Copyright (c) 2009 Berkeley Electronic Press All rights reserved. http://www.bepress.com Recent documents in The Berkeley Electronic Press en-us Sat, 04 Jul 2009 05:12:01 PDT 3600 http://www.bepress.com/ev/vol6/iss7/art1 http://www.bepress.com/ev/vol6/iss7/art1 Thu, 02 Jul 2009 12:40:39 PDT The rise of huge quasi-banks that are too big to fail caused the financial crisis, according to Ravi Jagannathan and John Boyd, and they propose a cure. Ravi Jagannathan E5 http://www.bepress.com/rhodescook/vol10/iss3 http://www.bepress.com/rhodescook/vol10/iss3 Thu, 02 Jul 2009 09:22:38 PDT Rhodes Cook http://www.bepress.com/cppm/vol4/iss1/30 http://www.bepress.com/cppm/vol4/iss1/30 Thu, 02 Jul 2009 05:26:26 PDT Critical comments on results of the CFD simulation of the impeller power input in a cylindrical baffled vessel under turbulent regime of flow of agitated liquid. Ivan Fort Mixing http://www.bepress.com/cppm/vol4/iss1/29 http://www.bepress.com/cppm/vol4/iss1/29 Wed, 01 Jul 2009 22:44:28 PDT Over decades, dynamic matrix control (DMC) was used as an advanced control strategy in processing industries that yields good performance, especially in the presence of uncertainties and undesirable noises. As the implementation of PID algorithm in digital platform is easier, an equivalent PID controller is synthesized where proportional gain (KC) of a controller is obtained by approximating a dynamic matrix control algorithm. Integral time (τi) and derivative time (τd) are obtained from process model and step response coefficients. The performances of the equivalent PID controller are tested on different process models (dynamics) and closed loop responses are analyzed. This performance is compared with the DMC-SISO response. The designed PID controller is robust and stable. Results obtained from a computer simulation are presented. Rames Chandra Panda Process Control http://www.bepress.com/sagmb/vol8/iss1/art33 http://www.bepress.com/sagmb/vol8/iss1/art33 Wed, 01 Jul 2009 15:39:40 PDT Gene ranking problem in time course microarray experiments is challenging since gene expression levels between different time points are correlated. This is because, expression values at successive time points are usually taken from the same organism, tissue or culture. Moreover, time dependency of gene expression values is usually of interest and often is the biological problem that motivates the experiment. We propose a multivariate growth curve model for ranking genes and estimating mean gene expression profiles in replicated time course microarray data. The approach takes the within individual correlation as well as the temporal ordering into consideration. Moreover, time is incorporated as a continuous variable in the model to account for the temporal pattern. Polynomial profiles are assumed to describe the time dependence and a transformation incorporating information across the genes is used. A moderated likelihood ratio test is then applied to the transformed data to get a statistic for ranking genes according to the difference in expression profiles among biological groups. The methodology is presented in a general setup and could be used for one sample as well as more than one sample problem. The estimation is done in a multivariate framework in which information from all the groups involved is used for better inference. Moreover, the within individual correlation as well as information across genes entered in the estimation through a moderated covariance matrix. We assess the performance of our method using simulation studies and illustrate the results with publicly available real time course microarray data. Jemila S. Hamid General Biostatistics Genetics Longitudinal Data Analysis and Time Series Microarrays Multivariate Analysis Statistical Models http://www.bepress.com/selt/vol3/iss2/art8 http://www.bepress.com/selt/vol3/iss2/art8 Wed, 01 Jul 2009 12:19:29 PDT Barbara Alving consumer products clinical trials http://www.bepress.com/selt/vol3/iss2/art7 http://www.bepress.com/selt/vol3/iss2/art7 Wed, 01 Jul 2009 12:19:27 PDT David B. Resnik Bioethics http://www.bepress.com/jhubiostat/paper194 http://www.bepress.com/jhubiostat/paper194 Wed, 01 Jul 2009 11:28:18 PDT Statistical approaches to evaluate higher order SNP-SNP and SNP-environment interactions are critical in genetic association studies, as susceptibility to complex disease is likely to be related to the interaction of multiple SNPs and environmental factors. Logic regression (Kooperberg et al., 2001; Ruczinski et al., 2003) is one such approach, where interactions between SNPs and environmental variables are assessed in a regression framework, and interactions become part of the model search space. In this manuscript we extend the logic regression methodology, originally developed for cohort and case-control studies, for studies of trios with affected probands. Trio logic regression accounts for the linkage disequilibrium (LD) structure in the genotype data, and accommodates missing genotypes via haplotype-based imputation. We also derive an efficient algorithm to simulate case-parent trios where genetic risk is determined via epistatic interactions. Qing Li Genetics http://www.bepress.com/jafio/vol7/iss1/art6 http://www.bepress.com/jafio/vol7/iss1/art6 Wed, 01 Jul 2009 07:16:25 PDT This paper