@wentorai/research-plugins 1.2.3 → 1.3.1

package/skills/analysis/dataviz/data-visualization-principles/SKILL.md

@@ -1,171 +0,0 @@
----
-name: data-visualization-principles
-description: "Design principles for creating effective and honest data visualizations"
-metadata:
-  openclaw:
-    emoji: "📊"
-    category: "analysis"
-    subcategory: "dataviz"
-    keywords: ["data visualization", "chart design", "visual encoding", "chart selection", "color theory", "publication figures"]
-    source: "https://clawhub.ai/data-visualization"
----
-
-# Data Visualization Design Principles
-
-## Overview
-
-Effective data visualization reveals patterns, communicates findings, and supports evidence-based arguments. Poor visualization obscures or misleads. This guide covers the fundamental principles of visual encoding, chart type selection, color usage, and common pitfalls — applicable to any plotting tool (matplotlib, ggplot2, Stata, Excel, D3.js).
-
-## Visual Encoding Hierarchy
-
-Not all visual channels are created equal. Humans perceive some encodings more accurately than others:
-
-```
-Most accurate (use for primary comparisons):
-  1. Position on a common scale (bar chart, dot plot)
-  2. Position on non-aligned scales (small multiples)
-  3. Length (bar chart)
-  4. Angle / Slope (line chart trends)
-
-Moderately accurate:
-  5. Area (bubble chart — but easily misjudged)
-  6. Volume (3D — almost always misleading, avoid)
-  7. Color saturation / luminance (heatmap)
-
-Least accurate (use for categorical grouping only):
-  8. Color hue (distinguishing categories, not quantities)
-  9. Shape (point markers — circle vs. triangle)
-  10. Texture / Pattern (rarely useful)
-```
-
-**Implication**: Encode your most important comparison as position, not as color or area.
-
-## Chart Selection Guide
-
-| Data Relationship | Best Chart | Avoid |
-|-------------------|-----------|-------|
-| **Compare values** across categories | Bar chart (horizontal for many categories) | Pie chart (hard to compare slices) |
-| **Show distribution** of one variable | Histogram, density plot, box plot | Bar chart of means (hides distribution) |
-| **Compare distributions** across groups | Violin plot, ridgeline plot, strip plot | Multiple overlapping histograms |
-| **Show trend** over time | Line chart | Bar chart (for continuous time) |
-| **Show relationship** between 2 variables | Scatter plot | Line chart (implies ordering) |
-| **Show composition** (parts of whole) | Stacked bar (absolute) or 100% bar (relative) | Pie chart, 3D pie chart |
-| **Show correlation matrix** | Heatmap with numbers | Scatter matrix (too many panels) |
-| **Compare many metrics** per item | Radar chart (sparingly), parallel coordinates | Multiple bar charts |
-| **Show geographic patterns** | Choropleth map, dot map | 3D terrain maps |
-| **Show network structure** | Node-edge graph, adjacency matrix | Overly dense hairball graphs |
-
-## Design Rules
-
-### Rule 1: Maximize Data-Ink Ratio
-
-Remove everything that doesn't communicate data:
-
-```
-Remove:
-  ✗ Background grid (or make very light gray)
-  ✗ 3D effects on 2D data
-  ✗ Decorative elements (clipart, unnecessary icons)
-  ✗ Redundant legends (if only one series)
-  ✗ Box around the plot (chart junk)
-
-Keep:
-  ✓ Data points / bars / lines
-  ✓ Axis labels with units
-  ✓ Title that states the finding (not just "Figure 1")
-  ✓ Direct labels on data (instead of legend when possible)
-```
-
-### Rule 2: Start Y-Axis at Zero (for Bar Charts)
-
-```
-Bar chart: ALWAYS start at 0 (bars encode length)
-Line chart: Starting at 0 is optional (lines encode slope/trend)
-Exception: If all values are close (e.g., 98-102), show the relevant range
-           but clearly mark the broken axis
-```
-
-### Rule 3: Use Informative Titles
-
-```
-Bad:  "Figure 3: Results"
-Bad:  "Figure 3: Accuracy by Method"
-Good: "Figure 3: Our method improves accuracy by 12% over the best baseline"
-Best: "Our method (BERT-RAG) achieves 89.2% accuracy, outperforming
-       all baselines on the SQuAD benchmark"
-```
-
-### Rule 4: Color Usage
-
-```python
-# Qualitative palette (categorical data — 2-8 categories)
-# Use colorblind-friendly palettes
-CATEGORICAL = ['#4477AA', '#EE6677', '#228833', '#CCBB44',
-               '#66CCEE', '#AA3377', '#BBBBBB']
-
-# Sequential palette (ordered data — low to high)
-# Single hue, varying lightness
-# Use: matplotlib "viridis", "plasma", "cividis"
-
-# Diverging palette (data with meaningful center point)
-# Two hues diverging from neutral center
-# Use: "RdBu" (red-blue), "BrBG" (brown-teal)
-
-# Rules:
-# - Maximum 7 colors for categorical data
-# - Never use rainbow (perceptually non-uniform)
-# - Test in grayscale: can you still distinguish?
