NLCHECK: Stata module to check linearity assumption after model estimation

nlcheck is a simple diagnostic tool that can be used after fitting a model to quickly check the linearity assumption for a given predictor. nlcheck categorizes the predictor into bins, refits the model including dummy variables for the bins, and then performs a joint Wald test for the added parameters. Alternative, nlcheck uses linear splines for the adaptive model. Support for discrete variables is also provided. Optionally, nlcheck also displays a graph of the adjusted linear predictions from the original model and the adaptive model

King Horn : with fragments of Floriz and Blancheflur, and of the Assumption of Our Lady : from a MS (GG. 4.27.2) in the Cambridge University Library : also from MSS. in the British Museum The Assumption of Our Lady (A.D. MSS. 10036), and Fragments of the Floyres and Blanchefleur (Cotton Vitelluis D.111) /

Includes glossarial index.

The Assumption of the Virgin

Peter Paul Rubens; 3 ft. 4 13/64 in.x 2 ft. 2 7/64 in.; oil on wood

King Horn, with fragments of Floriz and Blauncheflur, and of the Assumption of Our Lady, from a ms. (G G.4.27.2.) in the Cambridge University Library. Also, from mss. in the British Museum, the Assumption of Our Lady (add. mss. 10036), and fragments of the Floyres and Blancheflur (Cotton Vitellius D. III)

This number was re-edited from the manuscript in 1901 by George H. McKnight.

On the steady-state assumption and its application to the rotating disk voltammetry of adsorbed enzymes

Rotating disk voltammetry is routinely used to study electrochemically driven enzyme catalysis because of the assumption that the method produces a steady-state system. This assumption is based on the sigmoidal shape of the voltammograms. We have introduced an electrochemical adaptation of the King-Altman method to simulate voltammograms in which the enzyme catalysis, within an immobilized enzyme layer, is steadystate. This method is readily adaptable to any mechanism and provides a readily programmable means of obtaining closed form analytical equations for a steady-state system. The steady-state simulations are compared to fully implicit finite difference (FIFD) simulations carried out without any steady-state assumptions. On the basis of our simulations, we conclude that, under typical experimental conditions, steady-state enzyme catalysis is unlikely to occur within electrode-immobilized enzyme layers and that typically sigmoidal rotating disk voltammograms merely reflect a mass transfer steady state as opposed to a true steady state of enzyme intermediates at each potential.

Assumption-free estimation of heritability from genome-wide identity-by-descent sharing between full siblings

The study of continuously varying, quantitative traits is important in evolutionary biology, agriculture, and medicine. Variation in such traits is attributable to many, possibly interacting, genes whose expression may be sensitive to the environment, which makes their dissection into underlying causative factors difficult. An important population parameter for quantitative traits is heritability, the proportion of total variance that is due to genetic factors. Response to artificial and natural selection and the degree of resemblance between relatives are all a function of this parameter. Following the classic paper by R. A. Fisher in 1918, the estimation of additive and dominance genetic variance and heritability in populations is based upon the expected proportion of genes shared between different types of relatives, and explicit, often controversial and untestable models of genetic and non-genetic causes of family resemblance. With genome-wide coverage of genetic markers it is now possible to estimate such parameters solely within families using the actual degree of identity-by-descent sharing between relatives. Using genome scans on 4,401 quasi-independent sib pairs of which 3,375 pairs had phenotypes, we estimated the heritability of height from empirical genome-wide identity-by-descent sharing, which varied from 0.374 to 0.617 (mean 0.498, standard deviation 0.036). The variance in identity-by-descent sharing per chromosome and per genome was consistent with theory. The maximum likelihood estimate of the heritability for height was 0.80 with no evidence for non-genetic causes of sib resemblance, consistent with results from independent twin and family studies but using an entirely separate source of information. Our application shows that it is feasible to estimate genetic variance solely from within- family segregation and provides an independent validation of previously untestable assumptions. Given sufficient data, our new paradigm will allow the estimation of genetic variation for disease susceptibility and quantitative traits that is free from confounding with non-genetic factors and will allow partitioning of genetic variation into additive and non-additive components.

An Observation about Variations of the Diffie-Hellman Assumption

We generalize the Strong Boneh-Boyen (SBB) signature scheme to sign vectors; we call this scheme GSBB. We show that if a particular (but most natural) average case reduction from SBB to GSBB exists, then the Strong Diffie-Hellman (SDH) and the Computational Diffie-Hellman (CDH) have the same worst-case complexity.

