Improved combinations of parametric and nonparametric Regression estimators

This paper provides a systematic and unified treatment of the developments in the area of kernel estimation in econometrics and statistics. Both the estimation and hypothesis testing issues are discussed for the nonparametric and semiparametric regression models. A discussion on the choice of windowwidth is also presented.

Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We introduce two weights which are invariant to orthogonal transformations of the instruments; e.g., changing the order in which the instruments appear. While tests using the MM1 weight can be severely biased, optimal tests based on the MM2 weight are naturally two-sided when errors are homoskedastic. We propose two boundary conditions that yield two-sided tests whether errors are homoskedastic or not. The locally unbiased (LU) condition is related to the power around the null hypothesis and is a weaker requirement than unbiasedness. The strongly unbiased (SU) condition is more restrictive than LU, but the associated WAP tests are easier to implement. Several tests are SU in nite samples or asymptotically, including tests robust to weak IV (such as the Anderson-Rubin, score, conditional quasi-likelihood ratio, and I. Andrews' (2015) PI-CLC tests) and two-sided tests which are optimal when the sample size is large and instruments are strong. We refer to the WAP-SU tests based on our weights as MM1-SU and MM2-SU tests. Dropping the restrictive assumptions of normality and known variance, the theory is shown to remain valid at the cost of asymptotic approximations. The MM2-SU test is optimal under the strong IV asymptotics, and outperforms other existing tests under the weak IV asymptotics.

Private label supply chains: a model for competitiveness?

The search for efficiency in supply chains has usually focused on logistic optimization aspects. Initiatives like the ECR are an example. This research questions the appropriateness of this focus comparing detailed cost structures of fifteen consumer products, covering five different product categories. It compares supply chains of private label products, presumably more efficient due to closer collaboration between chain members, to national brands supply chains. The major source of cost differences lies in other indirect costs incurred by the national brands and not directly assignable to advertising. Results indicate that a complete reconception of the supply chain, exploring different governance structures offers greater opportunities for cost savings than the logistic aspect in isolation. Research was done in the UK in 1995-1997, but results are only now publishable due to confidentiality agreements

Assessing global economic activity linkages: an empirical exercise based on global autoregressive regression

Economic performance increasingly relies on global economic environment due to the growing importance of trade and nancial links among countries. Literature on growth spillovers shows various gains obtained by this interaction. This work aims at analyzing the possible e ects of a potential economic growth downturn in China, Germany and United States on the growth of other economies. We use global autoregressive regression approach to assess interdependence among countries. Two types of phenomena are simulated. The rst one is a one time shock that hit these economies. Our simulations use a large shock of -2.5 standard deviations, a gure very similar to what we saw back in the 2008 crises. The second experiment simulate the e ect of a hypothetical downturn of the aforementioned economies. Our results suggest that the United States play the role of a global economy a ecting countries across the globe whereas Germany and China play a regional role.

Níveis nutricionais de cálcio para aves de corte ISA Label criadas sob semiconfinamento

Determinaram-se os níveis nutricionais de cálcio (Ca) para aves, machos e fêmeas, da linhagem ISA Label, nas fases inicial (um a 28 dias), crescimento (28 a 56 dias) e final (56 a 84 dias). Foram realizados três ensaios, um para cada fase, e, em cada ensaio, 480 aves com idade correspondente à fase de criação foram alojadas em 24 unidades experimentais com áreas de abrigo e de pastejo. Foi utilizado delineamento inteiramente ao acaso, em esquema fatorial 4x2 (Ca e sexo), totalizando oito tratamentos com três repetiç ões de 20 aves. Avaliaram-se: ganho de peso (GP); consumo de dieta (CD); conversão alimentar (CA); teores de fósforo (PT), de cálcio (CaT) e de cinzas na tíbia (CT) e resistência à quebra óssea (RQO). Na fase inicial, recomenda-se 1,16% de Ca na dieta, para aves de ambos os sexos, na fase de crescimento, 0,78 e 0,88% de Ca para machos e fêmeas, respectivamente, e, na fase final, 0,69% de Ca na dieta para ambos os sexos.

Estimation of genetic parameters for partial egg production periods by means of random regression models

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Exigências de metionina + cistina digestível para aves de corte ISA Label criadas em semiconfinamento

Foram realizados três experimentos para determinação das exigências de metionina+cistina (met+cis) digestível para aves da linhagem ISA Label. As aves foram criadas em semiconfinamento nas fases inicial (1 a 28 dias), crescimento (28 a 56 dias) e final (56 a 84 dias). em cada experimento, foram utilizadas 480 aves (metade de cada sexo) alojadas em 24 piquetes. O delineamento experimental utilizado foi o inteiramente casualizado, em esquema fatorial 4 × 2 (níveis de met+cis e sexos) com três repetições de 20 aves. Os níveis de met+cis digestível avaliados foram: 0,532; 0,652; 0,772; 0,892% na fase inicial; 0,515; 0,635; 0,755; 0,875% na fase de crescimento; e 0,469; 0,589; 0,709; 0,829% na fase final. Foram avaliados o desempenho, as características de carcaça, a deposição de proteína e gordura corporal, o peso e o teor de proteína das penas. Na fase inicial, os níveis de met+cis digestível na ração recomendados para machos e fêmeas foram 0,76 e 0,80%, que correspondem a 0,252 e 0,268% de met+cis por Mcal de energia metabolizável da ração, respectivamente. Para aves ISA Label na fase de crescimento, recomenda-se 0,716% de met+cis digestível na ração, independentemente do sexo, que corresponde a 0,235% de met+cis por Mcal de em da ração. Na fase final, recomendam-se níveis de met+cis digestível de 0,756 e 0,597%, que correspondem a 0,244 e 0,193% de met+cis por Mcal de energia metabolizável na ração para machos e fêmeas, respectivamente.

