A fast and robust statistical test based on likelihood ratio with Bartlett correction to identify Granger causality between gene sets

We propose a likelihood ratio test ( LRT) with Bartlett correction in order to identify Granger causality between sets of time series gene expression data. The performance of the proposed test is compared to a previously published bootstrapbased approach. LRT is shown to be significantly faster and statistically powerful even within non- Normal distributions. An R package named gGranger containing an implementation for both Granger causality identification tests is also provided.

Modified Fixed Effects Estimation of Technical Inefficiency

We consider method of moment fixed effects (FE) estimation of technical inefficiency. When N, the number of cross sectional observations, is large it ispossible to obtain consistent central moments of the population distribution of the inefficiencies. It is well-known that the traditional FE estimator may be seriously upward biased when N is large and T, the number of time observations, is small. Based on the second central moment and a single parameter distributional assumption on the inefficiencies, we obtain unbiased technical inefficiencies in large N settings. The proposed methodology bridges traditional FE and maximum likelihood estimation – bias is reduced without the random effects assumption.

A finite sample improvement of the fixed effects estimator : applied to technical infficiency

The FE ('fixed effects') estimator of technical inefficiency performs poorly when N ('number of firms') is large and T ('number of time observations') is small. We propose estimators of both the firm effects and the inefficiencies, which have small sample gains compared to the traditional FE estimator. The estimators are based on nonparametric kernel regression of unordered variables, which includes the FE estimator as a special case. In terms of global conditional MSE ('mean square error') criterions, it is proved that there are kernel estimators which are efficient to the FE estimators of firm effects and inefficiencies, in finite samples. Monte Carlo simulations supports our theoretical findings and in an empirical example it is shown how the traditional FE estimator and the proposed kernel FE estimator lead to very different conclusions about inefficiency of Indonesian rice farmers.

Likelihood estimate of treatment effects under selection bias

We consider methods for estimating causal effects of treatment in the situation where the individuals in the treatment and the control group are self selected, i.e., the selection mechanism is not randomized. In this case, simple comparison of treated and control outcomes will not generally yield valid estimates of casual effects. The propensity score method is frequently used for the evaluation of treatment effect. However, this method is based onsome strong assumptions, which are not directly testable. In this paper, we present an alternative modeling approachto draw causal inference by using share random-effect model and the computational algorithm to draw likelihood based inference with such a model. With small numerical studies and a real data analysis, we show that our approach gives not only more efficient estimates but it is also less sensitive to model misspecifications, which we consider, than the existing methods.

Likelihood prediction for generalized linear mixed models under covariate uncertainty

This paper presents the techniques of likelihood prediction for the generalized linear mixed models. Methods of likelihood prediction is explained through a series of examples; from a classical one to more complicated ones. The examples show, in simple cases, that the likelihood prediction (LP) coincides with already known best frequentist practice such as the best linear unbiased predictor. The paper outlines a way to deal with the covariate uncertainty while producing predictive inference. Using a Poisson error-in-variable generalized linear model, it has been shown that in complicated cases LP produces better results than already know methods.

Correcting the fixed-effect estimator for endogenous switching

In this paper, we propose a two-step estimator for panel data models in which a binary covariate is endogenous. In the first stage, a random-effects probit model is estimated, having the endogenous variable as the left-hand side variable. Correction terms are then constructed and included in the main regression.

Wald tests for IV regression with weak instruments

This dissertation deals with the problem of making inference when there is weak identification in models of instrumental variables regression. More specifically we are interested in one-sided hypothesis testing for the coefficient of the endogenous variable when the instruments are weak. The focus is on the conditional tests based on likelihood ratio, score and Wald statistics. Theoretical and numerical work shows that the conditional t-test based on the two-stage least square (2SLS) estimator performs well even when instruments are weakly correlated with the endogenous variable. The conditional approach correct uniformly its size and when the population F-statistic is as small as two, its power is near the power envelopes for similar and non-similar tests. This finding is surprising considering the bad performance of the two-sided conditional t-tests found in Andrews, Moreira and Stock (2007). Given this counter intuitive result, we propose novel two-sided t-tests which are approximately unbiased and can perform as well as the conditional likelihood ratio (CLR) test of Moreira (2003).

