Wald tests for IV regression with weak instruments

This dissertation deals with the problem of making inference when there is weak identification in models of instrumental variables regression. More specifically we are interested in one-sided hypothesis testing for the coefficient of the endogenous variable when the instruments are weak. The focus is on the conditional tests based on likelihood ratio, score and Wald statistics. Theoretical and numerical work shows that the conditional t-test based on the two-stage least square (2SLS) estimator performs well even when instruments are weakly correlated with the endogenous variable. The conditional approach correct uniformly its size and when the population F-statistic is as small as two, its power is near the power envelopes for similar and non-similar tests. This finding is surprising considering the bad performance of the two-sided conditional t-tests found in Andrews, Moreira and Stock (2007). Given this counter intuitive result, we propose novel two-sided t-tests which are approximately unbiased and can perform as well as the conditional likelihood ratio (CLR) test of Moreira (2003).

Contributions to the Theory of Optimal Tests

This paper considers tests which maximize the weighted average power (WAP). The focus is on determining WAP tests subject to an uncountable number of equalities and/or inequalities. The unifying theory allows us to obtain tests with correct size, similar tests, and unbiased tests, among others. A WAP test may be randomized and its characterization is not always possible. We show how to approximate the power of the optimal test by sequences of nonrandomized tests. Two alternative approximations are considered. The rst approach considers a sequence of similar tests for an increasing number of boundary conditions. This discretization allows us to implement the WAP tests in practice. The second method nds a sequence of tests which approximate the WAP test uniformly. This approximation allows us to show that WAP similar tests are admissible. The theoretical framework is readily applicable to several econometric models, including the important class of the curved-exponential family. In this paper, we consider the instrumental variable model with heteroskedastic and autocorrelated errors (HAC-IV) and the nearly integrated regressor model. In both models, we nd WAP similar and (locally) unbiased tests which dominate other available tests.

Invariant tests in an instrumental variables model with unknown data generating process

In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests introduced by Moreira and Moreira (2013). This new boundary condition is motivated by the score e ciency under strong identi cation. It allows reducing computational costs of WAP tests by replacing the strongly unbiased condition. This latter restriction imposes, under the null hypothesis, the test to be uncorrelated to a given statistic with dimension given by the number of instruments. The new proposed boundary condition only imposes the test to be uncorrelated to a linear combination of the statistic. WAP tests under both restrictions to perform similarly numerically. We apply the di erent tests discussed to an empirical example. Using data from Yogo (2004), we assess the e ect of weak instruments on the estimation of the elasticity of inter-temporal substitution of a CCAPM model.

Turbulence modeling for flows around convex features giving rapid eddy distortion

Reynolds averaged Navier-Stokes model performances in the stagnation and wake regions for turbulent flows with relatively large Lagrangian length scales (generally larger than the scale of geometrical features) approaching small cylinders (both square and circular) is explored. The effective cylinder (or wire) diameter based Reynolds number, ReW ≤ 2.5 × 103. The following turbulence models are considered: a mixing-length; standard Spalart and Allmaras (SA) and streamline curvature (and rotation) corrected SA (SARC); Secundov's νt-92; Secundov et al.'s two equation νt-L; Wolfshtein's k-l model; the Explicit Algebraic Stress Model (EASM) of Abid et al.; the cubic model of Craft et al.; various linear k-ε models including those with wall distance based damping functions; Menter SST, k-ω and Spalding's LVEL model. The use of differential equation distance functions (Poisson and Hamilton-Jacobi equation based) for palliative turbulence modeling purposes is explored. The performance of SA with these distance functions is also considered in the sharp convex geometry region of an airfoil trailing edge. For the cylinder, with ReW ≈ 2.5 × 103 the mixing length and k-l models give strong turbulence production in the wake region. However, in agreement with eddy viscosity estimates, the LVEL and Secundov νt-92 models show relatively little cylinder influence on turbulence. On the other hand, two equation models (as does the one equation SA) suggest the cylinder gives a strong turbulence deficit in the wake region. Also, for SA, an order or magnitude cylinder diameter decrease from ReW = 2500 to 250 surprisingly strengthens the cylinder's disruptive influence. Importantly, results for ReW ≪ 250 are virtually identical to those for ReW = 250 i.e. no matter how small the cylinder/wire its influence does not, as it should, vanish. Similar tests for the Launder-Sharma k-ε, Menter SST and k-ω show, in accordance with physical reality, the cylinder's influence diminishing albeit slowly with size. Results suggest distance functions palliate the SA model's erroneous trait and improve its predictive performance in wire wake regions. Also, results suggest that, along the stagnation line, such functions improve the SA, mixing length, k-l and LVEL results. For the airfoil, with SA, the larger Poisson distance function increases the wake region turbulence levels by just under 5%. © 2007 Elsevier Inc. All rights reserved.

