Patrice Gaubert

Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption: The Case of American and Polish Data

This article addresses the problem of the bias of income and expenditure elasticities estimated on pseudopanel data caused by measurement error and unobserved heterogeneity. We gauge these biases empirically by comparing cross-sectional, pseudo-panel, and true panel data from both Polish and U.S. expenditure surveys. Our results suggest that unobserved heterogeneity imparts a downward bias to cross-section estimates of income elasticities of at-home food expenditures and an upward bias to estimates of income elasticities of away-from-home food expenditures. “Within” and first-difference estimators suffer less bias, but only if the effects of measurement error are accounted for with instrumental variables.

Fault Prediction in Aircraft Engines Using Self-Organizing Maps

Aircraft engines are designed to be used during several tens of years. Their maintenance is a challenging and costly task, for obvious security reasons. The goal is to ensure a proper operation of the engines, in all conditions, with a zero probability of failure, while taking into account aging. The fact that the same engine is sometimes used on several aircrafts has to be taken into account too. The maintenance can be improved if an efficient procedure for the prediction of failures is implemented. The primary source of information on the health of the engines comes from measurement during flights. Several variables such as the core speed, the oil pressure and quantity, the fan speed, etc. are measured, together with environmental variables such as the outside temperature, altitude, aircraft speed, etc. In this paper, we describe the design of a procedure aiming at visualizing successive data measured on aircraft engines. The data are multi-dimensional measurements on the engines, which are projected on a self-organizing map in order to allow us to follow the trajectories of these data over time. The trajectories consist in a succession of points on the map, each of them corresponding to the two-dimensional projection of the multi-dimensional vector of engine measurements. Analyzing the trajectories aims at visualizing any deviation from a normal behavior, making it possible to anticipate an operation failure. However rough engine measurements are inappropriate for such an analysis; they are indeed influenced by external conditions, and may in addition vary between engines. In this work, we first process the data by a General Linear Model (GLM), to eliminate the effect of engines and of measured environmental conditions. The residuals are then used as inputs to a Self-Organizing Map for the easy visualization of trajectories.

Professional Trajectories of Workers Using Disconnected Self-Organizing Maps

Using the Panel Study of Income Dynamics (PSID) collected on the period 1984-2003, we study the situations of American workers with respect to employment. The data include all heads of household (men or women) as well as the partners who are on the labor market, working or not. They are extracted from the complete survey by computing a few relevant features which characterize the worker’s situations.

Analysis of Professional Trajectories using Disconnected Self-Organizing Maps

In this paper we address an important economic question. Is there, as mainstream economic theory asserts it, an homogeneous labor market with mechanisms which govern supply and demand for work, producing an equilibrium with its remarkable properties? Using the Panel Study of Income Dynamics (PSID) collected on the period 1984-2003, we study the situations of American workers with respect to employment. The data include all heads of household (men or women) as well as the partners who are on the labor market, working or not. They are extracted from the complete survey and we compute a few relevant features which characterize the workers situations. To perform this analysis, we suggest using a Self-Organizing Map (SOM, Kohonen algorithm) with specific structure based on planar graphs, with disconnected components (called D-SOM), especially interesting for clustering. We compare the results to those obtained with a classical SOM grid and a star-shaped map (called SOS). Each component of D-SOM takes the form of a string and corresponds to an organized cluster. From this clustering, we study the trajectories of the individuals among the classes by using the transition probability matrices for each period and the corresponding stationary distributions. As a matter of fact, we find clear evidence of heterogeneous parts, each one with high homo-geneity, representing situations well identified in terms of activity and wage levels and in degree of stability in the workplace. These results and their interpretation in economic terms contribute to the debate about flexibility which is commonly seen as a way to obtain a better level of equilibrium on the labor market.

Mixing Kohonen algorithm, Markov switching model and detection of multiple change-points: an application to monetary history

The present paper aims at locating the breakings of the integration process of an international system observed during about 50 years in the 19th century. A historical study could link them to special events, which operated as exogenous shocks on this process. The indicator of integration used is the spread between the highest and the lowest among the London, Hamburg and Paris gold-silver prices. Three algorithms are combined to study this integration: a periodization obtained with the SOM algorithm is confronted to the estimation of a two-regime Markov switching model, in order to give an interpretation of the changes of regime; in the same time change-points are identified over the whole period providing a more precise interpretation of the various types of regulation.