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Economic replacement of a heterogeneous herd.


by Boys, Kathryn A.^Li, Ning^Preckel, Paul V.^ Schinckel, Allan P.^Foster, Kenneth A.

The goal of this paper is to determine the importance of considering heterogeneity of animal growth in making herd replacement decisions. As a first step, the net returns of basing the optimal slaughter age on the herd average growth curve are compared with results obtained when basing the optimal slaughter age on the heterogeneous growth curves in the herd. For comparability, the entire herd is marketed on a single day in both the average growth and heterogeneous growth cases. In addition, revenues in both cases are calculated on the basis of the true heterogeneous weights of the animals at slaughter. As a second step, it is demonstrated that marketing animals in truckload batches over time rather than on a single day, corresponding to common producer practice in the industry, can further increase profit. The advantage of this approach is that faster growing animals can be marketed earlier than slower growing animals, potentially avoiding some discounts for overweight and underweight animals that occur when marketing on a single day.

Heterogeneity is particularly important in the swine industry where packer payment programs frequently include significant price discounts for over- and under-weight animals, and where the majority of producers with over 100 animals empty an entire production unit for cleaning before replacing the animals with a new herd under a system called All-In/All-Out production (USDA 2005). The present analysis focuses upon the replacement decision for a hog producer using an All-In/All-Out (AIAO) grow/finish production system in which animals are fed from age 50 days to slaughter in a barn with a capacity of 1,000 head. As per the AIAO system, all pigs must be marketed and the barn cleaned and disinfected before the next group of animals can be brought in. It is further assumed that animals are marketed through a cash based carcass merit payment system. Under this system, packers set prices that are transparent and known prior to delivery. As is common in practice, this study assumes that the packer applies price discounts to animals whose weight and/or percent leanness is outside a desired range with larger discounts for weights/lean percentage further from the desired range. An important aspect of these discounts is that they are (discontinuous) step functions of live weight and leanness.

Traditional analysis of the livestock replacement problem has focused on a representative animal or the mean of a group of animals as the unit of analysis. For example, Chavas, Kliebenstein, and Crenshaw (1985) apply this type of analysis to the evaluation of nutrition and marketing decisions. With a few exceptions, within-herd heterogeneity of animal growth has been ignored in the production literature. Some exceptions include Greer and Trapp (2000) who examine the impact of alternative pricing grids on the optimal feeding period for groups of animals. Lusk et al. (2003) evaluate the use of ultrasound technology to choose the marketing method for cattle, but they do not consider the optimal timing of marketing. Brorsen et al. (2002) evaluate the economic impact of banning the use of antibiotics at sub-therapeutic levels in swine production, accounting for the decrease in ending weight variation with antibiotics.

This paper goes beyond previous research in two important ways that lead to new insights. First, we follow common industry practice wherein swine are marketed in semi-tractor trailer loads. We evaluate the strategy of optimally marketing the herd over time, with the potential to ship some truckload batches of animals to slaughter several days before the rest of the herd is shipped, and taking into account that the entire herd must be shipped before a new herd of feeder pigs can be brought into the facilities.

Models

A simulation model was developed that incorporates an algorithm to determine the optimal slaughter weights of pigs that are raised in a large (1,000 head) barn, and are potentially marketed in truckload groups on different days. The purpose of this analysis is to consider herd replacement in a fixed capacity facility, and consequently the objective is to maximize average daily returns to the facility and operator labor. In order to assess the economic outcomes of the alternative approaches to analyzing marketing decisions, three variants of the model are developed. These models are presented below, followed by a discussion of the model parameters.

Homogeneous Herd

In this model, the producer bases the shipping decision upon a "mean animal" whose growth curve is equal to the average of the growth curves of all animals in the herd. It is assumed that all animals will be shipped on one day, and that the selected day will be the one for which the discounted average daily profit generated by this mean animal is maximized (Dillon and Anderson 1990). As profits received by the producer are based on actual weights rather than on the mean animal's weight, the heterogeneous herd information is used to determine actual profits on the selected shipping date.

This model can be written as

(1) [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII]

where t + k denotes the number of days the production facility is in use for the production cycle (animal growth and finishing, t, plus turnover time, k), [beta] denotes the discount factor used to convert future revenue to present value, [[bar.W].sub.t] is the herd average hot carcass weight on day t, [[bar.L].sub.t] denotes the herd average leanness (%), n denotes total number of individual pigs (n = 1,000), [[bar.VC].sub.t] denotes the present value of average cumulative variable production costs per pig on day t, P denotes the base hot carcass weight price ($/kg), and d([[bar.W].sub.t][[bar.L].sub.t]) denotes the price discount for the herd average hot carcass weight and leanness ($/kg).

