• 응용통계연구
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• 제19권3호
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• pp.461-479
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• 2006

본 논문에서는 이원오차성분을 갖는 패널회귀모형에서 모형식별을 위하여 LM 검정통계량을 유도하고 검정통계량의 연산을 위하여 인공회귀방법(Double-Length Artificial Regression, DLR)을 이용한다. 모의 실험 결과, 소표본의 경 우에는 Outer-Product Gradient(OPG)에 근거한 LM 검정통계량은 유위수준이 과대기각하는 경향을 보인 반면 DLR에 근거한 LM 검정통계량은 명목유의수준을 잘 유지하고 검정력도 높게 나타났다.

• 응용통계연구
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• 제21권2호
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• pp.327-340
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• 2008

본 연구에서는 오차항이 AR(1)을 따르는 회귀모형에서 올바른 추론을 도출하고자 모형식별의 문제를 다루었다. 이를 위해 Box-Cox 변환된 회귀모형을 고려하여 (i) Box-Cox 변환모형과 AR(1) 오차에 대한 동시 검정, (ii) AR(1) 오차가 존재하는 모형에서의 Box-Cox 변환모형에 대한 검정 그리고 (iii) 모형이 Box-Cox 변환되어 있을 때 오차가 AR(1) 과정을 따르는지에 대한 LM 검정통계량을 유도하였다. 특히 LM 검정방법에서 여러개의 모수가 비선형관계를 형성하고있어 정보행렬의 추정은 계산상 매우 어렵다. 따라서 정보행렬의 원소에 대한 기대값을 구함에 있어 Taylor전개를 이용하여 정보행렬을 구하고 이에 기반을 둔 LM 검정통계량($LM_E$)를 제안하고 모의실험결과 $LM_E$가 기존의 헤시안행렬에 기반을 둔 LM 검정통계량($LM_H$)에 비하여 유의수준을 잘 유지하고 있는 것으로 나타났다.

• 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.

• 응용통계연구
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• 제16권2호
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• pp.351-364
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• 2003

본 논문에서는 오차성분을 가지는 패널회귀모형에서 모형의 선형성을 검정 할 수 있는 검 정통계량을 제시하고, 유도한 검정통계량의 계산을 위하여 인공회귀방법을 이용하려한다. 모의실험 결과, Double-Length Artificial Resression(DLR)을 이용한 LM 검정통계량은 명목유의 수준을 잘 유지하고 있는 것으로 나타났으며 검정력에 있어서도 기존의 검정에 비하여 높게 나타났다.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.63-80
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• 2000

We consider the panel data regression model with nested error componets. In this paper, the several Lagrange Multipler tests for the nested error component model are derived. These tests extend the earlier work of Honda(1985), Moulton and Randolph(1989), Baltagi, et al.(1992) and King and Wu(1997) to the nested error component case. Monte Carlo experiments are conducted to study the performance of these LM tests.

• 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.

• Journal of the Korean Statistical Society
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• 제30권4호
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• pp.541-550
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• 2001

This paper considers a panel data regression model in which the disturbances follow a nested error components with serial correlation. Given this model, this paper derives several Lagrange Multiplier(LM) testis for the presence of serial correlation as well as random individual effects, nested effects, and for existence of serial correlation given random individual and nested effects.

• 핵의학기술
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• 제13권3호
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• pp.165-170
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• 2009

Purpose: Nowadays, NM (in vitro lab) and LM (TLA lab) are overlaped in almost all tests. in this case, how can NM develop continually in a keen competition with LM. we studied to find out current situation and problems after comparing NM with LM. Then, to improve our technic. Methods and meterials: We studied from October 2008 to February 2009 at department of nuclear medicine Seoul National University Bundang Hospital visited 108 patients. We assayed TSH, $FT_4$ by Ria-mat{TSH (n=23), $FT_4$ (n=19)} and AFP, CEA, PSA by manual. {AFP (n=24), CEA (n=31), PSA (n=31)}. On the other hand, LM was measured by TLA system. Results: NM was similar to LM (value of AFP), NMLM (value of PSA,TSH), NM$\leqq$LM (value of $FT_4$ in range 0.01~1.00 ng/mL), NM$\geqq$LM (value of $FT_4$ in range 1.00~6.00 ng/mL) Conclusions: There was no test which result showed big difference remarkably, but several tests have some difference totally or partly. It means that there is possibility to judge wrongly (normal patient->abnormal, abnormal->normal). So, we need to consider always when we report the result.

• 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.

• 한국축산식품학회지
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• 제40권5호
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• pp.795-812
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• 2020

Novel food sources have enormous potential as nutritional supplements. For instance, edible insects are considered as an alternative food source due to their higher protein content; moreover, they are economically efficient reproducers and have high in nutritional value. In this study, we investigated the toxicity of the freeze-dried powder of Locusta migratoria (fdLM), known to contain rich proteins as well as fatty acids. The objective of the present study was to evaluate the subacute toxicity of fdLM in male and female Sprague-Dawley (SD) rats. The SD rats were divided into four groups based on the dosage of fdLM administered: dosage of 0 (vehicle control), 750, 1,500, and 3,000 mg/kg/day were administered for 28 days. Toxicological assessments including observations on food consumption, body and organ weights, clinical signs, mortality, ophthalmologic tests, urinalyses, hematologic tests, clinical chemistry tests, gross findings, and histopathology tests were performed. Clinical signs, urinalyses, hematology, serum biochemistry tests, and organ weight examinations revealed no fdLM-related toxicity. The no-observed-adverse-effect level for fdLM was higher than 3,000 mg/kg/day in rats of both sexes; therefore, fdLM, in conclusion, can be considered safe as an edible alternative human and animal food source material.