guidelines and techniques for image guided radiotherapy for non small cell lung cancer
RADAR CROSS SECTION (RCS)
... then burn-through range is 0.87 (87%) of its original value (-1.25 dB), and (3) the detection range of the radar for the smaller RCS target (jamming not considered) is 0.93 (93%) of its original ... using the optical region formula Just slightly above 0.6 GHz a minimum occurs (point B) and the actual RCS would be 0.26 times the value calculated by using the optical region formula If we used a ... aircraft nose and tail, thus the high RCS on the beam does not have coverage Beam coverage is frequently not provided due to inadequate power available to cover all aircraft quadrants, and the side...
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GEOMETRIC PROPERTIES OF CROSS SECTION
... x-x axis passes through its centroid Suppose that I is known and that I is required, where the X-X axis lies parallel to the x-x axis and at a , , perpendicular distance h from it Figure 8.4 Parallel ... second moment of area about the x-x axis + h’ x A , where x-x and X-X are parallel h = the perpendicular distance between the x-x and X-X axes I , = the second moment of area about x-x In = the ... (8.14),(8.13 )and (8.16) into equation (8.18), we get XI2 I, = I R2 sin2cp Rcoscp Rcoscp dcp I n12 = 4R4 = (1 sin2cp cos2cp dcp but sin2 - COS 9)/2 (8.17) (8.18) Parallel axes theorem = (1 + cos 2cp)12 = and...
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Báo cáo hóa học: " Research Article Estimation of Radar Cross Section of a Target under Track" potx
... 3.9 and 3.6 scans in average for SNR = 16 and 32, respectively This implies that ML(W = w) requires w − 3.9 and w − 3.6 more scans in average for SNR = 16 and 32, respectively, to stop expanding ... are 0.278 and 0.273 for SNR = 16, respectively, and those of ML(N = 10) and ML(W = 12) are 0.290 and 0.297 for SNR = 32, respectively The numbers are comparable to each other, and it implies that ... 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 = 15) are 0.278 and...
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Báo cáo hóa học: " Electronic States and Light Absorption in a Cylindrical Quantum Dot Having Thin Falciform Cross Section" pptx
... ðk À ckÞ and v ¼ ðk þ ckÞ; C1 and C2 are 2 normalization constants, is the F1 ða; b; c; xÞ hypergeometric function For small values of the coordinate x, the potential (17) takes the form VPT ... 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 ... SQ And vice versa, 123 136 Nanoscale Res Lett (2009) 4:130–137 Fig Dependences of AE in CQD with thin falciform cross section on height of segment L2 for fixed values of L1 for both parabolic and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Overview pps
... semiparametric and nonparametric methods General surveys of semiparametric and nonparametric methods are available in Volume of the Handbook of Econometrics—see Powell (1994) and Hardle and Linton ... for initiating this project and then giving me the time to produce a manuscript with which I felt comfortable I am grateful to Jane McDonald and Elizabeth Murry for reenergizing the project and ... Oregon), and three anonymous reviewers provided excellent suggestions, many of which improved the book’s organization and coverage The people at MIT Press have been remarkably patient, and I have...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 1 pot
... 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 ... city, and so on Letters such as j, g, and h will be used to index variables, parameters, and equations Before ending this example, we note that using matrix notation to write equation (1.2) for ... ordinary least squares (OLS) and its extensions are usually learned under the fixed regressor assumption This is appropriate for understanding the mechanics of least squares and for gaining experience...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 2 pdf
... assumptions on x1 and x2 , x1 x2 has zero mean and is uncorrelated with x1 and x2 ) d Why is equation (2.47) generally more useful than equation (2.48)? 2.4 For random scalars u and v and a random vector ... 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 the same.) For continuous ... (2.31) holds for any population relationship between q and x; in particular, they need not be independent But remember, in definition (2.31), x o is a nonrandom vector of numbers For concreteness,...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 3 ppt
... and 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 ... Op ð1Þ (fxN g is big oh p one) If cN is a nonrandom sequence, then cN ¼ Op ð1Þ if and only if cN ¼ Oð1Þ; cN ¼ op ð1Þ if and only if cN ¼ oð1Þ A simple, and very useful, fact is that if a sequence ... lemma also holds for vectors and The proof of Lemma 3.1 is not di‰cult; see Problem 3.1 definition 3.4: (1) A random sequence fxN : N ¼ 1; 2; g is op ðaN Þ, where faN g is a nonrandom, positive...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 4 ppt
... y1 and its ^ standard error; find y2 and its standard error when Deduc ¼ 4.2 a Show that, under random sampling and the zero conditional mean as^ sumption Eðu j xÞ ¼ 0, Eð b j XÞ ¼ b if X X is nonsingular ... proxy for ability b Test KWW and IQ for joint significance in the estimated equation from part a c When KWW and IQ are used as proxies for abil, does the wage di¤erential between nonblacks and blacks ... Eð y j x1 ; x2 Þ, and let a2 be the same for x2 Find a1 and a2 in terms of the bj and mj b Rewrite the regression function so that a1 and a2 appear directly (Note that m1 and m2 will also appear.)...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 5 doc
... (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 þ a1 x1 þ Á Á Á þ aKÀ1 ... , and then regressing y on x1 ; see, for example, Davidson and MacKinnon (1993, Section 1.4) You must also use the fact that z1 and ^2 are orthogonal in the sample.] v 5.2 Consider a model for ... are uncorrelated with v, a1 , and eK a Suggest an IV procedure for consistently estimating the bj Why is M b à required? (Hint: Plug in q1 for q and xK for xK , and go from there.) b Apply this...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 6 ppt