-# - Red-green colorblindness affects ~8% of men
-```
-
-## Publication-Ready Formatting
-
-```python
-import matplotlib.pyplot as plt
-
-# Publication-quality defaults
-plt.rcParams.update({
-    'font.family': 'sans-serif',
-    'font.sans-serif': ['Arial', 'Helvetica'],
-    'font.size': 10,
-    'axes.labelsize': 11,
-    'axes.titlesize': 12,
-    'xtick.labelsize': 9,
-    'ytick.labelsize': 9,
-    'legend.fontsize': 9,
-    'figure.dpi': 300,
-    'savefig.dpi': 300,
-    'savefig.bbox': 'tight',
-    'axes.spines.top': False,      # Remove top spine
-    'axes.spines.right': False,    # Remove right spine
-    'lines.linewidth': 1.5,
-    'axes.linewidth': 0.8,
-})
-
-# Single column figure (journal standard: 85mm ≈ 3.35in)
-fig, ax = plt.subplots(figsize=(3.35, 2.5))
-
-# Double column figure (170mm ≈ 6.7in)
-fig, axes = plt.subplots(1, 2, figsize=(6.7, 2.5))
-```
-
-## Common Mistakes
-
-| Mistake | Why It's Wrong | Fix |
-|---------|---------------|-----|
-| Pie chart for comparison | Humans are bad at comparing angles | Use bar chart |
-| 3D bar chart | 3D perspective distorts bar heights | Use 2D bars |
-| Dual y-axes | Misleading — scale choice changes the story | Two separate panels |
-| Truncated y-axis on bar chart | Exaggerates differences | Start at 0 |
-| Too many colors | Cognitive overload | Max 7 categories; group the rest as "Other" |
-| Low resolution figures | Blurry in print | Export at 300 DPI minimum |
-| Missing units | "What does the y-axis mean?" | Always label with units |
-| Legend far from data | Reader must scan back and forth | Direct label the data |
-
-## References
-
-- Tufte, E. R. (2001). *The Visual Display of Quantitative Information*. Graphics Press.
-- Wilke, C. O. (2019). *Fundamentals of Data Visualization*. O'Reilly.
-- Rougier, N. P., et al. (2014). "Ten Simple Rules for Better Figures." *PLOS Computational Biology*, 10(9).
-- [ColorBrewer 2.0](https://colorbrewer2.org/)
-- [Datawrapper Blog](https://blog.datawrapper.de/) — Excellent chart design advice

package/skills/analysis/econometrics/empirical-paper-analysis/SKILL.md

@@ -1,192 +0,0 @@
----
-name: empirical-paper-analysis
-description: "Systematic framework for analyzing empirical law and economics papers"
-metadata:
-  openclaw:
-    emoji: "⚖️"
-    category: "analysis"
-    subcategory: "econometrics"
-    keywords: ["empirical analysis", "law and economics", "identification strategy", "causal inference", "robustness checks", "research methodology"]
-    source: "https://clawhub.ai/zhouziyue233/empirical-paper-analysis-skill"
----
-
-# Empirical Paper Analysis Framework
-
-## Overview
-
-This framework provides a systematic approach to reading, evaluating, and critiquing empirical research papers in law and economics and related social science fields. It covers identification strategy assessment, data evaluation, robustness check analysis, and constructive critique formulation. Use this when reviewing papers for seminars, referee reports, or your own literature reviews.
