• Title/Summary/Keyword: LM검정

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Test in Unbalanced Panel Regression Model with Nuisance Parameter (장애모수가 존재하는 불균형 패널회귀모형에서의 검정법)

  • 이재원;정병철;송석헌
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.547-556
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    • 2004
  • This paper consider the testing problem of variance component for the unbalanced two-way error component model with nuisance parameter. We derive the one-sided LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual) effects are present. Using the Monte Carlo experiments, the computational more demanding LR test slightly underestimates the nominal size and has the low powers relative to LM test statistic.

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.

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.

Development of simultaneous detection method for living modified cotton varieties MON757, MON88702, COT67B, and GHB811 (유전자변형 면화 MON757, MON88702, COT67B, GHB811의 동시검출법 개발)

  • Il Ryong Kim;Min-A Seol;A-Mi Yoon;Jung Ro Lee;Wonkyun Choi
    • Korean Journal of Environmental Biology
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    • v.39 no.4
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    • pp.415-422
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    • 2021
  • Cotton is an important fiber crop, and its seeds are used as feed for dairy cattle. Crop biotechnology has been used to improve agronomic traits and quality in the agricultural industry. The frequent unintentional release of LM cotton into the environment in South Korea is attributed to the increased application of living modified (LM) cotton in food, feed, and processing industries. To identify and monitor the LM cotton, a method for detecting the approved LM cotton in South Korea is required. In this study, we developed a method for the simultaneous detection of four LM cotton varieties, MON757, MON88702, COT67B, and GHB811. The genetic information of each LM event was obtained from the European Commission-Joint Research Centre and Animal and Plant Quarantine Agency. We designed event-specific primers to develop a multiplex PCR method for LM cotton and confirmed the specific amplification. Using specificity assay, random reference material(RM) mixture analysis and limit of detection(LOD), we verified the accuracy and specificity of the multiplex PCR method. Our results demonstrate that the method enabled the detection of each event and validation of the specificity using other LM RMs. The efficiency of multiplex PCR was further verified using a random RM mixture. Based on the LOD, the method identified 25 ng of template DNA in a single reaction. In summary, we developed a multiplex PCR method for simultaneous detection of four LM cotton varieties, for possible application in LM volunteer analysis.

Detection and environmental unintentional release monitoring of living modified maize (Zea mays L.) in Gyeonggi-do of South Korea in 2014 (2014년 경기지역 유전자변형 옥수수 모니터링 및 발견현황)

  • Shin, Su Young;Moon, Jeong Chan;Choi, Wonkyun;Kim, Il Ryong;Jo, Beom-Ho;Lee, Jung Ro
    • Journal of Plant Biotechnology
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    • v.45 no.1
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    • pp.77-82
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    • 2018
  • In South Korea, LM crops are not allowed to grow locally, but have been allowed to be imported as food and feed purposes. Currently, the typical LMO imports are continuously increasing in the region of South Korea. In 2014, we carried out a review of the environmental release monitoring of LM maize (Zea mays L.) in Gyeonggi-do of South Korea, and analyzed volunteer samples using strip test kits and polymerase chain reaction (PCR) methods. We thereby collected 44 volunteers of released LM maize in 169 locations around ports, from roadsides, feed factories and stockbreeding farmhouses. We found 4 positive samples at 3 sites using strip test kits. Based on the PCR analysis, the LM maize plants were found using event-specific primers. These results suggested that our monitoring is necessary to detect the presence of released LM maize in the natural environment of South Korea.

A Bootstrap Lagrangian Multiplier Test for Market Microstructure Noise in Financial Assets (금융자산의 시장 미시구조 잡음에 대한 부트스트래핑 라그랑지 승수 검정)

  • Kim, Hyo Jin;Shin, Dong Wan;Park, Jonghun;Lee, Sang-Goo
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.189-200
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    • 2015
  • Stationary bootstrapping is applied to a Lagrangian multiplier (LM) test to test market microstructure noise (MMN) in financial asset prices. A Monte-Carlo experiment shows that the bootstrapping method improves the size of the original LM test which has some size distortion for conditional heteroscedastic models. The proposed test is illustrated for real data sets like KOSPI index and Won-Dollar exchange rate.

