image guidance to account for interfractional and intrafractional variations from a clinical and physics perspective
RADAR CROSS SECTION (RCS)
Ngày tải lên :
08/11/2013, 19:15
... reflector is analogous to that of a flat plate always being perpendicular to your collocated transmitter and receiver SPHERE FLAT PLATE CORNER Figure RCS Patterns Targets such as ships and aircraft ... and polarization vary (the RCS may change by a factor of 2-5) It does not vary as much as the flat plate As shown in Figure 5, the RCS is highest at the aircraft beam due to the large physical ... power available to cover all aircraft quadrants, and the side of an aircraft is theoretically exposed to a threat 30% of the time over the average of all scenarios E E NOSE E 1000 sq m 100 10 BEAM...
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GEOMETRIC PROPERTIES OF CROSS SECTION
Ngày tải lên :
08/04/2014, 11:28
... 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 axes Paraliel axes theorem 203 Now from ... apply Z x dA = Z y d A = dA = elemental area of the lamina x = horizontal distance of dA from G y where = (8.1) vertical distance of dA from G Centroidal axes 8.3 These are the axes that pass through ... areaoflamina where A = CdA Equation (8.9) is known as theparallel axes theorem, whch states that the second moment of area about the X-X axis is equal to the second moment of area about the x-x axis...
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Báo cáo hóa học: " Research Article Estimation of Radar Cross Section of a Target under Track" potx
Ngày tải lên :
21/06/2014, 08:20
... implies that ML(N = 10) begins to stop expanding its window at scan and stops in average around at scan 11 for SNR = 16 and at scan for SNR = 32 As discussed earlier, the stopping causes to lose ... phased-array radar tracking and parameter control,” IEEE Transactions on Aerospace and Electronic Systems, vol 29, no 1, pp 186–194, 1993 [4] T Kirubarajan, Y Bar-Shalom, W D Blair, and G A Watson, ... lose the quality information and increase the estimation errors This explains why the error starts to increase at scan and scan 9, and it increases until scan 11 and scan 10 to generate the “overshoot”...
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Báo cáo hóa học: " Electronic States and Light Absorption in a Cylindrical Quantum Dot Having Thin Falciform Cross Section" pptx
Ngày tải lên :
22/06/2014, 01:20
... realistic nanostructures with account of nonparabolicity of forming potential, have various commercial applications For example, they are widely used in large two-dimensional focal plane arrays in ... mid- and far infrared (M&FIR) region They also have important applications at pollution detection, thermal imaging object location and remote sensing as well as infrared imaging of astronomical ... geometrical parameters of the QD shape This means that probability of the CC localization presents oscillatory behavior near the peripheral areas of CQD Expression (11) takes the place of the potential...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Overview pps
Ngày tải lên :
06/07/2014, 08:20
... Causal Relationships and Ceteris Paribus Analysis The Stochastic Setting and Asymptotic Analysis 1.2.1 Data Structures 1.2.2 Asymptotic Analysis Some Examples Why Not Fixed Explanatory Variables? ... Testing and Correcting for Sample Selection Bias 17.7.3 Attrition Stratified Sampling 17.8.1 Standard Stratified Sampling and Variable Probability Sampling 17.8.2 Weighted Estimators to Account for ... xiii A Binary Endogenous Explanatory Variable Heteroskedasticity and Nonnormality in the Latent Variable Model 15.7.5 Estimation under Weaker Assumptions Binary Response Models for Panel Data and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 1 pot
Ngày tải lên :
06/07/2014, 08:20
... important is lost by treating explanatory variables that are set ahead of time as being random It is safe to say that no one ever went astray by assuming random sampling in place of independent sampling ... econometric analysis We should not confuse the random sampling assumption with so-called experimental data Experimental data fall under the fixed explanatory variables paradigm With experimental data, ... exper, and married For example, is the expected value of u given the explanatory variables educ, exper, and married equal to zero? Is the variance of u conditional on the explanatory variables...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 2 pdf
Ngày tải lên :
06/07/2014, 08:20
... vector can contain discrete and continuous variables, as well as variables that have both characteristics In many cases y and the xj are nonlinear functions of some underlying variables that are ... 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 x, suppose that Eðu ... where x 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...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 3 ppt
Ngày tải lên :
06/07/2014, 08:20
... asymptotic standard error of an estimator, which is almost always reported in applied work, is the square root of the appropriate diagonal ele^N ment of V =N The asymptotic standard errors can ... as estimating ^ the standard deviations of the elements of yN , and they are the appropriate quantities to use when forming (asymptotic) t statistics and confidence intervals Obtaining valid asymptotic ... study—andpffiffiffiffiffi one we consider in any detail—is N -asymptotically norevery mal, and therefore N -consistent, under reasonable assumptions pffiffiffiffi ffi If one N -asymptotically normal estimator has an asymptotic...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 4 ppt
Ngày tải lên :
06/07/2014, 08:20
... between more traditional approaches to econometrics—which treats explanatory variables as fixed and the current approach, which is based on random sampling with stochastic explanatory variables Second, ... so that a1 and a2 appear directly (Note that m1 and m2 will also appear.) c Given a random sample, what regression would you run to estimate a1 and a2 directly? What if you not know m1 and m2 ... because VarðrÞ < VarðqÞ, and v is uncorrelated with both r and q Including a proxy variable can actually reduce asymptotic variances as well as mitigate bias The Single-Equation Linear Model and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 5 doc
Ngày tải lên :
06/07/2014, 08:20
... and smsa66 as explanatory variables Compare your results with Table 2, Column (2) in Card (1995) b Estimate a reduced form equation for educ containing all explanatory variables from part a and ... with experience and its square, a black indicator, southern and urban indicators, and regional and urban indicators for 1966, the instrumental variables estimate of the return to schooling is ... multicollinearity, whereas SSTK ^ measures the total variation in xK We see that, in addition to traditional multicollinearity, 2SLS can have an additional source of large variance: the total variation...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 6 ppt