-
-## The 6-Step Analysis Framework
-
-### Step 1: Identify the Research Question
-
-Extract the core question and decompose it:
-
-```
-Template:
-- Research Question: [What causal/descriptive claim does the paper make?]
-- Unit of analysis: [individual / firm / state / country-year]
-- Outcome variable (Y): [What is being explained?]
-- Key explanatory variable (X): [What is the treatment or variable of interest?]
-- Claimed relationship: [X → Y via what mechanism?]
-```
-
-**Red flags**:
-- Vague or shifting research question across sections
-- Mismatch between stated question and actual regression specification
-- Question that is purely correlational framed as causal
-
-### Step 2: Evaluate the Identification Strategy
-
-The identification strategy is how the paper argues for causal interpretation. Map it to a known framework:
-
-| Strategy | Key Assumption | What to Check |
-|----------|---------------|---------------|
-| **OLS** | No omitted variable bias (E[u\|X]=0) | Control variable completeness, R² sensitivity |
-| **IV / 2SLS** | Exclusion restriction (instrument affects Y only through X) | First stage F-stat (>10), instrument validity argument |
-| **Difference-in-Differences** | Parallel trends (absent treatment, treated and control would trend similarly) | Pre-treatment parallel trends test, event study plot |
-| **Regression Discontinuity** | No manipulation at cutoff, continuity of potential outcomes | McCrary density test, covariate balance at cutoff |
-| **Matching / PSM** | Selection on observables (no unobservable confounders) | Balance tables, common support, sensitivity to caliper |
-| **Synthetic Control** | Pre-treatment fit quality, no spillovers | RMSPE ratio, placebo tests on donor pool |
-
-**Questions to ask**:
-- Is the identification assumption stated explicitly?
-- Is there a **falsification test** (placebo treatment, placebo outcome)?
-- Could there be **reverse causality**?
-- Are there **spillover effects** that violate SUTVA?
-
-### Step 3: Assess the Data
-
-```
-Data Evaluation Checklist:
-□ Source: Is the data publicly available or proprietary?
-□ Sample period: Does it match the question? Any structural breaks?
-□ Sample size: Sufficient for the method? Power analysis?
-□ Attrition: Is there selective dropout? Attrition tables?
-□ Measurement: Are key variables measured directly or proxied?
-□ External validity: Is the sample representative of the population of interest?
-```
-
-**Common data issues in law and economics**:
-- Court case data: selection into litigation (Priest-Klein hypothesis)
-- Regulatory data: endogenous timing of policy changes
-- Survey data: response bias, recall bias
-- Administrative data: measurement captures legal definitions, not economic concepts
-
-### Step 4: Evaluate the Empirical Specification
-
-Examine the main regression equation:
-
-```
-Y_it = α + β·X_it + γ·Controls_it + θ_i + λ_t + ε_it
-
-Where:
-  Y_it        = outcome for unit i at time t
-  X_it        = treatment / variable of interest
-  Controls_it = control variables
-  θ_i         = unit fixed effects
-  λ_t         = time fixed effects
-  ε_it        = error term
-  β           = coefficient of interest
-```
-
-**Check**:
-- Is `β` the causal parameter of interest, or just an association?
-- Are fixed effects appropriate? (Individual FE removes time-invariant confounders)
-- What is the **clustering level** for standard errors? (Should match treatment assignment level)
-- Are control variables themselves **bad controls** (post-treatment variables that are affected by X)?
-
-### Step 5: Scrutinize Robustness Checks
-
-A well-executed paper should include several:
-
-| Robustness Check | Purpose | What to Look For |
-|-----------------|---------|-----------------|
-| **Alternative specifications** | Drop/add controls | Does β sign/magnitude change? |
-| **Alternative samples** | Trim outliers, restrict subgroups | Is result driven by a small subset? |
-| **Placebo tests** | Fake treatment date, fake outcome | Should find null results |
-| **Alternative clustering** | State vs. county vs. firm | Does significance survive? |
-| **Bounding exercises** | Oster (2019) bounds, Altonji ratio | How large would selection on unobservables need to be? |
-| **Leave-one-out** | Drop each unit/period | Is result driven by a single observation? |
-| **Event study** | Dynamic treatment effects plot | Are pre-treatment coefficients zero? |
-
-**Warning signs**:
-- Only showing robustness checks that "work" (selective reporting)
-- No sensitivity analysis on key assumptions
-- Robustness table hidden in appendix with different significance levels
-
-### Step 6: Formulate Constructive Critique
-
-Structure your critique as:
-
-```markdown
-## Summary
-[2-3 sentences on what the paper does and finds]
-
-## Strengths
-- [Identification strategy strength]
-- [Data quality strength]
-- [Policy relevance]
-
-## Main Concerns
-
-### Concern 1: [Identification]
-- Issue: [What specific assumption is violated or untested?]
