image guided stereotactic body radiation therapy for early stage non small cell lung cancer
RADAR CROSS SECTION (RCS)
... radar for the smaller RCS target (jamming not considered) is 0.93 (93%) of its original value (-1.25 dB) OPTICAL / MIE / RAYLEIGH REGIONS Figure shows the different regions applicable for computing ... Section 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 ... 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 survivability The equations...
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GEOMETRIC PROPERTIES OF CROSS SECTION
... 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 sections shown in Figures 8.9(a) to 8.9(c), where the , ... 0.05 x 0.173 12 12 = 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 ... will be carried out with the aid of Table 8.1 It should be emphasised that this method is suitable for almost any computer spreadsheet To aid this calculation, the RSJ will be subdwided into three...
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Báo cáo hóa học: " Research Article Estimation of Radar Cross Section of a Target under Track" potx
... error for SNR = 16 to be smaller than that for SNR = 32 at all scans This confirms that the argument on the results of the table holds for ML (N = 10) over all scans, including the early stage ... 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 ... Additional experiments were performed to investigate estimation accuracy at the early stage of tracking The ensemble averaged RMS errors are presented in Figures to for the true value of σ with...
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Báo cáo hóa học: " Electronic States and Light Absorption in a Cylindrical Quantum Dot Having Thin Falciform Cross Section" pptx
... segment L2 for parabolic potential realization case for fixed values of L1 Fig Dependences of AE in CQD with thin falciform cross section on height of segment L1 for fixed values of L2 for both parabolic ... hypergeometric function For small values of the coordinate x, the potential (17) takes the form VPT ðxÞ % p2 n2 kðk À 1Þx2 þ : L2 c4 ð23Þ ¨ Further, solution to the Schrodinger equation for the ‘‘slow’’ ... is a good example for targeting applications this research Figure shows dependence of light absorption frequency edges for the CQD on the height L1 of the small segment of falciform cross section...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Overview pps
... three -stage least squares estimator The analysis of general estimation methods for nonlinear models in Part III begins with a general treatment of asymptotic theory of estimators obtained from nonlinear ... especially for count data, and give an overview of some important issues in modern duration analysis (Chapter 20) For topics courses that focus entirely on nonlinear econometric methods for cross ... 436 436 438 IV NONLINEAR MODELS AND RELATED TOPICS 451 15 15.1 15.2 15.3 15.4 Discrete Response Models Introduction The Linear Probability Model for Binary Response Index Models for Binary Response:...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 1 pot
... assumptions that are relevant for estimating b and for determining how to perform statistical inference Because our focus is on asymptotic analysis, we have the luxury of allowing for random explanatory ... Random sampling does exclude cases of some interest for cross section analysis For example, the identical distribution assumption is unlikely to hold for a pooled cross section, where random samples ... asymptotic analysis with these kinds of panel data sets is still in its early stages, and it requires special limit theory See, for example, Quah (1994), Pesaran and Smith (1995), Kao (1999), and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 2 pdf
... that equation (2.3) is nonlinear in x has important implications for interpreting the bj , but not for estimating them Equation (2.4) falls into this same class: it is nonlinear in x ¼ ðx1 ; ... 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 ... scalar for simplicity; the discussion for a vector is essentially the same.) For continuous xj , the partial e¤ect of immediate interest is yj ðx; qÞ qEðy j x; qÞ=qxj ¼ qm1 ðx; qÞ=qxj ð2:30Þ (For...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 3 ppt
... probability if and only if for every e > 0, there exists a be < y and an integer Ne such that P½jxN j b be < e for all N b Ne We write xN ¼ Op ð1Þ (fxN g is big oh p one) If cN is a nonrandom sequence, ... Because A is nonsingular, detðAÞ 0 Therefore, it follows that P½detðZN Þ 0 ! as N ! y This completes the proof of part Part requires a convention about how to define ZÀ1 when ZN is nonsingular ... only if for any K Â nond d random vector c such that c c ¼ 1, c xN ! c x, and we write xN ! x d When x @ Normalðm; VÞ the requirement in Definition 3.7 is that c xN ! d Normalðc m; c VcÞ for every...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 4 ppt
... adjustment improves finite sample performance There are other ways to adjust equation (4.11) to improve its small- sample properties— see, for example, MacKinnon and White (1985)—but if N is large ... regression (4.17) is unity for each observation; a nonzero sum of squared residuals is reported when you run OLS without an intercept.) For more details, see Davidson and MacKinnon (1985, 1993) or Wooldridge ... 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 proxy variable should be redundant...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 5 doc
... structural about equation (5.4) From the structural equation (5.1) and the reduced form for xK , we obtain a reduced form for y by plugging equation (5.4) into equation (5.1) and rearranging: y ¼ a ... 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 ... the instruments for b be x zG, where G is an L  K nonstochastic matrix (Note that z is the  L random vector in the population.) ~ We assume that the rank condition holds for x For 2SLS, the choice...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 6 ppt