Brazil’s 35 years-old quasi-stagnation: facts and theory

Brazil is growing around 1% per capita a year from 1981; this means for a country that is supposed to catch up, quasi-stagnation. Four historical new facts explain why growth was so low after the Real Plan: the reduction of public savings, and three facts that reduce private investments: the end of the unlimited supply of labor, a very high interest rate, and the 1990 dismantling of the mechanism that neutralized the Dutch disease, which represented a major competitive disadvantage for the manufacturing industry. New-developmental theory offers an explanation and two solutions for the problem, but does not underestimate the political economy problems involved

Quasi-experimental estimates of fiscal spillovers and spatial interactions among Brazilian cities

Nós usamos a metodologia de Regressões em Descontinuidade (RDD) para estimar o efeito causal do Fundo de Participação dos Municípios (FPM) recebido por um município sobre características dos municípios vizinhos, considerando uma variedade de temas: finanças públicas, educação, saúde e resultados eleitorais. Nós exploramos a regra que gera uma variação exógena da transferência em munícipios próximos às descontinuidades no repasse do fundo de acordo com faixas de população. Nossa principal contribuição é estimar separadamente e em conjunto o efeito spillover e o efeito direto do FPM, considerando ambos municípios vizinhos ou apenas um deles próximos às mudanças de faixa. Dessa forma, conseguimos entender melhor a interação entre municípios vizinhos quando há uma correlação na probabilidade de receber uma transferência federal. Nós mostramos que a estimativa do efeito direto do FPM sobre os gastos locais diminui em cerca de 20% quando controlamos pelo spillover do vizinho, que em geral é positivo, com exceção dos gastos em saúde e saneamento. Nós estimamos um efeito positivo da transferência sobre notas na prova Brasil e taxas de aprovação escolares em municípios vizinhos e na rede estadual do ensino fundamental. Por outro lado, o recebimento de FPM por municípios vizinhos de pequena população reduz o provimento de bens e serviços de saúde em cidades próximas e maiores, o que pode ocorrer devido à redução da demanda por serviços de saúde. A piora de alguns indicadores globais de saúde é um indício, no entanto, de que podem existir problemas de coordenação para os prefeitos reterem seus gastos em saúde. De fato, quando controlamos pela margem de vitória nas eleições municipais e consideramos apenas cidades vizinhas com prefeitos de partido diferentes, o efeito spillover é maior em magnitude, o que indica que incentivos políticos são importantes para explicar a subprovisão de serviços em saúde, por um lado, e o aumento da provisão de bens em educação, por outro. Nós também constatamos um efeito positivo do FPM sobre votos para o partido do governo federal nas eleições municipais e nacionais, e grande parte desse efeito é explicado pelo spillover do FPM de cidades vizinhas, mostrando que cidades com dependência econômica do governo federal se tornam a base de sustentação e apoio político desse governo. Por fim, nós encontramos um efeito ambíguo do aumento de receita devido ao FPM sobre a competição eleitoral nas eleições municipais, com uma queda da margem de vitória do primeiro colocado e uma redução do número de candidatos, o que pode ser explicado pelo aumento do custo fixo das campanhas locais.

Enhancing comprehension in low achievement 9th grades: a quasi-experiment study

This article describes the application of a Comprehension Strategies Programme (CSP) designed to improve the reading comprehension of students with learning difficulties. The programme was implemented with 102 ninth grade students from Portuguese public schools with low achievement on a particular subject: Portuguese. An evaluation was done on the effects of the programme on reading comprehension and on school achievement. The Experimental Group presented significant improvements when compared to the Control Group (n=108) on the dimensions considered. This indicates that the CSP an bring benefits to low achieving students who have Portuguese as a mother tongue.