Deletion of yeast CWP genes enhances cell permeability to genotoxic agents

We have previously reported the development of a novel genotoxic testing system based on the transcriptional response of the yeast RNR3-lacZ reporter gene to DNA damage. This system appears to be more sensitive than other similar tests in microorganisms, and is comparable with the Ames test. In an effort to further enhance detection sensitivity, we examined the effects of altering major cell wall components on cell permeability and subsequent RNR3-lacZ sensitivity to genotoxic agents. Although inactivation of single CWP genes encoding cell wall mannoproteins had little effect, the simultaneous inactivation of both CWP1 and CWP2 had profound effects on the cell wall structure and permeability. Consequently, the RNR3-lacZ detection sensitivity is markedly enhanced, especially to high molecular weight compounds such as 4-nitroquinoline-N-oxide (> sevenfold) and phleomycin (> 13-fold). In contrast, deletion of genes encoding representative membrane components or membrane transporters had minor effects on cell permeability. We conclude that the yeast cell wall mannoproteins constitute the major barrier to environmental genotoxic agents and that their removal will significantly enhance the sensitivity of RNR-lacZ as well as other yeast-based genotoxic tests.

The challenge of validation: assessing the performance of a test of productive vocabulary

This paper assesses the performance of a vocabulary test designed to measure second language productive vocabulary knowledge.The test, Lex30, uses a word association task to elicit vocabulary, and uses word frequency data to measure the vocabulary produced. Here we report firstly on the reliability of the test as measured by a test-retest study, a parallel test forms experiment and an internal consistency measure. We then investigate the construct validity of the test by looking at changes in test performance over time, analyses of correlations with scores on similar tests, and comparison of spoken and written test performance. Last, we examine the theoretical bases of the two main test components: eliciting vocabulary and measuring vocabulary. Interpretations of our findings are discussed in the context of test validation research literature. We conclude that the findings reported here present a robust argument for the validity of the test as a research tool, and encourage further investigation of its validity in an instructional context

A conditional likelihood ratio test for structural models

This paper develops a general method for constructing similar tests based on the conditional distribution of nonpivotal statistics in a simultaneous equations model with normal errors and known reducedform covariance matrix. The test based on the likelihood ratio statistic is particularly simple and has good power properties. When identification is strong, the power curve of this conditional likelihood ratio test is essentially equal to the power envelope for similar tests. Monte Carlo simulations also suggest that this test dominates the Anderson- Rubin test and the score test. Dropping the restrictive assumption of disturbances normally distributed with known covariance matrix, approximate conditional tests are found that behave well in small samples even when identification is weak.

A critical value function approach, with an application to persistent time-series

Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to obtain an approximately similar test. This test rejects the null hypothesis when the test statistic islarger than a critical value function (CVF) of the data. We illustrate this procedure when regressors are highly persistent, a case in which commonly-used simulation methods encounter dificulties controlling size uniformly. Our approach works satisfactorily, controls size, and yields a test which outperforms the two other known similar tests.

