922 resultados para Interactive fixed effects


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Effects of sire breed-grazing system and environmental factors on the first activities of high grade Nellore and crossbred Canchim x Nellore, Angus x Nellore, and Simmental x Nellore calves raised in intensive production systems and high grade Nellore calves raised in an extensive production system, after birth, were studied. During 2 years, 185 calves were observed from birth until the end of first suckling, and the following variables were estimated: duration of maternal attention (cow to calf) during the first 15 min after calving, latency to first attempt to stand up, latency to stand up, latency to first suckling, duration of first suckling and the interval from standing to suckling. Data were analyzed by least squares methods, with models that included fixed effects of year and time of the year of birth (March-April (early autumn) and May-June (late autumn)), sire breed-grazing system (Sy), sex of calf (Se), category of cow (primiparous and pluriparous), time of birth, Sy x Se, year x Sy and year x time of the year interactions and the covariates weight of calf, rainfall, air temperature and relative humidity in the day of birth. Calves born from 6:00 to 8:00 h presented the longest latencies to first stand up (40.3 +/- 5.1 min) and the shortest occur from 14:00 to 16:00 h (15.8 +/- 2.7 min) (P < 0.01). Primiparous cows provided longer attention toward the calf in the first 15 min after birth than pluriparous cows (13.0 +/- 0.7 min versus 11.1 +/- 0.5 min; P < 0.05). This attention was also shorter in earlier autumn (11.0 +/- 0.5 min) and longer in late autumn (13.1 +/- 0.8 min) (P < 0.05). Relative to sire breed-grazing system, Nellore calves raised intensively did take longer to stand and to suckle after birth as compared to crossbred calves also raised intensively (P < 0.01). However, grazing system did not affect (P > 0.05) any behaviour variable studied. As regard to sex differences, female calves did take less (P < 0.01) time to suckle after standing than male calves. Results showed that even purebred or crossbred Bos indicus calves in subtropical environmental need extra care when born on rainy days, especially during the first hours of the day. (C) 2006 Elsevier B.V. All rights reserved.

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The objective of this paper was to evaluate the relevance of environmental and genetics effects on milk production of buffalo cows in Brazil. The data were based on the Buffalo Genetic Improvement Program - PROMEBUL, using information of 1,911 cows (107 Jafarabadi, 101 Mediterranean, 1,056 Mu/Tab and 647 crossbred females) with parturition between 1982 and 2003. The mathematic model for evaluating milk production included the fixed effects of herd, parturition year (1982 to 2003) and month (January to December), calf's sex (male or female), genetic group (Jafarabadi, Mediterranean, Murrah, and crossbreed), number of milking (one or two), lactation order (1 to 12) and duration of lactation (as a linear effect). The mean milk production in herds was 1,590.36 +/- 609.25 kg. All sources of variation were significant (P<0.05) for the studied characteristics, except calf's sex. The mean milk production per genetic group was 1,651.4; 1,592.2; 1,578.3 and 1,135.5 kg, for Murrah, Mediterranean, Crossbred and Jafarabadi, respectively. The duration of lactation was the most important source of variation over milk production, followed by the year of parturition, herd, parturition order, genetic group and month of parturition.

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Milk yield, fat yield, and fat percentage during the first three lactations were studied using New York Holsteins that were milked twice daily over a 305-d, mature equivalent lactation. Those data were used to estimate variances from direct and maternal genetic effects, cytoplasmic effects, sire by herd interaction, and cow permanent environmental effects. Cytoplasmic line was traced to the last female ancestor using DHI records from 1950 through 1991. Records were 138,869 lactations of 68,063 cows calving from 1980 through 1991. Ten random samples were based on herd code. Samples averaged 4926 dams and 2026 cytoplasmic lines. Model also included herd-year-seasons as fixed effects and genetic covariance for direct-maternal effects. Mean estimates of the effects of maternal genetic variances and direct-maternal covariances, as fractions of phenotypic variances, were 0.008 and 0.007 for milk yield, 0.010 and 0.010 for fat yield, and 0.006 and 0.025 for fat percentage, respectively. Average fractions of variance from cytoplasmic line were 0.011, 0.008, and 0.009 for milk yield, fat yield, and fat percentage. Removal of maternal genetic effects and covariance for maternal direct effects from the model increased the fraction of direct genetic variance by 0.014, 0.021, and 0.046 for milk yield, fat yield, and fat percentage; little change in the fraction was due to cytoplasmic line. Exclusion of cytoplasmic effects from the model increased the ratio of additive direct genetic variance to phenotypic variance by less than 2%. Similarly, when sire by herd interaction was excluded, the ratio of direct genetic variance to phenotypic variance increased 1% or less.

