Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off

Recent work shows that a low correlation between the instruments and the included variables leads to serious inference problems. We extend the local-to-zero analysis of models with weak instruments to models with estimated instruments and regressors and with higher-order dependence between instruments and disturbances. This makes this framework applicable to linear models with expectation variables that are estimated non-parametrically. Two examples of such models are the risk-return trade-off in finance and the impact of inflation uncertainty on real economic activity. Results show that inference based on Lagrange Multiplier (LM) tests is more robust to weak instruments than Wald-based inference. Using LM confidence intervals leads us to conclude that no statistically significant risk premium is present in returns on the S&P 500 index, excess holding yields between 6-month and 3-month Treasury bills, or in yen-dollar spot returns.

Correcting coils in end magnets of accelerators

We present an empirical investigation of the correcting coils behavior used to homogenize the field distribution of the race-track microtron accelerator end magnets. These end magnets belong to the second stage of the 30.0 MeV cw electron accelerator under construction at IFUSP, the race-track microtron booster, in which the beam energy is raised from 1.97 to 5.1 MeV. The correcting coils are attached to the pole faces and are based on the inhomogeneities of the magnetic field measured. The performance of these coils, when operating the end magnets with currents that differ by ±10% from the one used in the mappings that originated the coils copper leads, is presented. For one of the magnets, adjusting conveniently the current of the correcting coils makes it possible to homogenize field distributions of different intensities, once their shapes are practically identical to those that originated the coils. For the other one, the shapes are changed and the coils are less efficient. This is related to intrinsic factors that determine the inhomogeneities. However, we obtained uniformity of 0.001% in both cases. © 1998 The American Physical Society.

Spalling uniaxial strength of Al2O3 at high strain rates

In this article research into the uniaxial tensile strength of Al2O3 monolithic ceramic is presented. The experimental procedure of the spalling of long bars is investigated from different approaches. This method is used to obtain the tensile strength at high strain rates under uniaxial conditions. Different methodologies proposed by several authors are used to obtain the tensile strength. The hypotheses needed for the experimental set-up are also checked, and the requirements of the set-up and the variables are also studied by means of numerical simulations. The research shows that the shape of the projectile is crucial to achieve successfully tests results. An experimental campaign has been carried out including high speed video and a digital image correlation system to obtain the tensile strength of alumina. Finally, a comparison of the test results provided by three different methods proposed by different authors is presented. The tensile strength obtained from the three such methods on the same specimens provides contrasting results. Mean values vary from one method to another but the trends are similar for two of the methods. The third method gives less scatter, though the mean values obtained are lower and do not follow the same trend as the other methods for the different specimens.

The Roosevelt policy : speeches, letters and state papers, relating to corporate wealth and closely allied topics /

Vol. 3 has title: Newer Roosevelt messages, speeches, letters and magazine articles dealing with the war, before and after, and other vital topics

Effects of special educator peer coaching on general educator effectiveness in inclusive classroom settings

This dissertation investigated the effects of a peer coaching relationship between a special education teacher and two general education teachers. More specifically, a two-tier multiple baseline design across subjects was used to evaluate the effects of peer coaching on the general education teachers' use of effective instructional practices (EIPs) and subsequent effects on the engagement rate and academic performance of students with and without disabilities. The peer coaching process included modeling, direct support, and feedback on the use of effective instructional practices including getting student attention, giving specific directions, asking specific questions with wait time, contingent positive reinforcement, positive error correction, precorrection, prompting, and proximity control. A 30-second partial interval recording procedure was used to observe the general education teachers' use of effective instructional practices and student engagement rates. Student participants' academic performance was measured using weekly quizzes. ^ Peer coaching resulted in an overall increase in the teachers' use of EIPs. One general education teacher had a 30% increase in average EIP use from 46% during the baseline phase to 76% during intervention. Student engagement for her two student participants with and without disabilities indicated an increase from 54% to 69% and from 47% to 65% respectively. Results for the second general education teacher indicated a 34% increase in average EIP use from 55% during the baseline to 89% during intervention. Student engagement for the two student participants with and without disabilities in her class increased from 48% to 83% and from 29% to 71% respectively. Student academic performance showed a small increase. In follow-up observations, the effects of peer coaching on teacher use of EIPs and student engagement and academic performance were maintained. ^ The results of this study suggest that using peer coaching to support general education teachers can be an effective method to improve the educational outcomes of students with and without disabilities in general education. Further research is needed to investigate the effects of peer coaching with other special and general educator partnerships and other student participants. ^

Aplicaciones de los modelos de predicción bio-inspirados en la administración

Las organizaciones y sus entornos son sistemas complejos. Tales sistemas son difíciles de comprender y predecir. Pese a ello, la predicción es una tarea fundamental para la gestión empresarial y para la toma de decisiones que implica siempre un riesgo. Los métodos clásicos de predicción (entre los cuales están: la regresión lineal, la Autoregresive Moving Average y el exponential smoothing) establecen supuestos como la linealidad, la estabilidad para ser matemática y computacionalmente tratables. Por diferentes medios, sin embargo, se han demostrado las limitaciones de tales métodos. Pues bien, en las últimas décadas nuevos métodos de predicción han surgido con el fin de abarcar la complejidad de los sistemas organizacionales y sus entornos, antes que evitarla. Entre ellos, los más promisorios son los métodos de predicción bio-inspirados (ej. redes neuronales, algoritmos genéticos /evolutivos y sistemas inmunes artificiales). Este artículo pretende establecer un estado situacional de las aplicaciones actuales y potenciales de los métodos bio-inspirados de predicción en la administración.

A Log-Linear Regression Model for the Beta-Weibull Distribution

We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.