Heterogeneous Herd with a Single Shipping Decision

Similar to the homogeneous herd model, this model optimizes the day on which all animals are marketed. This analysis differs, however, in that this model explicitly recognizes the effect of herd heterogeneity on revenues; here the shipping decision independently considers each animal's weight and its associated discounted price. This model can thus be specified as

(2) [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII]

where i indexes the animals in the herd, [L.sub.it] denotes the leanness of pig i on day t, [W.sub.it] denotes the hot carcass weight of pig i on day t, [VC.sub.it] denotes the present value of cumulative variable production costs for pig i on day t, and d([W.sub.it], [L.sub.it]) denotes the price discount for the hot carcass weight of pig i on day t ($/kg).

Assumptions concerning producer information and prices are the same as those described in the homogeneous herd model above. The net returns for the homogeneous herd model are calculated as in (2) despite (1) being used as the objective function for the optimization. Thus, the homogeneous herd model is optimizing with respect to the wrong objective due to the assumption that it is adequate to analyze the mean animal. By taking the heterogeneity of animal weights into account when evaluating revenue, the heterogeneous herd with a single shipping decision model uses a more accurate measure of the price discounts.

Heterogeneous Herd with Multiple Shipping Decisions

The heterogeneous herd with a multiple shipping decision model also treats the herd as a heterogeneous group. In this model, however, the artificial restriction that the entire herd of animals must be shipped on the same day is relaxed. Thus in the heterogeneous herd with a multiple shipping decision model, truckload batches of animals may be shipped on multiple shipping dates, with the possibility that more than one batch will be shipped on any given day. For each herd of 1,000 animals, it is assumed that truckloads are shipped full (170 head), with the exception of the final, sixth load which contains the remaining 150 head. Changes in animal growth due to reduced crowding following shipments are not considered in this analysis; as such, the benefits of multiple shipment dates are likely understated.

While producers are assumed to have perfect knowledge of animal weights, they are not assumed to have knowledge concerning the leanness of each animal. (Only a small fraction of producers use ultrasound imaging to assess carcass leanness at the farm, and even those producers do not evaluate every market hog.) Because an important reason for early shipments is to reduce discounts due to animal weight and/or leanness, lack of carcass quality information limits producer ability to optimally market their animals. Thus, we model the producer's selection of animals for shipment within a load by the simple rule that they will opt to ship the heaviest animals first.

As argued by Burt (1965, 1993) and Dillon and Anderson (1990), the decision of the length of the complete production cycle should reflect the opportunity cost of the facility. However, when multiple shipping dates are optimal, this opportunity cost only plays a role in the choice of the final shipping date. Shipments on earlier dates should be chosen so as to maximize the net return to the load. A flow chart which describes the algorithm for determining the optimal shipping dates for each load is presented in figure 1.

[FIGURE 1 OMITTED]

The algebraic statement of this model is

(3) [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII]

where [s.sub.1] denotes the marketing day for load l, and [B.sub.l]([s.sub.l]) denotes the subset of size 170 (150 for l = 6) of the remaining animals that are heaviest on day [s.sub.l]. This formulation does not exclude the possibility of shipping multiple loads on a single day. Thus, the optimal objective value for this model will always be at least as great as for the heterogeneous herd with a single shipping decision model.

Production Characteristics and Assumptions

The following discussion provides details concerning the parameters and assumptions that were used in developing this model.

Swine Herd

This analysis uses a stochastic model of swine herd compositional growth that has been estimated as a mixed effects model based on animal feeding trials (Schinckel et al. 2003a). The portion of the model focused on live weight growth is briefly described below as a function of time:

(4) [BW.sub.it]

= (C + [C.sub.i])(1 - exp(-exp (M + [m.sub.i])[t.sup.A])) + b + [e.sub.it]

where [BW.sub.it] denotes the body weight of ith pig at time t; C, M, and A denote fixed population parameters; [c.sub.i] and [m.sub.i] denote the random effects for the ith pig; t denotes the age of the pig; and b denotes body weight at birth (a constant equal to 1.4 kg).

The portion of the model focused on feed consumption is as follows:

(5) [PA.sub.it] = (E + [e.sub.i])[1 - exp([delta] + [delta] [BW.sub.it]

+ [[delta].sub.2] [BW.sup.2].sub.it)] - (E + [e.sub.i])

x [1 - exp([delta] + [[delta].sub.1] BW i,t-1

+ [delta].sub.2] [BW.sup2].sub. i, t-1)]

(6) [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII]

(7) [FI.sub.it] = [[PHI].sub.t][BW.sup.[eta].sub.it] + [[phi].sub.it] + [[PSI].sub.t][FA.sub.it]

where [PA.sub.it] denotes the protein accretion for ith pig at time t; [FA.sub.it] denotes fat accretion for ith pig at time t; [FI.sub.it] denotes feed intake for ith pig at time t; E, [[delta].sub.0], [[delta].sub.1], and [[delta].sub.2] denote fixed population parameters for protein accretion; [e.sub.i] denotes a random effect parameter for ith pig's protein accretion (correlated with [C.sub.i]);[[alpha].sub.1], [[alpha].sub.2], [[gamma].sub.1], and [[gamma].sub.2] are parameters for fat accretion; and [[PHI].sub.t], [[phi].sub.t], and [[PSI].sub.t] are parameters for feed intake (these are indexed by t because these constants change with the feed rations to reflect different energy densities).

