Invariant tests in an instrumental variables model with unknown data generating process

In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests introduced by Moreira and Moreira (2013). This new boundary condition is motivated by the score e ciency under strong identi cation. It allows reducing computational costs of WAP tests by replacing the strongly unbiased condition. This latter restriction imposes, under the null hypothesis, the test to be uncorrelated to a given statistic with dimension given by the number of instruments. The new proposed boundary condition only imposes the test to be uncorrelated to a linear combination of the statistic. WAP tests under both restrictions to perform similarly numerically. We apply the di erent tests discussed to an empirical example. Using data from Yogo (2004), we assess the e ect of weak instruments on the estimation of the elasticity of inter-temporal substitution of a CCAPM model.

Joint dynamic probabilistic constraints with projected linear decision rules

We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision rules onto hard constraints of wait-and-see type. We establish the relation between the original (in nite dimensional) problem and approximating problems working with projections from di erent subclasses of decision policies. Considering the subclass of linear decision rules and a generalized linear model for the underlying stochastic process with noises that are Gaussian or truncated Gaussian, we show that the value and gradient of the objective and constraint functions of the approximating problems can be computed analytically.

Neutral Higgs bosons in the SU(3)(L)circle times U(1)(N) model

The SU(3)(L)circle times U(1)(N) electroweak model predicts new Higgs bosons beyond the one of the standard model. In this work we investigate the signature and production of neutral SU(3)(L)circle times U(1)(N) Higgs bosons in the e(-)e(+) Next Linear Collider and in the CERN Linear Collider . We compute the branching ratios of two of the SU(3)(L)circle times U(1)(N) neutral Higgs bosons and study the possibility to detect them and the Z' extra neutral boson of the model.

Probing doubly charged Higgs bosons in e(+)e(-) colliders at the ILC and the CLIC in a 3-3-1 model

The SU(3)(L) circle times U(1)(N) electroweak model predicts new Higgs bosons beyond the one of the standard model. In this work we investigate the signature and production of doubly charged Higgs bosons in the e(+)e(-) International Linear Collider and in the CERN Linear Collider. We compute the branching ratios for the doubly charged gauge bosons of the model.

Origem física das curvas sigmoidais respiratórias pressão-volume: recrutamento alveolar e elasticidade não-linear

An important unsolved problem in medical science concerns the physical origin of the sigmoidal shape of pressure volume curves of healthy (and some unhealthy) lungs. Such difficulties are expected because the lung, which is the most important structure in the respiratory system, is extremely complex. Its rheological properties are unknown and seem to depend on phenomena occurring from the alveolar scale up to the thoracic scale. Conventional wisdom holds that linear response, i.e., Hooke s law, together with alveolar overdistention, play a dominant role in respiration, but such assumptions cannot explainthe crucial empirical sigmoidal shape of the curves. In this doctorate thesis, we propose an alternative theory to solve this problem, based on the alveolar recruitment together with the nonlinear elasticity of the alveoli. This theory suggests that recruitment may be the predominant factor shaping these curves in the entire range of pressures normally employed in experiments. The proposed model correctly predicts the observed sigmoidal pressure volume curves, allowing us to discuss adequately the importance of this result, as well as its implications for medical practice

Temporal variability of soil CO2 emission after conventional and reduced tillage described by an exponential decay in time model

A quantificação do impacto das práticas de preparo sobre as perdas de carbono do solo é dependente da habilidade de se descrever a variabilidade temporal da emissão de CO2 do solo após preparo. Tem sido sugerido que as grandes quantidades de CO2 emitido após o preparo do solo podem servir como um indicador das modificações nos estoques de carbono do solo em longo termo. Neste trabalho é apresentado um modelo de duas partes baseado na temperatura e na umidade do solo e que inclui um termo exponencial decrescente do tempo que é eficiente no ajuste das emissões intermediárias após preparo: arado de disco seguido de uma passagem com a grade niveladora (convencional) e escarificador de arrasto seguido da passagem com rolo destorroador (reduzido). As emissões após o preparo do solo são descritas utilizando-se estimativa não linear com um coeficiente de determinação (R²) tão alto quanto 0.98 após preparo reduzido. Os resultados indicam que nas previsões da emissão de CO2 após o preparo do solo é importante considerar um termo exponencial decrescente no tempo após preparo.

