reasons for imaging tumors or potential tumors

... PLATE CORNER Figure RCS Patterns Targets such as ships and aircraft often have many effective corners Corners are sometimes used as calibration targets or as decoys, i.e corner reflectors An ... 4-4: P ' Pt Gt Gr F Therefore, R4 % F or F1/4 % R r (4B)3 R Range (radar burn-through): The crossover equation in Section 4-8 has: RBT ' Pt Gt F Pj Gj 4B Therefore, RBT2 % F or F1/2 % RBT Power (jammer): ... REDUCTION OF RCS If each of the range or power equations that have an RCS (F) term is evaluated for the significance of decreasing RCS, Figure results Therefore, an RCS reduction can increase aircraft...

Ngày tải lên: 08/11/2013, 19:15

... parallel axes theorem (8.9), - or Ixx = , I = I, , 6.893 x lO-5 - 0.065’ = 3.788 x lO-5 m4 -y’Ca x 0.00735 (8.24) Further problems (for answers, seepage 692) 8.5 Determine I for the thin-walled ... = or I, 7.333 x ~ - 4.094 = 3.739 x 10-’m4 Problem 8.4 x io-5 Determine I - for the cross-section of the RSJ as shown i Figure 8.8 n Figure 8.8 RSJ (dimensions in metres) Parallel axes theorem ... of area about x-x In = the second moment of area about X-X The importance of the parallel axes theorem is that it is useful for calculating second moments of area of sections of RSJs, tees, angle...

Ngày tải lên: 08/04/2014, 11:28

... detections We also performed numerical experiments to obtain the RMS errors of MED for a sliding window with 10 detections It failed again to estimate σ for SNR = 8, and all the errors for higher SNR’s ... in effect with w = n/PD For instance, N = 10 corresponds approximately to W = 15 for SNR = 16 (PD = 0.67) and W = 12 for SNR = 32 (PD = 0.81) Table shows that the errors of ML(N = 10) and ML(W ... it needs a modification for a different number of detections to assure its best performance The experimental results indicate that ML estimation can perform successfully for a low SNR target that...

Ngày tải lên: 21/06/2014, 08:20

... falciform cross section on height of segment L1 for Poschl-Teller potential realization case Fig Dependence of AE in CQD with thin falciform cross section on height of segment L1 for parabolic potential ... the falciform cross section becomes larger The curves 135 Fig Dependence of AE in CQD with thin falciform cross section on height of segment L2 for parabolic potential realization case for fixed ... Poschl-Teller potential, which makes possible an account of the real potential divergence from the parabolic potential The effect of the former potential which we developed in Taylor series for the...

Ngày tải lên: 22/06/2014, 01:20

... and Andrew Toole Naturally, they are not responsible for any remaining errors I was fortunate to have several capable, conscientious reviewers for the manuscript Jason Abrevaya (University of Chicago), ... felt comfortable I am grateful to Jane McDonald and Elizabeth Murry for reenergizing the project and for allowing me significant leeway in crafting the final manuscript Finally, Peggy Gordon and ... material for two semesters For a one-semester course, I use a lecture or two to review the most important concepts in Chapters and 3, focusing on conditional expectations and basic limit theory Much...

Ngày tải lên: 06/07/2014, 08:20

... the scope of this book For better or worse, spatial correlation is often ignored in applied work because correcting the problem can be di‰cult Cluster sampling also induces correlation in a cross ... stochastic setting should allow for correlation in individual or firm behavior over time But the random sampling assumption, properly stated, does allow for temporal correlation What we will is assume ... This is appropriate for understanding the mechanics of least squares and for gaining experience with statistical derivations Unfortunately, reliance on fixed regressors or, more generally, fixed...

Ngày tải lên: 06/07/2014, 08:20

... is a vector of observable explanatory variables and q is an unobserved random variable—the unobserved heterogeneity (We take q to be a scalar for simplicity; the discussion for a vector is essentially ... m2 ðxÞ Some find a phrase useful for remembering both equations (2.19) and (2.20): ‘‘The smaller information set always dominates.’’ Here, x represents less information than w, since knowing w ... in the same framework because they are linear in the parameters bj The fact that equation (2.3) is nonlinear in x has important implications for interpreting the bj , but not for estimating them...

Ngày tải lên: 06/07/2014, 08:20

... x @ Normalðm; VÞ the requirement in Definition 3.7 is that c xN ! d Normalðc m; c VcÞ for every c A R K such that c c ¼ 1; in this case we write xN ! a Normalðm; VÞ or xN @ Normalðm; VÞ For the ... only need the form stated in Lemma 3.6 d corollary 3.2: If fzN g is a sequence of K Â random vectors such that zN ! Normalð0; VÞ then d (1) For any K Â M nonrandom matrix A, A zN ! Normalð0; A VAÞ ... @ Normalðm; s Þ (xN is asymptotically normal ) In Definition 3.6, xN is not required to be continuous for any N A good example of where xN is discrete for all N but has an asymptotically normal...

Ngày tải lên: 06/07/2014, 08:20

... not correlated with inc, size, educ, and age, but we might expect that families with higher incomes, or more education, report their saving more accurately Unfortunately, without more information, ... rate or annual income), but our measures of it may contain error For example, reported annual income is a measure of actual annual income, whereas IQ score is a proxy for ability Another important ... bias can be eliminated, or at least mitigated, if a proxy variable is available for the unobserved variable q There are two formal requirements for a proxy variable for q The first is that the...

