947 resultados para Quasi-likelihood estimator


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I look for classroom peer effects for psychoactive substance consumption among Colombian high school students and attempt to identify channels that rationalize for these effects. To do so, I use data for Colombian schools from 2011. I identify peer effects using household consumption behavior to instrument average classroom consumption. I find that an increase of 10% in the proportion of classroom users of alcohol, cannabis, and cocaine increases the probability of students to use alcohol, cannabis, and cocaine in 3.14%, 4.29%, and 2.38% respectively. I find no significant effect on cigarette smoking for the full sample but after exploring heterogeneous effects I find suggestive evidence that the effect is positive in some grades. I find some evidence that indicate that peer effects on alcohol, cannabis, and cocaine consumption operate through risk perception and easiness of access to psychoactive substances, meaning that the increase of likelihood of consumption could be explained because it is easier to access to drugs for students that interact with consumers or because a decrease in the risk students perceive of consuming these substances. Finally, through the use of a SUR and a 3SLS estimator I find strong correlations between smoking cigarettes and consuming cannabis (55 %), and cocaine (60 %).

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We propose and estimate a financial distress model that explicitly accounts for the interactions or spill-over effects between financial institutions, through the use of a spatial continuity matrix that is build from financial network data of inter bank transactions. Such setup of the financial distress model allows for the empirical validation of the importance of network externalities in determining financial distress, in addition to institution specific and macroeconomic covariates. The relevance of such specification is that it incorporates simultaneously micro-prudential factors (Basel 2) as well as macro-prudential and systemic factors (Basel 3) as determinants of financial distress. Results indicate network externalities are an important determinant of financial health of a financial institutions. The parameter that measures the effect of network externalities is both economically and statistical significant and its inclusion as a risk factor reduces the importance of the firm specific variables such as the size or degree of leverage of the financial institution. In addition we analyze the policy implications of the network factor model for capital requirements and deposit insurance pricing.

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Contrastar el modelo denominado CPM (basado en el desarrollo de los procesos comunicativos) con el modelo de secuenciación de actividades P-P-P (presentación-práctica-producción) que es el utilizado con mayor frecuencia en los libros de texto para la enseñanza de los idiomas, para medir la eficacia diferencial en el aprendizaje lingüístico del inglés como lengua extranjera.. Estudio llevado a cabo en la Escuela Oficial de Idiomas de Murcia con una muestra inicial de 51 sujetos que se redujo a 34 nativos de lengua española de edades comprendidas entre los 16 y 41 años formada mayoritariamente por mujeres. Estudio cuasi-experimental de análisis de medidas repetidas con grupo experimental y grupo de control (factor intersujetos). La variable dependiente es la eficacia de la intervención objeto de estudio o intervención CPM. La variable independiente es el grupo, que consta de dos partes, el que sigue el programa establecido en el centro de enseñanza, versión P-P-P y el grupo experimental (EG) que recibe instrucción basada en el CPM. La aplicación duró 4 meses (enero-mayo 2003) y el total de sesiones fue de 35 para cada uno de los dos grupos. Se utilizó el examen estandarizado internacional Cambridge First Certificate in English (FCE) en su parte: Use of English.. La secuenciación de actividades en general y la basada en el CPM en particular merecen un justo reconocimiento en el ámbito de la investigación en enseñanza de lenguas extranjeras debido no solo a las puntuaciones obtenidas en la investigación sino también a su fundamentación teórica basada en un modelo cognitivo de adquisición de conocimientos ampliamente aplicado en SLA y a su flexibilidad en cuanto a las vías de aprendizaje propuestas, su atención al concepto script y su afinidad con los enfoques didácticos actuales (integración de destrezas, relevancia e interés para el alumno, variedad en la instrucción)..

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Es desenvolupa una eina de disseny per l'anàlisi de la tolerància al dany en composites. L'eina pot predir el inici i la propagació de fisures interlaminars. També pot ser utilitzada per avaluar i planificar la necessitat de reparar o reemplaçar components durant la seva vida útil. El model desenvolupat pot ser utilitzat tan per simular càrregues estàtiques com de fatiga. El model proposat és un model de dany termodinàmicament consistent que permet simular la delaminació en composites sota càrregues variables. El model es formula dins el context de la Mecànica del Dany, fent ús dels models de zona cohesiva. Es presenta un metodologia per determinar els paràmetres del model constitutiu que permet utilitzar malles d'elements finits més bastes de les que es poden usar típicament. Finalment, el model és també capaç de simular la delaminació produïda per càrregues de fatiga.

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QUAGMIRE is a quasi-geostrophic numerical model for performing fast, high-resolution simulations of multi-layer rotating annulus laboratory experiments on a desktop personal computer. The model uses a hybrid finite-difference/spectral approach to numerically integrate the coupled nonlinear partial differential equations of motion in cylindrical geometry in each layer. Version 1.3 implements the special case of two fluid layers of equal resting depths. The flow is forced either by a differentially rotating lid, or by relaxation to specified streamfunction or potential vorticity fields, or both. Dissipation is achieved through Ekman layer pumping and suction at the horizontal boundaries, including the internal interface. The effects of weak interfacial tension are included, as well as the linear topographic beta-effect and the quadratic centripetal beta-effect. Stochastic forcing may optionally be activated, to represent approximately the effects of random unresolved features. A leapfrog time stepping scheme is used, with a Robert filter. Flows simulated by the model agree well with those observed in the corresponding laboratory experiments.