Exigências de lisina digestível para aves de corte da linhagem ISA Label criadas em semiconfinamento

Foram realizados três experimentos para determinar as exigências de lisina digestível para aves da linhagem ISA Label, de ambos os sexos, criadas em semiconfinamento durante as fases: inicial (1 a 28 dias), de crescimento (28 a 56 dias) e final (56 a 84 dias). em cada experimento, foram utilizadas 480 aves, alojadas em 24 piquetes, cada um contendo abrigo coberto de 3,13m² e área de pastejo de 72,87m². O delineamento experimental utilizado foi o inteiramente ao acaso, em esquema fatorial 4x2 (níveis de lisina e sexo) com três repetições de 20 aves cada. Os níveis de lisina digestível avaliados foram: 0,850; 0,970; 1,090 e 1,210% na fase inicial; 0,750; 0,870; 0,990 e 1,110% na fase de crescimento e 0,640; 0,760; 0,880 e 1,000% na fase final. Foram mensuradas as variáveis de desempenho, característica de carcaça, deposição de proteína e gordura corporal, peso e teor de proteína das penas. Com base nos resultados de desempenho, recomendam-se 1, 041; 1,006 e 0,760% de lisina digestível em rações para aves ISA Label nas fases inicial, de crescimento e final, respectivamente.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models

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

Bayesian analysis of random regression models using B-splines to model test-day milk yield of Holstein cattle in Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Digestible methionine plus cystine requirements of ISA Label broilers reared in free-range system

Three assays were carried out to determine the digestible methionine+cystine (Met+Cys) requirement for ISA Label broilers from both sexes. The birds were reared in free range system on starting phase (1 to 28 days), growing phase (28 to 56 days) and finishing phase (56 to 84 days). Four hundred and eighty birds were distributed into 24 pens, each one composed of shelter (3.13 m(2)) and pasture (72.87 m(2)). The experimental design was completely randomized with eight treatments as factorial arrangement (four Met+Cys levels and two sexes) with three replicates of 20 birds. The digestible Met+Cys levels were 0.532; 0.652; 0.772; 0.892% for starting phase; 0.515; 0.635; 0.755; 0.875% for growing phase and 0.469; 0.589; 0.709; 0.829% for finishing phase. The analyzed parameters were performance, carcass yield, body protein and fat deposition, weight and protein concentration in feathers. In the starting phase, the digestible Met+Cys level estimated for males was 0.765 and 0.803% for females, corresponding to 0.252 and 0.268% of Met+Cys/Mcal of ME, respectively. For the growing phase, the digestible Met+Cys level estimated was 0.716% for both sexes, corresponding to 0.235% of Met+Cys/Mcal of ME. For the finishing phase, the Met+Cys levels were 0.756 and 0.597% for males and females, corresponding to 0.244 and 0.193% of Met+Cys/Mcal of ME respectively.

Estimates of genetic parameters for scrotal circumference using random regression models in Nelore cattle

A total of 15,901 scrotal circumference (SC) records from 5300 Nelore bulls, ranging from 229 to 560 days of age, were used with the objective of estimating (co)variance functions for SC, using random regression models. Models included the fixed effects of contemporary group and age of dam at calving as covariable (linear and quadratic effects). To model the population mean trend, a third order Legendre polynomial on animal age was utilized. The direct additive genetic and animal permanent environmental random effects were modeled by Legendre polynomials on animal age, with orders of fit ranging from 1 to 5. Residual variances were modeled considering 1 (homogeneity of variance) or 4 age classes. Results obtained with the random regression models were compared to multi-trait analysis. (Co)variance estimates using multi-trait and random regression models were similar. The model considering a third- and fifth-order Legendre polynomials for additive genetic and animal permanent environmental effects, respectively, was the most adequate to model changes in variance of SC with age. Heritability estimates for SC ranged from 0.24 (229 days of age) to 0.47 (300 days of age), remained almost constant until 500 days of age (0.52), decreasing thereafter (0.44). In general, the genetic correlations between measures of scrotal circumference obtained from 229 to 560 days of age decreased with increasing distance between ages. For genetic evaluation scrotal circumference could be measured between 400 and 500 days of age. (C) 2010 Elsevier B.V. All rights reserved.

Random regression analyses using B-splines functions to model growth from birth to adult age in Canchim cattle

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Random regression models to estimate genetic parameters for test-day milk yield in Brazilian Murrah buffaloes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)