Falha na primeira mamada em bezerros Guzerá: fatores predisponentes e parâmetros genéticos

Em decorrência da elevada ocorrência (18%) de bezerros Guzerá que não mamaram por conta própria em suas mães (falha na primeira mamada), foram avaliados os fatores associados a estas falhas, sua influência na mortalidade e parâmetros genéticos para falha na primeira mamada (FPM). Dos 1.527 bezerros Guzerá nascidos de 1992 a 2004, 279 apresentaram FPM. Os efeitos fixos foram estudados utilizando o procedimento GENMOD-SAS com função de ligação probit. Parâmetros genéticos para FPM foram estimados por máxima verossimilhança restrita aproximada, ajustando modelo animal que incluiu efeitos genéticos diretos e maternos e de ambiente permanente da vaca. Verificou-se que os principais fatores predisponentes à FPM foram vacas com problema de úbere e tetos e bezerros pesando menos de 25 kg ao nascimento. FPM influenciou a mortalidade, com maior chance de óbitos para bezerros que falharam em comparação aos que mamaram naturalmente. A estimativa de herdabilidade do efeito materno foi baixa (0,08) e a referente ao efeito direto, nula. A estimativa de repetibilidade também foi baixa (0,17). Devido ao impacto de FPM na mortalidade de bezerros, sugere-se que a avaliação da conformação do aparelho mamário seja utilizada como um indicador para minimizar o problema. Entretanto, a baixa magnitude da estimativa de herdabilidade indica que progresso genético mediante seleção contra FPM poderia ser obtido somente a longo prazo.

Uma nova proposta de antenas Quasi-Yagi banda larga para comunicação sem fio

ln this work, planar quasi- Y agi antennas are investigated based on the concept of the classic Y agi_Uda antennas. These antennas represent improvements on the topologies of the antennas existing printed because they present characteristics of broad bandwidth, excellent radiation diagrams and simple construction. New configurations are adapted for the driver of the antennas, introducing patches elements into the driver. These new configurations are named Patches Elements Anteonas (PEA). This adaptation is obtained from simulations that are executed usiog the software C8T Microwave 8tudio 5. After doing the optimizations, procedures for construction and measurement ofthe prototypes are executed in order to improve the performance of the antennas in such way that they could be used in wireless communication applications, such as Bluetooth, WLAN' s and Wi-Fi. Next, the quasi- Y agi antennas are studied in order to implement them in arrangements. The arrangements construction is based 00 the best driver configuration of the antenna developed in this work. First, a linear arrangement composed by two elements of quasi¬Yagi antennas is constructed in such way that the radiation characteristics and the mutual coupling effects could be analyzed. After that, a 90° angle arrangement composed by two elements is studied to observe the effect of circular polarization. Experiments are executed in order to evaluate the arrangements performance. The experimental results show that the analysis made in this work is efficient and accurate. The numerical values obtained for the analyzed parameters of each structure developed are compared with the experimental values. 80, it is possible to observe a good concordance between them. Finally, some future works proposals are presented

Espectro de Polariton de Plasmons e Ondas de Luz em Quasi-Cristais

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Ondas de spin em quasi-cristais magnônicos

In this paper we investigate the spectra of band structures and transmittance in magnonic quasicrystals that exhibit the so-called deterministic disorders, specifically, magnetic multilayer systems, which are built obeying to the generalized Fibonacci (only golden mean (GM), silver mean (SM), bronze mean (BM), copper mean (CM) and nickel mean (NM) cases) and k-component Fibonacci substitutional sequences. The theoretical model is based on the Heisenberg Hamiltonian in the exchange regime, together with the powerful transfer matrix method, and taking into account the RPA approximation. The magnetic materials considered are simple cubic ferromagnets. Our main interest in this study is to investigate the effects of quasiperiodicity on the physical properties of the systems mentioned by analyzing the behavior of spin wave propagation through the dispersion and transmission spectra of these structures. Among of these results we detach: (i) the fragmentation of the bulk bands, which in the limit of high generations, become a Cantor set, and the presence of the mig-gap frequency in the spin waves transmission, for generalized Fibonacci sequence, and (ii) the strong dependence of the magnonic band gap with respect to the parameters k, which determines the amount of different magnetic materials are present in quasicrystal, and n, which is the generation number of the sequence k-component Fibonacci. In this last case, we have verified that the system presents a magnonic band gap, whose width and frequency region can be controlled by varying k and n. In the exchange regime, the spin waves propagate with frequency of the order of a few tens of terahertz (THz). Therefore, from a experimental and technological point of view, the magnonic quasicrystals can be used as carriers or processors of informations, and the magnon (the quantum spin wave) is responsible for this transport and processing