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The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

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It has been generally accepted that the method of moments (MoM) variogram, which has been widely applied in soil science, requires about 100 sites at an appropriate interval apart to describe the variation adequately. This sample size is often larger than can be afforded for soil surveys of agricultural fields or contaminated sites. Furthermore, it might be a much larger sample size than is needed where the scale of variation is large. A possible alternative in such situations is the residual maximum likelihood (REML) variogram because fewer data appear to be required. The REML method is parametric and is considered reliable where there is trend in the data because it is based on generalized increments that filter trend out and only the covariance parameters are estimated. Previous research has suggested that fewer data are needed to compute a reliable variogram using a maximum likelihood approach such as REML, however, the results can vary according to the nature of the spatial variation. There remain issues to examine: how many fewer data can be used, how should the sampling sites be distributed over the site of interest, and how do different degrees of spatial variation affect the data requirements? The soil of four field sites of different size, physiography, parent material and soil type was sampled intensively, and MoM and REML variograms were calculated for clay content. The data were then sub-sampled to give different sample sizes and distributions of sites and the variograms were computed again. The model parameters for the sets of variograms for each site were used for cross-validation. Predictions based on REML variograms were generally more accurate than those from MoM variograms with fewer than 100 sampling sites. A sample size of around 50 sites at an appropriate distance apart, possibly determined from variograms of ancillary data, appears adequate to compute REML variograms for kriging soil properties for precision agriculture and contaminated sites. (C) 2007 Elsevier B.V. All rights reserved.

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An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field.

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The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

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We study global atmosphere models that are at least as accurate as the hydrostatic primitive equations (HPEs), reviewing known results and reporting some new ones. The HPEs make spherical geopotential and shallow atmosphere approximations in addition to the hydrostatic approximation. As is well known, a consistent application of the shallow atmosphere approximation requires omission of those Coriolis terms that vary as the cosine of latitude and of certain other terms in the components of the momentum equation. An approximate model is here regarded as consistent if it formally preserves conservation principles for axial angular momentum, energy and potential vorticity, and (following R. Müller) if its momentum component equations have Lagrange's form. Within these criteria, four consistent approximate global models, including the HPEs themselves, are identified in a height-coordinate framework. The four models, each of which includes the spherical geopotential approximation, correspond to whether the shallow atmosphere and hydrostatic (or quasi-hydrostatic) approximations are individually made or not made. Restrictions on representing the spatial variation of apparent gravity occur. Solution methods and the situation in a pressure-coordinate framework are discussed. © Crown copyright 2005.

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Actual energy paths of long, extratropical baroclinic Rossby waves in the ocean are difficult to describe simply because they depend on the meridional-wavenumber-to-zonal-wavenumber ratio tau, a quantity that is difficult to estimate both observationally and theoretically. This paper shows, however, that this dependence is actually weak over any interval in which the zonal phase speed varies approximately linearly with tau, in which case the propagation becomes quasi-nondispersive (QND) and describable at leading order in terms of environmental conditions (i.e., topography and stratification) alone. As an example, the purely topographic case is shown to possess three main kinds of QND ray paths. The first is a topographic regime in which the rays follow approximately the contours f/h(alpha c) = a constant (alpha(c) is a near constant fixed by the strength of the stratification, f is the Coriolis parameter, and h is the ocean depth). The second and third are, respectively, "fast" and "slow" westward regimes little affected by topography and associated with the first and second bottom-pressure-compensated normal modes studied in previous work by Tailleux and McWilliams. Idealized examples show that actual rays can often be reproduced with reasonable accuracy by replacing the actual dispersion relation by its QND approximation. The topographic regime provides an upper bound ( in general a large overestimate) of the maximum latitudinal excursions of actual rays. The method presented in this paper is interesting for enabling an optimal classification of purely azimuthally dispersive wave systems into simpler idealized QND wave regimes, which helps to rationalize previous empirical findings that the ray paths of long Rossby waves in the presence of mean flow and topography often seem to be independent of the wavenumber orientation. Two important side results are to establish that the baroclinic string function regime of Tyler and K se is only valid over a tiny range of the topographic parameter and that long baroclinic Rossby waves propagating over topography do not obey any two-dimensional potential vorticity conservation principle. Given the importance of the latter principle in geophysical fluid dynamics, the lack of it in this case makes the concept of the QND regimes all the more important, for they are probably the only alternative to provide a simple and economical description of general purely azimuthally dispersive wave systems.

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[ 1] We have used a fully coupled chemistry-climate model (CCM), which generates its own wind and temperature quasi-biennial oscillation (QBO), to study the effect of coupling on the QBO and to examine the QBO signals in stratospheric trace gases, particularly ozone. Radiative coupling of the interactive chemistry to the underlying general circulation model tends to prolong the QBO period and to increase the QBO amplitude in the equatorial zonal wind in the lower and middle stratosphere. The model ozone QBO agrees well with Stratospheric Aerosol and Gas Experiment II and Total Ozone Mapping Spectrometer satellite observations in terms of vertical and latitudinal structure. The model captures the ozone QBO phase change near 28 km over the equator and the column phase change near +/- 15 degrees latitude. Diagnosis of the model chemical terms shows that variations in NOx are the main chemical driver of the O-3 QBO around 35 km, i.e., above the O-3 phase change.