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).

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.

The Effect of Residence Time on the Tensile Properties of Superelastic and Thermal Activated Ni-Ti Orthodontic Wires

Since the 1980s, different devices based on superelastic alloys have been developed to fulfill orthodontic applications. Particularly in the last decades several researches have been carried out to evaluate the mechanical behavior of Ni-Ti alloys, including their tensile, torsion and fatigue properties. However, studies regarding the dependence of elastic properties on residence time of Ni-Ti wires in the oral cavity are scarce. Such approach is essential since metallic alloys are submitted to mechanical stresses during orthodontic treatment as well as pH and temperature fluctuations. The goal of the present contribution is to provide elastic stress-strain results to guide the orthodontic choice between martensitic thermal activated and austenitic superelastic Ni-Ti alloys. From the point of view of an orthodontist, the selection of appropriate materials and the correct maintenance of the orthodontic apparatus are essential needs during clinical treatment. The present work evaluated the elastic behavior of Ni-Ti alloy wires with diameters varying from 0.014 to 0.020 inches, submitted to hysteresis tensile tests with 8% strain. Tensile tests were performed after periods of use of 1, 2 and 3 months in the oral cavity of patients submitted to orthodontic treatment. The results from the hysteresis tests allowed to exam the strain range covered by isostress lines upon loading and unloading, as well as the residual strain after unloading for both superelastic and thermal activated Ni-Ti wires. Superelastic Ni-Ti wires exhibited higher load isostress values compared to thermal activated wires. It was found that such differences in the load isostress values can increase with increasing residence time.

Diagnóstico ecotoxicológico dos efluentes lançados no complexo estuarino do Jundiaí/Potengi, Natal/RN

Untreated effluents that reach surface water affect the aquatic life and humans. This study aimed to evaluate the wastewater s toxicity (municipal, industrial and shrimp pond effluents) released in the Estuarine Complex of Jundiaí- Potengi, Natal/RN, through chronic quantitative e qualitative toxicity tests using the test organism Mysidopsis Juniae, CRUSTACEA, MYSIDACEA (Silva, 1979). For this, a new methodology for viewing chronic effects on organisms of M. juniae was used (only renewal), based on another existing methodology to another testorganism very similar to M. Juniae, the M. Bahia (daily renewal).Toxicity tests 7 days duration were used for detecting effects on the survival and fecundity in M. juniae. Lethal Concentration 50% (LC50%) was determined by the Trimmed Spearman-Karber; Inhibition Concentration 50% (IC50%) in fecundity was determined by Linear Interpolation. ANOVA (One Way) tests (p = 0.05) were used to determinate the No Observed Effect Concentration (NOEC) and Low Observed Effect Concentration (LOEC). Effluents flows were measured and the toxic load of the effluents was estimated. Multivariate analysis - Principal Component Analysis (PCA) and Correspondence Analysis (CA) - identified the physic-chemical parameters better explain the patterns of toxicity found in survival and fecundity of M. juniae. We verified the feasibility of applying the only renewal system in chronic tests with M. Juniae. Most efluentes proved toxic on the survival and fecundity of M. Juniae, except for some shrimp pond effluents. The most toxic effluent was ETE Lagoa Aerada (LC50, 6.24%; IC50, 4.82%), ETE Quintas (LC50, 5.85%), Giselda Trigueiro Hospital (LC50, 2.05%), CLAN (LC50, 2.14%) and COTEMINAS (LC50, IC50 and 38.51%, 6.94%). The greatest toxic load was originated from ETE inefficient high flow effluents, textile effluents and CLAN. The organic load was related to the toxic effects of wastewater and hospital effluents in survival of M. Juniae, as well as heavy metals, total residual chlorine and phenols. In industrial effluents was found relationship between toxicity and organic load, phenols, oils and greases and benzene. The effects on fertility were related, in turn, with chlorine and heavy metals. Toxicity tests using other organisms of different trophic levels, as well as analysis of sediment toxicity are recommended to confirm the patterns found with M. Juniae. However, the results indicate the necessity for implementation and improvement of sewage treatment systems affluent to the Potengi s estuary

Reforma a seco de metano com catalisadores Ni/MCM-41 sintetizados a partir de fontes alternativas de sílica

