940 resultados para [JEL:C20] Mathematical and Quantitative Methods - Econometric Methods: Single Equation Models


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Structural equation models (SEM) are commonly used to analyze the relationship between variables some of which may be latent, such as individual ``attitude'' to and ``behavior'' concerning specific issues. A number of difficulties arise when we want to compare a large number of groups, each with large sample size, and the manifest variables are distinctly non-normally distributed. Using an specific data set, we evaluate the appropriateness of the following alternative SEM approaches: multiple group versus MIMIC models, continuous versus ordinal variables estimation methods, and normal theory versus non-normal estimation methods. The approaches are applied to the ISSP-1993 Environmental data set, with the purpose of exploring variation in the mean level of variables of ``attitude'' to and ``behavior''concerning environmental issues and their mutual relationship across countries. Issues of both theoretical and practical relevance arise in the course of this application.

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The Kineticist's Workbench is a program that simulates chemical reaction mechanisms by predicting, generating, and interpreting numerical data. Prior to simulation, it analyzes a given mechanism to predict that mechanism's behavior; it then simulates the mechanism numerically; and afterward, it interprets and summarizes the data it has generated. In performing these tasks, the Workbench uses a variety of techniques: graph- theoretic algorithms (for analyzing mechanisms), traditional numerical simulation methods, and algorithms that examine simulation results and reinterpret them in qualitative terms. The Workbench thus serves as a prototype for a new class of scientific computational tools---tools that provide symbiotic collaborations between qualitative and quantitative methods.

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What motivates students to perform and pursue engineering design tasks? This study examines this question by way of three Learning Through Service (LTS) programs: 1) an on-going longitudinal study examining the impacts of service on engineering students, 2) an on-going analysis of an international senior design capstone program, and 3) an on-going evaluation of an international graduate-level research program. The evaluation of these programs incorporates both qualitative and quantitative methods, utilizing surveys, questionnaires, and interviews, which help to provide insight on what motivates students to do engineering design work. The quantitative methods were utilized in analyzing various instruments including: a Readiness assessment inventory, Intercultural Development Inventory, Sustainable Engineering through Service Learning survey, the Impacts of Service on Engineering Students’ survey, Motivational narratives, as well as some analysis for interview text. The results of these instruments help to provide some much needed insight on how prepared students are to participate in engineering programs. Additional qualitative methods include: Word clouds, Motivational narratives, as well as interview analysis. This thesis focused on how these instruments help to determine what motivates engineering students to pursue engineering design tasks. These instruments aim to collect some more in-depth information than the quantitative instruments will allow. Preliminary results suggest that of the 120 interviews analyzed Interest/Enjoyment, Application of knowledge and skills, as well as gaining knowledge are key motivating factors regardless of gender or academic level. Together these findings begin to shed light on what motivates students to perform engineering design tasks, which can be applied for better recruitment and retention in university programs.

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I discuss the identifiability of a structural New Keynesian Phillips curve when it is embedded in a small scale dynamic stochastic general equilibrium model. Identification problems emerge because not all the structural parameters are recoverable from the semi-structural ones and because the objective functions I consider are poorly behaved. The solution and the moment mappings are responsible for the problems.

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In this work I study the stability of the dynamics generated by adaptivelearning processes in intertemporal economies with lagged variables. Iprove that determinacy of the steady state is a necessary condition for the convergence of the learning dynamics and I show that the reciprocal is not true characterizing the economies where convergence holds. In the case of existence of cycles I show that there is not, in general, a relationship between determinacy and convergence of the learning process to the cycle. I also analyze the expectational stability of these equilibria.

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We study the BPE (Brownian particle equation) model of the Burgers equationpresented in the preceeding article [6]. More precisely, we are interestedin establishing the existence and uniqueness properties of solutions usingprobabilistic techniques.

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We propose a new family of density functions that possess both flexibilityand closed form expressions for moments and anti-derivatives, makingthem particularly appealing for applications. We illustrate its usefulnessby applying our new family to obtain density forecasts of U.S. inflation.Our methods generate forecasts that improve on standard methods based on AR-ARCH models relying on normal or Student's t-distributional assumptions.

