Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We introduce two weights which are invariant to orthogonal transformations of the instruments; e.g., changing the order in which the instruments appear. While tests using the MM1 weight can be severely biased, optimal tests based on the MM2 weight are naturally two-sided when errors are homoskedastic. We propose two boundary conditions that yield two-sided tests whether errors are homoskedastic or not. The locally unbiased (LU) condition is related to the power around the null hypothesis and is a weaker requirement than unbiasedness. The strongly unbiased (SU) condition is more restrictive than LU, but the associated WAP tests are easier to implement. Several tests are SU in nite samples or asymptotically, including tests robust to weak IV (such as the Anderson-Rubin, score, conditional quasi-likelihood ratio, and I. Andrews' (2015) PI-CLC tests) and two-sided tests which are optimal when the sample size is large and instruments are strong. We refer to the WAP-SU tests based on our weights as MM1-SU and MM2-SU tests. Dropping the restrictive assumptions of normality and known variance, the theory is shown to remain valid at the cost of asymptotic approximations. The MM2-SU test is optimal under the strong IV asymptotics, and outperforms other existing tests under the weak IV asymptotics.

Representation of odometry errors on occupancy grids

SOUZA, Anderson A. S. ; SANTANA, André M. ; BRITTO, Ricardo S. ; GONÇALVES, Luiz Marcos G. ; MEDEIROS, Adelardo A. D. Representation of Odometry Errors on Occupancy Grids. In: INTERNATIONAL CONFERENCE ON INFORMATICS IN CONTROL, AUTOMATION AND ROBOTICS, 5., 2008, Funchal, Portugal. Proceedings... Funchal, Portugal: ICINCO, 2008.

Method of numerical correction of errors occasioned by delay of records during the monitoring of environmental variables of interest for animal production

As condições de ambiente térmico e aéreo, no interior de instalações para animais, alteram-se durante o dia, devido à influência do ambiente externo. Para que análises estatísticas e geoestatísticas sejam representativas, uma grande quantidade de pontos distribuídos espacialmente na área da instalação deve ser monitorada. Este trabalho propõe que a variação no tempo das variáveis ambientais de interesse para a produção animal, monitoradas no interior de instalações para animais, pode ser modelada com precisão a partir de registros discretos no tempo. O objetivo deste trabalho foi desenvolver um método numérico para corrigir as variações temporais dessas variáveis ambientais, transformando os dados para que tais observações independam do tempo gasto durante a aferição. O método proposto aproximou os valores registrados com retardos de tempo aos esperados no exato momento de interesse, caso os dados fossem medidos simultaneamente neste momento em todos os pontos distribuídos espacialmente. O modelo de correção numérica para variáveis ambientais foi validado para o parâmetro ambiental temperatura do ar, sendo que os valores corrigidos pelo método não diferiram pelo teste Tukey, a 5% de probabilidade dos valores reais registrados por meio de dataloggers.

Higher order ionospheric effects in GNSS positioning in the European region

After removal of the Selective Availability in 2000, the ionosphere became the dominant error source for Global Navigation Satellite Systems (GNSS), especially for the high-accuracy (cm-mm) demanding applications like the Precise Point Positioning (PPP) and Real Time Kinematic (RTK) positioning.The common practice of eliminating the ionospheric error, e. g. by the ionosphere free (IF) observable, which is a linear combination of observables on two frequencies such as GPS L1 and L2, accounts for about 99% of the total ionospheric effect, known as the first order ionospheric effect (Ion1). The remaining 1% residual range errors (RREs) in the IF observable are due to the higher - second and third, order ionospheric effects, Ion2 and Ion3, respectively. Both terms are related with the electron content along the signal path; moreover Ion2 term is associated with the influence of the geomagnetic field on the ionospheric refractive index and Ion3 with the ray bending effect of the ionosphere, which can cause significant deviation in the ray trajectory (due to strong electron density gradients in the ionosphere) such that the error contribution of Ion3 can exceed that of Ion2 (Kim and Tinin, 2007).The higher order error terms do not cancel out in the (first order) ionospherically corrected observable and as such, when not accounted for, they can degrade the accuracy of GNSS positioning, depending on the level of the solar activity and geomagnetic and ionospheric conditions (Hoque and Jakowski, 2007). Simulation results from early 1990s show that Ion2 and Ion3 would contribute to the ionospheric error budget by less than 1% of the Ion1 term at GPS frequencies (Datta-Barua et al., 2008). Although the IF observable may provide sufficient accuracy for most GNSS applications, Ion2 and Ion3 need to be considered for higher accuracy demanding applications especially at times of higher solar activity.This paper investigates the higher order ionospheric effects (Ion2 and Ion3, however excluding the ray bending effects associated with Ion3) in the European region in the GNSS positioning considering the precise point positioning (PPP) method. For this purpose observations from four European stations were considered. These observations were taken in four time intervals corresponding to various geophysical conditions: the active and quiet periods of the solar cycle, 2001 and 2006, respectively, excluding the effects of disturbances in the geomagnetic field (i.e. geomagnetic storms), as well as the years of 2001 and 2003, this time including the impact of geomagnetic disturbances. The program RINEX_HO (Marques et al., 2011) was used to calculate the magnitudes of Ion2 and Ion3 on the range measurements as well as the total electron content (TEC) observed on each receiver-satellite link. The program also corrects the GPS observation files for Ion2 and Ion3; thereafter it is possible to perform PPP with both the original and corrected GPS observation files to analyze the impact of the higher order ionospheric error terms excluding the ray bending effect which may become significant especially at low elevation angles (Ioannides and Strangeways, 2002) on the estimated station coordinates.

