity, spatial dependence and spatial scale constitute key features of spatial analysis of housing markets. However, the common practice of modelling spatial dependence as being generated by spatial interactions through a known spatial weights matrix is often not satisfactory. While existing estimators of spatial weights matrices are based on repeat sales or panel data, this paper takes this approach to a cross-section setting. Specifically, based on an a priori definition of housing submarkets and the assumption of a multifactor model, we develop maximum likelihood methodology to estimate hedonic models that facilitate understanding of both spatial heterogeneity and spatial interactions. The methodology, based on statistical orthogonal factor analysis, is applied to the urban housing market of Aveiro, Portugal at two different spatial scales.

Extending contingency: the impact of strategy, technology, size and business environment on the organisational form of small Chinese firms

This paper is inspired by articles in the last decade or so that have argued for more attention to theory, and to empirical analysis, within the well-known, and long-lasting, contingency framework for explaining the organisational form of the firm. Its contribution is to extend contingency analysis in three ways: (a) by empirically testing it, using explicit econometric modelling (rather than case study evidence) involving estimation by ordered probit analysis; (b) by extending its scope from large firms to SMEs; (c) by extending its applications from Western economic contexts, to an emerging economy context, using field work evidence from China. It calibrates organizational form in a new way, as an ordinal dependent variable, and also utilises new measures of familiar contingency factors from the literature (i.e. Environment, Strategy, Size and Technology) as the independent variables. An ordered probit model of contingency was constructed, and estimated by maximum likelihood, using a cross section of 83 private Chinese firms. The probit was found to be a good fit to the data, and displayed significant coefficients with plausible interpretations for key variables under all the four categories of contingency analysis, namely Environment, Strategy, Size and Technology. Thus we have generalised the contingency model, in terms of specification, interpretation and applications area.

Service offshoring and white-collar employment

This paper empirically studies the effects of service offshoring on white-collar employment, using data for more than one hundred U.S. occupations. A model of firm behavior based on separability allows to derive the labor demand elasticity with respect to service offshoring for each occupation. Estimation is performed with Quasi-Maximum Likelihood, to account for high degrees of censoring in the employment variable. The estimated elasticities are then related to proxies for the skill level and the degree of tradability of the occupations. Results show that service offshoring increases high skilled employment and decreases medium and low skilled employment. Within each skill group, however, service offshoring penalizes tradable occupations and benefits non-tradable occupations.

Extended truncated Tweedie-Poisson model

It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to be the case for the more general three parameter Tweedie-Poisson mixture model. It is also proved that the distributions in the extended part of the parameter space are not the zero truncation of mixed poisson distributions and that, other than for the negative binomial, they are not mixtures of zero truncated Poisson distributions either. By extending the parameter space one can improve the fit when the frequency of one is larger and the right tail is heavier than is allowed by the unextended model. Considering the extended model also allows one to use the basic maximum likelihood based inference tools when parameter estimates fall in the extended part of the parameter space, and hence when the m.l.e. does not exist under the unextended model. This extended truncated Tweedie-Poisson model is proved to be useful in the analysis of words and species frequency count data.

Stochastic time-concentration activity models for cytotoxicity in 3D brain cell cultures.

BACKGROUND: In vitro aggregating brain cell cultures containing all types of brain cells have been shown to be useful for neurotoxicological investigations. The cultures are used for the detection of nervous system-specific effects of compounds by measuring multiple endpoints, including changes in enzyme activities. Concentration-dependent neurotoxicity is determined at several time points. METHODS: A Markov model was set up to describe the dynamics of brain cell populations exposed to potentially neurotoxic compounds. Brain cells were assumed to be either in a healthy or stressed state, with only stressed cells being susceptible to cell death. Cells may have switched between these states or died with concentration-dependent transition rates. Since cell numbers were not directly measurable, intracellular lactate dehydrogenase (LDH) activity was used as a surrogate. Assuming that changes in cell numbers are proportional to changes in intracellular LDH activity, stochastic enzyme activity models were derived. Maximum likelihood and least squares regression techniques were applied for estimation of the transition rates. Likelihood ratio tests were performed to test hypotheses about the transition rates. Simulation studies were used to investigate the performance of the transition rate estimators and to analyze the error rates of the likelihood ratio tests. The stochastic time-concentration activity model was applied to intracellular LDH activity measurements after 7 and 14 days of continuous exposure to propofol. The model describes transitions from healthy to stressed cells and from stressed cells to death. RESULTS: The model predicted that propofol would affect stressed cells more than healthy cells. Increasing propofol concentration from 10 to 100 μM reduced the mean waiting time for transition to the stressed state by 50%, from 14 to 7 days, whereas the mean duration to cellular death reduced more dramatically from 2.7 days to 6.5 hours. CONCLUSION: The proposed stochastic modeling approach can be used to discriminate between different biological hypotheses regarding the effect of a compound on the transition rates. The effects of different compounds on the transition rate estimates can be quantitatively compared. Data can be extrapolated at late measurement time points to investigate whether costs and time-consuming long-term experiments could possibly be eliminated.