A geometriai Brown-mozgás feltevésének elfogadhatósága a reálopciók értékelésében (The acceptability of the assumption of geometric brownian motion in the valuation of real options)

A reálopciók a döntési rugalmasság megtestesítőiként jelen vannak a vállalatvezetők mindennapjaiban, és cégtől függően jelentős értéket képviselhetnek. Értékelésük a hagyományos diszkontált pénzáramlás módszerekkel csak korlátozottan lehetséges, ezért alternatívaként felmerül a pénzügyi opcióárazás módszertana, amelynek hagyományos változatai az alaptermék alakulásáról geometriai Brown-mozgást feltételeznek. A cikk ezt a feltevést veszi górcső alá a reálopciókra történő alkalmazás szempontjából, és megmutatja, hogy habár önkényesnek tűnhet, valójában nem pusztán egy matematikai szempontból kényelmes megoldás, hanem pénzügyileg is elfogadható feltétel. _______ Real options represent the fl exibility of decision-making, and are thus part of the everyday work of corporate executives, often having great value. Valuing them with the use of traditional Discounted Cash Flow models has limited relevance, therefore arises the alternative methodology of fi nancial option pricing, the traditional versions of which assume that the price of the underlying asset follows Geometric Brownian Motion. The paper examines this assumption from the aspect of real option valuation and shows that although it might seem arbitrary, it is not only a mathematically convenient choice, but also a fi nancially acceptable one.

Economic reform, allocative effiency and terms of trade

It has widely been agreed that the distorted price system is one of the causes of inefficient ecooomic decisions in centrally planned economies. The paper investigates the possible effect of a price reform on the allocation of resources in a situation where micro-efficiency remains unchanged. Foreign trade and endogenously induced terms-of-trade changes are focal points ín the multisectoral applied general equilibrium analysis. Special attention is paid to some methodological problems connected to the representation of foreign trade in such models. The adoption of Armington's assumption leads to an export demand function and this in turn gives rise to the question of optimal export structure, different from the equilibrium one-an aspect so far neglected in the related literature. The results show, that the applied model allows for a more flexible handling of the overspecialization problem, than the linear programming models. It also becomes evident that the use of export demand functions brings unwanted terms-of-trade changes into the model, to be avoided by a suitable reformulation of the model. The analysis also suggests, that a price reform alone does not significantly increase global economic efficiency. Thus the effect of an economic reform on micro-efficiency appears to be a more crucial factor. The author raises in conclusion some rather general questions related to the foreign trade practice of small open economies.

On the Equivalence between Assumption-Based Argumentation and Logic Programming

Postprint

Do R&D strategies in high-tech sectors differ from those in low-tech sectors? An alternative approach to testing the pooling assumption

Most studies investigating the determinants of R&D investment consider pooled estimates. However, if the parameters are heterogeneous, pooled coefficients may not provide reliable estimates of individual industry effects. Hence pooled parameters may conceal valuable information that may help target government tools more efficiently across heterogeneous industries. There is little evidence to date on the decomposition of the determinants of R&D investment by industry. Moreover, the existing work does not distinguish between those R&D determinants for which pooling may be valid and those for which it is not. In this paper, we test the pooling assumption for a panel of manufacturing industries and find that pooling is valid only for output fluctuations, adjustment costs and interest rates. Implementing the test results into our model, we find government funding is significant only for low-tech R&D. Foreign R&D and skilled labour matter only in high-tech sectors. These results suggest important implications for R&D policy.

Foil rolling : a new interpretation of experimental results

This paper explores a new interpretation of experiments on foil rolling. The assumption that the roll remains convex is relaxed so that the strip profile may become concave, or thicken in the roll gap. However, we conjecture that the concave profile is associated with phenomena which occur after the rolls have stopped. We argue that the yield criterion must be satisfied in a nonconventional manner if such a phenomenon is caused plastically. Finite element analysis on an extrusion problem appears to confirm this conjecture.

Batch Verification of Validity of Bids in Homomorphic E-auction

Bid opening in e-auction is efficient when a homomorphic secret sharing function is employed to seal the bids and homomorphic secret reconstruction is employed to open the bids. However, this high efficiency is based on an assumption: the bids are valid (e.g., within a special range). An undetected invalid bid can compromise correctness and fairness of the auction. Unfortunately, validity verification of the bids is ignored in the auction schemes employing homomorphic secret sharing (called homomorphic auction in this paper). In this paper, an attack against the homomorphic auction in the absence of bid validity check is presented and a necessary bid validity check mechanism is proposed. Then a batch cryptographic technique is introduced and applied to improve the efficiency of bid validity check.