Comparing population distributions from bin-aggregated sample data: an application to historical height data from France

This paper develops a methodology to estimate the entire population distributions from bin-aggregated sample data. We do this through the estimation of the parameters of mixtures of distributions that allow for maximal parametric flexibility. The statistical approach we develop enables comparisons of the full distributions of height data from potential army conscripts across France's 88 departments for most of the nineteenth century. These comparisons are made by testing for differences-of-means stochastic dominance. Corrections for possible measurement errors are also devised by taking advantage of the richness of the data sets. Our methodology is of interest to researchers working on historical as well as contemporary bin-aggregated or histogram-type data, something that is still widely done since much of the information that is publicly available is in that form, often due to restrictions due to political sensitivity and/or confidentiality concerns.

Prior selection for panel vector autoregressions

There is a vast literature that specifies Bayesian shrinkage priors for vector autoregressions (VARs) of possibly large dimensions. In this paper I argue that many of these priors are not appropriate for multi-country settings, which motivates me to develop priors for panel VARs (PVARs). The parametric and semi-parametric priors I suggest not only perform valuable shrinkage in large dimensions, but also allow for soft clustering of variables or countries which are homogeneous. I discuss the implications of these new priors for modelling interdependencies and heterogeneities among different countries in a panel VAR setting. Monte Carlo evidence and an empirical forecasting exercise show clear and important gains of the new priors compared to existing popular priors for VARs and PVARs.

A test of long memory hypothesis based on self-similarity

This paper develops a new test of true versus spurious long memory, based on log-periodogram estimation of the long memory parameter using skip-sampled data. A correction factor is derived to overcome the bias in this estimator due to aliasing. The procedure is designed to be used in the context of a conventional test of significance of the long memory parameter, and composite test procedure described that has the properties of known asymptotic size and consistency. The test is implemented using the bootstrap, with the distribution under the null hypothesis being approximated using a dependent-sample bootstrap technique to approximate short-run dependence following fractional differencing. The properties of the test are investigated in a set of Monte Carlo experiments. The procedure is illustrated by applications to exchange rate volatility and dividend growth series.

On the density distribution across space: a probabilistic approach

This paper aims at providing a Bayesian parametric framework to tackle the accessibility problem across space in urban theory. Adopting continuous variables in a probabilistic setting we are able to associate with the distribution density to the Kendall's tau index and replicate the general issues related to the role of proximity in a more general context. In addition, by referring to the Beta and Gamma distribution, we are able to introduce a differentiation feature in each spatial unit without incurring in any a-priori definition of territorial units. We are also providing an empirical application of our theoretical setting to study the density distribution of the population across Massachusetts.

Iceberg transport technologies in spatial competition. Hotelling reborn

Transport costs in address models of differentiation are usually modeled as separable of the consumption commodity and with a parametric price. However, there are many sectors in an economy where such modeling is not satisfactory either because transportation is supplied under oligopolistic conditions or because there is a difference (loss) between the amount delivered at the point of production and the amount received at the point of consumption. This paper is a first attempt to tackle these issues proposing to study competition in spatial models using an iceberg-like transport cost technology allowing for concave and convex melting functions.

Large multi-gene phylogenetic trees of the grasses (Poaceae): progress towards complete tribal and generic level sampling.

In this paper we included a very broad representation of grass family diversity (84% of tribes and 42% of genera). Phylogenetic inference was based on three plastid DNA regions rbcL, matK and trnL-F, using maximum parsimony and Bayesian methods. Our results resolved most of the subfamily relationships within the major clades (BEP and PACCMAD), which had previously been unclear, such as, among others the: (i) BEP and PACCMAD sister relationship, (ii) composition of clades and the sister-relationship of Ehrhartoideae and Bambusoideae + Pooideae, (iii) paraphyly of tribe Bambuseae, (iv) position of Gynerium as sister to Panicoideae, (v) phylogenetic position of Micrairoideae. With the presence of a relatively large amount of missing data, we were able to increase taxon sampling substantially in our analyses from 107 to 295 taxa. However, bootstrap support and to a lesser extent Bayesian inference posterior probabilities were generally lower in analyses involving missing data than those not including them. We produced a fully resolved phylogenetic summary tree for the grass family at subfamily level and indicated the most likely relationships of all included tribes in our analysis.

