Semiparametric estimation and inference using doubly robust moment conditions

We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step. The key difference is that we do not impose any parametric restriction on the nuisance functions that are estimated in a first stage, but retain a fully nonparametric model instead. We call these estimators semiparametric doubly robust estimators (SDREs), and show that they possess superior theoretical and practical properties compared to generic semiparametric two-step estimators. In particular, our estimators have substantially smaller first-order bias, allow for a wider range of nonparametric first-stage estimates, rate-optimal choices of smoothing parameters and data-driven estimates thereof, and their stochastic behavior can be well-approximated by classical first-order asymptotics. SDREs exist for a wide range of parameters of interest, particularly in semiparametric missing data and causal inference models. We illustrate our method with a simulation exercise.

Inference in differences-in-differences with few treated groups and heteroskedasticity

Differences-in-Differences (DID) is one of the most widely used identification strategies in applied economics. However, how to draw inferences in DID models when there are few treated groups remains an open question. We show that the usual inference methods used in DID models might not perform well when there are few treated groups and errors are heteroskedastic. In particular, we show that when there is variation in the number of observations per group, inference methods designed to work when there are few treated groups tend to (under-) over-reject the null hypothesis when the treated groups are (large) small relative to the control groups. This happens because larger groups tend to have lower variance, generating heteroskedasticity in the group x time aggregate DID model. We provide evidence from Monte Carlo simulations and from placebo DID regressions with the American Community Survey (ACS) and the Current Population Survey (CPS) datasets to show that this problem is relevant even in datasets with large numbers of observations per group. We then derive an alternative inference method that provides accurate hypothesis testing in situations where there are few treated groups (or even just one) and many control groups in the presence of heteroskedasticity. Our method assumes that we can model the heteroskedasticity of a linear combination of the errors. We show that this assumption can be satisfied without imposing strong assumptions on the errors in common DID applications. With many pre-treatment periods, we show that this assumption can be relaxed. Instead, we provide an alternative inference method that relies on strict stationarity and ergodicity of the time series. Finally, we consider two recent alternatives to DID when there are many pre-treatment periods. We extend our inference methods to linear factor models when there are few treated groups. We also derive conditions under which a permutation test for the synthetic control estimator proposed by Abadie et al. (2010) is robust to heteroskedasticity and propose a modification on the test statistic that provided a better heteroskedasticity correction in our simulations.

Inference in differences-in-differences with few treated groups and heteroskedasticity

Differences-in-Differences (DID) is one of the most widely used identification strategies in applied economics. However, how to draw inferences in DID models when there are few treated groups remains an open question. We show that the usual inference methods used in DID models might not perform well when there are few treated groups and errors are heteroskedastic. In particular, we show that when there is variation in the number of observations per group, inference methods designed to work when there are few treated groups tend to (under-) over-reject the null hypothesis when the treated groups are (large) small relative to the control groups. This happens because larger groups tend to have lower variance, generating heteroskedasticity in the group x time aggregate DID model. We provide evidence from Monte Carlo simulations and from placebo DID regressions with the American Community Survey (ACS) and the Current Population Survey (CPS) datasets to show that this problem is relevant even in datasets with large numbers of observations per group. We then derive an alternative inference method that provides accurate hypothesis testing in situations where there are few treated groups (or even just one) and many control groups in the presence of heteroskedasticity. Our method assumes that we know how the heteroskedasticity is generated, which is the case when it is generated by variation in the number of observations per group. With many pre-treatment periods, we show that this assumption can be relaxed. Instead, we provide an alternative application of our method that relies on assumptions about stationarity and convergence of the moments of the time series. Finally, we consider two recent alternatives to DID when there are many pre-treatment groups. We extend our inference method to linear factor models when there are few treated groups. We also propose a permutation test for the synthetic control estimator that provided a better heteroskedasticity correction in our simulations than the test suggested by Abadie et al. (2010).