studies asymmetries in the magnitude of price transmission from farm to retail markets in a simple framework consisting of three stages of the market chain: farm, wholesale, and retail. The effects of farm supply curvature and buyer power in farm markets, in addition to those of consumer demand curvature and seller power in retail markets, on asymmetries in price transmission are examined. Strict convexity of farm supply and wholesalers/processors' buyer power in farm markets are shown to be a main reason for asymmetries in the magnitude of farm-retail price transmission. The effect of consumer demand curvature and seller power in retail markets on farm-retail price transmission is often indeterminate and tends to be relatively small. Tian Xia Q13 L10 http://www.bepress.com/sagmb/vol8/iss1/art32 http://www.bepress.com/sagmb/vol8/iss1/art32 Tue, 30 Jun 2009 19:33:53 PDT A balanced pattern in the allele frequencies of polymorphic loci is a potential sign of selection, particularly of overdominance. Although this type of selection is of some interest in population genetics, there exists no likelihood based approaches specifically tailored to make inference on selection intensity. To fill this gap, we present Bayesian methods to estimate selection intensity under k-allele models with overdominance. Our model allows for an arbitrary number of loci and alleles within a locus. The neutral and selected variability within each locus are modeled with corresponding k-allele models. To estimate the posterior distribution of the mean selection intensity in a multilocus region, a hierarchical setup between loci is used. The methods are demonstrated with data at the Human Leukocyte Antigen loci from world-wide populations. Erkan Ozge Buzbas General Biostatistics Genetics Statistical Models Statistical Theory and Methods http://www.bepress.com/ijb/vol5/iss1/22 http://www.bepress.com/ijb/vol5/iss1/22 Tue, 30 Jun 2009 19:24:51 PDT In this paper, I propose a set of parameters designed to identify the slope of structural relationships based on a combination of conditioning on covariates and the use of an exogenous instrument. After giving structural interpretations to these parameters in the context of specific semiparametric models, I derive their efficient influence curves in a fully nonparametric context as well as under imposition of restrictions on the instrument. These influence curves give the semiparametric efficiency bounds for regular asymptotically linear estimators of the parameters and allow the construction of asymptotically efficient estimators. Monte Carlo experiments finally demonstrate the good finite sample performance of such estimators. Maximilian Kasy Statistical Theory and Methods http://www.bepress.com/jhsem/vol6/iss1/45 http://www.bepress.com/jhsem/vol6/iss1/45 Tue, 30 Jun 2009 15:07:17 PDT Kathleen M. Kowalski-Trakofler Emergency Management http://www.bepress.com/bejm/vol9/iss1/art27 http://www.bepress.com/bejm/vol9/iss1/art27 Tue, 30 Jun 2009 08:58:19 PDT This paper analyzes the decreased volatility of U.S. macroeconomic variables starting in the 1980's in a model where monetary policy is affected by financial frictions. The model is estimated for postwar U.S. data with a break in 1981:3, allowing for changes in the policy rule, shock processes and financial frictions across subsamples. There is some evidence that changed monetary policy is more important to explain inflation stabilization, while "good luck" helps explain the increased stability in output. However, the results are most consistent with a decline in shock variances which was reinforced by a decrease in financial frictions, making the economy less vulnerable to shocks. Beatriz de Blas E13 E42 E44 E52 E58 http://www.bepress.com/fhep/12/2/5 http://www.bepress.com/fhep/12/2/5 Tue, 30 Jun 2009 07:05:09 PDT Something about being poor makes people fat. Though there are many possible explanations for the income-body weight gradient, we investigate a promising but little-studied hypothesis: that changes in body weight can--at least in part--be explained as an optimal response to economic insecurity. We use data on working-age men from the 1979 National Longitudinal Survey of Youth (NLSY79) to identify the effects of various measures of economic insecurity on weight gain. We find in particular that over the 12-year period between 1988 and 2000, the average man gained about 21 pounds. A one percentage point (0.01) increase in the probability of becoming unemployed causes weight gain over this period to increase by about 0.6 pounds, and each realized 50% drop in annual income results in an increase of about 5 pounds. The mechanism also appears to work in reverse, with health insurance and intrafamily transfers protecting against weight gain. Trenton G. Smith Obesity http://www.bepress.com/jhubiostat/paper193 http://www.bepress.com/jhubiostat/paper193 Mon, 29 Jun 2009 13:45:23 PDT We present the cacher and CodeDepends packages for R, which provide tools for (1) caching and analyzing the code for statistical analyses and (2) distributing these analyses to others in an efficient manner over the web. The cacher package takes objects created by evaluating R expressions and stores them in key-value databases. These databases of cached objects can subsequently be assembled