Right. There is always something earlier, more like a shrew. Be careful though, go back far enough and we just might discover that we really were clams and have to eat crow. Used copies of History of Man would jump a buck on Amazon.
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http://www.sciencemag.org/news/2013/02/ancestor-all-placental-mammals-revealed
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Results suggest that the ancestor of all placental mammals evolved less than 400,000 years after the mass extinctions that wiped out the dinosaurs, the researchers report online today in Science. The hypothetical creature, not found in the fossil record but inferred from it, probably was a tree-climbing, insect-eating mammal that weighed between 6 and 245 grams—somewhere between a small shrew and a mid-sized rat. It was furry, had a long tail, gave birth to a single young, and had a complex brain with a large lobe for interpreting smells and a corpus callosum, the bundle of nerve fibers that connects the left and right hemispheres of the brain.
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The new study used the genetic information to arrange the branches on the family tree of placental mammals but didn't use a molecular clock inferred from rates of mutation to determine when the various branches first appeared, Yoder says. Statistical methods that help researchers determine the length of those branches as well as their arrangement will certainly shed more light on mammalian evolution, she says.