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Estimates of direct and maternal variance and heritability for weights at each week (up to 280 days of age) and month of age (up to 600 days of age) in Zebu cattle are presented. More than one million records on 200 000 animals, weighed every 90 days from birth to 2 years of age, were available. Data were split according to week (data sets 1) or month (data sets 2) of age at recording, creating 54 and 21 data sets, respectively. The model of analysis included contemporary groups as fixed effects, and age of dam (linear and quadratic) and age of calf (linear) effects as covariables. Random effects fitted were additive direct and maternal genetic effects, and maternal permanent environmental effect. Direct heritability estimates decreased from 0.28 at birth, to 0.12-0.13 at about 150 days of age, stayed more or less constant at 0.14-0.16 until 270 days of age and increased with age after that, up to 0.25-0.26. Maternal heritability estimates increased from birth (0.01) to a peak of 0.14 for data sets 1 and 0.07-0.08 for data sets 2 at about 180-210 days of age, before decreasing slowly to 0.07 and 0.05, respectively, at 300 days, and then rapidly diminished after 300 days of age. Permanent environmental effects were 1.5 to four times higher than genetic maternal effects and showed a similar trend.

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This thesis examines two panel data sets of 48 states from 1981 to 2009 and utilizes ordinary least squares (OLS) and fixed effects models to explore the relationship between rural Interstate speed limits and fatality rates and whether rural Interstate speed limits affect non-Interstate safety. Models provide evidence that rural Interstate speed limits higher than 55 MPH lead to higher fatality rates on rural Interstates though this effect is somewhat tempered by reductions in fatality rates for roads other than rural Interstates. These results provide some but not unanimous support for the traffic diversion hypothesis that rural Interstate speed limit increases lead to decreases in fatality rates of other roads. To the author’s knowledge, this paper is the first econometric study to differentiate between the effects of 70 MPH speed limits and speed limits above 70 MPH on fatality rates using a multi-state data set. Considering both rural Interstates and other roads, rural Interstate speed limit increases above 55 MPH are responsible for 39,700 net fatalities, 4.1 percent of total fatalities from 1987, the year limits were first raised, to 2009.

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The paper explores the effects of birth order and sibling sex composition on human capital investment in children in India using the Indian Human Development Survey (IHDS). Endogeneity of fertility is addressed using instruments and controlling for household fixed effects. Family size effect is also distinguished from the sibling sex composition effect. Previous literature has often failed to take endogeneity into account and shows a negative birth order effect for girls in India. Once endogeneity of fertility is addressed, there is no evidence for a negative birth order effect or sibling sex composition effect for girls. Results show that boys are worse off in households that have a higher proportion of boys specifically when they have older brothers.

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Peer effects in adolescent cannabis are difficult to estimate, due in part to the lack of appropriate data on behaviour and social ties. This paper exploits survey data that have many desirable properties and have not previously been used for this purpose. The data set, collected from teenagers in three annual waves from 2002-2004 contains longitudinal information about friendship networks within schools (N = 5,020). We exploit these data on network structure to estimate peer effects on adolescents from their nominated friends within school using two alternative approaches to identification. First, we present a cross-sectional instrumental variable (IV) estimate of peer effects that exploits network structure at the second degree, i.e. using information on friends of friends who are not themselves ego’s friends to instrument for the cannabis use of friends. Second, we present an individual fixed effects estimate of peer effects using the full longitudinal structure of the data. Both innovations allow a greater degree of control for correlated effects than is commonly the case in the substance-use peer effects literature, improving our chances of obtaining estimates of peer effects than can be plausibly interpreted as causal. Both estimates suggest positive peer effects of non-trivial magnitude, although the IV estimate is imprecise. Furthermore, when we specify identical models with behaviour and characteristics of randomly selected school peers in place of friends’, we find effectively zero effect from these ‘placebo’ peers, lending credence to our main estimates. We conclude that cross-sectional data can be used to estimate plausible positive peer effects on cannabis use where network structure information is available and appropriately exploited.