Compósito de poliuretano de mamona e vermiculita para isolação térmica

They are in this study the experimental results of the analysis of thermal performance of composite material made from a plant matrix of polyurethane derived from castor oil of kernel of mamona (COF) and loading of clay-mineral called vermiculite expanded. Bodies of evidence in the proportions in weight of 10%, 15% and 20% were made to determine the thermal properties: conductivity (k), diffusivity (ά) and heat capacity (C), for purposes of comparison, the measurements were also performed the properties of polyurethane of castor without charge and also the oil polyurethane (PU), both already used in thermal insulation. Plates of 0.25 meters of material analyzed were manufactured for use as insulation material in a chamber performance thermal coverage. Thermocouples were distributed on the surface of the cover, and inside the material inside the test chamber and this in turn was subjected to artificial heating, consisting of a bank of incandescent lamps of 3000 w. The results obtained with the composite materials were compared with data from similar tests conducted with the camera alone with: (a) of oil PU, (b) of COF (c) glass wool, (d ) of rock wool. The heat resistance tests were performed with these composites, obtaining temperature limits for use in the range of 100 º C to 130 º C. Based on the analysis of the results of performance and thermal properties, it was possible to conclude that the COF composites with load of expanded vermiculite present behavior very close to those exhibited by commercial insulation material

Monitoramento temporal da pluma de contaminação no aterro de resíduos urbanos de Rio Claro (SP) por meio do método geofísico da eletrorresistividade

Several factors have contributed to the increase the world production of urban solid waste, resulting in difficulties to the correct management and the final environmentally appropriate disposal, in addition to causing serious socio-economic, environmental, and public health troubles. The soil and groundwater contamination by leachate in waste disposal sites is almost always present, leveraging the emergence and/or adaptation of methodologies for environmental assessment of these areas. The geophysical methods, especially the electrical resistivity method, are fast, reliable and low-cost alternative for this purpose. This paper reports the methodology adopted for the temporal monitoring of the plume of contamination of controlled landfill in the municipality of Rio Claro (SP). Electrical resistivity data were obtained in 1999 and 2008, by the resistivity method, using the techniques of vertical electrical sounding and electrical profile. In both years, similar tests were carried out in the same locations within the disposal area. The results indicated that the plume of contamination has resistivity values less than or equal to 50 ohm.m and moves guided by 2 flows: the main, to the southeast, and the secondary, to the west. Relatively to the first series of tests in 1999, the plume of contamination was higher and deeper in 2008, contrary to what was expected for a landfill deactivated for at least 10 years.

Statnote 15: the non-parametric correlation coefficients

If in a correlation test, one or both variables are small whole numbers, scores based on a limited scale, or percentages, a non-parametric correlation coefficient should be considered as an alternative to Pearson’s ‘r’. Kendall’s t and Spearman’s rs are similar tests but the former should be considered if the analysis is to be extended to include partial correlations. If the data contain many tied values, then gamma should be considered as a suitable test.

Conducting statistical tests of hypotheses : five common misconceptions found in transportation research

Most statistical methods use hypothesis testing. Analysis of variance, regression, discrete choice models, contingency tables, and other analysis methods commonly used in transportation research share hypothesis testing as the means of making inferences about the population of interest. Despite the fact that hypothesis testing has been a cornerstone of empirical research for many years, various aspects of hypothesis tests commonly are incorrectly applied, misinterpreted, and ignored—by novices and expert researchers alike. On initial glance, hypothesis testing appears straightforward: develop the null and alternative hypotheses, compute the test statistic to compare to a standard distribution, estimate the probability of rejecting the null hypothesis, and then make claims about the importance of the finding. This is an oversimplification of the process of hypothesis testing. Hypothesis testing as applied in empirical research is examined here. The reader is assumed to have a basic knowledge of the role of hypothesis testing in various statistical methods. Through the use of an example, the mechanics of hypothesis testing is first reviewed. Then, five precautions surrounding the use and interpretation of hypothesis tests are developed; examples of each are provided to demonstrate how errors are made, and solutions are identified so similar errors can be avoided. Remedies are provided for common errors, and conclusions are drawn on how to use the results of this paper to improve the conduct of empirical research in transportation.