Nonlinear Autoregressive Modeling of Southern Oscillation Index (비선형 자기회귀모형을 이용한 남방진동지수 시계열 분석)

  • Kwon, Hyun-Han;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.39 no.12 s.173
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    • pp.997-1012
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    • 2006
  • We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

Long-term Streamflow Simulations Using a Land Surface Model (지표수문모형을 이용한 장기하천유출 모의)

  • Lee, Jong Seok;Park, Geun A;Kim, Jae Deok;Choi, Hyun Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.359-359
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    • 2021
  • 기후변화로 인한 강수량의 지역별, 계절별 불균형은 홍수로 인한 하천 범람피해뿐만 아니라 하천의 건천화로 인한 수생태, 수질, 경관 저해 등의 피해를 야기하고 있다. 이와 같은 기후변화로 인한 수자원의 영향을 평가하기 위해 기상 현상을 재현하고 예측하기 위한 기후모형과 이와 연계하여 지표의 수문 순환과 에너지 순환과정을 모의할 수 있는 지표수문모형의 필요성이 대두되고 있다. 그러나, 하천유출에 대한 모니터링시스템 체계를 구축하기 위해 지표수문모형을 사용하여 하천의 장기유출을 모의하는 시도는 국내에서는 아직 일반화되지 않고 있다. 따라서, 본 연구에서는 횡방향 유출흐름 모의가 가능하도록 개선된 격자형 지표수문모형인 Common Land Model(CoLM)의 우리나라 하천유역에 대한 장기하천유출 모의 적용성을 확인하고자 한다. 이를 위하여 4대강(한강, 낙동강, 금강, 섬진강)의 자연유역을 대상으로 주요 댐 상류유역에 대하여 CoLM이 필요로 하는 지표경계조건자료와 기상입력자료를 구축하고 모형의 주요 매개변수에 대한 검보정을 수행하여 각 지점별 최적의 장기하천유출 모의결과를 도출하고자 한다. CoLM의 지표경계조건자료 구축을 위해서는 고해상도의 인공위성자료 및 지점측정자료를 수집하고, 기상입력자료 구축을 위해서는 기상청에서 제공하는 기상자료를 수집하여, 모형의 계산시간 및 지역예보모델에 많이 사용되고 있는 공간해상도를 고려한 모형의 입력자료는 30km 계산 격자망 자료로 구축될 예정이다. CoLM의 모의성능 평가 및 결과분석을 위해 총 30년(1990-2019) 기간에 대한 모의결과 중, 초기 10년은 초기조건 수립을 위한 안정화 기간으로 제외하고, 다음 10년(2000~2009)은 보정기간으로 설정하고 마지막 10년(2010~2019)은 검정기간으로 설정하여 지표수문모형의 장기하천유출모의 적용성이 평가될 예정이다. 본 논문의 결과는 향후 우리나라 주요 유역에 대해 이상기후로 인한 하천 수자원 및 수생태의 영향을 분석하고, 하천의 건천화 대책 수립 등에 대한 기초정보를 제공할 수 있을 것이라 기대한다.

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Influence of Some Commercially Available Mouthwashes on Teeth (일부 시판 구강양치액이 치아에 미치는 영향)

  • Min, Ji-Hyun
    • Journal of dental hygiene science
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    • v.18 no.4
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    • pp.265-270
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    • 2018
  • The purpose of this study was to investigate the chemical properties of some commercially available mouthwashes and to ascertain whether the mouthwashes accelerated mineral loss in dental enamel. Five commercially available mouthwashes were selected from the three largest malls in Korea: Perio Total 7 Aqua Cool Mint Strong $Fresh^{TM}$ (PS; LG Household & Health Care Ltd.), Garglin $Original^{TM}$ (Dong-A Pharmaceutical Co., Ltd.), Garglin $Zero^{TM}$ (Dong-A Pharmaceutical Co., Ltd.), Listerine Naturals $Citrus^{TM}$ (LC; IDS Manufacturing Ltd.), and Listerine Cool $Mint^{TM}$ (LM; IDS Manufacturing Ltd.). The composition, pH, and titratable acidity of the mouthwashes were investigated. Six bovine teeth specimens were prepared for each mouthwash group. Each of the six specimens was individually immersed in 30 ml aliquots of mouthwash for 1 minute, 30 minutes, 90 minutes, and 120 minutes, and the samples were placed in a $36.5^{\circ}C$ stirred incubator. The degree of mineral loss (${\Delta}F$) of the tooth surface area exposed to mouthwash, compared with normal teeth, was analyzed by quantitative light-induced fluorescence-digital. The difference in ${\Delta}F$ among mouthwash groups was examined by the Kruskal-Wallis H test (${\alpha}=0.05$). The contents of mouthwashes differed between Listerine and other products, and the pH ranged from 4.09 to 6.75. The titratable acidity of PS was the lowest at 0.63 ml and highest at 9.25 ml for LM. Minor mineral loss was observed when dental specimens were immersed in the Listerine products (LC and LM) for more than 90 minutes, but the degree of mineral loss for Listerine products was not statistically significantly different from that for groups without mineral loss. In conclusion, all five commercially available mouthwashes showed no harmful effects on tooth enamel.