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One of the most disputable matters in the theory of finance has been the theory of capital structure. The seminal contributions of Modigliani and Miller (1958, 1963) gave rise to a multitude of studies and debates. Since the initial spark, the financial literature has offered two competing theories of financing decision: the trade-off theory and the pecking order theory. The trade-off theory suggests that firms have an optimal capital structure balancing the benefits and costs of debt. The pecking order theory approaches the firm capital structure from information asymmetry perspective and assumes a hierarchy of financing, with firms using first internal funds, followed by debt and as a last resort equity. This thesis analyses the trade-off and pecking order theories and their predictions on a panel data consisting 78 Finnish firms listed on the OMX Helsinki stock exchange. Estimations are performed for the period 2003–2012. The data is collected from Datastream system and consists of financial statement data. A number of capital structure characteristics are identified: firm size, profitability, firm growth opportunities, risk, asset tangibility and taxes, speed of adjustment and financial deficit. A regression analysis is used to examine the effects of the firm characteristics on capitals structure. The regression models were formed based on the relevant theories. The general capital structure model is estimated with fixed effects estimator. Additionally, dynamic models play an important role in several areas of corporate finance, but with the combination of fixed effects and lagged dependent variables the model estimation is more complicated. A dynamic partial adjustment model is estimated using Arellano and Bond (1991) first-differencing generalized method of moments, the ordinary least squares and fixed effects estimators. The results for Finnish listed firms show support for the predictions of profitability, firm size and non-debt tax shields. However, no conclusive support for the pecking-order theory is found. However, the effect of pecking order cannot be fully ignored and it is concluded that instead of being substitutes the trade-off and pecking order theory appear to complement each other. For the partial adjustment model the results show that Finnish listed firms adjust towards their target capital structure with a speed of 29% a year using book debt ratio.

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This dissertation examines how social insurance, family support and work capacity enhance individuals' economic well-being following significant health and income shocks. I first examine the extent to which the liquidity-enhancing effects of Worker's Compensation (WC) benefits outweigh the moral hazard costs. Analyzing administrative data from Oregon, I estimate a hazard model exploiting variation in the timing and size of a retroactive lump-sum WC payment to decompose the elasticity of claim duration with respect to benefits into the elasticity with respect to an increase in cash on hand, and a decrease in the opportunity cost of missing work. I find that the liquidity effect accounts for 60 to 65 percent of the increase in claim duration among lower-wage workers, but less than half of the increase for higher earners. Using the framework from Chetty (2008), I conclude that the insurance value of WC exceeds the distortionary cost, and increasing the benefit level could increase social welfare. Next, I investigate how government-provided disability insurance (DI) interacts with private transfers to disabled individuals from their grown children. Using the Health and Retirement Study, I estimate a fixed effects, difference in differences regression to compare transfers between DI recipients and two control groups: rejected applicants and a reweighted sample of disabled non-applicants. I find that DI reduces the probability of receiving a transfer by no more than 3 percentage points, or 10 percent. Additional analysis reveals that DI could increase the probability of receiving a transfer in cases where children had limited prior information about the disability, suggesting that DI could send a welfare-improving information signal. Finally, Zachary Morris and I examine how a functional assessment could complement medical evaluations in determining eligibility for disability benefits and in targeting return to work interventions. We analyze claimants' self-reported functional capacity in a survey of current DI beneficiaries to estimate the share of disability claimants able to do work-related activity. We estimate that 13 percent of current DI beneficiaries are capable of work-related activity. Furthermore, other characteristics of these higher-functioning beneficiaries are positively correlated with employment, making them an appropriate target for return to work interventions.

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OBJECTIVES: This study investigated the extent that psychosocial job stressors had lasting effects on a scaled measure of mental health. We applied econometric approaches to a longitudinal cohort to: (1) control for unmeasured individual effects; (2) assess the role of prior (lagged) exposures of job stressors on mental health and (3) the persistence of mental health.

METHODS: We used a panel study with 13 annual waves and applied fixed-effects, first-difference and fixed-effects Arellano-Bond models. The Short Form 36 (SF-36) Mental Health Component Summary score was the outcome variable and the key exposures included: job control, job demands, job insecurity and fairness of pay.

RESULTS: Results from the Arellano-Bond models suggest that greater fairness of pay (β-coefficient 0.34, 95% CI 0.23 to 0.45), job control (β-coefficient 0.15, 95% CI 0.10 to 0.20) and job security (β-coefficient 0.37, 95% CI 0.32 to 0.42) were contemporaneously associated with better mental health. Similar results were found for the fixed-effects and first-difference models. The Arellano-Bond model also showed persistent effects of individual mental health, whereby individuals' previous reports of mental health were related to their reporting in subsequent waves. The estimated long-run impact of job demands on mental health increased after accounting for time-related dynamics, while there were more minimal impacts for the other job stressor variables.

CONCLUSIONS: Our results showed that the majority of the effects of psychosocial job stressors on a scaled measure of mental health are contemporaneous except for job demands where accounting for the lagged dynamics was important.