The production of synthesis gas has received renewed attention due to demand for renewable energies to reduce the emissions of gases responsible for enhanced greenhouse effect. This work was carried out in order to synthesize, characterize and evaluate the implementation of nickel catalysts on MCM-41 in dry reforming reactions of methane. The mesoporous molecular sieves were synthesized using as silica sources the tetraethyl orthosilicate (TEOS) and residual glass powder (PV). The sieves were impregnated with 10% nickel to obtain the metallic catalysts (Ni/MCM-41). These materials were calcined and characterized by Thermogravimetric Analysis (TG), Infrared spectroscopy (FTIR), X-ray Diffraction (XRD), Temperature-Programmed Reduction (TPR) and N2 Adsorption/Desorption isotherms (BET/BJH). The catalytic properties of the samples were evaluated in methane dry reforming with CO2 in order to produce synthesis gas to be used in the petrochemical industry. The materials characterized showed hexagonal structure characteristic of mesoporous material MCM-41 type, being maintained after impregnation with nickel. The samples presented variations in the specific surface area, average volume and diameter of pores based on the type of interaction between the nickel and the mesoporous support. The result of the the catalytic tests showed conversions about 91% CO2, 86% CH4, yelds about 85% CO and 81% H2 to Ni/MCM-41_TEOS_C, and conversions about 87% CO2, 82% CH4, yelds about 70% CO and 59% H2 to Ni/MCM-41_PV_C. The similar performance confirms that the TEOS can be replaced by a less noble materials

Estimação de parâmetros genéticos para produção de leite no dia do controle e produção acumulada até 305 dias, para as primeiras lactações de vacas da raça Caracu

Foram estimados parâmetros genéticos para produção de leite no dia do controle e produção acumulada até 305 dias (P305) de primeiras lactações de vacas da raça Caracu. O modelo animal considerado conteve efeito genético aditivo, como aleatório, além dos efeitos fixos de grupo contemporâneo e da idade ao parto, como covariável. Foram definidos dois grupos contemporâneos para explicar a variação ocorrida nas produções em cada controle leiteiro, compostos por ano, semana do controle e retiro (gc1) ou ano, mês do controle e retiro (gc2). Os componentes de variância foram estimados pelo método da máxima verossimilhança restrita. As variâncias fenotípicas, residuais e genéticas foram maiores no início da lactação, entretanto, a variância genética aditiva foi proporcionalmente menor em relação às demais variâncias. As estimativas de herdabilidade oscilaram entre 0,09 e 0,32 e foram maiores no final da lactação, indicando maior variabilidade genética nesse período. As correlações genéticas (r a) entre as produções em cada controle foram positivas e maiores, quanto menor a distância entre eles. A herdabilidade para P305 foi de 0,27 e as r a desta com os controles, positivas e elevadas, principalmente no meio da lactação. Os resultados indicam que a seleção direta para P305 proporciona maiores ganhos genéticos para essa característica que a obtida por meio de resposta correlacionada para as produções em cada controle.

Detecção e isolamento de falhas em sistemas dinâmicos baseados em redes neurais

This master dissertation presents the development of a fault detection and isolation system based in neural network. The system is composed of two parts: an identification subsystem and a classification subsystem. Both of the subsystems use neural network techniques with multilayer perceptron training algorithm. Two approaches for identifica-tion stage were analyzed. The fault classifier uses only residue signals from the identification subsystem. To validate the proposal we have done simulation and real experiments in a level system with two water reservoirs. Several faults were generated above this plant and the proposed fault detection system presented very acceptable behavior. In the end of this work we highlight the main difficulties found in real tests that do not exist when it works only with simulation environments

Milk yield persistency in Brazilian Gyr cattle based on a random regression model

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Métodos de determinação de cálcio e magnésio trocáveis e estimativa do calcário residual em um Latossolo submetido à aplicação de calcário e gesso em superfície

A determinação da fração do calcário remanescente no solo (calcário residual), em área onde foi realizada aplicação de calcário em superfície, sem incorporação, na implantação do sistema plantio direto, pode ser uma ferramenta importante para auxiliar na definição do momento em que se faz necessária a reaplicação de calcário. Nesse sentido, os objetivos deste trabalho foram avaliar: quais os teores de Ca e Mg trocáveis, extraídos por percolação com solução de KCl e resina trocadora de íons; a quantidade do calcário aplicado que ainda não havia reagido no solo, mediante a determinação dos teores de Ca e Mg não-trocáveis; e qual a influência do gesso nos teores de Ca e Mg trocáveis e na dissolução do calcário, 18 meses após a aplicação em superfície. O experimento foi realizado em um Latossolo Vermelho distroférrico, em Botucatu (SP). O delineamento experimental foi de blocos casualizados com parcelas subdivididas e quatro repetições. Nas parcelas, foram aplicadas quatro doses de calcário dolomítico (0, 1.100, 2.700 e 4.300 kg ha-1), com PRNT = 71,2 %, e nas subparcelas, duas doses de gesso agrícola (0 e 2.100 kg ha-1). O calcário e o gesso foram aplicados em superfície, sem incorporação. Houve alta correlação na determinação de Ca e Mg trocável entre os métodos de percolação com solução de KCl e resina trocadora de íons. A extração pelo método da resina trocadora de íons superestimou os teores de Ca e Mg trocáveis em solo com recente aplicação de calcário em superfície. A aplicação de gesso em superfície reduziu a dissolução do calcário na camada superficial (0-0,10 m). Os teores de Ca e Mg não-trocáveis podem ser utilizados para estimar a quantidade de calcário residual no solo.

