Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

Análisis multi-región input-output (MRIO) de emisiones de gases efecto invernadero (GEI) incorporado en el comercio. Un modelo birregional aplicado a Cataluña y el resto de España

El siguiente trabajo realiza un análisis regional y sectorial para el estudio de la emisiones de gases efecto invernadero (GEI) incorporadas en el comercio entre las regiones de Cataluña y el resto de España para el año 2001, estimando así el Balance Neto en GEI incorporado. El objetivo es el desarrollo de un metodología que nos permita realizar esta estimación de forma rigurosa, con la intención de efectuar un análisis comparativo de ambas estructuras productivas territoriales, en cuanto a la intensidad de emisión y el impacto de la demanda final de las regiones consideradas. Para este propósito se utiliza el marco metodológico del análisis input-output, en particular se aplica dos tipologías de modelos: el modelo básico o single-región y el multi-región, lo que nos permite la comparabilidad entre ambos, demostrando como el modelo MRIO (multi-región input-output) es el método más apropiado para dicho propósito, permitiendo, entre otras ventajas, analizar los vínculos interregionales e intersectoriales de las regiones consideradas. La incorporación de la técnica de la integración vertical o subsistemas, nos permite un enfoque alternativo para el Balance Neto resultante, no tenemos constancia de que este enfoque haya sido utilizado con anterioridad en los análisis MRIO aplicados al estudio de los impactos medioambientales incorporados en el comercio. Tampoco la tenemos sobre la aplicación de los MRIO de forma general para estos impactos a nivel interregional de la economía española. El principal resultado obtenido nos indica que aún teniendo Cataluña un importante superávit comercial con el resto de España, hemos comprobado la existencia de un importante déficit para la primera en cuanto a la polución incorporada en este comercio.

A comparison of input-output models: ghosh reduces to leontief (but "closing" ghosh makes it more plausible)

Ghosh's model is discussed in this paper under two alternative scenarios. In an open version we compare it with Leontief's model and prove that they reduce to each other under some specific productive conditions. We then move onto reconsidering Ghosh's model alleged implausibility and we do so reformulating the model to incorporate a closure rule. The closure solves, to some extent, the implausibility problem very clearly put out by Oosterhaven for then value-added is correctly computed and responsive to allocation changes resulting from supply shocks.

On estimation and identifiability issues of sex-linked inheritance with a case study of pigmentation in Swiss barn owl (Tyto alba)

Genetic evaluation using animal models or pedigree-based models generally assume only autosomal inheritance. Bayesian animal models provide a flexible framework for genetic evaluation, and we show how the model readily can accommodate situations where the trait of interest is influenced by both autosomal and sex-linked inheritance. This allows for simultaneous calculation of autosomal and sex-chromosomal additive genetic effects. Inferences were performed using integrated nested Laplace approximations (INLA), a nonsampling-based Bayesian inference methodology. We provide a detailed description of how to calculate the inverse of the X- or Z-chromosomal additive genetic relationship matrix, needed for inference. The case study of eumelanic spot diameter in a Swiss barn owl (Tyto alba) population shows that this trait is substantially influenced by variation in genes on the Z-chromosome (sigma(2)(z) = 0.2719 and sigma(2)(a) = 0.4405). Further, a simulation study for this study system shows that the animal model accounting for both autosomal and sex-chromosome-linked inheritance is identifiable, that is, the two effects can be distinguished, and provides accurate inference on the variance components.

