903 resultados para Maximum pseudo-likelihood
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Maximum production rates ofs and decay kinetics for the hydrated electron, the indolyl neutral radical and the indole triplet state have been obtained in the microsecond, broadband (X > 260 nm) flash photolysis of helium-saturated, neutral aqueous solutions of indole, in the absence and in the presence of the solutes NaBr, BaCl2*2H20 and CdSCV Fluorescence spectra and fluorescence lifetimes have also been obtained in the absence and in the presence of the above solutes, The hydrated electron is produced monophotonically and biphotonically at an apparent maximum rate which is increased by BaCl2*2H20 and decreased by NaBr and CdSOif. The neutral indolyl radical may be produced monophotonically and biphotonically or strictly monophotonically at an apparent maximum rate which is increased by NaBr and CdSO^ and is unaffected by BaCl2*2H20. The indole triplet state is produced monophotonically at a maximum rate which is increased by all solutes. The hydrated electron decays by pseudo first order processes, the neutral indolyl radical decays by second order recombination and the indole triplet state decays by combined first and second order processes. Hydrated electrons are shown to react with H , H2O, indole, Na and Cd"*""1"". No evidence has been found for the reaction of hydrated electrons with Ba . The specific rate of second order neutral indolyl radical recombination is unaffected by NaBr and BaCl2*2H20, and is increased by CdSO^. Specific rates for both first and second order triplet state decay processes are increased by all solutes. While NaBr greatly reduced the fluorescence lifetime and emission band intensity, BaCl2*2H20 and CdSO^ had no effect on these parameters. It is suggested that in solute-free solutions and in those containing BaCl2*2H20 and CdSO^, direct excitation occurs to CTTS states as well as to first excited singlet states. It is further suggested that in solutions containing NaBr, direct excitation to first excited singlet states predominates. This difference serves to explain increased indole triplet state production (by ISC from CTTS states) and unchanged fluorescence lifetimes and emission band intensities in the presence of BaCl2*2H20 and CdSOt^., and increased indole triplet state production (by ISC from S^ states) and decreased fluorescence lifetime and emission band intensity in the presence of NaBr. Evidence is presented for (a) very rapid (tx ^ 1 us) processes involving reactions of the hydrated electron with Na and Cd which compete with the reformation of indole by hydrated electron-indole radical cation recombination, and (b) first and second order indole triplet decay processes involving the conversion of first excited triplet states to vibrationally excited ground singlet states.
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The effects of a complexly worded counterattitudinal appeal on laypeople's attitudes toward a legal issue were examined, using the Elaboration Likelihood Model (ELM) of persuasion as a theoretical framework. This model states that persuasion can result from the elaboration and scrutiny of the message arguments (i.e., central route processing), or can result from less cognitively effortful strategies, such as relying on source characteristics as a cue to message validity (i.e., peripheral route processing). One hundred and sixty-seven undergraduates (85 men and 81 women) listened to eitller a low status or high status source deliver a counterattitudinal speech on a legal issue. The speech was designed to contain strong or weak arguments. These arguments were 'worded in a simple and, therefore, easy to comprehend manner, or in a complex and, therefore, difficult to comprehend manner. Thus, there were three experimental manipulations: argument comprehensibility (easy to comprehend vs. difficult to comprehend), argumel11 strength (weak vs. strong), and source status (low vs. high). After listening to tIle speec.J] participants completed a measure 'of their attitude toward the legal issue, a thought listil1g task, an argument recall task,manipulation checks, measures of motivation to process the message, and measures of mood. As a result of the failure of the argument strength manipulation, only the effects of the comprehel1sibility and source status manipulations were tested. There was, however, some evidence of more central route processing in the easy comprehension condition than in the difficult comprehension condition, as predicted. Significant correlations were found between attitude and favourable and unfavourable thoughts about the legal issue with easy to comprehend arguments; whereas, there was a correlation only between attitude and favourable thoughts 11 toward the issue with difficult to comprehend arguments, suggesting, perhaps, that central route processing, \vhich involves argument scrutiny and elaboration, occurred under conditions of easy comprehension to a greater extent than under conditions of difficult comprehension. The results also revealed, among other findings, several significant effects of gender. Men had more favourable attitudes toward the legal issue than did women, men recalled more arguments from the speech than did women, men were less frustrated while listening to the speech than were ,vomen, and men put more effort into thinking about the message arguments than did women. When the arguments were difficult to comprehend, men had more favourable thoughts and fewer unfavourable thoughts about the legal issue than did women. Men and women may have had different affective responses to the issue of plea bargaining (with women responding more negatively than men), especially in light of a local and controversial plea bargain that occurred around the time of this study. Such pre-existing gender differences may have led to tIle lower frustration, the greater effort, the greater recall, and more positive attitudes for men than for WOlnen. Results· from this study suggest that current cognitive models of persuasion may not be very applicable to controversial issues which elicit strong emotional responses. Finally, these data indicate that affective responses, the controversial and emotional nature ofthe issue, gender and other individual differences are important considerations when experts are attempting to persuade laypeople toward a counterattitudinal position.
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This study attempted to manipulate self-presentational efficacy to examine the effect on social anxiety, social physique anxiety, drive for muscularity, and maximal strength performance during a one-repetition maximum (1-RM) chest press and leg press test. Ninety-nine college men with a minimum of six months of previous weight training experience were randomly assigned to complete a 1-RM protocol with either a muscular male trainer described as an expert or a lean male trainer described as a novice. Participants completed measures of self-presentation and body image prior to meeting their respective trainer, and following the completion of the 1-RM tests. Although the self-presentational efficacy manipulation was not successful, the trainers were perceived significantly differently on musculature and expertise. The group with the muscular, expert trainer reported higher social anxiety and attained higher 1-RM scores for the chest and leg press. Thus, trainer characteristics can affect strength performance and self-presentational concerns in this population.