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Interpretability and power of genome-wide association studies can be increased by imputing unobserved genotypes, using a reference panel of individuals genotyped at higher marker density. For many markers, genotypes cannot be imputed with complete certainty, and the uncertainty needs to be taken into account when testing for association with a given phenotype. In this paper, we compare currently available methods for testing association between uncertain genotypes and quantitative traits. We show that some previously described methods offer poor control of the false-positive rate (FPR), and that satisfactory performance of these methods is obtained only by using ad hoc filtering rules or by using a harsh transformation of the trait under study. We propose new methods that are based on exact maximum likelihood estimation and use a mixture model to accommodate nonnormal trait distributions when necessary. The new methods adequately control the FPR and also have equal or better power compared to all previously described methods. We provide a fast software implementation of all the methods studied here; our new method requires computation time of less than one computer-day for a typical genome-wide scan, with 2.5 M single nucleotide polymorphisms and 5000 individuals.

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The purpose of this thesis is twofold. The first and major part is devoted to sensitivity analysis of various discrete optimization problems while the second part addresses methods applied for calculating measures of solution stability and solving multicriteria discrete optimization problems. Despite numerous approaches to stability analysis of discrete optimization problems two major directions can be single out: quantitative and qualitative. Qualitative sensitivity analysis is conducted for multicriteria discrete optimization problems with minisum, minimax and minimin partial criteria. The main results obtained here are necessary and sufficient conditions for different stability types of optimal solutions (or a set of optimal solutions) of the considered problems. Within the framework of quantitative direction various measures of solution stability are investigated. A formula for a quantitative characteristic called stability radius is obtained for the generalized equilibrium situation invariant to changes of game parameters in the case of the H¨older metric. Quality of the problem solution can also be described in terms of robustness analysis. In this work the concepts of accuracy and robustness tolerances are presented for a strategic game with a finite number of players where initial coefficients (costs) of linear payoff functions are subject to perturbations. Investigation of stability radius also aims to devise methods for its calculation. A new metaheuristic approach is derived for calculation of stability radius of an optimal solution to the shortest path problem. The main advantage of the developed method is that it can be potentially applicable for calculating stability radii of NP-hard problems. The last chapter of the thesis focuses on deriving innovative methods based on interactive optimization approach for solving multicriteria combinatorial optimization problems. The key idea of the proposed approach is to utilize a parameterized achievement scalarizing function for solution calculation and to direct interactive procedure by changing weighting coefficients of this function. In order to illustrate the introduced ideas a decision making process is simulated for three objective median location problem. The concepts, models, and ideas collected and analyzed in this thesis create a good and relevant grounds for developing more complicated and integrated models of postoptimal analysis and solving the most computationally challenging problems related to it.

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Methods for reliable evaluation of spinal cord (SC) injury in rats at short periods (2 and 24 h) after lesion were tested to characterize the mechanisms implicated in primary SC damage. We measured the physiological changes occurring after several procedures for producing SC injury, with particular emphasis on sensorimotor functions. Segmental and suprasegmental reflexes were tested in 39 male Wistar rats weighing 250-300 g divided into three control groups that were subjected to a) anesthesia, b) dissection of soft prevertebral tissue, and c) laminectomy of the vertebral segments between T10 and L1. In the lesion group the SC was completely transected, hemisected or subjected to vertebral compression. All animals were evaluated 2 and 24 h after the experimental procedure by the hind limb motility index, Bohlman motor score, open-field, hot-plate, tail flick, and paw compression tests. The locomotion scale proved to be less sensitive than the sensorimotor tests. A reduction in exploratory movements was detected in the animals 24 h after the procedures. The hot-plate was the most sensitive test for detecting sensorimotor deficiencies following light, moderate or severe SC injury. The most sensitive and simplest test of reflex function was the hot-plate. The hemisection model promoted reproducible moderate SC injury which allowed us to quantify the resulting behavior and analyze the evolution of the lesion and its consequences during the first 24 h after injury. We conclude that hemisection permitted the quantitation of behavioral responses for evaluation of the development of deficits after lesions. Hind limb evaluation scores and spontaneous exploration events provided a sensitive index of immediate injury effects after SC lesion at 2 and 24 h. Taken together, locomotion scales, open-field, and hot-plate tests represent reproducible, quantitatively sensitive methods for detecting functional deficiencies within short periods of time, indicating their potential for the study of cellular mechanisms of primary injury and repair after traumatic SC injury.