Estimation of the radiation risks in diagnostic procedures to populations and patients

Since 1895, when X-rays were discovered, ionizing radiation became part of our life. Its use in medicine has brought significant health benefits to the population globally. The benefit of any diagnostic procedure is to reduce the uncertainty about the patient's health. However, there are potential detrimental effects of radiation exposure. Therefore, radiation protection authorities have become strict regarding the control of radiation risks.¦There are various situations where the radiation risk needs to be evaluated. International authority bodies point to the increasing number of radiologic procedures and recommend population surveys. These surveys provide valuable data to public health authorities which helps them to prioritize and focus on patient groups in the population that are most highly exposed. On the other hand, physicians need to be aware of radiation risks from diagnostic procedures in order to justify and optimize the procedure and inform the patient.¦The aim of this work was to examine the different aspects of radiation protection and investigate a new method to estimate patient radiation risks.¦The first part of this work concerned radiation risk assessment from the regulatory authority point of view. To do so, a population dose survey was performed to evaluate the annual population exposure. This survey determined the contribution of different imaging modalities to the total collective dose as well as the annual effective dose per caput. It was revealed that although interventional procedures are not so frequent, they significantly contribute to the collective dose. Among the main results of this work, it was shown that interventional cardiological procedures are dose-intensive and therefore more attention should be paid to optimize the exposure.¦The second part of the project was related to the patient and physician oriented risk assessment. In this part, interventional cardiology procedures were studied by means of Monte Carlo simulations. The organ radiation doses as well as effective doses were estimated. Cancer incidence risks for different organs were calculated for different sex and age-at-exposure using the lifetime attributable risks provided by the Biological Effects of Ionizing Radiations Report VII. Advantages and disadvantages of the latter results were examined as an alternative method to estimate radiation risks. The results show that this method is the most accurate, currently available, to estimate radiation risks. The conclusions of this work may guide future studies in the field of radiation protection in medicine.¦-¦Depuis la découverte des rayons X en 1895, ce type de rayonnement a joué un rôle important dans de nombreux domaines. Son utilisation en médecine a bénéficié à la population mondiale puisque l'avantage d'un examen diagnostique est de réduire les incertitudes sur l'état de santé du patient. Cependant, leur utilisation peut conduire à l'apparition de cancers radio-induits. Par conséquent, les autorités sanitaires sont strictes quant au contrôle du risque radiologique.¦Le risque lié aux radiations doit être estimé dans différentes situations pratiques, dont l'utilisation médicale des rayons X. Les autorités internationales de radioprotection indiquent que le nombre d'examens et de procédures radiologiques augmente et elles recommandent des enquêtes visant à déterminer les doses de radiation délivrées à la population. Ces enquêtes assurent que les groupes de patients les plus à risque soient prioritaires. D'un autre côté, les médecins ont également besoin de connaître le risque lié aux radiations afin de justifier et optimiser les procédures et informer les patients.¦Le présent travail a pour objectif d'examiner les différents aspects de la radioprotection et de proposer une manière efficace pour estimer le risque radiologique au patient.¦Premièrement, le risque a été évalué du point de vue des autorités sanitaires. Une enquête nationale a été réalisée pour déterminer la contribution des différentes modalités radiologiques et des divers types d'examens à la dose efficace collective due à l'application médicale des rayons X. Bien que les procédures interventionnelles soient rares, elles contribuent de façon significative à la dose délivrée à la population. Parmi les principaux résultats de ce travail, il a été montré que les procédures de cardiologie interventionnelle délivrent des doses élevées et devraient donc être optimisées en priorité.¦La seconde approche concerne l'évaluation du risque du point de vue du patient et du médecin. Dans cette partie, des procédures interventionnelles cardiaques ont été étudiées au moyen de simulations Monte Carlo. La dose délivrée aux organes ainsi que la dose efficace ont été estimées. Les risques de développer des cancers dans plusieurs organes ont été calculés en fonction du sexe et de l'âge en utilisant la méthode établie dans Biological Effects of Ionizing Radiations Report VII. Les avantages et inconvénients de cette nouvelle technique ont été examinés et comparés à ceux de la dose efficace. Les résultats ont montré que cette méthode est la plus précise actuellement disponible pour estimer le risque lié aux radiations. Les conclusions de ce travail pourront guider de futures études dans le domaine de la radioprotection en médicine.

Estimation of sex and age of "virtual skeletons"--a feasibility study.