-- Evidence: [What in the paper supports your concern?]
-- Suggestion: [What analysis would address this?]
-
-### Concern 2: [Data/Measurement]
-- Issue: ...
-- Evidence: ...
-- Suggestion: ...
-
-### Concern 3: [Specification]
-- Issue: ...
-- Evidence: ...
-- Suggestion: ...
-
-## Minor Comments
-- [Table formatting, typos, unclear notation]
-```
-
-## Quick Reference: Common Mistakes
-
-| Mistake | Why It's Wrong | Fix |
-|---------|---------------|-----|
-| Clustering at wrong level | Understated SEs, inflated t-stats | Cluster at treatment assignment level |
-| Bad controls | Including post-treatment variables biases β | Only control for pre-treatment variables |
-| Cherry-picked specification | Overfitting to significance | Pre-register or show full specification curve |
-| Ignoring multiple testing | Family-wise error rate inflation | Bonferroni or Benjamini-Hochberg correction |
-| Log of zero | Undefined, ad hoc fixes (log(Y+1)) introduce bias | IHS transform or Poisson pseudo-MLE |
-| Winner's curse | Published effect sizes are biased upward | Check if effect is plausible given prior literature |
-
-## Example: Analyzing a DiD Paper
-
-```
-Paper claim: "Adopting e-filing reduces case processing time by 15%"
-
-Step 1: RQ = Does e-filing (X) cause faster case processing (Y)?
-Step 2: DiD with staggered adoption across courts
-  - Check: parallel trends plot for early vs. late adopters
-  - Check: recent DiD literature (de Chaisemartin & D'Haultfoeuille 2020)
-    warns that TWFE with staggered treatment can be biased
-Step 3: Data from court administrative records (2005-2020)
-  - Check: is adoption timing truly exogenous? (Courts with backlogs
-    might adopt earlier → selection bias)
-Step 4: log(processing_days)_it = β·efiling_it + court_FE + year_FE + ε_it
-  - Concern: no controls for court budgets, judge turnover
-Step 5: Robustness: event study plot, drop large courts, alternative
-  measure of processing time → β stable around -0.15
-Step 6: Credible but could be strengthened with:
-  - Callaway & Sant'Anna (2021) estimator for staggered DiD
-  - Instrument for adoption timing
-  - Heterogeneity by court size and case type
-```
-
-## References
-
-- Angrist, J. D., & Pischke, J. S. (2009). *Mostly Harmless Econometrics*. Princeton University Press.
-- Oster, E. (2019). "Unobservable Selection and Coefficient Stability." *Journal of Business & Economic Statistics*.
-- de Chaisemartin, C., & D'Haultfoeuille, X. (2020). "Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects." *AER*.
-- Callaway, B., & Sant'Anna, P. H. (2021). "Difference-in-Differences with Multiple Time Periods." *Journal of Econometrics*.
-- [Empirical Legal Studies Resources](https://www.law.northwestern.edu/research-faculty/clbe/events/empiricallegalstudies/)

package/skills/analysis/econometrics/panel-data-regression-workflow/SKILL.md

@@ -1,267 +0,0 @@
----
-name: panel-data-regression-workflow
-description: "Reproducible panel data regression workflow in Python and Stata"
-metadata:
-  openclaw:
-    emoji: "📊"
-    category: "analysis"
-    subcategory: "econometrics"
-    keywords: ["panel data", "fixed effects", "regression workflow", "python econometrics", "stata", "reproducible research"]
-    source: "https://skillsmp.com/skills/panel-data-regression-analyst"
----
-
-# Panel Data Regression Workflow
-
-## Overview
-
-Panel data (longitudinal data) tracks multiple entities over time, enabling researchers to control for unobserved heterogeneity. This guide provides a complete, reproducible workflow for panel data regression — from data preparation through estimation to reporting — in both Python and Stata. It covers fixed effects, random effects, model selection, and diagnostics.
