• Title/Summary/Keyword: Wald statistic

Search Result 24, Processing Time 0.021 seconds

Exact Tests for Variance Ratios in Unbalanced Random Effect Linear Models

  • Huh, Moon-Yul;Li, Seung-Chun
    • Journal of the Korean Statistical Society
    • /
    • v.25 no.4
    • /
    • pp.457-469
    • /
    • 1996
  • In this paper, we propose a method for an exact test of H : $p_i$ = $r_i$ for all i against K : $p_i$ $\neq$ $r_i$ for some i in an unbalanced random effect linear model, where $p_i$ denotes the ratio of the i-th variance component to the error variance. Then we present a method to test H : $p_i$ $\leq$ r against K : $p_i$> r for some specific i by applying orthogonal projection on the model. We also show that any test statistic that follows an F-distribution on the boundary of the hypotheses is equal to the one given here.

  • PDF

Estimation of Log-Odds Ratios for Incomplete $2{\times}2$ Tables with Covariates using FEFI

  • Kang, Shin-Soo;Bae, Je-Min
    • Journal of the Korean Data and Information Science Society
    • /
    • v.18 no.1
    • /
    • pp.185-194
    • /
    • 2007
  • The information of covariates are available to do fully efficient fractional imputation(FEFI). The new method, FEFI with logistic regression is proposed to construct complete contingency tables. Jackknife method is used to get a standard errors of log-odds ratio from the completed table by the new method. Simulation results, when covariates have more information about categorical variables, reveal that the new method provides more efficient estimates of log-odds ratio than either multiple imputation(MI) based on data augmentation or complete case analysis.

  • PDF

A Study on the Test of Homogeneity for Nonlinear Time Series Panel Data Using Bilinear Models (중선형 모형을 이용한 비선형 시계열 패널자료의 동질성검정에 대한 연구)

  • Kim, Inkyu
    • Journal of Digital Convergence
    • /
    • v.12 no.7
    • /
    • pp.261-266
    • /
    • 2014
  • When the number of parameters in the time series model are diverse, it is hard to forecast because of the increasing error by a parameter estimation. If the homogeneity hypothesis which was obtained from the same model about severeal data for the time series is selected, it is easy to get the predictive value better. Nonlinear time-series panel data for each parameter for each time series, since there are so many parameters that are present, and the large number of parameters according to the parameter estimation error increases the accuracy of the forecast deteriorated. Panel present in the time series of multiple independent homogeneity is satisfied by a comprehensive time series to estimate and to test of the parameters. For studying about the homogeneity test for the m independent non-linear of the time series panel data, it needs to set the model and to make the normal conditions for the model, and to derive the homogeneity test statistic. Finally, it shows to obtain the limit distribution according to ${\chi}^2$ distribution. In actual analysis,, we can examine the result for the homogeneity test about nonlinear time series panel data which are 2 groups of stock price data.

A Case-control Study of the Relationships between Reproductive Factors and Degree of Dysplasia of the Colorectal Adenoma and Cancer (대장 선종 이형성 및 대장암과 임신, 출산, 월경 요인의 관련성에 관한 환자-대조군 연구)

  • Lee, Se-Young;Choi, Kyu-Yong;Kim, Mi-Kyung;Lee, Jin-Hee;Meng, Kwang-Ho;Lee, Won-Chul
    • Journal of Preventive Medicine and Public Health
    • /
    • v.36 no.3
    • /
    • pp.279-288
    • /
    • 2003
  • Objectives : Evidence for an effect of rerroductive factors on colorectal carcinogenesis is not yet consistent. Little research has been conducted to investigate whether reproductive factors were associated with colorectal adenomas that are the precursors of colorecta1 cancer, We evaluated the relationships between reproductive factors and the degree of dysplasia of the colorectal adenoma and cancer as colorectal adenoma-carcinoma sequence. Methods : For this study, 241 adenoma cases with histopathologically confirmed incident colorectal adenoma, 76 cancer cases with colorectal cancer and 1677 controls were collected from Our Lady of Mercy Hospital, The Catholic University of Korea, during 1994-1999. Before colonoscopy, information on demographic characteristics, reproductive factors, life style habits and dietary intake were obtained by interviewed questionnaire. Adjusted OR and 95% CI were estimated by using polytomous logistic regression model, Potential confounders that were selected based on the goodness of fit Statistics and interaction between risk factors were considered in this adjustment. The Wald statistic was calculated to test the heterogeneity of the odds ratios for each case. Results .: Postmenopausal women with natural menopause were found to be positively associated with the risk of mild dysplasia adenoma (multivariate-adjusted OR : 2.59, 95% CI=1.1-0.2). Parity was found to be negatively associated with the risk of colorectal lancer (age-adjusted OR : 0.40, 95% CI=0.2-0.9), but did not significantly decrease the risk of colorectal cancer (multivariate-adjusted OR : 0.95, 95% CI=0.3-2.9). Me associations were seen between a9e at menarche, breast feeding, induced abortion, oral contraceptive use, menopausal types, menopausal age or hormone replacement therapy (HRT and the degree of dysplasia of the colorectal adenoma and cancer. However, none of these associations differed' significantly between the degree of dysplasia of the colorectal adenoma and cancer. Conclusions : These findings suggest that postmenopausal women with natural menopause may experience increased risk of mild dysplasia adenorna among colorectal adenoma-carcinoma sequence.