This article presents a feasibility study with the objective of investigating the potential of multi-detector computed tomography (MDCT) to estimate the bone age and sex of deceased persons. To obtain virtual skeletons, the bodies of 22 deceased persons with known age at death were scanned by MDCT using a special protocol that consisted of high-resolution imaging of the skull, shoulder girdle (including the upper half of the humeri), the symphysis pubis and the upper halves of the femora. Bone and soft-tissue reconstructions were performed in two and three dimensions. The resulting data were investigated by three anthropologists with different professional experience. Sex was determined by investigating three-dimensional models of the skull and pelvis. As a basic orientation for the age estimation, the complex method according to Nemeskéri and co-workers was applied. The final estimation was effected using additional parameters like the state of dentition, degeneration of the spine, etc., which where chosen individually by the three observers according to their experience. The results of the study show that the estimation of sex and age is possible by the use of MDCT. Virtual skeletons present an ideal collection for anthropological studies, because they are obtained in a non-invasive way and can be investigated ad infinitum.

Culex (Culex) interfor Dyar (Diptera: Culicidae), morphological description including previously unknown life stages

The adult female and male and the pupal and larval stages of Culex (Culex) interfor Dyar are described and compared with those of Cx. bidens Dyar. Available data about distribution are presented.

Structural decomposition analysis and input-output subsystems: An application to Spanish CO2 emissions

Analysis of gas emissions by the input-output subsystem approach provides detailed insight into pollution generation in an economy. Structural decomposition analysis, on the other hand, identifies the factors behind the changes in key variables over time. Extending the input-output subsystem model to account for the changes in these variables reveals the channels by which environmental burdens are caused and transmitted throughout the production system. In this paper we propose a decomposition of the changes in the components of CO2 emissions captured by an input-output subsystems representation. The empirical application is for the Spanish service sector, and the economic and environmental data are for years 1990 and 2000. Our results show that services increased their CO2 emissions mainly because of a rise in emissions generated by non-services to cover the final demand for services. In all service activities, the decomposed effects show an increase in CO2 emissions due to a decrease in emission coefficients (i.e., emissions per unit of output) compensated by an increase in emissions caused both by the input-output coefficients and the rise in demand for services. Finally, large asymmetries exist not only in the quantitative changes in the CO2 emissions of the various services but also in the decomposed effects of these changes. Keywords: structural decomposition analysis, input-output subsystems, CO2 emissions, service sector.

How multiple repetitions influence the processing of self-, famous and unknown names and faces: an ERP study.

Because we live in an extremely complex social environment, people require the ability to memorize hundreds or thousands of social stimuli. The aim of this study was to investigate the effect of multiple repetitions on the processing of names and faces varying in terms of pre-experimental familiarity. We measured both behavioral and electrophysiological responses to self-, famous and unknown names and faces in three phases of the experiment (in every phase, each type of stimuli was repeated a pre-determined number of times). We found that the negative brain potential in posterior scalp sites observed approximately 170 ms after the stimulus onset (N170) was insensitive to pre-experimental familiarity but showed slight enhancement with each repetition. The negative wave in the inferior-temporal regions observed at approximately 250 ms (N250) was affected by both pre-experimental (famous>unknown) and intra-experimental familiarity (the more repetitions, the larger N250). In addition, N170 and N250 for names were larger in the left inferior-temporal region, whereas right-hemispheric or bilateral patterns of activity for faces were observed. The subsequent presentations of famous and unknown names and faces were also associated with higher amplitudes of the positive waveform in the central-parietal sites analyzed in the 320-900 ms time-window (P300). In contrast, P300 remained unchanged after the subsequent presentations of self-name and self-face. Moreover, the P300 for unknown faces grew more quickly than for unknown names. The latter suggests that the process of learning faces is more effective than learning names, possibly because faces carry more semantic information.