Because this model focuses on the growth of individual animals in the herd, and reflects the most important determinants of revenue (body weight and the relative proportions of fat and lean) and costs (feed intake), it is ideal for the evaluation of the impacts of heterogeneity on optimal marketing decisions. Details of the biological growth model may be found in Schinckel et al. (2003, 2003a).

Using this model, 100 herds of 1,000 gilts were generated, and body weight and feed intake were recorded daily from the age of 50 to 200 days; this time span is sufficiently large to cover any reasonable cycle length for the grow-finish stage of production. The alternative marketing models were applied to each of the 100 herds.

Production System

The present analysis assumes the use of an AIAO production system. This widely used system accounts for 80% of pigs currently produced in the United States, and has been the focus of work by several authors including Conner and Lowe (2002). Briefly, under this system, all pigs must be marketed and the barn must be cleaned and disinfected before the barn is refilled with young feeder pigs. This does not imply that all pigs must be marketed on the same day, but rather that the barn must be cleaned and disinfected before it is refilled. It is assumed that this cleaning and herd restocking process takes seven days.

This analysis further assumes that the production facilities are a sunk expense, and have no alternative uses. Labor to operate the production facility is subsumed in the production facility cost and is assumed not to vary with either the herd or herd size. As such, both the facility and associated operator labor are considered fixed expenses; the objective to be optimized is thus equivalent to annual returns to these fixed facilities and operator labor. Given low interest rates and the relatively short period it takes a herd to cycle through a barn (less than four months), the discount rate reflecting the time value of money was set to zero.

Production Inputs

Feeder pigs, feed, transportation costs, and a small number of other inputs are explicitly taken into account in calculating the return to fixed facilities and operator labor. Each of these inputs and their costs are detailed below.

Feeder pigs. It was assumed that pigs were purchased from another (nursery) site at fifty days of age. A ten year average (1991-2000) feeder pig price of $42.00 (Li 2003) was used in this analysis.

Feed. As feed is the largest component of cost in the swine grower-finisher production process. To approximate an economically optimal nutrition program, this analysis assumed that pigs would be fed a total of five diets over their growth and finishing phases. The model simulated that animals were fed diets 1-3 during the growth phase, and diets 4-5 during the finishing phase. Feed composition was based on a standard corn-soybean meal diet that included synthetic lysine, a vitamin-mineral premix. Calculation of feed composition and feed cost followed the cost minimization research work by Hill et al. (1998). Decisions concerning the day on which each diet was started were based on Li (2003), and Schinckel (2005). The content for each of these diets is presented in table 1. In addition to feed ingredients, the cost per kg of each diet includes $12/ton for grinding, mixing, and feed transportation (Richert 2005).

Corn. Industry standard nutrient values were used for the corn used in this analysis (yellow grain, National Research Council 1998). Corn prices were calculated by Li (2003) and were based on a ten-year (1991-2003) price average.

Soybean meal Industry standard nutrient values for soybean meal were used in this analysis (dehulled, 48% crude protein soybean meal, National Research Council 1998). The soybean meal price used in this analysis was based upon the same ten-year price average (Li 2003).

Lysine. As dietary lysine is available to hogs through a number of common feeds, producers may mix feed ingredients to obtain the lowest cost of desired lysine levels. Lysine is the first limiting essential amino acid in corn-soybean meal based swine diets (National Research Council 1998). In this instance, corn and soybean meal provided the major sources of lysine and other essential amino acids. Following the Purdue recommended swine diets (Purdue University 2003), it was assumed that 0.15% synthetic Lysine-HCL containing 78% L-Lysine was added throughout the feeding period.

Other feed ingredients. While the relative soybean meal and corn content of diets was adjusted to meet minimum lysine requirements, and varied with the relative prices of these ingredients, other feed ingredients were assumed to be included in fixed quantities. The quantity and composition of other diet ingredients that help ensure that the swine nutrient requirements are met at each growth/finishing stage are presented in table 1 and were based upon the Purdue University recommended standard swine diets (Purdue University 2003).

Transportation. The cost of feeder pig transportation to the production facility is assumed to be included in the feeder pig purchase price. Transportation costs for marketing are based upon ten-year transportation cost averages (1991-2000), and were determined to be $2/head (Li 2003). It is assumed that transportation costs per head are the same whether the entire barn is marketed at once or truckload batches are marketed over time.

In order to most efficiently market a herd, it is assumed that, where possible, animals are shipped in full-truckload batches. Shipping in this manner requires five full truckloads of 170 head/truck, and one partial truckload of the remaining 150 head. It is further assumed that, in shipping, animals are ordered by weight at the time the load is shipped with the heaviest animals shipped first.

Other inputs. For the purposes of this analysis, a variety of other, relatively small, inputs and expenses are included. These expenses are for veterinary services, medication, death loss, and miscellaneous, and the cost of these items are estimated to be $0.09/day (Li 2003).

