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.

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.

Estimativa do número de frutos por amostragem de parte da copa em laranjeiras

Estudou-se um método objetivo para a estimativa do número de frutos em pomares de laranja baseado na contagem dos frutos em ramos de 5 cm de diâmetro. Foram realizados levantamentos em laranjeiras durante três safras, obtendo-se o número de frutos produzidos em um ramo terminal, tomado ao acaso, bem como o número total na árvore. Consideraram-se nove estratos, constituídos pelas cultivares de laranja-doce, Hamlin, Pêra, Natal e Valência (as duas últimas analisadas conjuntamente) e três faixas etárias (três a cinco, seis a 10 e mais que 10 anos de idade). Foram ajustados modelos de regressão linear para o número total de frutos da árvore em função do número de frutos no ramo, obtendo-se coeficientes de determinação variando de 0,79 a 0,94. Com exceção da cultivar Hamlin, verificou-se coincidência entre as curvas das faixas etárias correspondentes. Esses resultados permitem estimar a produção média de frutos em um pomar de laranja, com base em amostragem de ramos com tamanho fixo, com precisão satisfatória, sem o uso de métodos de amostragem mais laboriosos e onerosos.

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

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Occurrence of Quesada gigas on Schizolobium amazonicum trees in Maranhão and Pará States, Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Teste de condutividade elétrica em sementes de Albizia hassleri (Chodat) burkart. fabaceae-mimosoideae

Este trabalho teve por objetivo verificar o uso do teste de condutividade elétrica para avaliar a qualidade fisiológica de sementes de Albizia hassleri (Chod) Burkart. provenientes de diferentes matrizes. O teste de condutividade elétrica foi realizado a 25 ºC, com cinco repetições de 20 sementes embebidas em 75 mL de água destilada por 2, 4, 6, 12, 24, 48, 72, 96 e 120 h. O teste de germinação foi conduzido a 25 ºC com cinco repetições de 20 sementes por 19 dias. Os dados foram submetidos à análise de variância e as médias de matrizes, comparadas pelo teste de Scott-Knott a 5% de probabilidade. Adicionalmente, procedeuse ao estudo de correlações entre os resultados de condutividade elétrica com os do teste de germinação e ao ajuste de regressões entre os valores de sementes com protrusão de radícula e de plântulas normais em função dos valores de condutividade elétrica, em cada período de embebição das sementes. Verificou-se grande variabilidade entre as matrizes, tanto no teste de germinação quanto no de condutividade elétrica. Os resultados de condutividade elétrica apontaram baixas estimativas de correlações com os obtidos no teste de germinação. As equações de regressão apresentaram baixos valores de coeficiente de determinação, denotando-se a grande variabilidade dos resultados. Pode-se concluir que o teste de condutividade elétrica não foi adequado para discriminação da qualidade fisiológica de sementes de A. hasslerii provenientes de diferentes árvores-matriz.

Agregação de um argissolo sob pomar de goiabeiras após aplicação de resíduos da indústria processadora de goiaba

A utilização de resíduos da indústria de processamento de frutas na agricultura pode proporcionar melhorias à qualidade do solo. Dessa forma, objetivou-se com este estudo avaliar o efeito da aplicação de resíduos de sementes de goiaba na agregação e no estoque de carbono orgânico do solo (EC). O experimento esteve inserido em um pomar comercial irrigado de goiabeiras (cv. Paluma), com sete anos de idade, sobre um Argissolo Vermelho-Amarelo distrófico típico. O delineamento experimental foi em blocos casualizados e parcelas subdivididas, sendo cinco tratamentos (doses de: 0;9;18;27 e 36 Mg ha-1 de resíduo) e duas camadas de solo (0-0,10 e 0,10-0,20 m). Foi avaliado o mesmo tipo de solo sobre mata nativa adjacente à área experimental. As análises realizadas foram a distribuição do tamanho dos agregados estáveis em água, o diâmetro médio ponderado, o diâmetro médio geométrico, os agregados maiores que 2 mm e o EC. Os dados foram submetidos à análise de variância (Teste F), seguindo o delineamento em blocos casualizados com parcelas subdivididas (5 doses x 2 camadas). As médias dos tratamentos foram comparadas pelo teste de Tukey, a 5% de probabilidade, e as médias das camadas foram comparadas pelo teste F, a 5% de probabilidade. Os dados coletados no solo sob mata foram utilizados apenas como referência de um solo em estado natural e, portanto, não foram considerados como fator de variação nas análises de variância. Os valores dos índices de agregação com o estoque de carbono orgânico do solo foram submetidos à correlação de Pearson (p < 0,05). O efeito das doses de resíduo de sementes de goiaba sobre o estoque de carbono orgânico, na camada de 0-0,20 m do solo, foi avaliado por análise de regressão. Os tratamentos não diferiram em relação à agregação do solo, contudo EC foi diretamente relacionado à quantidade de resíduo aplicado ao solo. Houve correlação positiva e significativa entre os índices de agregação e o EC. A aplicação de resíduos de sementes de goiaba proporcionou melhoria da qualidade do solo.