Timed Up and Go Tests in cardiac rehabilitation : reliability and comparison with the 6-minute walk test

PURPOSE: To test the reliability of Timed Up and Go Tests (TUGTs) in cardiac rehabilitation (CR) and compare TUGTs to the 6-Minute Walk Test (6MWT) for outcome measurement. METHODS: Sixty-one of 154 consecutive community-based CR patients were prospectively recruited. Subjects undertook repeated TUGTs and 6MWTs at the start of CR (start-CR), postdischarge from CR (post-CR), and 6 months postdischarge from CR (6 months post-CR). The main outcome measurements were TUGT time (TUGTT) and 6MWT distance (6MWD). RESULTS: Mean (SD) TUGTT1 and TUGTT2 at the 3 assessments were 6.29 (1.30) and 5.94 (1.20); 5.81 (1.22) and 5.53 (1.09); and 5.39 (1.60) and 5.01 (1.28) seconds, respectively. A reduction in TUGTT occurred between each outcome point (P ≤ .002). Repeated TUGTTs were strongly correlated at each assessment, intraclass correlation (95% CI) = 0.85 (0.76–0.91), 0.84 (0.73–0.91), and 0.90 (0.83–0.94), despite a reduction between TUGTT1 and TUGTT2 of 5%, 5%, and 7%, respectively (P ≤ .006). Relative decreases in TUGTT1 (TUGTT2) occurred from start-CR to post-CR and from start-CR to 6 months post-CR of −7.5% (−6.9%) and −14.2% (−15.5%), respectively, while relative increases in 6MWD1 (6MWD2) occurred, 5.1% (7.2%) and 8.4% (10.2%), respectively (P < .001 in all cases). Pearson correlation coefficients for 6MWD1 to TUGTT1 and TUGTT2 across all times were −0.60 and −0.68 (P < .001) and the intraclass correlations (95% CI) for the speeds derived from averaged 6MWDs and TUGTTs were 0.65 (0.54, 0.73) (P < .001). CONCLUSIONS: Similar relative changes occurred for the TUGT and the 6MWT in CR. A significant correlation between the TUGTT and 6MWD was demonstrated, and we suggest that the TUGT may provide a related or a supplementary measurement of functional capacity in CR.

Power of QTL detection using association tests with family controls

The power of testing for a population-wide association between a biallelic quantitative trait locus and a linked biallelic marker locus is predicted both empirically and deterministically for several tests. The tests were based on the analysis of variance (ANOVA) and on a number of transmission disequilibrium tests (TDT). Deterministic power predictions made use of family information, and were functions of population parameters including linkage disequilibrium, allele frequencies, and recombination rate. Deterministic power predictions were very close to the empirical power from simulations in all scenarios considered in this study. The different TDTs had very similar power, intermediate between one-way and nested ANOVAs. One-way ANOVA was the only test that was not robust against spurious disequilibrium. Our general framework for predicting power deterministically can be used to predict power in other association tests. Deterministic power calculations are a powerful tool for researchers to plan and evaluate experiments and obviate the need for elaborate simulation studies.

Double strap joint tests to determine the bond characteristics between CFRP and steel plates

Advanced composite materials offer remarkable potential in the upgrade of civil engineering structures. The evolution of CFRP (carbon fibre reinforced polymer) technologies and their versatility for applications in civil constructions require comprehensive and reliable codes of practice. Guidelines are available on the rehabilitation and retrofit of concrete structures with advanced composite materials. However, there is a need to develop appropriate design guidelines for CFRP strengthened steel structures. It is important to understand the bond characteristics between CFRP and steel plates. This paper describes a series of double strap shear tests loaded in tension to investigate the bond between CFRP sheets and steel plates. Both normal modulus (240 GPa) and high modulus (640 GPa) CFRPs were used in the test program. Strain gauges were mounted to capture the strain distribution along the CFRP length. Different failure modes were observed for joints with normal modulus CFRP and those with high modulus CFRP. The strain distribution along the CFRP length is similar for the two cases. A shorter effective bond length was obtained for joints with high modulus CFRP whereas larger ultimate load carrying capacity can be achieved for joints with normal modulus CFRP when the bond length is long enough.