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Answering many of the critical questions in conservation, development and environmental management requires integrating the social and natural sciences. However, understanding the array of available quantitative methods and their associated terminology presents a major barrier to successful collaboration. We provide an overview of quantitative socio-economic methods that distils their complexity into a simple taxonomy. We outline how each has been used in conjunction with ecological models to address questions relating to the management of socio-ecological systems. We review the application of social and ecological quantitative concepts to agro-ecology and classify the approaches used to integrate the two disciplines. Our review included all published integrated models from 2003 to 2008 in 27 journals that publish agricultural modelling research. Although our focus is on agro-ecology, many of the results are broadly applicable to other fields involving an interaction between human activities and ecology. We found 36 papers that integrated social and ecological concepts in a quantitative model. Four different approaches to integration were used, depending on the scale at which human welfare was quantified. Most models viewed humans as pure profit maximizers, both when calculating welfare and predicting behaviour. Synthesis and applications. We reached two main conclusions based on our taxonomy and review. The first is that quantitative methods that extend predictions of behaviour and measurements of welfare beyond a simple market value basis are underutilized by integrated models. The second is that the accuracy of prediction for integrated models remains largely unquantified. Addressing both problems requires researchers to reach a common understanding of modelling goals and data requirements during the early stages of a project.

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The constrained compartmentalized knapsack problem can be seen as an extension of the constrained knapsack problem. However, the items are grouped into different classes so that the overall knapsack has to be divided into compartments, and each compartment is loaded with items from the same class. Moreover, building a compartment incurs a fixed cost and a fixed loss of the capacity in the original knapsack, and the compartments are lower and upper bounded. The objective is to maximize the total value of the items loaded in the overall knapsack minus the cost of the compartments. This problem has been formulated as an integer non-linear program, and in this paper, we reformulate the non-linear model as an integer linear master problem with a large number of variables. Some heuristics based on the solution of the restricted master problem are investigated. A new and more compact integer linear model is also presented, which can be solved by a branch-and-bound commercial solver that found most of the optimal solutions for the constrained compartmentalized knapsack problem. On the other hand, heuristics provide good solutions with low computational effort. (C) 2011 Elsevier BM. All rights reserved.

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The methodology for fracture analysis of polymeric composites with scanning electron microscopes (SEM) is still under discussion. Many authors prefer to use sputter coating with a conductive material instead of applying low-voltage (LV) or variable-pressure (VP) methods, which preserves the original surfaces. The present work examines the effects of sputter coating with 25 nm of gold on the topography of carbon-epoxy composites fracture surfaces, using an atomic force microscope. Also, the influence of SEM imaging parameters on fractal measurements is evaluated for the VP-SEM and LV-SEM methods. It was observed that topographic measurements were not significantly affected by the gold coating at tested scale. Moreover, changes on SEM setup leads to nonlinear outcome on texture parameters, such as fractal dimension and entropy values. For VP-SEM or LV-SEM, fractal dimension and entropy values did not present any evident relation with image quality parameters, but the resolution must be optimized with imaging setup, accompanied by charge neutralization. © Wiley Periodicals, Inc.

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The physico-chemical characterization, structure-pharmacokinetic and metabolism studies of new semi synthetic analogues of natural bile acids (BAs) drug candidates have been performed. Recent studies discovered a role of BAs as agonists of FXR and TGR5 receptor, thus opening new therapeutic target for the treatment of liver diseases or metabolic disorders. Up to twenty new semisynthetic analogues have been synthesized and studied in order to find promising novel drugs candidates. In order to define the BAs structure-activity relationship, their main physico-chemical properties (solubility, detergency, lipophilicity and affinity with serum albumin) have been measured with validated analytical methodologies. Their metabolism and biodistribution has been studied in “bile fistula rat”, model where each BA is acutely administered through duodenal and femoral infusion and bile collected at different time interval allowing to define the relationship between structure and intestinal absorption and hepatic uptake ,metabolism and systemic spill-over. One of the studied analogues, 6α-ethyl-3α7α-dihydroxy--cholanic acid, analogue of CDCA (INT 747, Obeticholic Acid (OCA)), recently under approval for the treatment of cholestatic liver diseases, requires additional studies to ensure its safety and lack of toxicity when administered to patients with a strong liver impairment. For this purpose, CCl4 inhalation to rat causing hepatic decompensation (cirrhosis) animal model has been developed and used to define the difference of OCA biodistribution in respect to control animals trying to define whether peripheral tissues might be also exposed as a result of toxic plasma levels of OCA, evaluating also the endogenous BAs biodistribution. An accurate and sensitive HPLC-ES-MS/MS method is developed to identify and quantify all BAs in biological matrices (bile, plasma, urine, liver, kidney, intestinal content and tissue) for which a sample pretreatment have been optimized.