Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), Stock and Wright (2000, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. One possible way out consists here in using a variant of the Anderson-Rubin (1949, Ann. Math. Stat.) procedure. The latter, however, allows one to build exact tests and confidence sets only for the full vector of the coefficients of the endogenous explanatory variables in a structural equation, which in general does not allow for individual coefficients. This problem may in principle be overcome by using projection techniques [Dufour (1997, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. AR-types are emphasized because they are robust to both weak instruments and instrument exclusion. However, these techniques can be implemented only by using costly numerical techniques. In this paper, we provide a complete analytic solution to the problem of building projection-based confidence sets from Anderson-Rubin-type confidence sets. The latter involves the geometric properties of “quadrics” and can be viewed as an extension of usual confidence intervals and ellipsoids. Only least squares techniques are required for building the confidence intervals. We also study by simulation how “conservative” projection-based confidence sets are. Finally, we illustrate the methods proposed by applying them to three different examples: the relationship between trade and growth in a cross-section of countries, returns to education, and a study of production functions in the U.S. economy.

Imagerie des bronchectasies : valeur diagnostique, fonctionnelle et pronostique.

Messages à retenir: La scanographie hélicoïdale à collimation fine sur l'ensemble du thorax est l'examen de référence pour le diagnostic et l'évaluation de la distributiontopographique et de l'étendue des bronchectasies.Les reformations multiplanaires et les techniques de projection d'intensité maximum et minimum améliorent les performances diagnostiques et permettent unemeilleure détection des lésions associées des petites voies aériennes (bronchiolite infectieuse, bronchiolite oblitérative).Chez les patients atteints de bronchectasies, le degré d'épaississement pariétal bronchique ainsi que l'étendue des zones hypodenses hypoperfusées traduisantdes lésions d'obstruction bronchiolaire sont parfaitement corrélés à la sévérité du retentissement fonctionnel de la maladie .La scanographie est peu fiable pour reconnaître le diagnostic étiologique des bronchectasies. Résumé: La scanographie hélicoïdale multidétecteur à collimation fine sur l'ensemble du thorax au cours d'une seule et même apnée inspiratoire est supérieure auxexamens en coupes fines incrémentales haute résolution avec un intervalle de coupes de 10 mm, pour le diagnostic et l'évaluation de l'étendue desbronchectasies. L'usage des reformations multiplanaires améliore la détection des bronchectasies, augmente la reproductibilité des radiologues pour lediagnostic des bronchectasies ainsi que leur niveau de confiance pour apprécier la distribution lésionnelle . L'examen scanographique évalue le nombre et ladistribution des impactions mucoïdes dans des bronches dilatées et le retentissement de l'atteinte bronchique sur les voies aériennes distales et le parenchymepulmonaire. La recherche d'atteinte associée des petites voies aériennes est systématique : détection des foyers de bronchiolite infectieuse et évaluation de l'étendue des zones hypodenses, hypoperfusées, avec piégeage, qui reflètent les lésions de bronchiolite oblitérative . Ces dernières sont corrélées au degré desévérité de l'obstruction fonctionnelle. La scanographie reste peu fiable pour le diagnostic étiologique des bronchectasies. Inversement, certains mécanismessont facilement identifiés, tels que les bronchectasies post-obstructives et les bronchectasies par traction des fibroses pulmonaires .

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

Identification, Weak Instruments and Statistical Inference in Econometrics

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on weakly identified models (or weak instruments). We point out that many hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric methods are fundamentally inappropriate for the models considered. Such situations lead to ill-defined statistical problems and are often associated with a misguided use of asymptotic distributional results. Concerning nonparametric hypotheses, we discuss three basic problems for which such difficulties occur: (1) testing a mean (or a moment) under (too) weak distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited number of parameters. Concerning weakly identified models, we stress that valid inference should be based on proper pivotal functions —a condition not satisfied by standard Wald-type methods based on standard errors — and we discuss recent developments in this field, mainly from the viewpoint of building valid tests and confidence sets. The techniques discussed include alternative proposed statistics, bounds, projection, split-sampling, conditioning, Monte Carlo tests. The possibility of deriving a finite-sample distributional theory, robustness to the presence of weak instruments, and robustness to the specification of a model for endogenous explanatory variables are stressed as important criteria assessing alternative procedures.

