• Title/Summary/Keyword: Statistical Testing

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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.

Analysis of Multivariate-GARCH via DCC Modelling (DCC 모델링을 이용한 다변량-GARCH 모형의 분석 및 응용)

  • Choi, S.M.;Hong, S.Y.;Choi, M.S.;Park, J.A.;Baek, J.S.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.995-1005
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    • 2009
  • Conditional correlation between financial time series plays an important role in risk management, asset allocation and portfolio selection and therefore diverse efforts for modeling conditional correlations in multivariate-GARCH processes have been made in last two decades. In particular, CCC (cf. Bollerslev, 1990) and DCC(dynamic conditional correlation, cf. Engle, 2002) models have been commonly used since they are relatively parsimonious in the number of parameters involved. This article is concerned with DCC modeling for multivariate GARCH processes in comparison with CCC specification. Various multivariate financial time series are analysed to illustrate possible advantages of DCC over CCC modeling.

Effects of Duchesnea Indica of Colorectal Adenocarcinoma Cells (사매가 대장암 세포에 미치는 영향)

  • Lee, Do-Hyoung;Kim, Jin-Sung;Yoon, Sang-Hyub;Ryu, Ki-Won;Ryu, Bong-Ha
    • The Journal of Internal Korean Medicine
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    • v.26 no.2
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    • pp.310-319
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    • 2005
  • Objectives: The aim is to identify any anti-tumor effects of Duchesnea indica(Andr.) Focke on colon cancer cells. Materials & Methods: Colo201 human adenocarcinoma cells were obtained from American Type Culture Collection. The boiled extract of Duchesnea indica(Andr.) Focke was added (10 and 20 microliters) to cultures and observed at 0, 6, and 12 hours, and at 12-hour intervals thereafter. Morphological changes in colon cancer cells were observed through an inverted microscope, Destruction of colon cancer cells was measured through Trypan blue exclusion testing. Suppression of the viability of colon cancer cells were measured via MTT assay. Anti-cancer mechanisms in the cell cycle of colon cancer cells were analysed via flow cytometry. Results: After introduction of Duchesnea indica(Andr.) Focke to cultures several changes were seen. Significant atrophy of the nucleus and cytoplasm of colon cancer cells was observed, indicating cell injury. Destruction of colon cancer cells was observed in direct proportion to dosage and duration. Suppression of viability of colon cancer cells for each test group was greater than that of the control group increasingly over time(36h, 48h, 60h, 72h), which was statistical significant (p<0.05). Cell numbers of the mitosis phase of the colon cancer cell cycle reduced. Conclusions: Statistcally significant anti-tumor effects of Duchesnea indica(Andr.) Focke were observed in this in vitro experiment. Results support a role for Duchesnea indica(Andr.) Focke in treatment of colon cancer. though it will required progressive research to develop a practical treatment.

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Comparative Study on the Absorption of Water after Oral Administration of Various Sports Drinking Beverages to Rabbits (수종의 스포츠 음료를 토끼에 경구 투여한 후 수분 흡수에 대한 비교연구)

  • Kim, Chong-Kook;Lee, Beom-Jin
    • Journal of Pharmaceutical Investigation
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    • v.25 no.1
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    • pp.1-7
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    • 1995
  • After oral administration of various drinking solutions, the initial absorption rate of water through gastrointestinal tract of the rabbits was evaluated using tritinated water $(^3H_2O)$ as a marker to develop the sports drinking beverage for Korean people. The polynomial curve fitting over 20 min was performed using computer program to obtain the initial absorption rate of water from the tangent line of the fitted equation because initial absorption rate of water was more critical compared to elimination rate during exercise. The amount of water absorbed was increased but a large variation was observed among testing preparations in a small study group $(2{\leq}n{\leq}6)$. The initial absorption rate of water from isotonic sports drinking beverages was statistically significant when compared to hypertonic cola but was not significant when compared to hypotonic solutions (potable water and barley water). In case of hypertonic sports dringking beverages (i.e. Takeda), initial absorption rate of water was not improved and efficient when compared to other isotonic sports dringking beverages. The initial absorption rate of water from prescribed isotonic sample solution containing electrolytes, carbohydrates, and vitamins was not statistically significant when compared to other isotonic drinking beverages but showed similar absorption profile. It was obvious that isotonic solutions simultaneously containing electrolytes, vitamins and carbohydrates (sugar and glucose) had a tendency to increase the initial absorption of water compared to hypotonic (potable water and barley water) and hypertonic preparations (orange juice and cola). Although statistical significance of initial absorption rate of water between isotonic sports drinking beverages and hypotonic potable and barley water was not observed, unlike the hypertonic solutions, isotonic sports drinking beverages may aid not only to replenish loss of water, electrolytes and other nutrients during the exercise but also to prevent dehydration and muscle fatigue, resulting in improved physical performance in an exhausted condition.