Marketing

To encourage the delivery of more homogeneous animals, swine processors discount base prices for animals that are outside a desired range of weight and carcass leanness. Hog base price and discount schedules are based on the individual animal's hot carcass weight (head and skin removed) rather than their live weight. This model assumes that the producer has perfect knowledge of the individual pig's live weight and the corresponding hot carcass weight, and it is assumed that the producer can sort animals without error.

Two types of carcass-based payment schemes are commonly used in industry. The first scheme assigns a price ($/cwt) to the animal equal to a base price adjusted by a discount based on live weight. The discount is typically a step function--that is, it is constant over several live weight ranges. The second scheme is more commonly used. Under the second scheme, the price ($/cwt) is again equal to a base price adjusted by a discount (or premium) that is based not only on live weight range, but also on carcass leanness. The present study considers only the second type of payment scheme. A ten-year average live weight price (1991-2000) of $43.00/cwt was used as the base price (Li 2003). It is assumed that the market for live hogs is competitive, that the producer cannot influence the price or discount schedule for either finished hogs or feeder pigs, and that producers face no price risk.

This study makes use of two payment schedules which were established and used by a major U.S. packer. These schedules (schedules 1 and 2) are presented in table 2. Schedule 1 is currently in use by the packer, while schedule 2 is an older schedule.

In examining these schedules it is clear that the strategy of the packer has changed over time. In schedule 2, animals with carcass weights of 170 to 208 lbs and leanness of 51 to 53% were considered to be the "baseline" for which no discount or premium was applied. Animals that were lighter or heavier than this range, and/or that had a lower percent carcass leanness ("fatter" carcasses) were penalized; premiums were awarded for animals that had a higher percent leanness than this range. The more recent payment schedule 1 follows a similar pattern of discounts and premiums. In this instance, the "baseline" no-discount range is applied to animals with carcass weights of 170 to 223 lbs and who have a carcass leanness of 49 to 51%. Thus, the baseline weight range became nearly 40% wider due to an increase in the upper bound of the desired weight range, and the baseline carcass leanness range shifted downward by 2%. While the pattern of discounts beyond this baseline grid region is similar to the one used for schedule 2, the penalties and premiums imposed are notably larger. Comparing these schedules suggests that, over time, the packer has become willing to accept a wider range of live weights that was extended to include heavier animals. At the same time, the steeper discounts provide additional incentive to producers to deliver animals within the desired range.

Results and Discussion

Animal heterogeneity is important from the perspectives of both producers and packers. Herd heterogeneity has an impact not only on when producers should market their animals, but also on which animals to market in a multiple batch marketing setting. For packers, the heterogeneous quality of the animals received as inputs to their production processes has an impact on the mix of products they can produce, and thus their profit potential. Understanding producer responses to payment schemes may help packers design discount/premium schedules that encourage delivery of animals which better suit the demand for final pork products.

Results from a Producer Perspective

For producers, animal heterogeneity will affect the optimal shipping strategy and thus affect the potential returns which may be realized by producers. The following discussion presents results of shipping animals under the three alternative marketing strategies. This analysis makes use of the more recently available carcass payment schedule (schedule 1 in table 2).

Single day shipment strategies. Analyses of swine shipping decisions have historically been based on a representative animal. In this analysis, the homogeneous herd and heterogeneous herd with a single shipping decision models were used to determine the difference in the optimal shipping decision when herd heterogeneity is taken into account. The results of this analysis are displayed in the first two columns of table 3.

The first column in table 3 displays the results when the analysis is based on the representative animal, but revenues are calculated based on the true, heterogeneous animal weights. Based on 100 randomly sampled herds, the expected annual return for a 1,000 head barn was $97,247 with a standard deviation of $586, and the observed range is from about one and a half percent below the mean to about one percent above the mean. The average number of days on feed was quite stable with a range of 111 to 113 days.

The second column of table 3 displays results when herd heterogeneity is explicitly recognized (the heterogeneous herd with a single shipping decision model). The average number of days on feed is reduced by two days, and the average return to fixed facilities and operator labor increased by over 0.3%. In addition, the standard deviation of returns is reduced by about 0.4%. The range of optimal shipping dates is slightly wider with this approach to analysis--six days as opposed to two days with the analysis based on the representative animal.

Multiple shipment strategies. The results for the analysis that explicitly recognizes that the herd is heterogeneous and allows truckload shipments on multiple dates are displayed in columns 3 through 5 in table 3. Because multiple shipment dates are permitted, but not required, one feasible strategy is to market all animals on the same day. This was not optimal for any of the 100 randomly generated herds. In a majority of cases (91% of the time), it was optimal to ship one truckload of animals on one day and ship the rest of the animals on another day. These cases are summarized in the fourth column of table 3. For the remainder of the herds (9%), a shipping strategy in which the two single loads were shipped on different days, with the remainder of the animals shipped on a third day was determined to be optimal. These cases are summarized in the fifth column of table 3. The average of the of these multiple shipment strategies are presented in column three of this table.