into "cache packages" for distribution over the web. The cacher package also provides tools to help readers examine the data and code in a statistical analysis and reproduce, modify, or improve upon the results. In addition, readers can easily conduct alternate analyses of the data. The CodeDepends package provides complementary tools for analyzing and visualizing the code for a statistical analysis and this functionality has been integrated into the cacher package. In this chapter we describe the cacher and CodeDepends packages and provide examples of how they can be used for reproducible research. Roger D. Peng Computation http://www.bepress.com/rle/vol5/iss1/art19 http://www.bepress.com/rle/vol5/iss1/art19 Mon, 29 Jun 2009 12:41:21 PDT Game-theoretic models incorporating neo-classical economic assumptions can be a powerful tool for identifying and analyzing issues relevant to legal policy. In this paper I argue that, where those assumptions are deficient, the efficacy of and insights from such models can be improved by incorporating insights from experimental social sciences. Following this paradigm, I propose an expansion of the neo-classical deterrence model of criminal behavior to incorporate, as reputation effects, social scientific theory regarding the effects of in-group norms on behavior. Analysis of the expanded model shows that there are material differences between the classic and expanded models in predictions, the latter of which are more consistent with macro-level observations. I then discuss some substantive implications of the predictions of the expanded model for criminal legal policy. Erik J. Girvan Criminal Law Game Theory Social Science http://www.bepress.com/rle/vol5/iss1/art18 http://www.bepress.com/rle/vol5/iss1/art18 Mon, 29 Jun 2009 11:23:08 PDT Conventional wisdom suggests that under contingent fee contracts, attorneys have an excessive incentive to settle the case; therefore, a plaintiff should retain the authority over settlement decisions. We show, by contrast, that when the plaintiff possesses private information about the outcome of a trial and makes a take-it-or-leave-it settlement demand, delegating settlement authority to an attorney under a contingent fee contract increases the probability of settlement and the plaintiff's equilibrium payoff. We also show that contingent fee contracts with attorney control over settlement are more efficient than hourly fee contracts, as the former involve a higher probability of settlement. The intuition behind these results is that the attorney's greater reluctance to go to trial allows him to more effectively signal the plaintiff's type through the settlement demand. Shmuel Leshem Settlement and Litigation http://www.bepress.com/selt/vol3/iss2/art6 http://www.bepress.com/selt/vol3/iss2/art6 Mon, 29 Jun 2009 10:59:57 PDT Phillipa J. Malpas End of life http://www.bepress.com/ucbbiostat/paper251 http://www.bepress.com/ucbbiostat/paper251 Mon, 29 Jun 2009 10:17:21 PDT For estimating regressions for repeated measures outcome data, a popular choice is the population average models estimated by generalized estimating equations (GEE). We review in this report the derivation of the robust inference (sandwich-type estimator of the standard error). In addition, we present formally how the approximation of a misspecified working population average model relates to the true model and in turn how to interpret the results of such a misspecified model. Alan E. Hubbard General Biostatistics http://www.bepress.com/jhubiostat/paper192 http://www.bepress.com/jhubiostat/paper192 Mon, 29 Jun 2009 09:20:31 PDT Submicroscopic changes in chromosomal DNA copy number dosage are common and have been implicated in many heritable diseases and cancers. Recent high-throughput technologies have a resolution that permits the detection of segmental changes in DNA copy number that span thousands of basepairs across the genome. Genome-wide association studies (GWAS) may simultaneously screen for copy number-phenotype and SNP-phenotype associations as part of the analytic strategy. However, genome-wide array analyses are particularly susceptible to batch effects as the logistics of preparing DNA and processing thousands of arrays often involves multiple laboratories and technicians, or changes over calendar time to the reagents and laboratory equipment. Failure to adjust for batch effects can lead to incorrect inference and requires inefficient post-hoc quality control procedures that exclude regions that are associated with batch. Our work extends previous model-based approaches for copy number estimation by explicitly modeling batch effects and using shrinkage to improve locus-specific estimates of copy number uncertainty. Key features of this approach include the use of diallelic genotype calls from experimental data to estimate batch- and locus-specific parameters of background and signal without the requirement of training data. We illustrate these ideas using a study of bipolar disease and a study of chromosome 21 trisomy. The former has batch effects that dominate much of the observed variation in quantile-normalized intensities, while the latter illustrates the robustness of our approach to datasets where as many as 25% of the samples have altered copy number. Locus-specific