A simple and non-destructive model for individual leaf area estimation in citrus

Introduction. Leaf area is often related to plant growth, development, physiology and yield. Many non-destructive models have been proposed for leaf area estimation of several plant genotypes, demonstrating that leaf length, leaf width and leaf area are closely correlated. Thus, the objective of our study was to develop a reliable model for leaf area estimation from linear measurements of leaf dimensions for citrus genotypes. Materials and methods. Leaves of citrus genotypes were harvested, and their dimensions (length, width and area) were measured. Values of leaf area were regressed against length, width, the square of length, the square of width and the product (length x width). The most accurate equations, either linear or second-order polynomial, were regressed again with a new data set; then the most reliable equation was defined. Results and discussion. The first analysis showed that the variables length, width and the square of length gave better results in second-order polynomial equations, while the linear equations were more suitable and accurate when the width and the product (length x width) were used. When these equations were regressed with the new data set, the coefficient of determination (R(2)) and the agreement index 'd' were higher for the one that used the variable product (length x width), while the Mean Absolute Percentage Error was lower. Conclusion. The product of the simple leaf dimensions (length x width) can provide a reliable and simple non-destructive model for leaf area estimation across citrus genotypes.

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)

Análise genética de escores de avaliação visual de bovinos com modelos bayesianos de limiar e linear

O objetivo deste trabalho foi comparar as estimativas de parâmetros genéticos obtidas em análises bayesianas uni-característica e bi-característica, em modelo animal linear e de limiar, considerando-se as características categóricas morfológicas de bovinos da raça Nelore. Os dados de musculosidade, estrutura física e conformação foram obtidos entre 2000 e 2005, em 3.864 animais de 13 fazendas participantes do Programa Nelore Brasil. Foram realizadas análises bayesianas uni e bi-características, em modelos de limiar e linear. de modo geral, os modelos de limiar e linear foram eficientes na estimação dos parâmetros genéticos para escores visuais em análises bayesianas uni-características. Nas análises bi-características, observou-se que: com utilização de dados contínuos e categóricos, o modelo de limiar proporcionou estimativas de correlação genética de maior magnitude do que aquelas do modelo linear; e com o uso de dados categóricos, as estimativas de herdabilidade foram semelhantes. A vantagem do modelo linear foi o menor tempo gasto no processamento das análises. Na avaliação genética de animais para escores visuais, o uso do modelo de limiar ou linear não influenciou a classificação dos animais, quanto aos valores genéticos preditos, o que indica que ambos os modelos podem ser utilizados em programas de melhoramento genético.

Análise bayesiana na estimação de correlações genéticas entre escores visuais e características reprodutivas de bovinos Nelore utilizando modelos linear-limiar

Estimaram-se as correlações genéticas entre os escores visuais e as características reprodutivas, utilizando a estatística bayesiana sob modelo animal linear-limiar, em bovinos da raça Nelore. Foram estudadas características categóricas morfológicas, avaliadas visualmente aos oito, 15 e 22 meses de idade; e características contínuas de perímetro escrotal padronizado aos 365 e 450 dias de idade, além da idade ao primeiro parto. As estimativas de correlações genéticas foram de sentido favorável à seleção, apresentando magnitudes moderadas, sugerindo que a seleção de animais para um biótipo desejável pode levar a animais com maior fertilidade e precocidade sexual. As estimativas de correlação genética para o perímetro escrotal padronizado aos 450 dias e a idade ao primeiro parto com as características morfológicas avaliadas aos 22 meses de idade foram maiores do que as obtidas entre as características de escores visuais avaliadas aos oito e 15 meses de idade. A utilização de escores visuais como critério de seleção trará progresso genético também para as características reprodutivas.