School composition effects in Spain

Drawing on PISA data of 2006, this study examines the impact of socio-economic school composition on science test score achievement for Spanish students in compulsory secondary schools. We define school composition in terms of the average parental human capital of students in the same school. These contextual peer effects are estimated using a semi-parametric methodology, which enables the spillovers to affect all the parameters of the educational production function. We also deal with the potential problem of self-selection of student into schools, using an artificial sorting that we argue to be independent from unobserved student’s abilities. The results indicate that the association between socio-economic school composition and test score results is clearly positive and significantly higher when computed with the semi-parametric approach. However, we find that the endogenous sorting of students into schools plays a fundamental role, given that the spillovers are significantly reduced when this selection process is ruled out from our measure of school composition effects. Specifically, the estimations suggest that the contextual peer effects are moderately positive only in those schools where the socio-economic composition is considerably elevated. In addition, we find some evidence of asymmetry of how the external effects and the sorting process actually operate, which seem affect in a different way males and females as well as high and low performance students.

Quantitative Measurement of Brain Perfusion with Intravoxel Incoherent Motion MR Imaging.

Purpose: To evaluate the sensitivity of the perfusion parameters derived from Intravoxel Incoherent Motion (IVIM) MR imaging to hypercapnia-induced vasodilatation and hyperoxygenation-induced vasoconstriction in the human brain. Materials and Methods: This study was approved by the local ethics committee and informed consent was obtained from all participants. Images were acquired with a standard pulsed-gradient spin-echo sequence (Stejskal-Tanner) in a clinical 3-T system by using 16 b values ranging from 0 to 900 sec/mm(2). Seven healthy volunteers were examined while they inhaled four different gas mixtures known to modify brain perfusion (pure oxygen, ambient air, 5% CO(2) in ambient air, and 8% CO(2) in ambient air). Diffusion coefficient (D), pseudodiffusion coefficient (D*), perfusion fraction (f), and blood flow-related parameter (fD*) maps were calculated on the basis of the IVIM biexponential model, and the parametric maps were compared among the four different gas mixtures. Paired, one-tailed Student t tests were performed to assess for statistically significant differences. Results: Signal decay curves were biexponential in the brain parenchyma of all volunteers. When compared with inhaled ambient air, the IVIM perfusion parameters D*, f, and fD* increased as the concentration of inhaled CO(2) was increased (for the entire brain, P = .01 for f, D*, and fD* for CO(2) 5%; P = .02 for f, and P = .01 for D* and fD* for CO(2) 8%), and a trend toward a reduction was observed when participants inhaled pure oxygen (although P > .05). D remained globally stable. Conclusion: The IVIM perfusion parameters were reactive to hyperoxygenation-induced vasoconstriction and hypercapnia-induced vasodilatation. Accordingly, IVIM imaging was found to be a valid and promising method to quantify brain perfusion in humans. © RSNA, 2012.

Loss risk through fraud in car insurance

Our objective is to analyse fraud as an operational risk for the insurance company. We study the effect of a fraud detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. From the point of view of operational risk, the study aims to analyse the effect of failing to detect fraudulent claims after investigation. We have chosen VAR as the risk measure with a non-parametric estimation of the loss risk involved in the detection or non-detection of fraudulent claims. The most relevant conclusion is that auditing claims reduces loss risk in the insurance company.

Indirect likelihood inference

Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic - for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of Zn. We call this the maximum indirect likelihood (MIL) estimator. We also propose a computationally tractable Bayesian version of the estimator which we refer to as a Bayesian Indirect Likelihood (BIL) estimator. In most cases, the density of the statistic will be of unknown form, and we develop simulated versions of the MIL and BIL estimators. We show that the indirect likelihood estimators are consistent and asymptotically normally distributed, with the same asymptotic variance as that of the corresponding efficient two-step GMM estimator based on the same statistic. However, our likelihood-based estimators, by taking into account the full finite-sample distribution of the statistic, are higher order efficient relative to GMM-type estimators. Furthermore, in many cases they enjoy a bias reduction property similar to that of the indirect inference estimator. Monte Carlo results for a number of applications including dynamic and nonlinear panel data models, a structural auction model and two DSGE models show that the proposed estimators indeed have attractive finite sample properties.