Using multidimensional projection techniques for reaching a high distinguishing ability in biosensing

Recent advances in the control of molecular engineering architectures have allowed unprecedented ability of molecular recognition in biosensing, with a promising impact for clinical diagnosis and environment control. The availability of large amounts of data from electrical, optical, or electrochemical measurements requires, however, sophisticated data treatment in order to optimize sensing performance. In this study, we show how an information visualization system based on projections, referred to as Projection Explorer (PEx), can be used to achieve high performance for biosensors made with nanostructured films containing immobilized antigens. As a proof of concept, various visualizations were obtained with impedance spectroscopy data from an array of sensors whose electrical response could be specific toward a given antibody (analyte) owing to molecular recognition processes. In addition to discussing the distinct methods for projection and normalization of the data, we demonstrate that an excellent distinction can be made between real samples tested positive for Chagas disease and Leishmaniasis, which could not be achieved with conventional statistical methods. Such high performance probably arose from the possibility of treating the data in the whole frequency range. Through a systematic analysis, it was inferred that Sammon`s mapping with standardization to normalize the data gives the best results, where distinction could be made of blood serum samples containing 10(-7) mg/mL of the antibody. The method inherent in PEx and the procedures for analyzing the impedance data are entirely generic and can be extended to optimize any type of sensor or biosensor.

Overview of coded light projection techniques for automatic 3D profiling

Obtaining automatic 3D profile of objects is one of the most important issues in computer vision. With this information, a large number of applications become feasible: from visual inspection of industrial parts to 3D reconstruction of the environment for mobile robots. In order to achieve 3D data, range finders can be used. Coded structured light approach is one of the most widely used techniques to retrieve 3D information of an unknown surface. An overview of the existing techniques as well as a new classification of patterns for structured light sensors is presented. This kind of systems belong to the group of active triangulation method, which are based on projecting a light pattern and imaging the illuminated scene from one or more points of view. Since the patterns are coded, correspondences between points of the image(s) and points of the projected pattern can be easily found. Once correspondences are found, a classical triangulation strategy between camera(s) and projector device leads to the reconstruction of the surface. Advantages and constraints of the different patterns are discussed

An overview of the advantages and constraints of coded pattern projection techniques for autonomous navigation

The absolute necessity of obtaining 3D information of structured and unknown environments in autonomous navigation reduce considerably the set of sensors that can be used. The necessity to know, at each time, the position of the mobile robot with respect to the scene is indispensable. Furthermore, this information must be obtained in the least computing time. Stereo vision is an attractive and widely used method, but, it is rather limited to make fast 3D surface maps, due to the correspondence problem. The spatial and temporal correspondence among images can be alleviated using a method based on structured light. This relationship can be directly found codifying the projected light; then each imaged region of the projected pattern carries the needed information to solve the correspondence problem. We present the most significant techniques, used in recent years, concerning the coded structured light method

Overview of coded light projection techniques for automatic 3D profiling

Obtaining automatic 3D profile of objects is one of the most important issues in computer vision. With this information, a large number of applications become feasible: from visual inspection of industrial parts to 3D reconstruction of the environment for mobile robots. In order to achieve 3D data, range finders can be used. Coded structured light approach is one of the most widely used techniques to retrieve 3D information of an unknown surface. An overview of the existing techniques as well as a new classification of patterns for structured light sensors is presented. This kind of systems belong to the group of active triangulation method, which are based on projecting a light pattern and imaging the illuminated scene from one or more points of view. Since the patterns are coded, correspondences between points of the image(s) and points of the projected pattern can be easily found. Once correspondences are found, a classical triangulation strategy between camera(s) and projector device leads to the reconstruction of the surface. Advantages and constraints of the different patterns are discussed

An overview of the advantages and constraints of coded pattern projection techniques for autonomous navigation

The absolute necessity of obtaining 3D information of structured and unknown environments in autonomous navigation reduce considerably the set of sensors that can be used. The necessity to know, at each time, the position of the mobile robot with respect to the scene is indispensable. Furthermore, this information must be obtained in the least computing time. Stereo vision is an attractive and widely used method, but, it is rather limited to make fast 3D surface maps, due to the correspondence problem. The spatial and temporal correspondence among images can be alleviated using a method based on structured light. This relationship can be directly found codifying the projected light; then each imaged region of the projected pattern carries the needed information to solve the correspondence problem. We present the most significant techniques, used in recent years, concerning the coded structured light method

Projection and interpolation based techniques for structured and impulsive noise filtering

In this chapter we present the relevant mathematical background to address two well defined signal and image processing problems. Namely, the problem of structured noise filtering and the problem of interpolation of missing data. The former is addressed by recourse to oblique projection based techniques whilst the latter, which can be considered equivalent to impulsive noise filtering, is tackled by appropriate interpolation methods.