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A study on the Healing Effects of UV-Day light for the healthy Leprosy Center through the ANOVA statistical analysis - Focused on 5S (Sort, Straighten, Shine, Standardize, Sustain)

  • Shaikh, Javaria Manzoor;Park, JaeSeung
    • Journal of The Korea Institute of Healthcare Architecture
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    • v.19 no.4
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    • pp.7-18
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    • 2013
  • Purpose: The aim of this paper is to reduce the stress and the disturbance occur in selective action of patient. This article will also help us to control spreading and reduce the order and bacteria produced by leprosy disease among the lepers. This will be achieved with the help of several variables and these variables help us on health benefits is 5S (Sort, Straighten, Shine, Standardize, Sustain) i.e. ratio of sectional morphology, lessor 90 degree angles, day light, universal design building and maximum ventilation. The replies from the questionnaire were collected based on varying levels of satisfaction and gloominess on the scale of 1-10. Methods: The multi-layer methodological framework for maximising the healing environment obtained from the observation of schemes and parameters of ANOVA: (Analysis Of Variance between five deciding factors) are. Firstly applied for the calculation of the patient's satisfaction for U.V light from sun on ECOTECT simulation, secondly the number of $90^{\circ}$ angle, along the corridors. Thirdly understanding the ways to represent people's perceptual structures and way finding with Space Syntax software. Fourthly the ratio of depth to height of the building typology and finally interviewing the subjects describing their special experiences based on scale value. The focus of this testing of human subjects was to receive data for the existence of image scheme in way-finding and to identify the mechanisms by which sun light impacts human (lepers) health. Results: AMPVA studies concluded that there is similarity between I and O plan as well as L and H plan whereas U plan was difference among the five selected architectural shapes. Implications: The purpose of this research is to show the effects of the I-type, L-type, C-type, U-type and O-type plan design, and to analyse the morphology for EBD (Evidence-Based Design) healing environment which is a universal design for Munghopir Karachi, in Pakistan.

Testing for Use and Acceptance of Internet Banking Based on UTAUT Model (UTAUT모형을 이용한 사용자 수용연구)

  • Park, Young-Bae;Park, Hyun-Jee
    • Journal of Korea Society of Industrial Information Systems
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    • v.22 no.1
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    • pp.11-21
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    • 2017
  • Internet Banking Offers Major Advantages for Both Banks and Customers. However, Not All People have equal Access or Skills to use such Services. The Main Objective of this Study is to Understand the Fctors Influencing Internet Banking Usage we Developed a Research Model Drawing from the UTAUT and Digital Divide Research. The Model was Tested and find more than 90% of Variance of Internet Banking Usage was Explained by the Model. Results Demonstrate that the Strongest Factor Influencing the Intention to adopt Internet Banking Services is the Degree to which an Individual Believes that it is Safe to use such Services. In the Paper, all the Hypotheses Except for the Hypothesis on the Effort Expectation are Accepted with Statistical Significance.

Air pollution study using factor analysis and univariate Box-Jenkins modeling for the northwest of Tehran

  • Asadollahfardi, Gholamreza;Zamanian, Mehran;Mirmohammadi, Mohsen;Asadi, Mohsen;Tameh, Fatemeh Izadi
    • Advances in environmental research
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    • v.4 no.4
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    • pp.233-246
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    • 2015
  • High amounts of air pollution in crowded urban areas are always considered as one of the major environmental challenges especially in developing countries. Despite the errors in air pollution prediction, the forecasting of future data helps air quality management make decisions promptly and properly. We studied the air quality of the Aqdasiyeh location in Tehran using factor analysis and the Box-Jenkins time series methods. The Air Quality Control Company (AQCC) of the Municipality of Tehran monitors seven daily air quality parameters, including carbon monoxide (CO), Nitrogen Monoxide (NO), Nitrogen dioxide ($NO_2$), $NO_x$, ozone ($O_3$), particulate matter ($PM_{10}$) and sulfur dioxide ($SO_2$). We applied the AQCC data for our study. According to the results of the factor analysis, the air quality parameters were divided into two factors. The first factor included CO, $NO_2$, NO, $NO_x$, and $O_3$, and the second was $SO_2$ and $PM_{10}$. Subsequently, the Box- Jenkins time series was applied to the two mentioned factors. The results of the statistical testing and comparison of the factor data with the predicted data indicated Auto Regressive Integrated Moving Average (0, 0, 1) was appropriate for the first factor, and ARIMA (1, 0, 1) was proper for the second one. The coefficient of determination between the factor data and the predicted data for both models were 0.98 and 0.983 which may indicate the accuracy of the models. The application of these methods could be beneficial for the reduction of developing numbers of mathematical modeling.