The link between public support and private R&D effort: What is the optimal subsidy?

The effectiveness of R&D subsidies can vary substantially depending on their characteristics. Specifically, the amount and intensity of such subsidies are crucial issues in the design of public schemes supporting private R&D. Public agencies determine the intensities of R&D subsidies for firms in line with their eligibility criteria, although assessing the effects of R&D projects accurately is far from straightforward. The main aim of this paper is to examine whether there is an optimal intensity for R&D subsidies through an analysis of their impact on private R&D effort. We examine the decisions of a public agency to grant subsidies taking into account not only the characteristics of the firms but also, as few previous studies have done to date, those of the R&D projects. In determining the optimal subsidy we use both parametric and nonparametric techniques. The results show a non-linear relationship between the percentage of subsidy received and the firms’ R&D effort. These results have implications for technology policy, particularly for the design of R&D subsidies that ensure enhanced effectiveness.

Role of disease activity for decision making ability in early multiple sclerosis

Background and purpose: Decision making (DM) has been defined as the process through which a person forms preferences, selects and executes actions, and evaluates the outcome related to a selected choice. This ability represents an important factor for adequate behaviour in everyday life. DM impairment in multiple sclerosis (MS) has been previously reported. The purpose of the present study was to assess DM in patients with MS at the earliest clinically detectable time point of the disease. Methods: Patients with definite (n=109) or possible (clinically isolated syndrome, CIS; n=56) MS, a short disease duration (mean 2.3 years) and a minor neurological disability (mean EDSS 1.8) were compared to 50 healthy controls aged 18 to 60 years (mean age 32.2) using the Iowa Gambling Task (IGT). Subjects had to select a card from any of 4 decks (A/B [disadvantageous]; C/D [advantageous]). The game consisted of 100 trials then grouped in blocks of 20 cards for data analysis. Skill in DM was assessed by means of a learning index (LI) defined as the difference between the averaged last three block indexes and first two block indexes (LI=[(BI-3+BI-4+BI-5)/3-(BI-1+B2)/2]). Non parametric tests were used for statistical analysis. Results: LI was higher in the control group (0.24, SD 0.44) than in the MS group (0.21, SD 0.38), however without reaching statistical significance (p=0.7). Interesting differences were detected when MS patients were grouped according to phenotype. A trend to a difference between MS subgroups and controls was observed for LI (p=0.06), which became significant between MS subgroups (p=0.03). CIS patients who confirmed MS diagnosis by presenting a second relapse after study entry showed a dysfunction in the IGT in comparison to the other CIS (p=0.01) and definite MS (p=0.04) patients. In the opposite, CIS patients characterised by not entirely fulfilled McDonald criteria at inclusion and absence of relapse during the study showed an normal learning pattern on the IGT. Finally, comparing MS patients who developed relapses after study entry, those who remained clinically stable and controls, we observed impaired performances only in relapsing patients in comparison to stable patients (p=0.008) and controls (p=0.03). Discussion: These results raise the assumption of a sustained role for both MS relapsing activity and disease heterogeneity (i.e. infra-clinical severity or activity of MS) in the impaired process of decision making.

Patterns of sex work contact among men in the general population of Switzerland, 1987-2000