Compósito Polimérico Híbrido: Comportamento Mecãnico, Descotinuidade Geométrica e Resistência Residual

The growing demand in the use of hybrid composite materials makes it essential a better understanding of their behavior face of various design conditions, such as the presence of geometric discontinuities in the cross section of structural elements. This way, the purpose of this dissertation is a study of the mechanical response (strength and stiffness), modes (characteristics) of fracture and Residual Strength of an hybrid polymeric composite with and without a geometric discontinuity in its longitudinal section (with a reduction in the cross section) loaded by uniaxial tension. This geometric discontinuity is characterized by central holes of different diameters. The hybrid composite was fabricated as laminate (plate) and consisting of ortho-tereftalic polyester matrix reinforced by 04 outer layers of Jute fibers bidirectional fabrics and 01 central layer of E-glass bidirectional fabric. The laminate was industrially manufactured (Tecniplas Nordeste Indústria e Comércio Ltda.), obtained by the hand lay-up technique. Initially, a study of the volumetric density of the laminate was made in order to verify its use in lightweight structures. Also were performed comparative studies on the mechanical properties and fracture modes under the conditions of the specimens without the central hole and with the different holes. For evaluating the possible influence of the holes in the structural stability of the laminate, the Residual Strength of the composite was determined for each case of variation in hole diameter. As a complementary study, analyses of the macroscopic final fracture characteristic of the laminates were developed. The presence of the central hole of any sizes, negatively changed the ultimate tensile strength. Regarding the elastic modulus, moreover, the difference found between the specimens was within the range of tests displacement, showing the laminate stability related to the stiffness

Avaliação do processo oxidativo avançado por permanganato de potássio no tratamento de solos contaminados com idrocarbonetos poliaromáticos

The soil contamination with petroleum is one of the major concern of industries operating in the field and also of environmental agencies. The petroleum consists mainly of alkanes and aromatic hydrocarbons. The most common examples of hydrocarbons polyaromatic are: naphthalene, anthracene, phenanthrene, benzopyrene and their various isomers. These substances cause adverse effects on human and the environment. Thus, the main objective of this work is to study the advanced oxidation process using the oxidant potassium permanganate (KMnO4) for remediation of soils contaminated with two polyaromatic hydrocarbons (PAHs): anthracene and phenanthrene. This study was conducted at bench scale, where the first stage was at batch experiment, using the variables: the time and oxidant dosage in the soil. The second stage was the remediation conducted in continous by a fix column, to this stage, the only variable was remediation time. The concentration of oxidant in this stage was based on the best result obtained in the tests at batch, 2,464 mg / L. The results of degradation these contaminants were satisfactory, at the following dosages and time: (a) 5g of oxidant per kg soil for 48 hours, it was obtained residual contaminants 28 mg phenanthrene and 1.25 mg anthracene per kg of soil and (b) for 7g of oxidant per kg soil in 48 hours remaining 24 mg phenanthrene and anthracene 0.77 mg per kg soil, and therefore below the intervention limit residential and industrial proposed by the State Company of Environmental Sao Paulo (CETESB)

CHARACTERIZATION of RALSTONIA SOLANACEARUM STRAINS FROM BRAZIL USING MOLECULAR METHODS and PATHOGENICITY TESTS

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

ANÁLISE DESCRITIVA QUANTITATIVA da AGUARDENTE DE CANA DURANTE O ENVELHECIMENTO em TONEL DE CARVALHO (Quercus alba L.)

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

Mathematical tests about the existence and applications of PPS-wavelets in function approximation problems

Neural networks and wavelet transform have been recently seen as attractive tools for developing eficient solutions for many real world problems in function approximation. Function approximation is a very important task in environments where computation has to be based on extracting information from data samples in real world processes. So, mathematical model is a very important tool to guarantee the development of the neural network area. In this article we will introduce one series of mathematical demonstrations that guarantee the wavelets properties for the PPS functions. As application, we will show the use of PPS-wavelets in pattern recognition problems of handwritten digit through function approximation techniques.

A New Impedance Measurement System for PZT-Based Structural Health Monitoring

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)