Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models

We consider the problem of accessing the uncertainty of calibrated parameters in computable general equilibrium (CGE) models through the construction of confidence sets (or intervals) for these parameters. We study two different setups under which this can be done.

Point estimates and confidence regions for sequential trials involving selection

A number of authors have proposed clinical trial designs involving the comparison of several experimental treatments with a control treatment in two or more stages. At the end of the first stage, the most promising experimental treatment is selected, and all other experimental treatments are dropped from the trial. Provided it is good enough, the selected experimental treatment is then compared with the control treatment in one or more subsequent stages. The analysis of data from such a trial is problematic because of the treatment selection and the possibility of stopping at interim analyses. These aspects lead to bias in the maximum-likelihood estimate of the advantage of the selected experimental treatment over the control and to inaccurate coverage for the associated confidence interval. In this paper, we evaluate the bias of the maximum-likelihood estimate and propose a bias-adjusted estimate. We also propose an approach to the construction of a confidence region for the vector of advantages of the experimental treatments over the control based on an ordering of the sample space. These regions are shown to have accurate coverage, although they are also shown to be necessarily unbounded. Confidence intervals for the advantage of the selected treatment are obtained from the confidence regions and are shown to have more accurate coverage than the standard confidence interval based upon the maximum-likelihood estimate and its asymptotic standard error.

Bootstrap confidence regions for canonical variates: Application to studies of evolutionary differentiation

Theory recently developed to construct confidence regions based on the parametric bootstrap is applied to add inferential information to graphical displays of sample centroids in canonical variate analysis. Problems of morphometric differentiation among subspecies and species are addressed using numerical resampling procedures.

Calibration, estimation, and sampling issues of car-following parameters

Drivers behave in different ways, and these different behaviors are a cause of traffic disturbances. A key objective for simulation tools is to correctly reproduce this variability, in particular for car-following models. From data collection to the sampling of realistic behaviors, a chain of key issues must be addressed. This paper discusses data filtering, robustness of calibration, correlation between parameters, and sampling techniques of acceleration-time continuous car-following models. The robustness of calibration is systematically investigated with an objective function that allows confidence regions around the minimum to be obtained. Then, the correlation between sets of calibrated parameters and the validity of the joint distributions sampling techniques are discussed. This paper confirms the need for adapted calibration and sampling techniques to obtain realistic sets of car-following parameters, which can be used later for simulation purposes.

Estimation following selection of the largest of two normal means

This paper considers the problem of estimation when one of a number of populations, assumed normal with known common variance, is selected on the basis of it having the largest observed mean. Conditional on selection of the population, the observed mean is a biased estimate of the true mean. This problem arises in the analysis of clinical trials in which selection is made between a number of experimental treatments that are compared with each other either with or without an additional control treatment. Attempts to obtain approximately unbiased estimates in this setting have been proposed by Shen [2001. An improved method of evaluating drug effect in a multiple dose clinical trial. Statist. Medicine 20, 1913–1929] and Stallard and Todd [2005. Point estimates and confidence regions for sequential trials involving selection. J. Statist. Plann. Inference 135, 402–419]. This paper explores the problem in the simple setting in which two experimental treatments are compared in a single analysis. It is shown that in this case the estimate of Stallard and Todd is the maximum-likelihood estimate (m.l.e.), and this is compared with the estimate proposed by Shen. In particular, it is shown that the m.l.e. has infinite expectation whatever the true value of the mean being estimated. We show that there is no conditionally unbiased estimator, and propose a new family of approximately conditionally unbiased estimators, comparing these with the estimators suggested by Shen.

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.

Análise de ambiguidade em métodos de campo potenciais através de análise fatorial, Q-Modal

Este trabalho apresenta uma metodologia para o estudo da ambiguidade na interpretação de dados geofísicos. Várias soluções alternativas, representativas da região de maior ambiguidade no espaço de parâmetros são obtidas, sendo posteriormente grupadas e ordenadas pela análise fatorial modo Q. Esta metodologia foi aplicada a dados sintéticos de campo potencial simulando-se causas de ambiguidade como discretização e truncamento da anomalia e a presença de ruídos aleatório e geológico. Um único prisma foi usado como modelo interpretativo, sendo a espessura a principal causa de ambiguidade tanto na gravimetria como na magnetometria. Segue-se a profundidade do topo sempre associada à espessura, quando o sinal da anomalia é alto. Quando a anomalia tem sinal baixo, a largura torna-se o segundo parâmetro mais importante, também associada à espessura. Ao contrário da presença de interferências geológicas, a presença de ruído aleatório nos campos, não é fator importante na ambiguidade. A aplicação da metodologia a dados reais ilustra o papel desta análise na caracterização de soluções alternativas e a importância da informação a priori na caracterização das causas de ambiguidade. A metodologia apresentada pode ser empregada em diversos estágios de um programa de prospecção fornecendo em cada estágio uma análise dos principais fatores causadores da ambiguidade, que poderá ser util no planejamento dos estágios seguintes. Comparada a outros métodos de análise de ambiguidade, como por exemplo regiões de confiança, a metodologia estudada destaca-se por não precisar satisfazer premissas estatísticas sobre a distribuição dos erros.