Ngày tải lên :
06/07/2014, 08:20
... unbiasedness, consistency, and asymptotic normality can be established—but the asymptotic arguments are not nearly as unified as in the random sampling case, and estimating asymptotic variances ... done (although the asymptotic analysis can be complicated) In fact, sometimes covariates for one county or state appear as explanatory variables in the equation for neighboring units, as a way of ... relatively straightforward In fact, when the explanatory variables are exogenous, OLS is consistent and asymptotically normal, but the asymptotic variance matrix needs to be adjusted The same...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 7 pot
Ngày tải lên :
06/07/2014, 08:20
... head, and aget is age of the household head This is an example of a linear panel data model It is a static model because all explanatory variables are dated contemporaneously with savt The panel ... This last restriction implies that W Varðui Þ has rank two Therefore, we can drop one of the equations—say, the equation for materials and analyze the equations for labor and capital We can express ... variable we are trying to explain— sav—but we observe sav, and the explanatory variables, over a five-year period (Therefore, the label ‘‘system of equations’’ is really a misnomer for panel data...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 8 pdf
Ngày tải lên :
06/07/2014, 08:20
... we assume that an individual is given an exogenous wage o¤er and then, at that wage, decides how much to work based on equation (8.1) A reasonable approach is to assume that observed hours and ... a test when the child is enrolled in school and HeadStarti is a binary indicator equal to one if child i participated in Head Start at an early age The vector zi1 contains other observed factors, ... such as income, education, and family background variables The error term ui1 contains unobserved factors that a ect score—such as child’s ability—that may also be correlated with HeadStart To capture...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 9 doc
Ngày tải lên :
06/07/2014, 08:20
... so that in each equation only endogenous variables from previous equations appear on the right-hand side We have allowed all exogenous variables to appear in each equation, and we maintain assumption ... derive a structural model of the demand for sleep (along with a labor supply function) where a key explanatory variable is the wage o¤er The demand for sleep has a causal interpretation, and it ... restrictions, which are almost always zero covariance assumptions, can help identify the structural parameters in some equations For general treatments see Hausman (1983) and Hausman, Newey, and Taylor (1987)...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 10 pdf
Ngày tải lên :
06/07/2014, 08:20
... where x it is  K and can contain observable variables that change across t but not i, variables that change across i but not t, and variables that change across i and t In addition to unobserved ... indicator equal to one if there was a significant natural disaster in county i at time period t (for example, a major flood, a hurricane, or an earthquake) The variables in zit are other factors a ecting ... simple and may be good enough to indicate a problem If we find serial correlation, we should, at a minimum, adjust the asymptotic variance matrix estimator and test statistics Fortunately, we can apply...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 11 pot
Ngày tải lên :
06/07/2014, 08:20
... is a good idea to use standard errors and test statistics robust to arbitrary serial correlation and heteroskedasticity, or to use a full GMM approach that e‰ciently accounts for these An alternative ... heterogeneity, contained in the vector , to interact with some of the observable explanatory variables For example, suppose that progit is a program participation indicator and yit is an outcome variable The ... standard errors and test statistics are valid It is also easy to allow the unconditional variance to change across cluster using a simple weighting; for a similar example, see Problem 7.7 We can...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 12 doc
Ngày tải lên :
06/07/2014, 08:20
... WNLS for both the usual and robust LM statistics because any reparameterization comes through the conditional mean Predicted values and residuals are invariant to reparameterization, and the statistics ... General analyses under local alternatives are available in Gallant (1987), Gallant and White (1988), and White (1994) See Andrews (1989) for innovative suggestions for using local power analysis ... that vector (Often, the value yo is called ‘‘the true value of theta,’’ a phrase that is somewhat loose but still useful as shorthand.) As an example, for y b and a single explanatory variable...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 13 pdf
Ngày tải lên :
06/07/2014, 08:20
... The asymptotic variance of ^ ^ ^^ ^ ^ y is estimated, as usual, by A 1 BAÀ1 =N for the chosen estimators A and B The asymptotic standard errors come directly from this matrix, and Wald tests for ... draw from the population is to treat the conditioning variables x i as nonrandom vectors that are set ahead of time and that appear in the unconditional distribution of yi (This is analogous to ... 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 X,...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 14 pptx
Ngày tải lên :
06/07/2014, 08:20
... estimator within a particular class of estimators, and also to find e‰cient estimators within a stated class Our approach is essentially that in Newey and McFadden (1994, Section 5.3), although we ... this form of the Hausman test for comparing 2SLS and OLS to test whether the explanatory variables are exogenous.) If assumptions (14.55) and (14.56) not hold, this standard form of the Hausman ... duration models that we cover in Chapter 20 (See Han and Hausman, 1990.) Van der Klaauw (1996) uses minimum distance estimation in a complicated dynamic model of labor force participation and marital...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 15 docx
Ngày tải lên :
06/07/2014, 08:20
... directly to obtain asymptotic standard errors and test statistics Since b and sc can be estimated, the partial e¤ects at c ¼ as well as the average partial e¤ects can be estimated Since the variance ... contrast, treating the ci as parameters to estimate can lead to potentially serious biases Here we follow the same approach adopted for linear models: we always treat ci as an unobservable random ... ð15:1Þ for various values of x For example, when y is an employment indicator, x might contain various individual characteristics such as education, age, marital status, and other factors that a ect...
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