The stabilizing effects of the acquired immunity on the schistosomiasis transmission modeling - the sensitivity Analysis

A mathematical model is proposed to analyze the effects of acquired immunity on the transmission of schistosomiasis in the human host. From this model the prevalence curve dependent on four parameters can be obtained. These parameters were estimated fitting the data by the maximum likelihood method. The model showed a good retrieving capacity of real data from two endemic areas of schistosomiasis: Touros, Brazil (Schistosoma mansoni) and Misungwi, Tanzania (S. haematobium). Also, the average worm burden per person and the dispersion of parasite per person in the community can be obtained from the model. In this paper, the stabilizing effects of the acquired immunity assumption in the model are assessed in terms of the epidemiological variables as follows. Regarded to the prevalence curve, we calculate the confidence interval, and related to the average worm burden and the worm dispersion in the community, the sensitivity analysis (the range of the variation) of both variables with respect to their parameters is performed.

Textural classification of land cover using support vector machines: an empirical comparison with parametric, non parametric and hybrid classifiers in the Bolivian Amazon

Land cover classification is a key research field in remote sensing and land change science as thematic maps derived from remotely sensed data have become the basis for analyzing many socio-ecological issues. However, land cover classification remains a difficult task and it is especially challenging in heterogeneous tropical landscapes where nonetheless such maps are of great importance. The present study aims to establish an efficient classification approach to accurately map all broad land cover classes in a large, heterogeneous tropical area of Bolivia, as a basis for further studies (e.g., land cover-land use change). Specifically, we compare the performance of parametric (maximum likelihood), non-parametric (k-nearest neighbour and four different support vector machines - SVM), and hybrid classifiers, using both hard and soft (fuzzy) accuracy assessments. In addition, we test whether the inclusion of a textural index (homogeneity) in the classifications improves their performance. We classified Landsat imagery for two dates corresponding to dry and wet seasons and found that non-parametric, and particularly SVM classifiers, outperformed both parametric and hybrid classifiers. We also found that the use of the homogeneity index along with reflectance bands significantly increased the overall accuracy of all the classifications, but particularly of SVM algorithms. We observed that improvements in producer’s and user’s accuracies through the inclusion of the homogeneity index were different depending on land cover classes. Earlygrowth/degraded forests, pastures, grasslands and savanna were the classes most improved, especially with the SVM radial basis function and SVM sigmoid classifiers, though with both classifiers all land cover classes were mapped with producer’s and user’s accuracies of around 90%. Our approach seems very well suited to accurately map land cover in tropical regions, thus having the potential to contribute to conservation initiatives, climate change mitigation schemes such as REDD+, and rural development policies.

Heritability of renal function in hypertensive families of African descent in the Seychelles (Indian Ocean).

BACKGROUND: We estimated the heritability of three measures of glomerular filtration rate (GFR) in hypertensive families of African descent in the Seychelles (Indian Ocean). METHODS: Families with at least two hypertensive siblings and an average of two normotensive siblings were identified through a national hypertension register. Using the ASSOC program in SAGE (Statistical Analysis in Genetic Epidemiology), the age- and gender-adjusted narrow sense heritability of GFR was estimated by maximum likelihood assuming multivariate normality after power transformation. ASSOC can calculate the additive polygenic component of the variance of a trait from pedigree data in the presence of other familial correlations. The effects of body mass index (BMI), blood pressure, natriuresis, along with sodium to potassium ratio in urine and diabetes, were also tested as covariates. RESULTS: Inulin clearance, 24-hour creatinine clearance, and GFR based on the Cockcroft-Gault formula were available for 348 persons from 66 pedigrees. The age- and gender-adjusted correlations (+/- SE) were 0.51 (+/- 0.04) between inulin clearance and creatinine clearance, 0.53 (+/- 0.04) between inulin clearance and Cockcroft-Gault formula and 0.66 (+/- 0.03) between creatinine clearance and Cockcroft-Gault formula. The age- and gender-adjusted heritabilities (+/- SE) of GFR were 0.41 (+/- 0.10) for inulin clearance, 0.52 (+/- 0.13) for creatinine clearance, and 0.82 (+/- 0.09) for Cockcroft-Gault formula. Adjustment for BMI slightly lowered the correlations and heritabilities for all measurements whereas adjustment for blood pressure had virtually no effect. CONCLUSION: The significant heritability estimates of GFR in our sample of families of African descent confirm the familial aggregation of this trait and justify further analyses aimed at discovering genetic determinants of GFR.