The multiple shipment strategy offers the potential to increase returns to fixed facilities and operator labor. When the overall impact of a multiple shipment strategy is compared with the homogeneous herd model results, an increase of 1.6% in profit was realized. This strategy also reduces the standard deviation of returns (-2.2%), providing a modest benefit in terms of risk management. The optimal date for shipping the final load is only slightly changed by the multiple shipment strategy. It increases by about four days on average, reflecting the fact that the marketing of an early truckload or two removes the heaviest animals from the herd, thereby reducing the incidence of discounts for heavy animals in the final shipment. However, the fact that the increase in the shipping date for the final load is small indicates that the opportunity cost of the facility continues to dominate that decision.

Impact of packer schedule on shipping strategy. Packer payment schedules change over time. Two payment schedules used by the same packer at two different points in time were obtained and compared from the perspective of a producer. Results obtained using the most recent payment schedule (schedule 1) are provided in table 3 and are discussed above. Table 4 describes the results when the three marketing models are evaluated with schedule 2 (table 2).

In general, the differences between results for the alternative marketing models are even greater than with discount/premium schedule 1. Results of the homogeneous herd model are found in column 1 of table 4. This strategy offers the lowest average annual return to the facility and has highest standard deviation of returns. Results of the heterogeneous herd with a single shipping decision model, which considers animal heterogeneity and ships animals on a single day, are displayed in column 2 of table 4. Expected annual returns with the heterogeneous herd with a single shipping decision model are more than 1% greater than with the homogeneous herd model, and the standard deviation of annual returns is decreased by about 1%. This income improvement over the homogeneous herd model is largely due to a reduction in the barn turn-over period by four days. Consideration of herd heterogeneity and use of multiple shipment dates (the heterogeneous herd with a multiple shipping decision model; presented in column 3) offer producers the highest potential average return by increasing expected annual returns by over 1% and decreasing the standard deviation of annual returns by 10%, relative to the heterogeneous herd with a single shipping decision model.

While the differences in the distributions of annual returns appears to be larger across the three models under schedule 2 than under schedule 1, the differences in shipping patterns are more pronounced. Under schedule 2 with multiple shipping dates, the vast majority (80%) of herds were shipped in three batches, one early truckload followed by another truckload about a week later, and the rest of the animals shipped about one day later.

Results from the Packer Perspective

The fundamental goal of discount/premium schedules is to influence the distribution of the attributes of the animals packers procure. The following sections explore the impact of herd heterogeneity and choice of payment schedule on packer procurement costs and the distribution of animals received as inputs.

Price Paid for Hogs

In table 5, the average packer payments as well as producer costs and producer net returns are examined under each model. The top half of the table displays results for schedule 1, while the bottom half of the table displays results for schedule 2. Producer revenue is the base price less discounts plus premiums, and represents the packer payment to producer on average. Under schedule 1, discounts and premiums are of similar magnitude, and so producer revenue is near the base price. (The exception to this rule is with multiple shipments where premiums are near twice discounts.) The situation under the older schedule 2 was quite different with discounts ranging from 7.5 to over 16 times larger than premiums.

Composition of Inputs

Because packer payment schedules affect the marketing decisions of producers, payment schedules will, as a consequence, influence the composition (weight/leanness characteristics) of inputs which packers receive. Table 6 displays the distributions of animals marketed for 100 simulations of herds of 1,000 hogs using the heterogeneous herd with a multiple shipping decision model under payment schedules 1 and 2. The distributions under each of these schedules are quite heterogeneous with carcass weights ranging from 164-170 to over 238 pounds under schedule 1 and 149-156 to over 237 pounds under schedule 2. Similarly, the lean percentages range from 43-45 to 5557 for both schedules. Despite their wide range, these distributions are quite peaked with over 37% of the distribution falling in the 215223 carcass weight range and 49-51% leanness range for schedule 1, and over 30% of the distribution in the 208-215 carcass weight range and 49-51% leanness under schedule 2.

Over 55% of the distribution of animals falls in the base price categories (170-223 pounds carcass weight and 49-51% leanness) for schedule 1. Over 28% of the animals receive premiums, and nearly 17% receive discounts under schedule 1. The situation is quite different with schedule 2 where about 19% of the distribution receives the base price, less than 2% receives a premium, and over 79% receive discounts. Examining the marginal distributions (labeled total in table 6) reveals that in moving to the newer schedule 1 from schedule 2 there is a shift toward animals with a lower lean percentage and toward animals with heavier carcass weights.

Conclusions

This paper extends the standard approach to the livestock replacement model to the situation where the unit of analysis is a herd, and the growth of animals within the herd is heterogeneous. Based on simulation results for a swine production unit, we find that explicit recognition of heterogeneous animal growth allows us to evaluate the strategy of marketing at multiple points in time. In the context of a swine producing unit where marketing is typically done in truckload batches, producers can increase expected returns to facilities and operator labor by marketing a batch or two of the heaviest animals, and then waiting a few days before marketing the rest of the herd. By marketing these heavier animals early, the producer is able to avoid some discounts for heavy animals. In addition to increasing mean returns, this strategy resulted in a decrease in the variability of returns as well.