The incidence of schizophrenia: A systematic review

There has been a debate on whether or not the incidence of schizophrenia varies across time and place. In order to optimise the evidence upon which this debate is based, we have undertaken a systematicsystematic review of the literature. In this paper we provide an overview of the methods of the review and a preliminary analysis of the studies identified to date. Electronic databases (Medline, Psychlnfo, Embase, LILAC) were systematically searched for articles published between January 1965 and December 2001. The search terms were: (schizo* OR psycho*)AND (incidence OR prevalence). References were also identified from review articles, reference list and by writing to authors. To date we have identified 137 papers drawn from 33 nations. 37 papers in language other than English await translation. The currently included papers have generated 1413 different items of rate information data. In order to analyze these data we have undertaken several sequential filters in order to identify (a) non-overlapping data, (b) birth cohort study versus noncohort studies, (c) overall and sex-specific rates, (d) diagnostic criteria, (e) age ranges, (f) epoch of study, and (g) data on migrant or other special interest groups. In addition, we will examine the impact of urbanicity of site, age and/or sex standardization, and quality score on the incidence rates. The various discrete incidence rates will be presented graphically and the impact of various filters on these rates will be inspected using meta-analytic techniques. The use of meta-analysis may help elucidate the epidemiological landscape with respect to the incidence of schizophrenia and aid in the generation of new hypothesis. Acknowledgements: The Stanley Medical Research Institute supported project

Photoacoustic investigation of maghemite-based BSA nanocomposite

Maghemite-based bovine serum albumin (BSA) nanocomposites have been investigated using photoacustic spectroscopy (PAS). Features in the PAS spectra were analyzed in terms of three bands (band-C, band-S, and band-L). Though the observed PAS peak positions are insensitive to the nanoparticle concentration the PAS peak intensity displays a different behaviour. For band-C the PAS intensity scales almost linearly with the nanoparticle concentration in the hosting template. Nevertheless, it was found that the PAS intensity of band-L scales sub-linearly with the nanoparticle concentration.

Reasoning about real-time repetitions: terminating and nonterminating

It is common for a real-time system to contain a nonterminating process monitoring an input and controlling an output. Hence, a real-time program development method needs to support nonterminating repetitions. In this paper we develop a general proof rule for reasoning about possibly nonterminating repetitions. The rule makes use of a Floyd-Hoare-style loop invariant that is maintained by each iteration of the repetition, a Jones-style relation between the pre- and post-states on each iteration, and a deadline specifying an upper bound on the starting time of each iteration. The general rule is proved correct with respect to a predicative semantics. In the case of a terminating repetition the rule reduces to the standard rule extended to handle real time. Other special cases include repetitions whose bodies are guaranteed to terminate, nonterminating repetitions with the constant true as a guard, and repetitions whose termination is guaranteed by the inclusion of a fixed deadline. (C) 2002 Elsevier Science B.V. All rights reserved.

Transport and metabolism of xylem cytokinins during lateral bud release in decapitated chickpea (Cicer arietinum) seedlings

Although cytokinins (CKs) are widely thought to have a role in promoting shoot branching, there is little data supporting a causative or even a correlative relationship between endogenous CKs and timing of bud outgrowth. We previously showed that lateral bud CK content increased rapidly following shoot decapitation. However, it is not known whether roots are the source of this CK. Here, we have used shoot decapitation to instantaneously induce lateral bud release in chickpea seedlings. This treatment rapidly alters rate and direction of solvent and solute (including CK) trafficking, which may be a passive signalling mechanism central to initiation of lateral bud release. To evaluate changes in xylem transport, intact and decapitated plants were infiltrated with [H-3]zeatin riboside ([H-3]ZR), a water-soluble blue dye or [H-3]H2O by injection into the hypocotyl. All three tracers were recovered in virtually all parts of the shoot within I h of injection. In intact plants, solute accumulation in the lateral bud at node 1 was significantly less than in the adjacent stipule and nodal tissue. In decapitated plants, accumulation of [H-3]ZR and of blue dye in the same bud position was increased 3- to 10-fold relative to intact plants, whereas content of [H-3]H2O was greatly reduced indicating an increased solvent throughput. The stipule and cut stem, predicted to have high evapotranspiration rates, also showed increased solute content accompanied by enhanced depletion of [H-3]H2O. To assess whether metabolism modifies quantities of active CK reaching the buds, we followed the metabolic fate of [H-3]ZR injected at physiological concentrations. Within 1 h, 80-95% of [H-3]ZR was converted to other active CKs (mainly zeatin riboside-5'phosphate (ZRMP) and zeatin (Z)), other significant, but unconfirmed metabolites some of which may be active (O-acetylZR, O-acetylZRMP and a compound correlated with sites of high CK-concentrations) and inactive catabolites (adenosine, adenine, 5'AMP and water). Despite rapid metabolic degradation, the total active label, which was indicative of CK concentration in buds, increased rapidly following decapitation. It can be inferred that xylem sap CKs represent one source of active CKs appearing in lateral buds after shoot decapitation.

A fractional approach to the Fermi-Pasta-Ulam problem

This paper studies the Fermi-Pasta-Ulam problem having in mind the generalization provided by Fractional Calculus (FC). The study starts by addressing the classical formulation, based on the standard integer order differential calculus and evaluates the time and frequency responses. A first generalization to be investigated consists in the direct replacement of the springs by fractional elements of the dissipative type. It is observed that the responses settle rapidly and no relevant phenomena occur. A second approach consists of replacing the springs by a blend of energy extracting and energy inserting elements of symmetrical fractional order with amplitude modulated by quadratic terms. The numerical results reveal a response close to chaotic behaviour.

Fractional calculus: a survey of useful formulas

This paper presents a survey of useful, established formulas in Fractional Calculus, systematically collected for reference purposes.