• Title/Summary/Keyword: LM test

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

  • 김영근
    • 한국산업정보학회논문지
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    • 제23권3호
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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.

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
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    • 제28권4호
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    • pp.489-501
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    • 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.

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

  • 이재원;정병철;송석헌
    • 응용통계연구
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    • 제17권3호
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    • pp.547-556
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    • 2004
  • 본 논문에서는 불균형 패널회귀모형에서 장애모수가 존재하는 경우 오차성분의 존재유무를 검정하기 위하여 Lagrange Multiplier 검정통계량을 제안하였다 이러한 LM통계량은 그룹변환에 대한 불변성의 성질을 이용하여 유도된 통계량으로 모의실험 결과, 제안된 LM검정은 명목유의수준을 잘 유지하고 있는 것으로 나타났으며 LR검정에 비하여 검정력에 있어서도 높게 나타났다.

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

  • 김현숙;전형배;김상훈;최준기;윤승
    • 대한음성학회지:말소리
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    • 제51호
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    • pp.99-115
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    • 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.

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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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    • 제30권3호
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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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2014년 경기지역 유전자변형 옥수수 모니터링 및 발견현황 (Detection and environmental unintentional release monitoring of living modified maize (Zea mays L.) in Gyeonggi-do of South Korea in 2014)

  • 신수영;문정찬;최원균;김일룡;조범호;이중로
    • Journal of Plant Biotechnology
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    • 제45권1호
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    • pp.77-82
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    • 2018
  • 국내에서 LM 작물의 재배는 승인 된 바 없으나 식품용 및 사료용으로 LM 작물이 수입되고 있으며 LM 작물의 국내 수입량은 꾸준히 증가하고 있는 추세이다. 본 연구는 2014년 경기 지역의 LM 옥수수 유출여부를 모니터링 하기 위해 수행되었으며 채집된 의심시료는 단백질 검정 분석법과 중합효소 연쇄반응을 통해 분석하였다. 경기 지역의 항만, 운송로, 사료공장 및 축산농가 등 총 169개 지점을 조사하였고 총 44개의 LM 옥수수 의심시료를 채집하였다. 단백질 검정 분석법으로 4개의 양성반응 시료를 확인하였고 동일지점의 시료는 혼합하여 총 3개의 시료에 대해 프로모터 스크리닝과 이벤트 특이적 프라이머를 이용한 중합효소 연쇄반응을 실시하여 의심시료 모두 LM 옥수수로 확인하였다. 본 연구의 결과는 국내 자연환경에서 LM 옥수수의 유출 현황 파악과 자연 생태계로 LM 옥수수의 유출을 예방하기 위해 자연생태계 모니터링이 매우 중요하다는 것을 뒷받침한다.

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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    • 제33권4호
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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.

Testing for Grouped Heteroscedasticity in Linear Regression Model

  • Song, Seuck Heun;Choi, Moon Kyung
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.475-484
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    • 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.

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

  • 김태범;김동길;이상조;김익수;이위로;이동규
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2003년도 춘계학술대회 논문집
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    • pp.1270-1274
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    • 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.

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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
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    • 제29권6호
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    • pp.759-767
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    • 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.