• Title/Summary/Keyword: LM tests

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Test of Model Specification in Panel Regression Model with Two Error Components (이원오차성분을 갖는 패널회귀모형의 모형식별검정)

  • Song, Seuck-Heun;Kim, Young-Ji;Hwang, Sun-Young
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.461-479
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    • 2006
  • This paper derives joint and conditional Lagrange multiplier tests based on Double-Length Artificial Regression(DLR) for testing functional form and/or the presence of individual(time) effect in a panel regression model. Small sample properties of these tests are assessed by Monte Carlo study, and comparisons are made with LM tests based on Outer Product Gradient(OPG). The results show that the proposed DLR based LM tests have the most appropriate finite sample performance.

Test of Model Specification in Box-Cox Transformed Regression Model with AR(1) Errors (오차항이 AR(1)을 따르는 Box-Cox 변환 회귀모형에서 모형 식별을 위한 검정)

  • Cheon, Soo-Young;Yoon, Seok-Jin;Hwang, Sun-Young;Song, Seuck-Heun
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.327-340
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    • 2008
  • This paper derives joint and conditional Lagrange multiplier tests based on information matrix for testing functional form and/or the presence of autocorrelation in a regression model. Small sample properties of these tests are assessed by Monte Carlo study and comparisons are made with LM tests based on Hessian matrix. The results show that the proposed $LM_E$ tests have the most appropriate finite sample performance.

The Convergence of Poverty Rates among States across the U.S.

  • Kim, Yung-Keun
    • Journal of Korea Society of Industrial Information Systems
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    • v.23 no.3
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    • pp.131-142
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    • 2018
  • Since income growth rate and poverty level are related, there is a possibility that the poverty rate may converge in the long run steady state as well. If the poverty rate converges, then for this study the state that begins with the high poverty rate would have a higher poverty reduction rate. To examine the convergence of poverty rate among the US states, this study uses two times series methodologies. First, in order to prevent the power loss from ignoring the structural break when testing for a unit root in a single time series, this study employs the newly developed panel LM unit root tests with level and trend shifts. The results of unit root tests of the log of poverty rate without allowing for structural breaks show that twenty six states reject the null hypothesis of unit root test for the ADF test, twenty five states for the LM test, and thirty five states for the RALS-LM test. The result of unit root tests that allow one structural break shows that the null hypothesis of a unit root test is rejected for twenty two states with the LM test, and thirty three states with the RALS-LM test. This supports poverty rates are converging among US states.

Test of Linearity in Panel Regression Model (패널회귀모형에서 선형성검정)

  • 송석헌;최충돈
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.351-364
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    • 2003
  • This paper derives Lagrange multiplier tests based on Double-Length Artificial Regression and Outer-Product Gradient for testing linear and log-linear panel regressions against Box-Cox alternatives. The proposed DLR based LM tests are easy to implement in an error component model. From the Monte Carlo study, the DLR based LM tests are recommended for testing functiona forms.

Alternative Tests for the Nested Error Component Regression Model

  • Song, Seuck-Heun;Jung, Byoung-Cheol
    • Journal of the Korean Statistical Society
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    • v.29 no.1
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    • pp.63-80
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    • 2000
  • We consider the panel data regression model with nested error componets. In this paper, the several Lagrange Multipler tests for the nested error component model are derived. These tests extend the earlier work of Honda(1985), Moulton and Randolph(1989), Baltagi, et al.(1992) and King and Wu(1997) to the nested error component case. Monte Carlo experiments are conducted to study the performance of these LM tests.

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Tests for Panel Regression Model with Unbalanced Data

  • Song, Suck-Heun;Jung, Byoung-Cheol
    • Journal of the Korean Statistical Society
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    • v.30 no.3
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    • pp.511-527
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    • 2001
  • This paper consider the testing problem of variance component for the unbalanced tow=-way error component model. We provide a conditional LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual)efefcts are present. This test is extension of Baltagi, Chang and Li(1998, 1992). Monte Carlo experiments are conducted to study the performance of this LM test.

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LM Tests in Nested Serially Correlated Error Components Model with Panel Data

  • Song, Seuck-Heun;Jung, Byoung-Cheol;Myoungshic Jhun
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.541-550
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    • 2001
  • This paper considers a panel data regression model in which the disturbances follow a nested error components with serial correlation. Given this model, this paper derives several Lagrange Multiplier(LM) testis for the presence of serial correlation as well as random individual effects, nested effects, and for existence of serial correlation given random individual and nested effects.