-
-## Step 1: Data Structure and Setup
-
-### Panel Data Format
-
-Panel data should be in **long format** with one row per entity-time observation:
-
-| entity_id | year | outcome | treatment | control_1 | control_2 |
-|-----------|------|---------|-----------|-----------|-----------|
-| firm_001 | 2018 | 45.2 | 0 | 12.3 | 0.8 |
-| firm_001 | 2019 | 48.7 | 0 | 13.1 | 0.9 |
-| firm_001 | 2020 | 52.1 | 1 | 14.0 | 0.7 |
-| firm_002 | 2018 | 31.0 | 0 | 8.5 | 1.2 |
-| ... | ... | ... | ... | ... | ... |
-
-### Python Setup
-
-```python
-import pandas as pd
-import numpy as np
-from linearmodels.panel import PanelOLS, RandomEffects, BetweenOLS, compare
-import statsmodels.api as sm
-
-# Load and set panel structure
-df = pd.read_csv("panel_data.csv")
-df = df.set_index(["entity_id", "year"])
-
-# Check balance
-balance = df.groupby("entity_id").size()
-print(f"Balanced: {balance.nunique() == 1}")
-print(f"Entities: {df.index.get_level_values(0).nunique()}")
-print(f"Periods: {df.index.get_level_values(1).nunique()}")
-print(f"Observations: {len(df)}")
-```
-
-### Stata Setup
-
-```stata
-* Declare panel structure
-xtset entity_id year
-
-* Check balance
-xtdescribe
-xtsum outcome treatment control_1 control_2
-```
-
-## Step 2: Exploratory Panel Analysis
-
-### Within and Between Variation
-
-```python
-# Decompose variation
-entity_means = df.groupby("entity_id")["outcome"].transform("mean")
-time_means = df.groupby("year")["outcome"].transform("mean")
-grand_mean = df["outcome"].mean()
-
-df["within_var"] = df["outcome"] - entity_means
-df["between_var"] = entity_means - grand_mean
-
-print(f"Total variance:   {df['outcome'].var():.4f}")
-print(f"Within variance:  {df['within_var'].var():.4f}")
-print(f"Between variance: {df['between_var'].var():.4f}")
-```
-
-```stata
-* Stata: within/between decomposition
-xtsum outcome treatment control_1 control_2
-* Reports Overall, Between, and Within standard deviations
-```
-
-### Visual Diagnostics
-
-```python
-import matplotlib.pyplot as plt
-
-# Entity-specific time trends (spaghetti plot)
-fig, ax = plt.subplots(figsize=(10, 6))
-for entity, group in df.groupby("entity_id"):
-    ax.plot(group.index.get_level_values("year"), group["outcome"],
-            alpha=0.3, color="steelblue")
-ax.set_xlabel("Year")
-ax.set_ylabel("Outcome")
-ax.set_title("Entity-Level Outcome Trajectories")
-plt.tight_layout()
-plt.savefig("panel_trajectories.png", dpi=150)
-```
-
-## Step 3: Estimation
-
-### Fixed Effects (Within Estimator)
-
-Controls for all time-invariant unobserved entity characteristics:
-
-```python
-# Python: Entity fixed effects
-model_fe = PanelOLS(
-    df["outcome"],
-    df[["treatment", "control_1", "control_2"]],
-    entity_effects=True,
-    time_effects=True,  # two-way FE
-    check_rank=True
-)
-result_fe = model_fe.fit(cov_type="clustered", cluster_entity=True)
-print(result_fe.summary)
-```
-
-```stata
-* Stata: Entity + time fixed effects with clustered SEs
-xtreg outcome treatment control_1 control_2 i.year, fe cluster(entity_id)
-
-* Or using reghdfe (absorbs high-dimensional FE efficiently)
-reghdfe outcome treatment control_1 control_2, absorb(entity_id year) cluster(entity_id)
-```
-
-### Random Effects (GLS)
-
-Assumes unobserved effects are uncorrelated with regressors:
-
-```python
-# Python: Random effects
-model_re = RandomEffects(
-    df["outcome"],
-    df[["treatment", "control_1", "control_2"]]
-)
-result_re = model_re.fit(cov_type="clustered", cluster_entity=True)
-print(result_re.summary)
-```
-
-```stata
-* Stata: Random effects
-xtreg outcome treatment control_1 control_2, re cluster(entity_id)