A neural network approach for robust nonlinear parameter estimation in presence of unknown-but-bounded errors

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements. This paper presents a novel approach to solve robust parameter estimation problem for nonlinear model with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach. Copyright (C) 2000 IFAC.

The structure and optical dispersion of the refractive index of tellurite glass

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Determination of the photoinduced birefringence and of the refractive index by Brewster method of epoxy resin doped with CdS

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Occurrence of consonant production errors in liquid phonemes in children with operated cleft lip and palate

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Sources of errors in the quantitative analysis of food carotenoids by HPLC

Several factors render carotenoid determination inherently difficult. Thus, in spite of advances in analytical instrumentation, discrepancies in quantitative results on carotenoids can be encountered in the international literature. A good part of the errors comes from the pre-chromatographic steps such as sampling scheme that does not yield samples representative of the food lots under investigation; sample preparation which does not maintain representativity and guarantee homogeneity of the analytical sample; incomplete extraction; physical losses of carotenoids during the various steps, especially during partition or washing and by adsorption to glass walls of containers; isomerization and oxidation of carotenoids during analysis. on the otherhand, although currently considered the method of choice for carotenoids, high performance liquid chromatography (HPLC) is subject to various sources of errors, such as: incompatibility of the injection solvent and the mobile phase, resulting in distorted or split peaks; erroneous identification; unavailability, impurity and instability of carotenoid standards; quantification of highly overlapping peaks; low recovery from the HPLC column; errors in the preparation of standard solutions and in the calibration procedure; calculation errors. Illustrations of the possible errors in the quantification of carotenoids by HPLC are presented.

Refractive index changes in photochromic SbPO4-WO3 glass by exposure to band-gap radiation

We report photoinduced photo-darkening in SbPO4-WO3 glass by exposure to 532 nm light with a power density of 143 mW/cm(2). The time of exposure was varied between 0 and 256 min following which visible photo-darkening, peaking at 850 nm was observed. Spectrophotometer measurement of absorption was performed for both treated and untreated regions of the sample. Time exposure to below band-gap light results in a single exponent Gaussian absorption function over an exceptionally wide range of wavelengths (500 nm-1600 nm), with a 1/e width of 647.5 nm. Kramers-Kronig transform of the change in the absorption indicates a negative local change in the refractive index. The dispersed refractive index change at 1550 nm, Delta n, is calculated to be similar to -5 x 10(-8). The peak absorption increases with time of exposure and the photo-darkening remains irreversible at room temperature. Crown Copyright (C) 2010 Published by Elsevier B.V. All rights reserved.

Errors in nonword repetition: bridging short- and long-term memory

According to the working memory model, the phonological loop is the component of working memory specialized in processing and manipulating limited amounts of speech-based information. The Children's Test of Nonword Repetition (CNRep) is a suitable measure of phonological short-term memory for English-speaking children, which was validated by the Brazilian Children's Test of Pseudoword Repetition (BCPR) as a Portuguese-language version. The objectives of the present study were: i) to investigate developmental aspects of the phonological memory processing by error analysis in the nonword repetition task, and ii) to examine phoneme (substitution, omission and addition) and order (migration) errors made in the BCPR by 180 normal Brazilian children of both sexes aged 4-10, from preschool to 4th grade. The dominant error was substitution [F(3,525) = 180.47; P < 0.0001]. The performance was age-related [F(4,175) = 14.53; P < 0.0001]. The length effect, i.e., more errors in long than in short items, was observed [F(3,519) = 108.36; P < 0.0001]. In 5-syllable pseudowords, errors occurred mainly in the middle of the stimuli, before the syllabic stress [F(4,16) = 6.03; P = 0.003]; substitutions appeared more at the end of the stimuli, after the stress [F(12,48) = 2.27; P = 0.02]. In conclusion, the BCPR error analysis supports the idea that phonological loop capacity is relatively constant during development, although school learning increases the efficiency of this system. Moreover, there are indications that long-term memory contributes to holding memory trace. The findings were discussed in terms of distinctiveness, clustering and redintegration hypotheses.

Errors due to the tropospheric and ionospheric effects on the geographic location of data collection platforms

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

Antimony orthophosphate glasses with large nonlinear refractive indices, low two-photon absorption coefficients, and ultrafast response

Antimony glasses based on the composition Sb2O3-SbPO4 were prepared and characterized. The samples present high refractive index, good transmission from 380 to 2000 nm, and high thermal stability. The nonlinear refractive index, n(2), of the samples was studied using the optical Kerr shutter technique at 800 nm. The third-order correlation signals between pump and probe pulses indicate ultrafast response (<100 fs) for all compositions. Enhancement of n(2) was observed by adding lead oxide to the Sb2O3-SbPO4 composition. Large values of n(2)approximate to10(-14) cm(2)/W and negligible two-photon absorption coefficients (smaller than 0.01 cm/GW) were determined for all samples. The glass compositions studied present appropriate figure-of-merit for all-optical switching applications. (C) 2005 American Institute of Physics.