Evolutionary transition to freshwater by ancestral marine palaemonids: evidence from osmoregulation in a tide pool shrimp

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Genetic parameter estimates for buffalo milk yield, milk quality and mozzarella production and Bayesian inference analysis of their relationships

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Bayesian inference in genetic parameter estimation of visual scores in Nellore beef-cattle

The aim of this study was to estimate the components of variance and genetic parameters for the visual scores which constitute the Morphological Evaluation System (MES), such as body structure (S), precocity (P) and musculature (M) in Nellore beef-cattle at the weaning and yearling stages, by using threshold Bayesian models. The information used for this was gleaned from visual scores of 5,407 animals evaluated at the weaning and 2,649 at the yearling stages. The genetic parameters for visual score traits were estimated through two-trait analysis, using the threshold animal model, with Bayesian statistics methodology and MTGSAM (Multiple Trait Gibbs Sampler for Animal Models) threshold software. Heritability estimates for S, P and M were 0.68, 0.65 and 0.62 (at weaning) and 0.44, 0.38 and 0.32 (at the yearling stage), respectively. Heritability estimates for S, P and M were found to be high, and so it is expected that these traits should respond favorably to direct selection. The visual scores evaluated at the weaning and yearling stages might be used in the composition of new selection indexes, as they presented sufficient genetic variability to promote genetic progress in such morphological traits.

Estimation of genetic parameters for milk yield in Murrah buffaloes by Bayesian inference

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Genetic parameters for buffalo milk yield and milk quality traits using Bayesian inference

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Genetic correlations between heifer subsequent rebreeding and age at first calving and growth traits in Nellore cattle by Bayesian inference

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

5S rDNA variation and its phylogenetic inference in the genus Leporinus (Characiformes : Anostomidae)

5S rDNA sequences have proven to be valuable as genetic markers to distinguish closely related species and also in the understanding of the dynamic of repetitive sequences in the genomes. In the aim to contribute to the knowledge of the evolutionary history of Leporinus (Anostomidae) and also to contribute to the understanding of the 5S rDNA sequences organization in the fish genome, analyses of 5S rDNA sequences were conducted in seven species of this genus. The 5S rRNA gene sequence was highly conserved among Leporinus species, whereas NTS exhibit high levels of variations related to insertions, deletions, microrepeats, and base substitutions. The phylogenetic analysis of the 5S rDNA sequences clustered the species into two clades that are in agreement with cytogenetic and morphological data.

Cytogenetics studies in Brazilian species of Pseudophyllinae (Orthoptera: Tettigoniidae): 2n(♂)=35 and fn=35 the probable basic and ancestral karyotype of the family tettigoniidae

The karyotypes of five species of Brazilian Pseudophyllinae belonging to four tribes were here studied. The data available in the literature altogether with those obtained with species in here studied allowed us to infer that 2n(♂)=35 is the highest chromosome number found in the family Tettigoniidae and that it is present in species belonging to Pseudophyllinae, Zaprochilinae and in one species of Tettigoniinae. In spite of that all five species exhibit secondary karyotypes arisen surely by a mechanism of chromosomal rearrangement of centric fusion, tandem fusion and centric inversion types from those with 2n(♂)=35 and FN=35, they share some common traits. The X chromosome is submetacentric (FN=36), heteropicnotic during the first prophase, the largest of the set but its size is rather variable among the species and the sex chromosomal mechanism is of the XO( ♂ ), XX( ♀ ) type. The chromosomal rearrangements involved in the karyotype evolution of the Pseudophyllinae and its relationship with those of the family Tettigoniidae are discussed and we propose that the basic and the ancestral karyotype of the Tettigoniidae is formed by 2n(♂)=35, FN=35 and not by 2n(♂)=31, FN= 31, as usually accepted.

An ancestral luciferase in the Malpighi tubules of a non-bioluminescent beetle!

The evolutionary origin of beetle bioluminescence is enigmatic. Previously, weak luciferase activity was found in the non-bioluminescent larvae of Tenebrio molitor (Coleoptera: Tenebrionidae), but the detailed tissular origin and identity of the luciferase-like enzyme remained unknown. Using a closely related giant mealworm, Zophobas morio, here we show that the luciferase-like enzyme is located in the Malpighi tubules. cDNA cloning of this luciferase like enzyme, showed that it is a short AMP-ligase with weak luciferase activity which diverged long ago from beetle luciferases. The results indicate that the potential for bioluminescence in AMP-ligases is very ancient and provide a first reasonable protoluciferase model to investigate the origin and evolution of beetle luciferases.