Visual data mining using principled projection algorithms and information visualization techniques

We introduce a flexible visual data mining framework which combines advanced projection algorithms from the machine learning domain and visual techniques developed in the information visualization domain. The advantage of such an interface is that the user is directly involved in the data mining process. We integrate principled projection algorithms, such as generative topographic mapping (GTM) and hierarchical GTM (HGTM), with powerful visual techniques, such as magnification factors, directional curvatures, parallel coordinates and billboarding, to provide a visual data mining framework. Results on a real-life chemoinformatics dataset using GTM are promising and have been analytically compared with the results from the traditional projection methods. It is also shown that the HGTM algorithm provides additional value for large datasets. The computational complexity of these algorithms is discussed to demonstrate their suitability for the visual data mining framework. Copyright 2006 ACM.

A simple and effective inverse projection scheme for void distribution control in topology optimization

The ability to control both the minimum size of holes and the minimum size of structural members are essential requirements in the topology optimization design process for manufacturing. This paper addresses both requirements by means of a unified approach involving mesh-independent projection techniques. An inverse projection is developed to control the minimum hole size while a standard direct projection scheme is used to control the minimum length of structural members. In addition, a heuristic scheme combining both contrasting requirements simultaneously is discussed. Two topology optimization implementations are contributed: one in which the projection (either inverse or direct) is used at each iteration; and the other in which a two-phase scheme is explored. In the first phase, the compliance minimization is carried out without any projection until convergence. In the second phase, the chosen projection scheme is applied iteratively until a solution is obtained while satisfying either the minimum member size or minimum hole size. Examples demonstrate the various features of the projection-based techniques presented.

Detection of ingested cocaine-filled packets: comparison of filtered back projection CT with adaptive statistical iterative reconstructed images

Purpose: To evaluate the diagnostic value and image quality of CT with filtered back projection (FBP) compared with adaptive statistical iterative reconstructed images (ASIR) in body stuffers with ingested cocaine-filled packets.Methods and Materials: Twenty-nine body stuffers (mean age 31.9 years, 3 women) suspected for ingestion of cocaine-filled packets underwent routine-dose 64-row multidetector CT with FBP (120kV, pitch 1.375, 100-300 mA and automatic tube current modulation (auto mA), rotation time 0.7sec, collimation 2.5mm), secondarily reconstructed with 30 % and 60 % ASIR. In 13 (44.83%) out of the body stuffers cocaine-filled packets were detected, confirmed by exact analysis of the faecal content including verification of the number (range 1-25). Three radiologists independently and blindly evaluated anonymous CT examinations (29 FBP-CT and 68 ASIR-CT) for the presence and number of cocaine-filled packets indicating observers' confidence, and graded them for diagnostic quality, image noise, and sharpness. Sensitivity, specificity, area under the receiver operating curve (ROC) Az and interobserver agreement between the 3 radiologists for FBP-CT and ASIR-CT were calculated.Results: The increase of the percentage of ASIR significantly diminished the objective image noise (p<0.001). Overall sensitivity and specificity for the detection of the cocaine-filled packets were 87.72% and 76.15%, respectively. The difference of ROC area Az between the different reconstruction techniques was significant (p= 0.0101), that is 0.938 for FBP-CT, 0.916 for 30 % ASIR-CT, and 0.894 for 60 % ASIR-CT.Conclusion: Despite the evident image noise reduction obtained by ASIR, the diagnostic value for detecting cocaine-filled packets decreases, depending on the applied ASIR percentage.

Iterative image reconstruction techniques: cardiothoracic computed tomography applications.

Iterative image reconstruction algorithms provide significant improvements over traditional filtered back projection in computed tomography (CT). Clinically available through recent advances in modern CT technology, iterative reconstruction enhances image quality through cyclical image calculation, suppressing image noise and artifacts, particularly blooming artifacts. The advantages of iterative reconstruction are apparent in traditionally challenging cases-for example, in obese patients, those with significant artery calcification, or those with coronary artery stents. In addition, as clinical use of CT has grown, so have concerns over ionizing radiation associated with CT examinations. Through noise reduction, iterative reconstruction has been shown to permit radiation dose reduction while preserving diagnostic image quality. This approach is becoming increasingly attractive as the routine use of CT for pediatric and repeated follow-up evaluation grows ever more common. Cardiovascular CT in particular, with its focus on detailed structural and functional analyses, stands to benefit greatly from the promising iterative solutions that are readily available.