... 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 ... ¼ :595, which is similar to the p-value for the nonrobust test 6.2.3 Testing Functional Form Sometimes we need a test with power for detecting neglected nonlinearities in models estimated by OLS ... Again, we assume the rank 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...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 7 pot
... with large N and small T it is a good idea to allow for separate intercepts for each time period Doing so allows for aggregate time e¤ects that have the same influence on yit for all i Anything ... possibly di¤erent prices for these inputs: let piK denote the price of capital to firm i, piL be the price of labor for firm i, and siM denote the price of materials for firm i For each firm i, let siK ... Example 7.2 (Panel Data Model): Suppose that for each cross section unit we observe data on the same set of variables for T time periods Let xt be a  K vector for t ¼ 1; 2; ; T, and let b be a K...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 8 pdf
... matrix to be 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 ... total number of time periods) Therefore, the following analysis applies to panel data models where T is small relative to the cross section sample size, N; for an example, see Problem 8.8 We ... important issue: the equilibrium hours for an individual might be zero, in which case w is not observed for such people We deal with missing data issues in Chapter 17 For a random draw from the population...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 9 doc
... true 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 ... reduced form for y2 is obtained from the two structural equations (9.4) and (9.5) Given equation (9.4) and the reduced form (9.6), we can now use the identification condition from Chapter for a ... structure for each nonsingular F G Let B be the ðG þ MÞ Â G matrix of structural parameters in equation D (9.13) If F is any nonsingular G Â G matrix, then F represents an admissible linear transformation...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 10 pdf
... all t s Therefore, for each i, there are TðT À 1Þ=2 nonredundant error products that can be used to estimate sc If we sum all these combinations and take the expectation, we get, for each i, ... transformation, this first-di¤erencing transformation eliminates the unobserved e¤ect ci In di¤erencing we lose the first time period for each cross section: we now have T À time periods for each ... Chapter 7) in the model (10.23) Therefore, we can apply GLS methods that account for the particular error structure in equation (10.25) Write the model (10.23) for all T time periods as yi ¼ Xi...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 11 pot
... Ã Now assume that ris is uncorrelated with xit for all t and s, and for simplicity suppose that T ¼ If we first di¤erence to remove ci before performing OLS we obtain ^ plim bFD ¼ b þ N!y CovðDxit ... settle for estimators that are inconsistent with fixed T A general approach to estimating equation (11.1) under assumption (11.2) is to use a transformation to remove ci , but then search for instrumental ... , we use just the 1986–1987 differenced equation The F statistic for joint significance of yi; tÀ2 ; yi; tÀ3 in the reduced form for D yi; tÀ1 yields p-value ¼ :023, although the R-squared is only...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 12 doc
... 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 first nonlinear ... theory early on so that it can be applied in a variety of situations We will carry along the example of nonlinear least squares for cross section data to motivate the general approach In a nonlinear ... Davidson and MacKinnon (1993, Section 13.6) The lack of invariance is a cause for concern because it suggests that the Wald statistic can have poor finite sample properties for testing nonlinear hypotheses...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 13 pdf
... conditional Kullback-Leibler information inequality Although there are more general statements of this inequality, the following su‰ces for our purpose: for any nonnegative function f ðÁ j xÞ ... Þ can be obtained in closed form Example 13.1 (continued): The Hessian for the probit log-likelihood is a mess Fortunately, E½H i ðyo Þ j x i has a fairly simple form Taking the derivative of ... Q nonredundant moment conditions Unfortunately, the outer product form of regression (13.42) means that the statistic can have poor finite sample properties In particular applications—such as nonlinear...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 14 pptx
... compact; (b) for each y A Y, gðÁ ; y Þ is Borel measurable on W; (c) for each w A W, gðw; ÁÞ is continuous on Y; (d) jgj ðw; y Þj a bðwÞ for all y A Y and j ¼ 1; ; L, where bðÁÞ is a nonnegative ... just as the quasi-LR statistic is invariant for M-estimation Therefore, we might prefer statistic (14.20) over the Wald statistic (8.48) for testing nonlinear restrictions in linear models Of ... match the horizon relevant for decision making, the optimal matrix does not have the block diagonal form: some o¤-diagonal blocks will be nonzero See Hansen (1982) for the pure time series case...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 15 docx
... equation for y2 , then the reduced form for y2 cannot be found with v having the à stated properties However, if y1 appears in a linear structural equation for y2 , then y2 has the reduced form given ... produce consistent estimators, for the same reasons Fðzd the forbidden regression discussed in Section 9.5 for nonlinear simultaneous equations models does not For this two-step procedure to ... test is a pure functional form test Or, the z can be additional explanatory variables For example, z could contain dummy variables for occupation or region In any case, the form of the test is the...
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