Water Reallocation in the Input-Output Model

Water reallocation between economic agents has been –and continues to be- the subject of a considerable amount of research. This paper proposes a method for evaluating how water is reallocated within the economy in response to changes in final demand and changes in the technical water needs of activities and consumers. The empirical application, which is for the Catalan economy, shows important asymmetries in the effects that exogenous inflows and changes in water technical requirements cause on water reallocation. In the process of water distribution, exogenous inflows mostly benefit agriculture and damage private consumers. On the other hand, increases in technical water requirements have negative effects on agriculture and positive effects on the other production activities. The results of the study suggest that agriculture is an important activity not only in terms of water distribution but also in terms of water reallocation due to changes in final demand and technical water needs. Keywords: Water reallocation, water distribution, exogenous shock, technical water needs.

Estimation of parametric and nonparametric models for univariate claim severity distributions - an approach using R

This paper presents an analysis of motor vehicle insurance claims relating to vehicle damage and to associated medical expenses. We use univariate severity distributions estimated with parametric and non-parametric methods. The methods are implemented using the statistical package R. Parametric analysis is limited to estimation of normal and lognormal distributions for each of the two claim types. The nonparametric analysis presented involves kernel density estimation. We illustrate the benefits of applying transformations to data prior to employing kernel based methods. We use a log-transformation and an optimal transformation amongst a class of transformations that produces symmetry in the data. The central aim of this paper is to provide educators with material that can be used in the classroom to teach statistical estimation methods, goodness of fit analysis and importantly statistical computing in the context of insurance and risk management. To this end, we have included in the Appendix of this paper all the R code that has been used in the analysis so that readers, both students and educators, can fully explore the techniques described

Estimation of Genetic Divergence and Gene Flow between Culex pipiens and Culex quinquefasciatus (Diptera: Culicidae) in Argentina

Allele frequencies at seven polymorphic loci controlling the synthesis of enzymes were analyzed in six populations of Culex pipiens L. and Cx. quinquefasciatus Say. Sampling sites were situated along a north-south line of about 2,000 km in Argentina. The predominant alleles at Mdh, Idh, Gpdh and Gpi loci presented similar frequencies in all the samples. Frequencies at the Pgm locus were similar for populations pairs sharing the same geographic area. The loci Cat and Hk-1 presented significant geographic variation. The latter showed a marked latitudinal cline, with a frequency for allele b ranging from 0.99 in the northernmost point to 0.04 in the southernmost one, a pattern that may be explained by natural selection (FST = 0.46; p < 0.0001) on heat sensitive alleles. The average value of FST (0.088) and Nm (61.12) indicated a high gene flow between adjacent populations. A high correlation was found between genetic and geographic distance (r = 0.83; p < 0.001). The highest genetic identity (IN = 0.988) corresponded to the geographically closest samples from the central area. In one of these localities Cx. quinquefasciatus was predominant and hybrid individuals were detected, while in the other, almost all the specimens were identified as Cx. pipiens. To verify the fertility between Cx. pipiens and Cx. quinquefasciatus from the northern- and southernmost populations, experimental crosses were performed. Viable egg rafts were obtained from both reciprocal crosses. Hatching ranged from 76.5 to 100%. The hybrid progenies were fertile through two subsequent generations

Restriction site-associated DNA sequencing, genotyping error estimation and de novo assembly optimization for population genetic inference.

Restriction site-associated DNA sequencing (RADseq) provides researchers with the ability to record genetic polymorphism across thousands of loci for nonmodel organisms, potentially revolutionizing the field of molecular ecology. However, as with other genotyping methods, RADseq is prone to a number of sources of error that may have consequential effects for population genetic inferences, and these have received only limited attention in terms of the estimation and reporting of genotyping error rates. Here we use individual sample replicates, under the expectation of identical genotypes, to quantify genotyping error in the absence of a reference genome. We then use sample replicates to (i) optimize de novo assembly parameters within the program Stacks, by minimizing error and maximizing the retrieval of informative loci; and (ii) quantify error rates for loci, alleles and single-nucleotide polymorphisms. As an empirical example, we use a double-digest RAD data set of a nonmodel plant species, Berberis alpina, collected from high-altitude mountains in Mexico.