The results presented here are based on an estimated herd-level swine growth model where the original data comes from herds with good genetics, above average growth rates, and above average health status. Thus, the variability of live weight within the herd was at the low end of what is achievable for an average commercial producer. Additional work should focus on evaluating the multiple marketing strategy under a greater within herd variability and for alternative packer payment programs.

[Received March 2004; accepted February 2006.]

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Kathryn A. Boys is a graduate research assistant and Paul Preckel and Kenneth Foster are professors in the Department of Agricultural Economics, Purdue University, 403 West State Street, West Lafayette, IN 47907. Ning Li is senior risk modeler, Consumer Analytics and Modeling Unit, Citigroup, 30 Arbor Road, Syosset, NY 11791. Allan Schinckel is professor, Department of Animal Sciences, Purdue University, Lilly Hall of Life Sciences, West Lafayette, IN 47907.

Assistance in generating simulated heterogeneous herd growth results by Mark Einstein and feed cost information provided by Dr. Brian Richert are gratefully acknowledged. The helpful comments of three anonymous reviewers and the Managing Editor Wade Brorsen are also gratefully acknowledged. Table 1. Composition of Phase Feeding Diets Used during the Growth and Finishing Stages Diet (a) 1 2 Diet Phase Grower 1 Grower l Days Diet Fed

(start-finish) 50-75 76-102 Days on Diet 25 26

Metabolizable Ingredient Energy (kcal/kg) Corn ($0.0992/kg (b)) 3420 (c) 71.60 77.10 Soybean meal, 48% 3380 (c) 24.70 19.30

crude protein

($0.2106/kg (b)) Lysine HCL ($1.2125/kg (d)) 701 (e) 0.15 0.15 Supplement containing: (f)

Dical. Phosphate 0 1.08 1.08

Limestone 0 0.75 0.75

Salt 0 0.35 0.35

Choice white grease 0 1.00 1.00

Swine vit. premix 0 0.15 0.15

Swine TM premix 0 0.0875 0.0875

Selinium 600 premix 0 0.05 0.05

OTC or CTC (50 g/lb) 0 0.10 0.10

Tylan 40 0 0.00 0.00

Phytase (600 PU/g) 0 0.075 0.075

Supplement cost ($/kg(g)) 0.012907 0.012907 Calculated analysis

Crude protein, % 18.40 17.00

Lysine, % 1.10 1.10 Diet (a) 3 4 5 Diet Phase Grower 2 Finisher 1 Finisher 2 Days Diet Fed

(start-finish) 102-116 117-129 130-Market Days on Diet 14 13 Variable Ingredient Ingredient % Corn ($0.0992/kg (b)) 80.80 83.80 86.90 Soybean meal, 48% 15.70 13.10 10.20

crude protein

($0.2106/kg (b)) Lysine HCL ($1.2125/kg (d)) 0.15 0.15 0.15 Supplement containing: (f)

Dical. Phosphate 0.92 0.74 0.54

Limestone 0.78 0.81 0.83

Salt 0.35 0.25 0.25

Choice white grease 1.00 1.00 1.00

Swine vit. premix 0.15 0.10 0.10

Swine TM premix 0.0875 0.05 0.05

Selinium 600 premix 0.05 0.025 0.025

OTC or CTC (50 g/lb) 0.10 0.10 0.00

Tylan 40 0.00 0.00 0.05

Phytase (600 PU/g) 0.075 0.075 0.05

Supplement cost ($/kg(g)) 0.012343 0.011438 0.013561 Calculated analysis

Crude protein, % 14.90 12.90 11.50

Lysine, % 1.10 1.10 1.10 (a) Corn and soybean meal percentage content was optimized based on market prices and lysine requirements. Percentage content of all other ingredients was based on the Purdue University Standard Diets for Research and Teaching Center (Revised 11.18.2003). (b) Source: Li (2003). (c) Source: National Research Council (1998). (d) Source: Kendall et al. (1999). (e) Source: Kirstein (2001). (f) Assumes no dietary energy content for supplementary ingredients. (g) Source: Richert (2005). Table 2. Carcass Weight and Lean Discount/Premium Grids as a Function of Weight and Lean-ness for Two Alternative Schedules ($/cwt) Hot Carcass Percent Carcass Lean (%) Weight Range (lbs) < 43% 43-45 45-47 47-49 49-51

Schedule 1 (a) < 164 -23.50 -22.50 -18.50 -16.00 -13.50 164-170 -16.00 -15.00 -11.00 -8.50 -6.00 170-178 -10.00 -9.00 -5.00 -2.50 0.00 178-186 -10.00 -9.00 -5.00 -2.50 0.00 186-193 -10.00 -9.00 -5.00 -2.50 0.00 193-201 -10.00 -9.00 -5.00 -2.50 0.00 201-208 -10.00 -9.00 -5.00 -2.50 0.00 208-215 -10.00 -9.00 -5.00 -2.50 0.00 215-223 -10.00 -9.00 -5.00 -2.50 0.00 223-230 -13.00 -12.00 -8.00 -5.50 -3.00 230-238 -15.26 -14.26 -10.26 -7.76 -5.26 238-244 -26.00 -25.00 -21.00 -18.50 -16.00 > 244 -26.00 -25.00 -21.00 -18.50 -16.00