Effect of liming on the mineral nutrition and yield of growing guava trees in a typic hapludox soil

High soil acidity influences the availability of mineral nutrients and increases that of toxic aluminium (Al), which has a jeopardizing effect on plant growth. The objective of this research was to evaluate the effects of soil liming on the development of guava (Psidium guajava L.) plants, on soil chemical characteristics, and on fruit yield. The experiment was carried out at the Bebedouro Citrus Experimental Station, state of São Paulo, Brazil, in a Typic Hapludox soil, from August 1999 to March 2003. The treatments consisted of limestone dose: D0 = zero; D1 = half dose; D2 = total dose; D3 = 1.5 times the dose, and D4 = 2 times the dose to raise the V value to 70%. The doses corresponded to zero, 1.85, 3.71, 5.56, and 7.41tha(-1) applied to the upper soil layer (0-30cm deep) before planting. The results showed that liming caused an improvement in the evaluated soil chemical characteristics up to a depth of 60cm in soil samples both in the line and between lines. The highest fruit yields were obtained when the base saturation reached a value of 55% in the line and 62% between the lines. Foliar levels of calcium (Ca) and magnesium (Mg) were 8.8 and 2.5gkg-1, respectively. The highest limestone dose maintained the soil base saturation (at the layer of 0-20cm) in the line close to 55% during at least 40 months after the incorporation of limestone.

Uma perspectiva de extensão do modelo de aceitação de tecnologia para explicar o uso de linguagens de desenvolvimento WEB: pesquisa com desenvolvedores Pyton e Java

The spread of the Web boosted the dissemination of Information Systems (IS) based on the Web. In order to support the implementation of these systems, several technologies came up or evolved with this purpose, namely the programming languages. The Technology Acceptance Model TAM (Davis, 1986) was conceived aiming to evaluate the acceptance/use of information technologies by their users. A lot of studies and many applications have used the TAM, however, in the literature it was not found a mention of the use of such model related to the use of programming languages. This study aims to investigate which factors influence the use of programming languages on the development of Web systems by their developers, applying an extension of the TAM, proposed in this work. To do so, a research was done with Web developers in two Yahoo groups: java-br and python-brasil, where 26 Java questionnaires and 39 Python questionnaires were fully answered. The questionnaire had general questions and questions which measured intrinsic and extrinsic factors of the programming languages, the perceived usefulness, the perceived ease of use, the attitude toward the using and the programming language use. Most of the respondents were men, graduate, between 20 and 30 years old, working in the southeast and south regions. The research was descriptive in the sense of its objectives. Statistical tools, descriptive statistics, main components and linear regression analysis were used for the data analysis. The foremost research results were: Java and Python have machine independence, extensibility, generality and reliability; Java and Python are more used by corporations and international organizations than supported by the government or educational institutions; there are more Java programmers than Python programmers; the perceived usefulness is influenced by the perceived ease of use; the generality and the extensibility are intrinsic factors of programming languages which influence the perceived ease of use; the perceived ease of use influences the attitude toward the using of the programming language

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)

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)