A unification of models for meta-analysis of diagnostic accuracy studies

Studies of diagnostic accuracy require more sophisticated methods for their meta-analysis than studies of therapeutic interventions. A number of different, and apparently divergent, methods for meta-analysis of diagnostic studies have been proposed, including two alternative approaches that are statistically rigorous and allow for between-study variability: the hierarchical summary receiver operating characteristic (ROC) model (Rutter and Gatsonis, 2001) and bivariate random-effects meta-analysis (van Houwelingen and others, 1993), (van Houwelingen and others, 2002), (Reitsma and others, 2005). We show that these two models are very closely related, and define the circumstances in which they are identical. We discuss the different forms of summary model output suggested by the two approaches, including summary ROC curves, summary points, confidence regions, and prediction regions.

Statistical inference for the optimal approximating model

In the setting of high-dimensional linear models with Gaussian noise, we investigate the possibility of confidence statements connected to model selection. Although there exist numerous procedures for adaptive (point) estimation, the construction of adaptive confidence regions is severely limited (cf. Li in Ann Stat 17:1001–1008, 1989). The present paper sheds new light on this gap. We develop exact and adaptive confidence regions for the best approximating model in terms of risk. One of our constructions is based on a multiscale procedure and a particular coupling argument. Utilizing exponential inequalities for noncentral χ2-distributions, we show that the risk and quadratic loss of all models within our confidence region are uniformly bounded by the minimal risk times a factor close to one.

Can we constrain the interior structure of rocky exoplanets from mass and radius measurements?

Aims. We present an inversion method based on Bayesian analysis to constrain the interior structure of terrestrial exoplanets, in the form of chemical composition of the mantle and core size. Specifically, we identify what parts of the interior structure of terrestrial exoplanets can be determined from observations of mass, radius, and stellar elemental abundances. Methods. We perform a full probabilistic inverse analysis to formally account for observational and model uncertainties and obtain confidence regions of interior structure models. This enables us to characterize how model variability depends on data and associated uncertainties. Results. We test our method on terrestrial solar system planets and find that our model predictions are consistent with independent estimates. Furthermore, we apply our method to synthetic exoplanets up to 10 Earth masses and up to 1.7 Earth radii, and to exoplanet Kepler-36b. Importantly, the inversion strategy proposed here provides a framework for understanding the level of precision required to characterize the interior of exoplanets. Conclusions. Our main conclusions are (1) observations of mass and radius are sufficient to constrain core size; (2) stellar elemental abundances (Fe, Si, Mg) are principal constraints to reduce degeneracy in interior structure models and to constrain mantle composition; (3) the inherent degeneracy in determining interior structure from mass and radius observations does not only depend on measurement accuracies, but also on the actual size and density of the exoplanet. We argue that precise observations of stellar elemental abundances are central in order to place constraints on planetary bulk composition and to reduce model degeneracy. We provide a general methodology of analyzing interior structures of exoplanets that may help to understand how interior models are distributed among star systems. The methodology we propose is sufficiently general to allow its future extension to more complex internal structures including hydrogen- and water-rich exoplanets.

On the Mahalanobis Distance Classification Criterion for Multidimensional Normal Distributions

Many existing engineering works model the statistical characteristics of the entities under study as normal distributions. These models are eventually used for decision making, requiring in practice the definition of the classification region corresponding to the desired confidence level. Surprisingly enough, however, a great amount of computer vision works using multidimensional normal models leave unspecified or fail to establish correct confidence regions due to misconceptions on the features of Gaussian functions or to wrong analogies with the unidimensional case. The resulting regions incur in deviations that can be unacceptable in high-dimensional models. Here we provide a comprehensive derivation of the optimal confidence regions for multivariate normal distributions of arbitrary dimensionality. To this end, firstly we derive the condition for region optimality of general continuous multidimensional distributions, and then we apply it to the widespread case of the normal probability density function. The obtained results are used to analyze the confidence error incurred by previous works related to vision research, showing that deviations caused by wrong regions may turn into unacceptable as dimensionality increases. To support the theoretical analysis, a quantitative example in the context of moving object detection by means of background modeling is given.

Experimental evidence for multivariate stabilizing sexual selection

Stabilizing selection is a fundamental concept in evolutionary biology. In the presence of a single intermediate optimum phenotype (fitness peak) on the fitness surface, stabilizing selection should cause the population to evolve toward such a peak. This prediction has seldom been tested, particularly for suites of correlated traits. The lack of tests for an evolutionary match between population means and adaptive peaks may be due, at least in part, to problems associated with empirically detecting multivariate stabilizing selection and with testing whether population means are at the peak of multivariate fitness surfaces. Here we show how canonical analysis of the fitness surface, combined with the estimation of confidence regions for stationary points on quadratic response surfaces, may be used to define multivariate stabilizing selection on a suite of traits and to establish whether natural populations reside on the multivariate peak. We manufactured artificial advertisement calls of the male cricket Teleogryllus commodus and played them back to females in laboratory phonotaxis trials to estimate the linear and nonlinear sexual selection that female phonotactic choice imposes on male call structure. Significant nonlinear selection on the major axes of the fitness surface was convex in nature and displayed an intermediate optimum, indicating multivariate stabilizing selection. The mean phenotypes of four independent samples of males, from the same population as the females used in phonotaxis trials, were within the 95% confidence region for the fitness peak. These experiments indicate that stabilizing sexual selection may play an important role in the evolution of male call properties in natural populations of T. commodus.