OBJECTIVES: To analyse the prevalence of lifetime recourse to prostitution (LRP) among men in the general population of Switzerland from a trend and cohort perspective. METHODS: Using nine repeated representative cross-sectional surveys from 1987 to 2000, age-specific estimates of LRP were computed. Trends and period effect were analysed as the evolution of cross-sectional population estimates within age groups and overall. Cohort analysis relied on cohorts constructed from the 1989 survey and followed in subsequent waves. Age and cohort effects were modelled using logistic regression and non-parametric monotone regression. RESULTS: Whereas prevalence for the younger groups was found to be logically lower, there was no consistent increasing or decreasing trend over the years; there was no significant period effect. For the 17-30 year age group, the mean estimate over 1987-2000 was 11.5% (range 8.3 to 12.7%); for the 31-45 year group, the mean was 21.5% (range over 1989-2000 20.3 to 23.0%). Regarding cohort analysis, the prevalence of LRP was found to increase steeply in the youngest ages before reaching a plateau near the age of 40 years. At the age of 43 years, the prevalence was estimated to be 22.6% (95% CI 21.1% to 24.1%). CONCLUSIONS: The steep increase in the cohort-wise prevalence of LRP in younger ages calls for a concentration of prevention activities in young people. If the plateauing at approximately 40 years of age is not followed by a further increase later in life, which is not known, then consumers of paid sex would be repeat buyers only, a fact that should be taken into account by prevention.

Initial assessment of safety and clinical feasibility of irreversible electroporation in the focal treatment of prostate cancer.

BACKGROUND: To evaluate the safety and clinical feasibility of focal irreversible electroporation (IRE) of the prostate. METHODS: We assessed the toxicity profile and functional outcomes of consecutive patients undergoing focal IRE for localised prostate cancer in two centres. Eligibility was assessed by multi-parametric magnetic resonance imaging (mpMRI) and targeted and/or template biopsy. IRE was delivered under transrectal ultrasound guidance with two to six electrodes positioned transperineally within the cancer lesion. Complications were recorded and scored accordingly to the NCI Common Terminology Criteria for Adverse Events; the functional outcome was physician reported in all patients with at least 6 months follow-up. A contrast-enhanced MRI 1 week after the procedure was carried out to assess treatment effect with a further mpMRI at 6 months to rule out evidence of residual visible cancer. RESULTS: Overall, 34 patients with a mean age of 65 years (s.d.=±6) and a median PSA of 6.1 ng ml(-1) (interquartile range (IQR)= 4.3-7.7) were included. Nine (26%), 24 (71%) and 1 (3%) men had low, intermediate and high risk disease, respectively (D'Amico criteria). After a median follow-up of 6 months (range 1-24), 12 grade 1 and 10 grade 2 complications occurred. No patient had grade >/= 3 complication. From a functional point of view, 100% (24/24) patients were continent and potency was preserved in 95% (19/20) men potent before treatment. The volume of ablation was a median 12 ml (IQR=5.6-14.5 ml) with the median PSA after 6 months of 3.4 ng ml(-1) (IQR=1.9-4.8 ng ml(-1)). MpMRI showed suspicious residual disease in six patients, of whom four (17%) underwent another form of local treatment. CONCLUSIONS: Focal IRE has a low toxicity profile with encouraging genito-urinary functional outcomes. Further prospective development studies are needed to confirm the functional outcomes and to explore the oncological potential.

Migraineurs without aura show microstructural abnormalities in the cerebellum and frontal lobe.

The involvement of the cerebellum in migraine pathophysiology is not well understood. We used a biparametric approach at high-field MRI (3 T) to assess the structural integrity of the cerebellum in 15 migraineurs with aura (MWA), 23 migraineurs without aura (MWoA), and 20 healthy controls (HC). High-resolution T1 relaxation maps were acquired together with magnetization transfer images in order to probe microstructural and myelin integrity. Clusterwise analysis was performed on T1 and magnetization transfer ratio (MTR) maps of the cerebellum of MWA, MWoA, and HC using an ANOVA and a non-parametric clusterwise permutation F test, with age and gender as covariates and correction for familywise error rate. In addition, mean MTR and T1 in frontal regions known to be highly connected to the cerebellum were computed. Clusterwise comparison among groups showed a cluster of lower MTR in the right Crus I of MWoA patients vs. HC and MWA subjects (p = 0.04). Univariate and bivariate analysis on T1 and MTR contrasts showed that MWoA patients had longer T1 and lower MTR in the right and left pars orbitalis compared to MWA (p < 0.01 and 0.05, respectively), but no differences were found with HC. Lower MTR and longer T1 point at a loss of macromolecules and/or micro-edema in Crus I and pars orbitalis in MWoA patients vs. HC and vs. MWA. The pathophysiological implications of these findings are discussed in light of recent literature.