Genetic epidemiology of fecal egg excretion during Schistosoma mansoni infection in an endemic area in Minas Gerais, Brazil

There is considerable variation in the level of fecal egg excretion during Schistosoma mansoni infections. Within a single endemic area, the distribution of egg counts is typically overdispersed, with the majority of eggs excreted coming from a minority of residents. The purpose of this study was to quantify the influence of genetic factors on patterns of fecal egg excretion in a rural study sample in Brazil. Individual fecal egg excretions, expressed in eggs per gram of feces, were determined by the Kato-Katz method on stool samples collected on three different days. Detailed genealogic information was gathered at the time of sampling, which allowed assignment of 461 individuals to 14 pedigrees containing between 3 and 422 individuals. Using a maximum likelihood variance decomposition approach, we performed quantitative genetic analyses to determine if genetic factors could partially account for the observed pattern of fecal egg excretion. The quantitative genetic analysis indicated that between 21-37% of the variation in S. mansoni egg counts was attributable to additive genetic factors and that shared environment, as assessed by common household, accounted for a further 12-21% of the observed variation. A maximum likelihood heritability (h²) estimate of 0.44 ± 0.14 (mean ± SE) was found for the 9,604 second- and higher-degree pairwise relationships in the study sample, which is consistent with the upper limit (37%) of the genetic factor determined in the variance decomposition analysis. These analyses point to the significant influence of additive host genes on the pattern of S. mansoni fecal egg excretion in this endemic area.

European collaborative study of early-onset bipolar disorder: Evidence for genetic heterogeneity on 2q14 according to age at onset.

Bipolar disorder has a genetic component, but the mode of inheritance remains unclear. A previous genome scan conducted in 70 European families led to detect eight regions linked to bipolar disease. Here, we present an investigation of whether the phenotypic heterogeneity of the disorder corresponds to genetic heterogeneity in these regions using additional markers and an extended sample of families. The MLS statistic was used for linkage analyses. The predivided sample test and the maximum likelihood binomial methods were used to test genetic homogeneity between early-onset bipolar type I (cut-off of 22 years) and other types of the disorder (later onset of bipolar type I and early-onset bipolar type II), using a total of 138 independent bipolar-affected sib-pairs. Analysis of the extended sample of families supports linkage in four regions (2q14, 3p14, 16p23, and 20p12) of the eight regions of linkage suggested by our previous genome scan. Heterogeneity testing revealed genetic heterogeneity between early and late-onset bipolar type I in the 2q14 region (P = 0.0001). Only the early form of the bipolar disorder but not the late form appeared to be linked to this region. This region may therefore include a genetic factor either specifically involved in the early-onset bipolar type I or only influencing the age at onset (AAO). Our findings illustrate that stratification according to AAO may be valuable for the identification of genetic vulnerability polymorphisms.

Variation and evolution of herkogamy in Exochaenium (Gentianaceae): implications for the evolution of distyly.

Backgrounds and Aims The spatial separation of stigmas and anthers (herkogamy) in flowering plants functions to reduce self-pollination and avoid interference between pollen dispersal and receipt. Little is known about the evolutionary relationships among the three main forms of herkogamy - approach, reverse and reciprocal herkogamy (distyly) - or about transitions to and from a non-herkogamous condition. This problem was examined in Exochaenium (Gentianaceae), a genus of African herbs that exhibits considerable variation in floral morphology, including the three forms of herkogamy. Methods Using maximum parsimony and maximum likelihood methods, the evolutionary history of herkogamic and non-herkogamic conditions was reconstructed from a molecular phylogeny of 15 species of Exochaenium and four outgroup taxa, based on three chloroplast regions, the nuclear ribosomal internal transcribed spacer (ITS1 and 2) and the 5·8S gene. Ancestral character states were determined and the reconstructions were used to evaluate competing models for the origin of reciprocal herkogamy. Key results Reciprocal herkogamy originated once in Exochaenium from an ancestor with approach herkogamy. Reverse herkogamy and the non-herkogamic condition homostyly were derived from heterostyly. Distylous species possessed pendent, slightly zygomorphic flowers, and the single transition to reverse herkogamy was associated with the hawkmoth pollination syndrome. Reductions in flower size characterized three of four independent transitions from reciprocal herkogamy to homostyly. Conclusions The results support Lloyd and Webb's model in which distyly originated from an ancestor with approach herkogamy. They also demonstrate the lability of sex organ deployment and implicate pollinators, or their absence, as playing an important role in driving transitions among herkogamic and non-herkogamic conditions.