Schedule 2 (b) < 141 -19.46 -16.96 -14.46 -11.96 -10.71 141-149 -19.46 -16.96 -14.46 -11.96 -10.71 149-156 -16.76 -14.26 -11.76 -9.26 -8.01 156-164 -14.05 -11.55 -9.05 -6.55 -5.30 164-170 -11.35 -8.85 -6.35 -3.85 -2.60 170-178 -10.00 -7.50 -5.00 -2.50 -1.25 178-186 -10.00 -7.50 -5.00 -2.50 -1.25 186-193 -10.00 -7.50 -5.00 -2.50 -1.25 193-201 -10.00 -7.50 -5.00 -2.50 -1.25 201-208 -10.00 -7.50 -5.00 -2.50 -1.25 208-215 -10.08 -8.18 -5.68 -3.18 -1.93 215-223 -12.03 -9.53 -7.03 -4.53 -3.28 223-230 -13.38 -10.88 -8.38 -5.88 -4.63 230-237 -16.08 -13.58 -11.08 -8.58 -7.33 > 237 -18.78 -16.28 -13.78 -11.28 -10.03 Hot Carcass Percent Carcass Lean (%) Weight Range (lbs) 51-53 53-55 55-57 57-59 59

Schedule 1 (a) < 164 -13.50 -13.50 -13.50 -13.50 -13.50 164-170 -6.00 -6.00 -6.00 -6.00 -6.00 170-178 1.50 2.75 4.00 3.00 3.00 178-186 1.50 2.75 4.00 3.00 3.00 186-193 1.50 2.75 4.00 3.00 3.00 193-201 1.50 2.75 4.00 3.00 3.00 201-208 1.50 2.75 4.00 3.00 3.00 208-215 1.50 2.75 4.00 3.00 3.00 215-223 1.50 2.75 4.00 3.00 3.00 223-230 -1.50 -0.25 1.00 0.00 0.00 230-238 -3.76 -2.51 -1.26 -2.26 -2.26 238-244 -14.50 -13.25 -12.00 -13.00 -13.00 > 244 -16.00 -16.00 -16.00 -16.00 -16.00

Schedule 2 (b) < 141 -9.46 -9.46 -9.46 -9.46 -9.46 141-149 -9.46 -9.46 -9.46 -9.46 -9.46 149-156 -6.76 -5.51 -4.26 -3.86 -4.76 156-164 -4.05 -2.80 -1.55 -1.15 -2.05 164-170 -1.35 -0.10 1.15 1.55 0.65 170-178 0.00 1.25 2.50 2.90 2.00 178-186 0.00 1.25 2.50 2.90 2.00 186-193 0.00 1.25 2.50 2.90 2.00 193-201 0.00 1.25 2.50 2.90 2.00 201-208 0.00 1.25 2.50 2.90 2.00 208-215 -0.68 0.57 1.82 2.22 1.32 215-223 -2.03 -0.78 0.47 0.87 -0.03 223-230 -3.38 -2.13 -0.88 -0.48 -1.38 230-237 -6.08 -4.83 -3.58 -3.18 -4.08 > 237 -8.78 -8.78 -8.78 -8.78 -8.78 (a) Source: Farmland Industries (2005). (b) Source: Farmland Industries (1999). Table 3. Annual Returns for All Models to Fixed Facilities and Operator Labor with Live Weight Pricing--Schedule 1

Heterogeneous

Herd

Homogeneous Single

(Average) Shipping Item Herd (a) Decision Expected return 97,247 97,554

($/yr.) (586) (584) Minimum return 95,891 96,391

($/yr.) Maximum return 98,319 98,848

($/yr.) Average days 112 110

on feed (0.67) (1.32) Minimum days 111 107

on feed Maximum days 113 113

on feed Number 100 100

of cases

Heterogeneous Herd

Multiple Shipping Decisions

Market Market Item Overall Twice Thrice Expected return 98,821 98,816 98,871

($/yr.) (574) (568) (625) Minimum return 97,570 97,570 98,002

($/yr.) Maximum return 100,008 99,880 100,008

($/yr.) Average days 113 Load 1:106 Load 1:106 (1.60)

on feed (0.78) (1.48) Load 2: 115 (0.50)

Rest: 114 Rest: 116 (0.92)

(0.82) Minimum days 102 Load 1:102 Load 1: 103

on feed Rest: 112 Load 2: 114

Rest: 115 Maximum days 118 Load 1:109 Load 1: 109

on feed Rest: 116 Load 2: 115

Rest: 118 Number 100 91 9

of cases Note: Standard errors are reported in parentheses. These results are based on 100 randomly generated herds of 1,000 animals for a finishing operation. Calculations include a seven day period for marketing animals, cleaning and restocking the facility. (a) Actual revenues differ from expected; expected annual revenues (std. dev.) $1116,698 (546). Table 4. Annual Returns for All Models to Fixed Facilities and Operator Labor with Live Weight Pricing--Schedule 2

