• Title/Summary/Keyword: LM Test.

Search Result 119, Processing Time 0.025 seconds

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

  • Kim, Yung-Keun
    • Journal of Korea Society of Industrial Information Systems
    • /
    • v.23 no.3
    • /
    • pp.131-142
    • /
    • 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.

Asymptotic Distribution of the LM Test Statistic for the Nested Error Component Regression Model

  • Jung, Byoung-Cheol;Myoungshic Jhun;Song, Seuck-Heun
    • Journal of the Korean Statistical Society
    • /
    • v.28 no.4
    • /
    • pp.489-501
    • /
    • 1999
  • In this paper, we consider the panel data regression model in which the disturbances have nested error component. We derive a Lagrange Multiplier(LM) test which is jointly testing for the presence of random individual effects and nested effects under the normality assumption of the disturbances. This test extends the earlier work of Breusch and Pagan(1980) and Baltagi and Li(1991). Further, it is shown that this LM test has the same asymptotic distribution without normality assumption of the disturbances.

  • PDF

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

  • 이재원;정병철;송석헌
    • The Korean Journal of Applied Statistics
    • /
    • v.17 no.3
    • /
    • pp.547-556
    • /
    • 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.

Language Model Adaptation for Broadcast News Recognition (방송 뉴스 인식을 위한 언어 모델 적응)

  • Kim Hyun Suk;Jeon Hyung Bae;Kim Sanghun;Choi Joon Ki;Yun Seung
    • MALSORI
    • /
    • no.51
    • /
    • pp.99-115
    • /
    • 2004
  • In this parer, we propose LM adaptation for broadcast news recognition. We collect information of recent articles from the internet on real time, make a recent small size LM, and then interpolate recent LM with a existing LM composed of existing large broadcast news corpus. We performed interpolation experiments to get the best type of articles from recent corpus because collected recent corpus is composed of articles which are related with test set, and which are unrelated. When we made an adapted LM using recent LM with similar articles to test set through Tf-Idf method and existing LM, we got the best result that ERR of pseudo-morpheme based recognition performance has 17.2 % improvement and the number of OOV has reduction from 70 to 27.

  • PDF

Tests for Panel Regression Model with Unbalanced Data

  • Song, Suck-Heun;Jung, Byoung-Cheol
    • Journal of the Korean Statistical Society
    • /
    • v.30 no.3
    • /
    • pp.511-527
    • /
    • 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.

  • PDF

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
    • /
    • v.45 no.1
    • /
    • pp.77-82
    • /
    • 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.

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
    • /
    • v.33 no.4
    • /
    • pp.411-433
    • /
    • 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.

Testing for Grouped Heteroscedasticity in Linear Regression Model

  • Song, Seuck Heun;Choi, Moon Kyung
    • Communications for Statistical Applications and Methods
    • /
    • v.11 no.3
    • /
    • pp.475-484
    • /
    • 2004
  • This paper consider the testing problem of grouped heteroscedasticity in the linear regression model. We provide the Lagrange Multiplier(LM), Wald, Likelihood Ratio (LR) test statistis for testing of grouped heteroscedasticity. Monte Carlo experiments are conducted to study the performance of these tests.

A Study on the Fatigue Test and Performance Evaluation for Linear Motion Rolling Bearing (직선운동베어링 성능평가방법의 표준화 및 내구성 시험에 관한 연구)

  • 김태범;김동길;이상조;김익수;이위로;이동규
    • Proceedings of the Korean Society of Precision Engineering Conference
    • /
    • 2003.06a
    • /
    • pp.1270-1274
    • /
    • 2003
  • The objective of this paper is to introduce the standard of evaluation methods and fatigue test for linear motion rolling bearing. In particular, attention well be given to the list of evaluation and fatigue results in this paper. The life of a linear motion rolling bearing is given by the length of distance covered between the connection parts before the first evidence of fatigue develops in the material of one of the raceways of rolling elements. The main factors that contribute to fatigue failures include: Number of load cycles experienced; Range of stress experienced in each load cycle; Mean stress experienced in each toad cycle; Presence of local stress concentrations.

  • PDF

Random Regression Models Are Suitable to Substitute the Traditional 305-Day Lactation Model in Genetic Evaluations of Holstein Cattle in Brazil

  • Padilha, Alessandro Haiduck;Cobuci, Jaime Araujo;Costa, Claudio Napolis;Neto, Jose Braccini
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.29 no.6
    • /
    • pp.759-767
    • /
    • 2016
  • The aim of this study was to compare two random regression models (RRM) fitted by fourth ($RRM_4$) and fifth-order Legendre polynomials ($RRM_5$) with a lactation model (LM) for evaluating Holstein cattle in Brazil. Two datasets with the same animals were prepared for this study. To apply test-day RRM and LMs, 262,426 test day records and 30,228 lactation records covering 305 days were prepared, respectively. The lowest values of Akaike's information criterion, Bayesian information criterion, and estimates of the maximum of the likelihood function (-2LogL) were for $RRM_4$. Heritability for 305-day milk yield (305MY) was 0.23 ($RRM_4$), 0.24 ($RRM_5$), and 0.21 (LM). Heritability, additive genetic and permanent environmental variances of test days on days in milk was from 0.16 to 0.27, from 3.76 to 6.88 and from 11.12 to 20.21, respectively. Additive genetic correlations between test days ranged from 0.20 to 0.99. Permanent environmental correlations between test days were between 0.07 and 0.99. Standard deviations of average estimated breeding values (EBVs) for 305MY from $RRM_4$ and $RRM_5$ were from 11% to 30% higher for bulls and around 28% higher for cows than that in LM. Rank correlations between RRM EBVs and LM EBVs were between 0.86 to 0.96 for bulls and 0.80 to 0.87 for cows. Average percentage of gain in reliability of EBVs for 305-day yield increased from 4% to 17% for bulls and from 23% to 24% for cows when reliability of EBVs from RRM models was compared to those from LM model. Random regression model fitted by fourth order Legendre polynomials is recommended for genetic evaluations of Brazilian Holstein cattle because of the higher reliability in the estimation of breeding values.