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.

On making causal claims: A review and recommendations

Social scientists often estimate models from correlational data, where the independent variable has not been exogenously manipulated; they also make implicit or explicit causal claims based on these models. When can these claims be made? We answer this question by first discussing design and estimation conditions under which model estimates can be interpreted, using the randomized experiment as the gold standard. We show how endogeneity--which includes omitted variables, omitted selection, simultaneity, common methods bias, and measurement error--renders estimates causally uninterpretable. Second, we present methods that allow researchers to test causal claims in situations where randomization is not possible or when causal interpretation is confounded, including fixed-effects panel, sample selection, instrumental variable, regression discontinuity, and difference-in-differences models. Third, we take stock of the methodological rigor with which causal claims are being made in a social sciences discipline by reviewing a representative sample of 110 articles on leadership published in the previous 10 years in top-tier journals. Our key finding is that researchers fail to address at least 66 % and up to 90 % of design and estimation conditions that make causal claims invalid. We conclude by offering 10 suggestions on how to improve non-experimental research.

The Part-time pay penalty in a segmented labor market

This paper is the first to examine the implications of switching to PT work for women's subsequent earnings trajectories, distinguishing by their type of contract: permanent or fixedterm. Using a rich longitudinal Spanish data set from Social Security records of over 76,000 prime-aged women strongly attached to the Spanish labor market, we find that PT work aggravates the segmentation of the labor market insofar there is a PT pay penalty and this penalty is larger and more persistent in the case of women with fixed-term contracts. The paper discusses problems arising in empirical estimation (including a problem not discussed in the literature up to now: the differential measurement error of the LHS variable by PT status), and how to address them. It concludes with policy implications relevant for Continental Europe and its dual structure of employment protection.

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.

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

Stochastic time-concentration activity models for cytotoxicity in 3D brain cell cultures.

BACKGROUND: In vitro aggregating brain cell cultures containing all types of brain cells have been shown to be useful for neurotoxicological investigations. The cultures are used for the detection of nervous system-specific effects of compounds by measuring multiple endpoints, including changes in enzyme activities. Concentration-dependent neurotoxicity is determined at several time points. METHODS: A Markov model was set up to describe the dynamics of brain cell populations exposed to potentially neurotoxic compounds. Brain cells were assumed to be either in a healthy or stressed state, with only stressed cells being susceptible to cell death. Cells may have switched between these states or died with concentration-dependent transition rates. Since cell numbers were not directly measurable, intracellular lactate dehydrogenase (LDH) activity was used as a surrogate. Assuming that changes in cell numbers are proportional to changes in intracellular LDH activity, stochastic enzyme activity models were derived. Maximum likelihood and least squares regression techniques were applied for estimation of the transition rates. Likelihood ratio tests were performed to test hypotheses about the transition rates. Simulation studies were used to investigate the performance of the transition rate estimators and to analyze the error rates of the likelihood ratio tests. The stochastic time-concentration activity model was applied to intracellular LDH activity measurements after 7 and 14 days of continuous exposure to propofol. The model describes transitions from healthy to stressed cells and from stressed cells to death. RESULTS: The model predicted that propofol would affect stressed cells more than healthy cells. Increasing propofol concentration from 10 to 100 μM reduced the mean waiting time for transition to the stressed state by 50%, from 14 to 7 days, whereas the mean duration to cellular death reduced more dramatically from 2.7 days to 6.5 hours. CONCLUSION: The proposed stochastic modeling approach can be used to discriminate between different biological hypotheses regarding the effect of a compound on the transition rates. The effects of different compounds on the transition rate estimates can be quantitatively compared. Data can be extrapolated at late measurement time points to investigate whether costs and time-consuming long-term experiments could possibly be eliminated.

A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement (SCR), under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

The nature of the Cr-C bond: direct estimation of aromaticity in Fischer carbenes

Report for the scientific sojourn at the the Philipps-Universität Marburg, Germany, from september to december 2007. For the first, we employed the Energy-Decomposition Analysis (EDA) to investigate aromaticity on Fischer carbenes as it is related through all the reaction mechanisms studied in my PhD thesis. This powerful tool, compared with other well-known aromaticity indices in the literature like NICS, is useful not only for quantitative results but also to measure the degree of conjugation or hyperconjugation in molecules. Our results showed for the annelated benzenoid systems studied here, that electron density is more concentrated on the outer rings than in the central one. The strain-induced bond localization plays a major role as a driven force to keep the more substituted ring as the less aromatic. The discussion presented in this work was contrasted at different levels of theory to calibrate the method and ensure the consistency of our results. We think these conclusions can also be extended to arene chemistry for explaining aromaticity and regioselectivity reactions found in those systems.In the second work, we have employed the Turbomole program package and density-functionals of the best performance in the state of art, to explore reaction mechanisms in the noble gas chemistry. Particularly, we were interested in compounds of the form H--Ng--Ng--F (where Ng (Noble Gas) = Ar, Kr and Xe) and we investigated the relative stability of these species. Our quantum chemical calculations predict that the dixenon compound HXeXeF has an activation barrier for decomposition of 11 kcal/mol which should be large enough to identify the molecule in a low-temperature matrix. The other noble gases present lower activation barriers and therefore are more labile and difficult to be observable systems experimentally.

Estimation of glomerular filtration rate in hospitalised patients: are we overestimating renal function?

QUESTIONS UNDER STUDY AND PRINCIPLES: Estimating glomerular filtration rate (GFR) in hospitalised patients with chronic kidney disease (CKD) is important for drug prescription but it remains a difficult task. The purpose of this study was to investigate the reliability of selected algorithms based on serum creatinine, cystatin C and beta-trace protein to estimate GFR and the potential added advantage of measuring muscle mass by bioimpedance. In a prospective unselected group of patients hospitalised in a general internal medicine ward with CKD, GFR was evaluated using inulin clearance as the gold standard and the algorithms of Cockcroft, MDRD, Larsson (cystatin C), White (beta-trace) and MacDonald (creatinine and muscle mass by bioimpedance). 69 patients were included in the study. Median age (interquartile range) was 80 years (73-83); weight 74.7 kg (67.0-85.6), appendicular lean mass 19.1 kg (14.9-22.3), serum creatinine 126 μmol/l (100-149), cystatin C 1.45 mg/l (1.19-1.90), beta-trace protein 1.17 mg/l (0.99-1.53) and GFR measured by inulin 30.9 ml/min (22.0-43.3). The errors in the estimation of GFR and the area under the ROC curves (95% confidence interval) relative to inulin were respectively: Cockcroft 14.3 ml/min (5.55-23.2) and 0.68 (0.55-0.81), MDRD 16.3 ml/min (6.4-27.5) and 0.76 (0.64-0.87), Larsson 12.8 ml/min (4.50-25.3) and 0.82 (0.72-0.92), White 17.6 ml/min (11.5-31.5) and 0.75 (0.63-0.87), MacDonald 32.2 ml/min (13.9-45.4) and 0.65 (0.52-0.78). Currently used algorithms overestimate GFR in hospitalised patients with CKD. As a consequence eGFR targeted prescriptions of renal-cleared drugs, might expose patients to overdosing. The best results were obtained with the Larsson algorithm. The determination of muscle mass by bioimpedance did not provide significant contributions.