920 resultados para nonparametric inference
Resumo:
Dynamically typed languages lack information about the types of variables in the source code. Developers care about this information as it supports program comprehension. Ba- sic type inference techniques are helpful, but may yield many false positives or negatives. We propose to mine information from the software ecosys- tem on how frequently given types are inferred unambigu- ously to improve the quality of type inference for a single system. This paper presents an approach to augment existing type inference techniques by supplementing the informa- tion available in the source code of a project with data from other projects written in the same language. For all available projects, we track how often messages are sent to instance variables throughout the source code. Predictions for the type of a variable are made based on the messages sent to it. The evaluation of a proof-of-concept prototype shows that this approach works well for types that are sufficiently popular, like those from the standard librarie, and tends to create false positives for unpopular or domain specific types. The false positives are, in most cases, fairly easily identifiable. Also, the evaluation data shows a substantial increase in the number of correctly inferred types when compared to the non-augmented type inference.
Resumo:
Let Y_i = f(x_i) + E_i\ (1\le i\le n) with given covariates x_1\lt x_2\lt \cdots\lt x_n , an unknown regression function f and independent random errors E_i with median zero. It is shown how to apply several linear rank test statistics simultaneously in order to test monotonicity of f in various regions and to identify its local extrema.
Resumo:
Because natural selection is likely to act on multiple genes underlying a given phenotypic trait, we study here the potential effect of ongoing and past selection on the genetic diversity of human biological pathways. We first show that genes included in gene sets are generally under stronger selective constraints than other genes and that their evolutionary response is correlated. We then introduce a new procedure to detect selection at the pathway level based on a decomposition of the classical McDonald–Kreitman test extended to multiple genes. This new test, called 2DNS, detects outlier gene sets and takes into account past demographic effects and evolutionary constraints specific to gene sets. Selective forces acting on gene sets can be easily identified by a mere visual inspection of the position of the gene sets relative to their two-dimensional null distribution. We thus find several outlier gene sets that show signals of positive, balancing, or purifying selection but also others showing an ancient relaxation of selective constraints. The principle of the 2DNS test can also be applied to other genomic contrasts. For instance, the comparison of patterns of polymorphisms private to African and non-African populations reveals that most pathways show a higher proportion of nonsynonymous mutations in non-Africans than in Africans, potentially due to different demographic histories and selective pressures.
Resumo:
In many of the natural and physical sciences, measurements are directions, either in two or three dimensions. The analysis of directional data relies on specific statistical models and procedures, which differ from the usual models and methodologies of Cartesian data. This chapter briefly introduces statistical models and inference for this type of data. The basic von Mises-Fisher distribution is introduced and nonparametric methods such as goodness-of-fit tests are presented. Further references are given for exploring related topics such as correlation and regression.
Resumo:
Several tests for the comparison of different groups in the randomized complete block design exist. However, there is a lack of robust estimators for the location difference between one group and all the others on the original scale. The relative marginal effects are commonly used in this situation, but they are more difficult to interpret and use by less experienced people because of the different scale. In this paper two nonparametric estimators for the comparison of one group against the others in the randomized complete block design will be presented. Theoretical results such as asymptotic normality, consistency, translation invariance, scale preservation, unbiasedness, and median unbiasedness are derived. The finite sample behavior of these estimators is derived by simulations of different scenarios. In addition, possible confidence intervals with these estimators are discussed and their behavior derived also by simulations.
Resumo:
Chironomid-temperature inference models based on North American, European and combined surface sediment training sets were compared to assess the overall reliability of their predictions. Between 67 and 76 of the major chironomid taxa in each data set showed a unimodal response to July temperature, whereas between 5 and 22 of the common taxa showed a sigmoidal response. July temperature optima were highly correlated among the training sets, but the correlations for other taxon parameters such as tolerances and weighted averaging partial least squares (WA-PLS) and partial least squares (PLS) regression coefficients were much weaker. PLS, weighted averaging, WA-PLS, and the Modern Analogue Technique, all provided useful and reliable temperature inferences. Although jack-knifed error statistics suggested that two-component WA-PLS models had the highest predictive power, intercontinental tests suggested that other inference models performed better. The various models were able to provide good July temperature inferences, even where neither good nor close modern analogues for the fossil chironomid assemblages existed. When the models were applied to fossil Lateglacial assemblages from North America and Europe, the inferred rates and magnitude of July temperature changes varied among models. All models, however, revealed similar patterns of Lateglacial temperature change. Depending on the model used, the inferred Younger Dryas July temperature decrease ranged between 2.5 and 6°C.
Resumo:
In applied work economists often seek to relate a given response variable y to some causal parameter mu* associated with it. This parameter usually represents a summarization based on some explanatory variables of the distribution of y, such as a regression function, and treating it as a conditional expectation is central to its identification and estimation. However, the interpretation of mu* as a conditional expectation breaks down if some or all of the explanatory variables are endogenous. This is not a problem when mu* is modelled as a parametric function of explanatory variables because it is well known how instrumental variables techniques can be used to identify and estimate mu*. In contrast, handling endogenous regressors in nonparametric models, where mu* is regarded as fully unknown, presents di±cult theoretical and practical challenges. In this paper we consider an endogenous nonparametric model based on a conditional moment restriction. We investigate identification related properties of this model when the unknown function mu* belongs to a linear space. We also investigate underidentification of mu* along with the identification of its linear functionals. Several examples are provided in order to develop intuition about identification and estimation for endogenous nonparametric regression and related models.
Direct and Indirect Measures of Capacity Utilization: A Nonparametric Analysis of U.S. Manufacturing
Resumo:
We measure the capacity output of a firm as the maximum amount producible by a firm given a specific quantity of the quasi-fixed input and an overall expenditure constraint for its choice of variable inputs. We compute this indirect capacity utilization measure for the total manufacturing sector in the US as well as for a number of disaggregated industries, for the period 1970-2001. We find considerable variation in capacity utilization rates both across industries and over years within industries. Our results suggest that the expenditure constraint was binding, especially in periods of high interest rates.
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We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by standard stratified sampling and the maintained assumption is that the aggregate shares are known.
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Consider a nonparametric regression model Y=mu*(X) + e, where the explanatory variables X are endogenous and e satisfies the conditional moment restriction E[e|W]=0 w.p.1 for instrumental variables W. It is well known that in these models the structural parameter mu* is 'ill-posed' in the sense that the function mapping the data to mu* is not continuous. In this paper, we derive the efficiency bounds for estimating linear functionals E[p(X)mu*(X)] and int_{supp(X)}p(x)mu*(x)dx, where p is a known weight function and supp(X) the support of X, without assuming mu* to be well-posed or even identified.
Resumo:
Many datasets used by economists and other social scientists are collected by stratified sampling. The sampling scheme used to collect the data induces a probability distribution on the observed sample that differs from the target or underlying distribution for which inference is to be made. If this effect is not taken into account, subsequent statistical inference can be seriously biased. This paper shows how to do efficient semiparametric inference in moment restriction models when data from the target population is collected by three widely used sampling schemes: variable probability sampling, multinomial sampling, and standard stratified sampling.