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Survey-based health research is in a boom phase following an increased amount of health spending in OECD countries and the interest in ageing. A general characteristic of survey-based health research is its diversity. Different studies are based on different health questions in different datasets; they use different statistical techniques; they differ in whether they approach health from an ordinal or cardinal perspective; and they differ in whether they measure short-term or long-term effects. The question in this paper is simple: do these differences matter for the findings? We investigate the effects of life-style choices (drinking, smoking, exercise) and income on six measures of health in the US Health and Retirement Study (HRS) between 1992 and 2002: (1) self-assessed general health status, (2) problems with undertaking daily tasks and chores, (3) mental health indicators, (4) BMI, (5) the presence of serious long-term health conditions, and (6) mortality. We compare ordinal models with cardinal models; we compare models with fixed effects to models without fixed-effects; and we compare short-term effects to long-term effects. We find considerable variation in the impact of different determinants on our chosen health outcome measures; we find that it matters whether ordinality or cardinality is assumed; we find substantial differences between estimates that account for fixed effects versus those that do not; and we find that short-run and long-run effects differ greatly. All this implies that health is an even more complicated notion than hitherto thought, defying generalizations from one measure to the others or one methodology to another.

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A growing literature seeks to explain differences in individuals' self-reported satisfaction with their jobs. The evidence so far has mainly been based on cross-sectional data and when panel data have been used, individual unobserved heterogeneity has been modelled as an ordered probit model with random effects. This article makes use of longitudinal data for Denmark, taken from the waves 1995-1999 of the European Community Household Panel, and estimates fixed effects ordered logit models using the estimation methods proposed by Ferrer-i-Carbonel and Frijters (2004) and Das and van Soest (1999). For comparison and testing purposes a random effects ordered probit is also estimated. Estimations are carried out separately on the samples of men and women for individuals' overall satisfaction with the jobs they hold. We find that using the fixed effects approach (that clearly rejects the random effects specification), considerably reduces the number of key explanatory variables. The impact of central economic factors is the same as in previous studies, though. Moreover, the determinants of job satisfaction differ considerably between the genders, in particular once individual fixed effects are allowed for.

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We investigate whether therewas a causal effect of income changes on the health satisfaction of East and West Germans in the years following reunification. Our data source is the German Socio-Economic Panel (GSOEP) between 1984 and 2002, and we fit a recently proposed fixed-effects ordinal estimator to our health measures and use a causal decomposition technique to account for panel attrition.We find evidence of a significant positive effect of income changes on health satisfaction, but the quantitative size of this effect is small. This is the case with respect to current income and a measure of ‘permanent’ income.

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Background: Specialised disease management programmes for chronic heart failure (CHF) improve survival, quality of life and reduce healthcare utilisation. The overall efficacy of structured telephone support or telemonitoring as an individual component of a CHF disease management strategy remains inconclusive. Objectives: To review randomised controlled trials (RCTs) of structured telephone support or telemonitoring compared to standard practice for patients with CHF in order to quantify the effects of these interventions over and above usual care for these patients. Search strategy: Databases (the Cochrane Central Register of Controlled Trials (CENTRAL), Database of Abstracts of Reviews of Effects (DARE) and Health Technology Assessment Database (HTA) on The Cochrane Library, MEDLINE, EMBASE, CINAHL, AMED and Science Citation Index Expanded and Conference Citation Index on ISI Web of Knowledge) and various search engines were searched from 2006 to November 2008 to update a previously published non-Cochrane review. Bibliographies of relevant studies and systematic reviews and abstract conference proceedings were handsearched. No language limits were applied. Selection criteria: Only peer reviewed, published RCTs comparing structured telephone support or telemonitoring to usual care of CHF patients were included. Unpublished abstract data was included in sensitivity analyses. The intervention or usual care could not include a home visit or more than the usual (four to six weeks) clinic follow-up. Data collection and analysis: Data were presented as risk ratio (RR) with 95% confidence intervals (CI). Primary outcomes included all-cause mortality, all-cause and CHF-related hospitalisations which were meta-analysed using fixed effects models. Other outcomes included length of stay, quality of life, acceptability and cost and these were described and tabulated. Main results: Twenty-five studies and five published abstracts were included. Of the 25 full peer-reviewed studies meta-analysed, 16 evaluated structured telephone support (5613 participants), 11 evaluated telemonitoring (2710 participants), and two tested both interventions (included in counts). Telemonitoring reduced all-cause mortality (RR 0.66, 95% CI 0.54 to 0.81, P < 0.0001) with structured telephone support demonstrating a non-significant positive effect (RR 0.88, 95% CI 0.76 to 1.01, P = 0.08). Both structured telephone support (RR 0.77, 95% CI 0.68 to 0.87, P < 0.0001) and telemonitoring (RR 0.79, 95% CI 0.67 to 0.94, P = 0.008) reduced CHF-related hospitalisations. For both interventions, several studies improved quality of life, reduced healthcare costs and were acceptable to patients. Improvements in prescribing, patient knowledge and self-care, and New York Heart Association (NYHA) functional class were observed. Authors' conclusions: Structured telephone support and telemonitoring are effective in reducing the risk of all-cause mortality and CHF-related hospitalisations in patients with CHF; they improve quality of life, reduce costs, and evidence-based prescribing.