Ngày tải lên: 06/07/2014, 08:20

... instruments for educ First estimate the reduced form for educ, and comment on whether nearc2 or nearc4 is more strongly related to educ How the 2SLS estimates compare with the earlier estimates? e For ... residuals This is what is reported by the 2SLS commands available in popular regression packages For 2SLS it is important not to use a form of the statistic that would work for OLS, namely, ðSSRr À ... essentially by performing tests on the sample analogue of Eðz xÞ, Z X=N The tests are somewhat complicated; see, for example Cragg and Donald (1996) Often we estimate the reduced form for each endogenous...

Ngày tải lên: 06/07/2014, 08:20

... condition for 2SLS Write the reduced form as y2 ¼ zP þ v2 , where P is L  G and v2 is the  G vector of population reduced form errors For a generic observation let ^2 denote the  G v vector of ... covered by workers’ compensation An increase in the cap has no e¤ect on the benefit for low-income workers, but it makes it less costly for a high-income worker to stay on workers’ comp Therefore, the ... ð:006Þ ð:079Þ Therefore, the return to education is estimated to be about 1.8 percentage points higher for blacks than for nonblacks, even though wages are substantially lower for blacks at all...

Ngày tải lên: 06/07/2014, 08:20

... labor for firm i, and siM denote the price of materials for firm i For each firm i, let siK be the cost share for capital, let siL be the cost share for labor, and let siM be the cost share for ... to test for serial correlation is to see whether we should compute a robust variance matrix estimator for the pooled OLS estimator One interpretation of serial correlation in the errors of a ... asymptotically more e‰cient than SOLS (and other estimators) First, we state the weakest condition that simplifies estimation of the asymptotic variance for FGLS For reasons to be seen shortly, we call...

Ngày tải lên: 06/07/2014, 08:20

... diagonal, À1 E½ðW Zi Þ u i Š 0 unless zig is uncorrelated with each uih for all g; h ¼ 1; 2; ; G If zig is correlated with uih for some g h, the transformation of the instruments in equation (8.42) ... linearly independent Necessary for the rank condition is the order condition: L b K We will investigate the rank condition in detail for a broad class of models in Chapter For now, we just assume that ... models with potentially endogenous explanatory variables Write a G equation system for the population as y1 ¼ x b þ u yG ¼ x G b G þ uG ð8:12Þ where, for each equation g, xg is a  Kg vector that...

Ngày tải lên: 06/07/2014, 08:20

... identifying information is on the G Â G variance matrix S VarðuÞ For now, S is unrestricted and therefore contains no identifying information To motivate the general analysis, consider specific labor supply ... for f ¼ e1 ð1; 0; 0; ; 0Þ , since then ¼ Bf ¼ b Since assumption (9.18) holds for f ¼ e1 it clearly holds for any scalar multiple of e1 The key to identification is that vectors of the form ... form a linearly independent set Using condition (9.19) we can get a more general form of the order condition Because G is nonsingular, B necessarily has rank G (full column rank) Therefore, for...

Ngày tải lên: 06/07/2014, 08:20

... is correlated with x i; tÀ1 , x it , or x i; tþ1 , and so we just assume that x is is uncorrelated with uit for all t and s For completeness, we state the rank condition for the FD estimator: ... individuals, factors such as gender or race cannot be included in x it For analyzing firms, industry cannot be included in x it unless industry designation changes over time for at least some firms For cities, ... time demeaning for all i) It is also fairly easy to program this estimator in matrix-oriented languages To study the FE estimator a little more closely, write equation (10.46) for all time periods...

Ngày tải lên: 06/07/2014, 08:20

... the FE estimator for the AR(1) model The key stability condition su‰cient for the bias to be of order T À1 is jr1 j < However, for r1 close to unity, the bias in the FE estimator can be sizable, ... other explanatory variables As instruments for Dyi; tÀ1 , we use ð yi; tÀ2 ; yi; tÀ3 Þ Further, so that we not have to worry about correcting the standard error for possible serial correlation in ... serially uncorrelated, then, as we saw in Chapter 10, Duit must be serially correlated Papke found no important di¤erences when the ^ standard error for d1 was adjusted for serial correlation...

Ngày tải lên: 06/07/2014, 08:20

... strong The error form of the model does turn out to be useful for defining estimators of asymptotic variances and for obtaining test statistics M-Estimation 343 For later reference, we formalize the ... consistency of y for yo In some applications of two-step M-estimation, identification of yo holds for any g A G This result can be shown for the WNLS estimator (see Problem 12.4) It is for this reason ... practice, although, with some work, it can be; see Newey and McFadden (1994) for examples The continuity and compactness assumptions are important for establishing uniform convergence, and they also...

Ngày tải lên: 06/07/2014, 08:20

... densities are correctly specified For example, in the probit case, the density for yi given x i will be incorrect if the latent error ei is not independent of x i and normally distributed, or if the ... x is correctly specified In some examples, such a model is too complicated Or, for robustness reasons, we not wish to fully specify the density of y given x 13.8.1 Setup for Panel Data For panel ... analysis to test for peer e¤ects in cluster samples, as discussed briefly in Section 11.5 for linear models For example, some elements of x ig might be averages of explanatory variables for other units...

Ngày tải lên: 06/07/2014, 08:20

... condition for the full GMM problem reproduces the first-order conditions for each estimator separately ^ ^ In general, either g, y , or both might themselves be GMM estimators Then, stacking the orthogonality ... when more than one N -asymptotically ^ normal estimator for po is available: Which estimator of po should be used? Let y be ~ be the estimator based on another estimator, p ^ ~ the estimator based ... parameter vector of interest, and hðx; Þ is the marginal density of x for some vector Then, if d does not depend on y in the sense that ‘y hðx; dÞ ¼ for all x and d, x is ancillary for yo In fact,...

Ngày tải lên: 06/07/2014, 08:20