Heterogeneous

Herd

Homogeneous Single Item (Average) Shipping

Herd (a) Decision Expected return 87,162 88,241

($/yr.) (548) (532) Minimum return 86,018 86,942

($/yr.) Maximum return 88,420 89,508

($/yr.) Average days 112 108

on feed (0.67) (0.73) Minimum days 111 106

on feed Maximum days 113 110

on feed Number of cases 100 100

Heterogeneous Herd

Multiple Shipping Decisions Item Market Market

Overall Twice Thrice Expected return 89,242 89,337 89,218

($/yr.) (481) (427) (491) Minimum return 88,241 88,458 88,241

($/yr.) Maximum return 90,433 89,945 90,433

($/yr.) Average days 109 Load Load 1:102 (0.97)

on feed (0.50) 1:103 (0.81) Load 2:110 (0.63)

Rest: Rest: 111 (0.52)

110 (0.40) Minimum days 101 Load 1:102 Load 1: 101

on feed Rest: 110 Load 2: 108

Rest: 110 Maximum days 112 Load 1:105 Load 1: 104

on feed Rest: 111 Load 2: 111

Rest: 112 Number of cases 100 20 80 Note: Standard errors are reported in parentheses. These results are based on 100 randomly generated herds of 1,000 animals for a finishing operation. Calculations include a seven-day period for marketing animals, cleaning and restocking the facility. (a) Actual revenues differ from expected; expected annual revenues (std. dev) $97,409 (529). Table 5. Average Returns in per Pig Breakdown for Three Models

Heterogeneous

Herd

Single Multiple

Homogeneous Shipping Shipping Item ($) Herd Decision Decisions

Schedule 1 Base price 116.47 115.00 117.37

revenue Discount 1.70 1.35 0.83 Premium 1.64 1.75 1.56 Revenue 116.41 115.40 118.10 Prod. costs 84.73 84.04 85.18 Total net 31.69 31.35 32.92

return

Schedule 2 Base price 116.47 112.84 114.05

revenue Discount 3.56 2.31 1.80 Premium 0.22 0.30 0.24 Revenue 113.13 110.83 112.49 Prod. costs 84.73 83.04 83.62 Total net 28.40 27.78 28.88

return Table 6. Distribution of Marketed Animals by Weight and Lean Percentage--Schedule 1 Carcass Weight Lean % Ranges Ranges (lbs) 43-45 45-47 47-49 49-51

Schedule 1 164-170 0.002 170-178 0.016 178-186 0.001 0.080 186-193 0.009 0.290 193-201 0.034 1.035 201-208 0.001 0.307 3.606 208-215 0.039 2.271 12.374 215-223 0.262 10.809 37.749 223-230 0.002 0.083 0.958 1.117 230-238 0.001 0.066 0.353 0.187 > 238 0.004 0.024 0.012 0.004 Total 0.007 0.475 14.754 56.459

Schedule 2 149-156 0.005 156-164 164-170 0.002 170-178 0.016 178-186 0.001 0.08 186-193 0.009 0.29 193-201 0.063 1.42 201-208 0.016 1.847 18.465 208-215 0.067 4.992 30.39 215-223 0.04 0.883 1.536 223-230 0.043 0.342 0.287 230-237 0.035 0.111 0.037 > 237 0.001 0.026 0.036 0.008 Total 0.001 0.227 8.284 52.536 Carcass Weight Lean % Ranges Ranges (lbs) 51-53 53-55 55-57 Total

Schedule 1 164-170 0.034 0.019 0.055 170-178 0.144 0.075 0.003 0.239 178-186 0.444 0.142 0.003 0.671 186-193 0.920 0.235 0.005 1.458 193-201 2.242 0.308 0.002 3.621 201-208 3.496 0.267 0.001 7.677 208-215 6.210 0.271 21.165 215-223 12.995 0.358 62.173 223-230 0.123 0.002 2.285 230-238 0.006 0.613 > 238 0.044 Total 26.614 1.677 0.014

Schedule 2 149-156 0.002 0.001 0.008 156-164 0.016 0.006 0.022 164-170 0.034 0.019 0.055 170-178 0.143 0.077 0.003 0.239 178-186 0.444 0.143 0.003 0.671 186-193 0.925 0.232 0.005 1.461 193-201 2.503 0.334 0.002 4.322 201-208 15.136 0.918 0.001 36.383 208-215 16.937 0.769 0.001 53.156 215-223 0.275 0.003 2.737 223-230 0.019 0.691 230-237 0.001 0.184 > 237 0.071 Total 36.435 2.502 0.015 Note: Table represents the distribution of 100 herds of 1,000 animals shipped under the heterogeneous herd with multiple shipping decisions marketing strategy.


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