On the history and use of some standard statistical models

This paper tries to tell the story of the general linear model, which saw the light of day 200 years ago, and the assumptions underlying it. We distinguish three principal stages (ignoring earlier more isolated instances). The model was first proposed in the context of astronomical and geodesic observations, where the main source of variation was observational error. This was the main use of the model during the 19th century. In the 1920's it was developed in a new direction by R.A. Fisher whose principal applications were in agriculture and biology. Finally, beginning in the 1930's and 40's it became an important tool for the social sciences. As new areas of applications were added, the assumptions underlying the model tended to become more questionable, and the resulting statistical techniques more prone to misuse.Comment: Published in at http://dx.doi.org/10.1214/193940307000000419 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Generalizations of the Familywise Error Rate

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of even one false rejection. In many applications, particularly if s is large, one might be willing to tolerate more than one false rejection provided the number of such cases is controlled, thereby increasing the ability of the procedure to detect false null hypotheses. This suggests replacing control of the FWER by controlling the probability of k or more false rejections, which we call the k-FWER. We derive both single-step and stepdown procedures that control the k-FWER, without making any assumptions concerning the dependence structure of the p-values of the individual tests. In particular, we derive a stepdown procedure that is quite simple to apply, and prove that it cannot be improved without violation of control of the k-FWER. We also consider the false discovery proportion (FDP) defined by the number of false rejections divided by the total number of rejections (defined to be 0 if there are no rejections). The false discovery rate proposed by Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289-300] controls E(FDP). Here, we construct methods such that, for any \gamma and \alpha, P{FDP>\gamma}\le\alpha. Two stepdown methods are proposed. The first holds under mild conditions on the dependence structure of p-values, while the second is more conservative but holds without any dependence assumptions.Comment: Published at http://dx.doi.org/10.1214/009053605000000084 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Does the h-index have predictive power?

Bibliometric measures of individual scientific achievement are of particular interest if they can be used to predict future achievement. Here we report results of an empirical study of the predictive power of the h-index compared to other indicators. Our findings indicate that the h-index is better than other indicators considered (total citation count, citations per paper, and total paper count) in predicting future scientific achievement. We discuss reasons for the superiority of the h-index.Comment: Sect. V added on combining h and N_c, with new Fig. 11. Other minor changes. To be published in PNA

A simple minimax estimator for quantum states

Quantum tomography requires repeated measurements of many copies of the physical system, all prepared by a source in the unknown state. In the limit of very many copies measured, the often-used maximum-likelihood (ML) method for converting the gathered data into an estimate of the state works very well. For smaller data sets, however, it often suffers from problems of rank deficiency in the estimated state. For many systems of relevance for quantum information processing, the preparation of a very large number of copies of the same quantum state is still a technological challenge, which motivates us to look for estimation strategies that perform well even when there is not much data. In this article, we review the concept of minimax state estimation, and use minimax ideas to construct a simple estimator for quantum states. We demonstrate that, for the case of tomography of a single qubit, our estimator significantly outperforms the ML estimator for small number of copies of the state measured. Our estimator is always full-rank, and furthermore, has a natural dependence on the number of copies measured, which is missing in the ML estimator.Comment: 26 pages, 3 figures. v2 contains minor improvements to the text, and an additional appendix on symmetric measurement

Wage Determination and Wage Inequality Inside a Russian Firm in Late Transition: Evidence from Personnel Data - 1997 to 2002

We use personnel data from a Russian firm for the years 1997 to 2002 to study thedeterminants of wages during transition. Our findings indicate that remuneration isnot predetermined by formal rules and a stable institutionalized structure of wages,but rather that local labor market conditions have a strong impact on wage setting atthe firm level. In particular, we document that real wages fall substantially during aperiod of high inflation and worsening local labor market conditions. Relative wagedecreases are most pronounced for employees who initially earned the highest rents.The process of rent extraction leads to a strong compression of real wages and realcompensation at the firm.

Wage Policies of a Russian Firm and the Financial Crisis of 1998: Evidence from Personnel Data - 1997 to 2002

We use a rich personnel data set from a Russian firm for the years 1997 to 2002 to analyze how the financial crisis in 1998 and the resulting change in external labor market conditions affect the wages and the welfare of workers inside a firm. We provide evidence that large shocks to external conditions affect the firm's personnel policies, and show that the burden of the shock is not evenly spread across the workforce. The firm takes advantage of a high-inflationary environment and of a fall in workers' outside options after the financial crisis and cuts real wages. Earnings are curbed most for those who earned the highest rents, resulting in a strong compression of real wages. The fact that real wages and real compensation levels never recovered to pre-crisis levels even though the firm's financial situation was better in 2002 than before the crisis and the differential treatment of employee groups within the firm can be taken as evidence that market forces strongly influence the wage policies of our firm.Internal labor markets, wage policies of a firm, personnel data, Russia

Fluid thrust control system

A pure fluid thrust control system is described for a pump-fed, regeneratively cooled liquid propellant rocket engine. A proportional fluid amplifier and a bistable fluid amplifier control overshoot in the starting of the engine and take it to a predetermined thrust. An ejector type pump is provided in the line between the liquid hydrogen rocket nozzle heat exchanger and the turbine driving the fuel pump to aid in bringing the fluid at this point back into the regular system when it is not bypassed. The thrust control system is intended to function in environments too severe for mechanical controls

Entrepreneurial ecosystems: a dynamic lifecycle model

The concept of entrepreneurial ecosystems has been used as a framework to explain entrepreneurial activities within regions and industrial sectors. Despite the usefulness of this approach, the concept is under-theorized, especially with regard to the evolution of entrepreneurial ecosystems. The current literature is lacking a theoretical foundation that addresses the development and change of entrepreneurial ecosystems over time and does not consider the inherent dynamics of entrepreneurial ecosystems that lead to their birth, growth, maturity, decline, and re-emergence. Taking an industry lifecycle perspective, this paper addresses this research gap by elaborating a dynamic entrepreneurial ecosystem lifecycle model. We propose that an ecosystem transitions from an entrepreneurial ecosystem, with a focus on new firm creation, towards a business ecosystem, with a core focus on the internal commercialization of knowledge, i.e., intrapreneurial activities, and vice versa. Our dynamic model thus captures the oscillation that occurs among entrepreneurs and intrapreneurs through the different phases of an ecosystem’s lifecycle. Our dynamic lifecycle model may thus serve as a starting point for future empirical studies focusing on ecosystems and provide the basis for a further understanding of the interrelatedness between and co-existence of new and incumbent firms