... 6.7 For this problem use the data in HPRICE.RAW, which is a subset of the data used by Kiel and McClain (1995) The file contains housing prices and characteristics for two years, 1978 and 1981, for ... pffiffiffiffi bOLS À b Þ, and C is the asymptotic covariance Nð ^ pffiffiffiffi ffi ^ ^ between N ð b2SLS À b Þ and N ð bOLS À b Þ You can stack the formulas for the 2SLS and OLS estimators and show that C ¼ s ... 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...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 7 pot
... between males and females in both earnings and benefits But what about between whites and nonwhites, and married and unmarried people? The F-type statistic for joint significance of married and white ... 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 materials ... Þ For each i, Xi0 yi is a K Â random vector and Xi0 Xi is a K Â K symmetric, positive semidefinite random matrix Therefore, EðXi0 Xi Þ is always a K Â K symmetric, positive semidefinite nonrandom...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 8 pdf
... across g and h The system homoskedasticity assumption (8.37) necessarily holds when the instruments Zi are treated as nonrandom and Varðu i Þ is constant across i Because we are assuming random ... w o ðhÞ ¼ g2 h þ z2 d2 þ u2 ð8:2Þ Again, for given z2 and u2 , w o ðhÞ gives the wage o¤er for an individual agreeing to work h hours Equations (8.1) and (8.2) explain di¤erent sides of the labor ... motivated by Currie and Thomas (1995) Example 8.2 (Student Performance and Head Start): Consider an equation to test the e¤ect of Head Start participation on subsequent student performance: scorei...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 9 doc
... variable, y2 , and the two exogenous variables z1 and z3 Because z2 is excluded from the right-hand side, we can use z2 as an instrument for y2 , as long as z2 appears in the reduced form for y2 This ... (9.38), and applying nonlinear GMM estimation See Lahiri and Schmidt (1978) and Hausman, Newey, and Taylor (1987) Simultaneous Equations Models 9.4.3 229 Subtleties Concerning Identification and ... logarithmic transformations of q and p that makes the system nonlinear In fact, if we set g13 ¼ 0, then the model is linear for the purposes of identification and estimation: defining y1 logðqÞ and y2 logðpÞ,...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 10 pdf
... Assumption RE.1a, is maintained under the null and the alternative Correlation between x is and uit for any s and t causes both FE and RE to be inconsistent, and generally their plims will di¤er A second ... nonrobust Hausman test comparing RE and FE Include all variables in wit that have some variation across i and t, except for the term dummy 10.8 Use the data in NORWAY.RAW for the years 1972 and ... 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,...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 11 pot
... Àbsr If xit and ci are positively correlated and b > 0, the two sources of bias tend to cancel each other out à Now assume that ris is uncorrelated with xit for all t and s, and for simplicity ... account for correlation in vis across s, and possibly for heteroskedasticity If Covðvis ; vir j xi Þ ¼ 0, s r, and Varðvis j xi Þ ¼ sv are assumed, then pooled OLS is e‰cient, and the usual test standard ... models, assuming zero correlation is su‰cient for consistency, but not for usual standard errors and test statistics to be valid.) Under assumption (11.36) (and other measurement error assumptions),...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 12 doc
... test) See, for example, Davidson and MacKinnon (1993), Bera and McKenzie (1986), Orme (1990), and Chesher and Spady (1991) PN ~ ~ The Hessian form of the LM statistic uses M ¼ i¼1 Hi , and it has ... 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 ... we would like to estimate them Generic candidates for yo1 and yo2 are labeled y1 and y2 , and, without further information, y1 is any positive number and y2 is any real number: the parameter...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 13 pdf
... possible values for x i and Y denote the possible values of yi ; X and Y are called the supports of the random vectors x i and yi , respectively For a general treatment, we assume that, for all x A ... estimated, as usual, by AÀ1 BAÀ1 =N for the chosen estimators A and B The asymptotic standard errors come directly from this matrix, and Wald tests for linear and nonlinear hypotheses can be obtained ... distributions and conditional densities Billingsley (1979) is a good reference for this material For random vectors y A Y H RG and x A X H RK , the conditional distribution of y given x always exists and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 14 pptx
... a linear demand and supply system for G attributes of a good or service (see Epple, 1987; Kahn and Lang, 1988; and Wooldridge, 1996) The demand and supply system is written as demandg ¼ h1g þ ... conditions for y and g into the same function gðÁÞ This is always possible ^ for the estimators encountered in this book For example, if g is an M-estimator PN ^ ^ solving i¼1 sðwi ; gÞ ¼ 0, and y ... 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...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 15 docx
... usually satisfied in applications (and, in particular, for probit and logit) As before, the function gðzÞ is the derivative of GðzÞ For the probit model, gðzÞ ¼ fðzÞ, and for the logit model, gðzÞ ¼ ... limiting standard normal distribution, and to construct approximate confidence intervals for each population parameter These are reported with the estimates for packages that perform logit and probit ... Labor Force Participation): We now estimate logit and probit models for women’s labor force participation For comparison we report the linear probability estimates The results, with standard...
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