-```
-
-## Step 4: Model Selection
-
-### Hausman Test (FE vs RE)
-
-```python
-# Python: manual Hausman test
-from scipy import stats
-
-b_fe = result_fe.params
-b_re = result_re.params
-common = b_fe.index.intersection(b_re.index)
-
-diff = b_fe[common] - b_re[common]
-cov_diff = result_fe.cov[common].loc[common] - result_re.cov[common].loc[common]
-
-hausman_stat = float(diff @ np.linalg.inv(cov_diff) @ diff)
-p_value = 1 - stats.chi2.cdf(hausman_stat, df=len(common))
-print(f"Hausman statistic: {hausman_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-print(f"Decision: {'Fixed Effects' if p_value < 0.05 else 'Random Effects'}")
-```
-
-```stata
-* Stata: Hausman test
-quietly xtreg outcome treatment control_1 control_2, fe
-estimates store fe
-quietly xtreg outcome treatment control_1 control_2, re
-estimates store re
-hausman fe re
-```
-
-**Interpretation**: p < 0.05 → FE preferred (RE assumption violated). In practice, most applied researchers default to FE for causal inference.
-
-### Decision Framework
-
-```
-1. Is the key variable time-varying?
-   No → Cannot use FE (within estimator eliminates it)
-        Use RE, Correlated RE, or Between estimator
-   Yes → Continue
-
-2. Hausman test significant?
-   Yes → Use Fixed Effects
-   No → RE is more efficient, but FE is still consistent
-        (many researchers use FE regardless for robustness)
-
-3. Time effects needed?
-   Check: testparm i.year (Stata) or joint F-test
-   Significant → Include time FE (two-way)
-
-4. Clustering level?
-   Cluster at the entity level (or higher if treatment varies at group level)
-```
-
-## Step 5: Diagnostics
-
-```python
-# Serial correlation test (Wooldridge)
-# H₀: No first-order autocorrelation
-from linearmodels.panel import PanelOLS
-# Estimate first-differenced model and test residual autocorrelation
-
-# Heteroscedasticity (Modified Wald test)
-# If using clustered SEs, heteroscedasticity is already addressed
-
-# Cross-sectional dependence (Pesaran CD test)
-# Important for macro panels (country-level data)
-```
-
-```stata
-* Stata: Wooldridge test for serial correlation
-xtserial outcome treatment control_1 control_2
-
-* Modified Wald test for heteroscedasticity in FE
-xttest3
-
-* Pesaran CD test for cross-sectional dependence
-xtcd outcome treatment control_1 control_2
-```
-
-## Step 6: Reporting
-
-### Publication Table
-
-```python
-# Python: compare multiple specifications
-from linearmodels.panel import compare
-
-comparison = compare({
-    "OLS": result_ols,
-    "FE": result_fe,
-    "FE + Time": result_fe_time,
-    "RE": result_re
-})
-print(comparison.summary)
-```
-
-```stata
-* Stata: publication-quality table
-eststo clear
-eststo: reg outcome treatment control_1 control_2, cluster(entity_id)
-eststo: xtreg outcome treatment control_1 control_2, fe cluster(entity_id)
-eststo: reghdfe outcome treatment control_1 control_2, absorb(entity_id year) cluster(entity_id)
-eststo: xtreg outcome treatment control_1 control_2, re cluster(entity_id)
-
-esttab, se star(* 0.10 ** 0.05 *** 0.01) ///
-    title("Panel Regression Results") label ///
-    mtitles("OLS" "FE" "Two-way FE" "RE") ///
-    scalars("r2 R-squared" "N Observations")
-```
-
-## References
-
-- Wooldridge, J. M. (2010). *Econometric Analysis of Cross Section and Panel Data* (2nd ed.). MIT Press.
-- Cameron, A. C., & Trivedi, P. K. (2005). *Microeconometrics*. Cambridge University Press.
-- [linearmodels Python Package](https://bashtage.github.io/linearmodels/)
-- [reghdfe Stata Package](http://scorreia.com/software/reghdfe/)