estimates of copy number can be plotted on the copy-number scale to investigate mosaicism and guide the choice of appropriate downstream approaches for smoothing the copy number as a function of physical position. The software is open source and implemented in the R package CRLMM available at Bioconductor (http:www.bioconductor.org). Robert B. Scharpf Microarrays http://www.bepress.com/rle/vol5/iss1/art17 http://www.bepress.com/rle/vol5/iss1/art17 Sun, 28 Jun 2009 15:08:08 PDT This article examines firms' motivations for environmental overcompliance. A theoretical model is developed to identify the internal and external factors that influence firms' decisions for environmental overcompliance. An empirical analysis is then conducted to determine the statistical significance of those factors using the primary data collected in an industrial survey in Oregon. The results suggest that diverse factors influence business decisions for environmental overcompliance, including market forces, regulatory pressures, and personal values and beliefs of upper management toward environmental stewardship. JunJie Wu Q58 Q53 http://www.bepress.com/rle/vol5/iss1/art16 http://www.bepress.com/rle/vol5/iss1/art16 Sun, 28 Jun 2009 13:36:08 PDT This paper investigates the structure of incremental liability rules. Necessary and sufficient conditions are derived for an incremental liability rule to be efficient. A liability rule, in the ordinary sense of the term, to be called a standard liability rule, is a rule which specifies the proportions in which the loss, in case of accident, is to be apportioned between the victim and the injurer as a function of their proportions of non-negligence. An incremental liability rule is a rule which specifies (i) which of the two parties, the victim or the injurer, is to be the non-residual liability holder; and (ii) the proportion of the incremental loss, which can be ascribed to the negligence of the non-residual party, to be borne by the non-residual liability holder. The necessary and sufficient conditions for an incremental liability rule to be efficient, derived in the paper, can be stated as follows: Let the party which is the residual liability holder when both parties are non-negligent be designated as r and the other party as nr. An incremental liability rule is efficient for every admissible application iff its structure is such that: (i) If party r is negligent and party nr is non-negligent, then party r must remain the residual liability holder. (ii) If party nr is negligent and party r is non-negligent, then party nr must either become the residual liability holder or liability of nr must be equal to the entire incremental loss which can be ascribed to the negligence of nr. Satish K. Jain Tort Law Liabilty Rules http://www.bepress.com/bejm/vol9/iss1/art26 http://www.bepress.com/bejm/vol9/iss1/art26 Sun, 28 Jun 2009 08:32:41 PDT This paper analyzes the rationale for delegating monetary policy to an inflation-averse central banker when there is a preference for robustness of optimal policy with respect to misspecifications of the underlying model of the economy. We use a simple New Keynesian model to show how the optimal output gap weight in the central bank's objective function depends on the degree of model uncertainty. In particular, we show numerically that the rationale for appointing a conservative central bank prevails even if the central bank is concerned about the robustness of policy with respect to model misspecifications. Moreover, we find that the central bank should put more relative weight on inflation stabilization if the degree of uncertainty increases. Interestingly, if the degree of uncertainty is large, monetary policy should be delegated to a conservative central banker even in the absence of shock persistence. Peter Tillmann E32 E52 http://www.bepress.com/ijfe/vol5/iss2/art9 http://www.bepress.com/ijfe/vol5/iss2/art9 Sat, 27 Jun 2009 03:48:32 PDT The effects of air temperature (50, 60 and 70°C), sample thickness (2, 4 and 6mm) and pretreatment conditions (hot water blanching, 1 and 3% sodium metabisulphite solutions) on the drying characteristics and kinetics of okra were investigated using a convective hot air dryer at a flow rate of 1.5m/s. It was observed that pretreatment conditions, sample thickness and drying air temperature significantly (P<0.05) affected drying rate. Drying rate increases as temperature of drying air increases from 50 to 70°C. The drying curve for all experiments occurred in the falling rate period with no constant rate period. Three thin layer drying models (Page, modified Page I and Wang and Singh) were evaluated using coefficient of determination (R2), root mean square error (RMSE) and the reduced chi square (χ2). The three models can appropriately describe the drying kinetics of okra slices considering the different experimental conditions. The effective diffusivity was determined using the Fick's model and was observed to vary between 1.125x10-8 - 9.93x10-9m2/s and 1.165x10-8 - 7.131x10-9 m2/s for treated and untreated samples. The Arrhenius-type relationship describes the temperature dependence of diffusivity coefficient and was determined to be 16.749kJ/mol and 22.437kJ/mol for treated and untreated samples respectively. Olajide Sobukola Drying of Foods