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Sediments recovered from seven Last Glacial Maximum grounding lines sites, around the Antarctic Peninsula, were analyzed using micromorphology. This is the first evidence that grounding line sediments from around the Antarctic Peninsula have complex deformational histories and subglacial origins. It was determined that grounding zone wedge contain multiple units, or diamicton layers, with homogenized boundaries. The multiple diamicton units / layers are due to the accretionary formation of a grounding line wedge. All the sediments were deposited via deformation, and continual reincorporation, homogenization of lower diamicton layers by upper diamicton layers produced what macroscopically appeared to be a single massive diamicton unit. The morainal ridge that was sampled, alternatively, is composed of a single unit, or diamicton layer, that was subglacial in origin and believed to have been pushed out to form a ridge that was subsequently deformed via glacial push.
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Cellular stress resistance has been shown to be highly correlated with longevity. However, the mechanisms conferring this stress resistance have yet to be identified. Maintenance of protein homeostasis is a critical component of cellular maintenance and stress resistance. Superior protein homeostasis capacities may thus underlie the greater stress resistance observed in longer-lived animals; however, little vertebrate data have been provided supporting this idea. I used two different experimental approaches to test the associations of protein homeostasis capacities with stress resistance and lifespan: 1) a comparison between a large set of vertebrate species with varying body masses and lifespans and 2) a comparison of long-lived Snell dwarf mice and their normal littermates. Protein homeostasis mechanisms including protein degradation activity, protein repair activity and molecular chaperone levels were examined. These measurements were performed in liver, heart and brain tissues, and isolated myoblasts. My results indicated that neither protein degradation nor protein repair were upregulated in association with enhanced stress resistance and longevity in an inter-species and intraspecies context. Furthermore, my results did show that there is a positive correlation between molecular chaperone levels and maximum lifespan (MLSP). However, there was no elevation of chaperone levels in the long-lived Snell dwarf mouse, indicating there are other mechanisms linked to their increased lifespan. Therefore, these results suggest that molecular chaperones are involved in increasing animal lifespan in an interspecies context.
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Accelerated life testing (ALT) is widely used to obtain reliability information about a product within a limited time frame. The Cox s proportional hazards (PH) model is often utilized for reliability prediction. My master thesis research focuses on designing accelerated life testing experiments for reliability estimation. We consider multiple step-stress ALT plans with censoring. The optimal stress levels and times of changing the stress levels are investigated. We discuss the optimal designs under three optimality criteria. They are D-, A- and Q-optimal designs. We note that the classical designs are optimal only if the model assumed is correct. Due to the nature of prediction made from ALT experimental data, attained under the stress levels higher than the normal condition, extrapolation is encountered. In such case, the assumed model cannot be tested. Therefore, for possible imprecision in the assumed PH model, the method of construction for robust designs is also explored.
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In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.
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This paper studies the persistent effects of monetary shocks on output. Previous empirical literature documents this persistence, but standard general equilibrium models with sticky prices fail to generate output responses beyond the duration of nominal contracts. This paper constructs and estimates a general equilibrium model with price rigidities, habit formation, and costly capital adjustment. The model is estimated via Maximum Likelihood using US data on output, the real money stock, and the nominal interest rate. Econometric results suggest that habit formation and adjustment costs to capital play an important role in explaining the output effects of monetary policy. In particular, impulse response analysis indicates that the model generates persistent, hump-shaped output responses to monetary shocks.
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This paper addresses the issue of estimating semiparametric time series models specified by their conditional mean and conditional variance. We stress the importance of using joint restrictions on the mean and variance. This leads us to take into account the covariance between the mean and the variance and the variance of the variance, that is, the skewness and kurtosis. We establish the direct links between the usual parametric estimation methods, namely, the QMLE, the GMM and the M-estimation. The ususal univariate QMLE is, under non-normality, less efficient than the optimal GMM estimator. However, the bivariate QMLE based on the dependent variable and its square is as efficient as the optimal GMM one. A Monte Carlo analysis confirms the relevance of our approach, in particular, the importance of skewness.
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This paper employs the one-sector Real Business Cycle model as a testing ground for four different procedures to estimate Dynamic Stochastic General Equilibrium (DSGE) models. The procedures are: 1 ) Maximum Likelihood, with and without measurement errors and incorporating Bayesian priors, 2) Generalized Method of Moments, 3) Simulated Method of Moments, and 4) Indirect Inference. Monte Carlo analysis indicates that all procedures deliver reasonably good estimates under the null hypothesis. However, there are substantial differences in statistical and computational efficiency in the small samples currently available to estimate DSGE models. GMM and SMM appear to be more robust to misspecification than the alternative procedures. The implications of the stochastic singularity of DSGE models for each estimation method are fully discussed.
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Affiliation: Henner Brinkmann : Département de biochimie, Faculté de médecine, Université de Montreal
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Affiliation: Département de Biochimie, Faculté de médecine, Université de Montréal
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This paper prepared for the Handbook of Statistics (Vol.14: Statistical Methods in Finance), surveys the subject of stochastic volatility. the following subjects are covered: volatility in financial markets (instantaneous volatility of asset returns, implied volatilities in option prices and related stylized facts), statistical modelling in discrete and continuous time and, finally, statistical inference (methods of moments, quasi-maximum likelihood, likelihood-based and bayesian methods and indirect inference).