Artificial neural network model using ultrasonic test results to predict compressive stress in concrete

  • Ongpeng, Jason;Soberano, Marcus;Oreta, Andres;Hirose, Sohichi
    • Computers and Concrete
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    • v.19 no.1
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    • pp.59-68
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    • 2017
  • This study focused on modeling the behavior of the compressive stress using the average strain and ultrasonic test results in concrete. Feed-forward backpropagation artificial neural network (ANN) models were used to compare four types of concrete mixtures with varying water cement ratio (WC), ordinary concrete (ORC) and concrete with short steel fiber-reinforcement (FRC). Sixteen (16) $150mm{\times}150mm{\times}150mm$ concrete cubes were used; each contained eighteen (18) data sets. Ultrasonic test with pitch-catch configuration was conducted at each loading state to record linear and nonlinear test response with multiple step loads. Statistical Spearman's rank correlation was used to reduce the input parameters. Different types of concrete produced similar top five input parameters that had high correlation to compressive stress: average strain (${\varepsilon}$), fundamental harmonic amplitude (A1), $2^{nd}$ harmonic amplitude (A2), $3^{rd}$ harmonic amplitude (A3), and peak to peak amplitude (PPA). Twenty-eight ANN models were trained, validated and tested. A model was chosen for each WC with the highest Pearson correlation coefficient (R) in testing, and the soundness of the behavior for the input parameters in relation to the compressive stress. The ANN model showed increasing WC produced delayed response to stress at initial stages, abruptly responding after 40%. This was due to the presence of more voids for high water cement ratio that activated Contact Acoustic Nonlinearity (CAN) at the latter stage of the loading path. FRC showed slow response to stress than ORC, indicating the resistance of short steel fiber that delayed stress increase against the loading path.

Effect of Family Flexibility on the Idea of Adolescents Suicide -The Senior Year of High school Boys- (가족탄력성이 청소년의 자살생각에 미치는 영향 -고등학교 3학년 남학생을 대상으로-)

  • Seo, Shin-Ja;Jung, Min-Suk
    • The Journal of the Korea Contents Association
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    • v.13 no.5
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    • pp.262-274
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    • 2013
  • This study was performed in order to verify the effect of family resilience in youth suicide. The subject was the third year of high school boys in Gwang-ju, 308 questionnaires were used in the analysis. In order to derive the results of a study, we used the statistical processing technique SPSS, to perform verification of factor analysis and reliability of each variable, AMOS analysis was performed for hypothesis testing. According to the result of the study, belief systems which was sub-variables of family resiliency affect communication, and communication influence on the idea of adolescents suicide. In addition, the belief system has an indirect impact on the communication mediated suicidal thought. Thus, If we emphasize the harmony between family, suicidal thought of adolescent will be reduced. So we proposed the way to increase the belief of the family, and ways to improve communication between parents and children.

Retirement Preparing Behavior Analysis of Pastors with Application of Theory of Planned Behavior (계획된 행동이론을 적용한 목회자의 은퇴준비 행동분석)

  • Kim, Young-Chun;Kim, Jin-Youn
    • The Journal of the Korea Contents Association
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    • v.13 no.8
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    • pp.201-210
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    • 2013
  • The purpose of this study is to verify the effects on all factors from the research design by pastors. Research model is based on the theory of planned behavior. To this end, data were collected from 214 pastors and they were analyzed. In order to derived the results of a study, we used the statistical processing technique SPSS, to perform verification of factor analysis and reliability of each variable, AMOS analysis was performed for hypothesis testing. The results are as follows. First, this study demonstrated that there is a positive relationship between subjective norms and intention, perceived behavior control and intention of retirement preparing. Second, this study demonstrated that there is a positive relationship between intention and behavior, perceived behavior control and behavior of retirement preparing. Third, intention had a partial mediation effect between perceived behavior control and behavior of retirement preparing. As a result of this research, comprehensive implications were suggested for improving of retirement preparing by pastor.