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)

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)

Controle preditivo não linear baseado no modelo de Hammerstein com prova de estabilidade

The Predictive Controller has been receiving plenty attention in the last decades, because the need to understand, to analyze, to predict and to control real systems has been quickly growing with the technological and industrial progress. The objective of this thesis is to present a contribution for the development and implementation of Nonlinear Predictive Controllers based on Hammerstein model, as well as to its make properties evaluation. In this case, in the Nonlinear Predictive Controller development the time-step linearization method is used and a compensation term is introduced in order to improve the controller performance. The main motivation of this thesis is the study and stability guarantee for the Nonlinear Predictive Controller based on Hammerstein model. In this case, was used the concepts of sections and Popov Theorem. Simulation results with literature models shows that the proposed approaches are able to control with good performance and to guarantee the systems stability

Comparison of non-linear growth models to describe the growth curve in West African Dwarf sheep

The objectives of this study were to compare the goodness of fit of four non-linear growth models, i.e. Brody, Gompertz, Logistic and Von Bertalanffy, in West African Dwarf (WAD) sheep. A total of 5274 monthly weight records from birth up to 180 days of age from 889 lambs, collected during 2001 to 2004 in Betecoucou breeding farm in Benin were used. In the preliminary analysis, the General Linear Model Procedure of the Statistical Analysis Systems Institute was applied to the dataset to identify the significant effects of the sex of lamb (male and female), type of birth (single and twin), season of birth (rainy season and dry season), parity of dam (1, 2 and 3) and year of birth (2001, 2002, 2003 and 2004) on the observed birth weight and monthly weight up to 6 months of age. The models parameters (A, B and k), coefficient of determination (112), mean square error (MSE) were calculated using language of technical computing package Matlab(R), 2006. The mean values of A, B and k were substituted into each model to calculate the corresponding Akaike's Information Criterion (AIC). Among the four growth functions, the Brody model has been selected for its accuracy of fit according to the higher R(2), lower MSE and A/C Finally, the parameters A, B and k were adjusted in Matlab(R) 2006 for the sex of lamb, year of birth, season of birth, birth type and the parity of ewe, providing a specific slope of the Brody growth curve. The results of this study suggest that Brody model can be useful for WAD sheep breeding in Betecoucou farm conditions through growth monitoring.

Random regression analyses using B-spline functions to model growth of Nellore cattle

The objective of this study was to estimate (co)variance components using random regression on B-spline functions to weight records obtained from birth to adulthood. A total of 82 064 weight records of 8145 females obtained from the data bank of the Nellore Breeding Program (PMGRN/Nellore Brazil) which started in 1987, were used. The models included direct additive and maternal genetic effects and animal and maternal permanent environmental effects as random. Contemporary group and dam age at calving (linear and quadratic effect) were included as fixed effects, and orthogonal Legendre polynomials of age (cubic regression) were considered as random covariate. The random effects were modeled using B-spline functions considering linear, quadratic and cubic polynomials for each individual segment. Residual variances were grouped in five age classes. Direct additive genetic and animal permanent environmental effects were modeled using up to seven knots (six segments). A single segment with two knots at the end points of the curve was used for the estimation of maternal genetic and maternal permanent environmental effects. A total of 15 models were studied, with the number of parameters ranging from 17 to 81. The models that used B-splines were compared with multi-trait analyses with nine weight traits and to a random regression model that used orthogonal Legendre polynomials. A model fitting quadratic B-splines, with four knots or three segments for direct additive genetic effect and animal permanent environmental effect and two knots for maternal additive genetic effect and maternal permanent environmental effect, was the most appropriate and parsimonious model to describe the covariance structure of the data. Selection for higher weight, such as at young ages, should be performed taking into account an increase in mature cow weight. Particularly, this is important in most of Nellore beef cattle production systems, where the cow herd is maintained on range conditions. There is limited modification of the growth curve of Nellore cattle with respect to the aim of selecting them for rapid growth at young ages while maintaining constant adult weight.