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Comparison of Result Between NM and LM (진단 검사의학과와 중복되는 검사들의 결과 비교, 분석 (TSH, $FT_4$, AFP, CEA, PSA))

  • Moon, Ki-Choon;Kwon, Won-Hyun;Kim, Hye-Sook;Lee, In-Won
    • The Korean Journal of Nuclear Medicine Technology
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    • v.13 no.3
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    • pp.165-170
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    • 2009
  • Purpose: Nowadays, NM (in vitro lab) and LM (TLA lab) are overlaped in almost all tests. in this case, how can NM develop continually in a keen competition with LM. we studied to find out current situation and problems after comparing NM with LM. Then, to improve our technic. Methods and meterials: We studied from October 2008 to February 2009 at department of nuclear medicine Seoul National University Bundang Hospital visited 108 patients. We assayed TSH, $FT_4$ by Ria-mat{TSH (n=23), $FT_4$ (n=19)} and AFP, CEA, PSA by manual. {AFP (n=24), CEA (n=31), PSA (n=31)}. On the other hand, LM was measured by TLA system. Results: NM was similar to LM (value of AFP), NMLM (value of PSA,TSH), NM$\leqq$LM (value of $FT_4$ in range 0.01~1.00 ng/mL), NM$\geqq$LM (value of $FT_4$ in range 1.00~6.00 ng/mL) Conclusions: There was no test which result showed big difference remarkably, but several tests have some difference totally or partly. It means that there is possibility to judge wrongly (normal patient->abnormal, abnormal->normal). So, we need to consider always when we report the result.

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CONFLICT AMONG THE SHRINKAGE ESTIMATORS INDUCED BY W, LR AND LM TESTS UNDER A STUDENT'S t REGRESSION MODEL

  • Kibria, B.M.-Golam
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.411-433
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    • 2004
  • The shrinkage preliminary test ridge regression estimators (SPTRRE) based on Wald (W), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests for estimating the regression parameters of the multiple linear regression model with multivariate Student's t error distribution are considered in this paper. The quadratic biases and risks of the proposed estimators are compared under both null and alternative hypotheses. It is observed that there is conflict among the three estimators with respect to their risks because of certain inequalities that exist among the test statistics. In the neighborhood of the restriction, the SPTRRE based on LM test has the smallest risk followed by the estimators based on LR and W tests. However, the SPTRRE based on W test performs the best followed by the LR and LM based estimators when the parameters move away from the subspace of the restrictions. Some tables for the maximum and minimum guaranteed efficiency of the proposed estimators have been given, which allow us to determine the optimum level of significance corresponding to the optimum estimator among proposed estimators. It is evident that in the choice of the smallest significance level to yield the best estimator the SPTRRE based on Wald test dominates the other two estimators.

Subacute Oral Toxicity Evaluation of Freeze-Dried Powder of Locusta migratoria

  • Kwak, Kyu-Won;Kim, Sun Young;An, Kyu Sup;Kim, Yong-Soon;Park, Kwanho;Kim, Eunsun;Hwang, Jae Sam;Kim, Mi-Ae;Ryu, Hyeon Yeol;Yoon, Hyung Joo
    • Food Science of Animal Resources
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    • v.40 no.5
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    • pp.795-812
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    • 2020
  • Novel food sources have enormous potential as nutritional supplements. For instance, edible insects are considered as an alternative food source due to their higher protein content; moreover, they are economically efficient reproducers and have high in nutritional value. In this study, we investigated the toxicity of the freeze-dried powder of Locusta migratoria (fdLM), known to contain rich proteins as well as fatty acids. The objective of the present study was to evaluate the subacute toxicity of fdLM in male and female Sprague-Dawley (SD) rats. The SD rats were divided into four groups based on the dosage of fdLM administered: dosage of 0 (vehicle control), 750, 1,500, and 3,000 mg/kg/day were administered for 28 days. Toxicological assessments including observations on food consumption, body and organ weights, clinical signs, mortality, ophthalmologic tests, urinalyses, hematologic tests, clinical chemistry tests, gross findings, and histopathology tests were performed. Clinical signs, urinalyses, hematology, serum biochemistry tests, and organ weight examinations revealed no fdLM-related toxicity. The no-observed-adverse-effect level for fdLM was higher than 3,000 mg/kg/day in rats of both sexes; therefore, fdLM, in conclusion, can be considered safe as an edible alternative human and animal food source material.