• Journal of the Korean Data and Information Science Society
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• v.16 no.1
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• pp.137-144
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• 2005

In $I{\times}J$ incomplete contingency tables, the test of independence proposed by Chen and Fienberg(1974) uses $I{\times}J-1$ instead of (I-1)(J-1) degrees of freedom without providing much of an increase in the value of the test statistic. For these reasons, Chen and Fienberg tests are expected to have less power. New Wald test statistic related to the part of Chen and Fienberg test statistic is proposed using delta method. These two tests are compared through Monte Carlo studies.

• Journal of Integrative Natural Science
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• v.7 no.3
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• pp.208-213
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• 2014

National-wide and/or large scale sample surveys generally use complex sample design. Traditional Pearson chi-square test is not appropriate for the categorical complex sample data. Rao-Scott suggested an adjustment method for Pearson chi-square test, which uses the average of eigenvalues of design matrix of cell probabilities. This study is to compare the efficiency of Rao-Scott first order adjusted test to Wald test for homogeneity between two populations using 2009 Gyeongnam regional education offices's customer satisfaction survey (2009 GREOCSS) data. The 2009 GREOCSS data were collected based on stratified three-stage cluster sampling with probability proportional to size. The empirical results show that the Rao-Scott adjusted test statistic using only the variances of cell probabilities is very close to the Wald test statistic, which uses the covariance matrix of cell probabilities, under the 2009 GREOCSS data based. However it is necessary to be cautious to use the Rao-Scott first order adjusted test statistic in the place of Wald test because its efficiency is decreasing as the relative variance of eigenvalues of the design matrix of cell probabilities is increasing, specially more when the number of degrees of freedom is small.

• Journal of the Korean Statistical Society
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• v.33 no.4
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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.

• Journal of Korean Academy of Nursing
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• v.52 no.2
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• pp.121-133
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• 2022

Purpose: This study examined the impact of a virtual reality intervention program based on psychological needs on behavioral and psychological symptoms, apathy, and quality of life (QOL) in patients with dementia or mild cognitive impairment living in nursing facilities. Methods: This study is nonequivalent control group pretest-posttest design of quasi-experimental study. The study collected data from November 18, 2020 to July 24, 2021 from patients with dementia or mild cognitive impairment (30 in the experimental group and 30 in the control group) at three nursing facilities in G city using self-reporting and caregiver-informant reporting methods. The analysis employed the chi-square test, Fisher's exact test, paired t-test, independent t-test, Wilcoxon signed rank test, Mann-Whitney U, repeated measures ANOVA, GEE, using SPSS/WIN 27.0. Results: The severity of behavioral and psychological symptoms (Wald 𝛘² = 2.68, p = .102) and the care burden of caregivers (Wald 𝛘² = 1.72, p = .190) were not significant and was no significant time and group interaction effect (Wald 𝛘² = 0.63, p = .426, Wald 𝛘² = 0.52, p =. 471). The difference in apathy and QOL score were statistically significant for the group-time interaction (F = 43.65, p < .001; F = 4.35, p = .041). Conclusion: The virtual reality intervention program of this study shows a positive effect on the apathy reduction and QOL of patients with dementia or mild cognitive impairment residing in nursing facilities.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.419-437
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• 1995

Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

• The Korean Journal of Applied Statistics
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• v.1 no.2
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• pp.66-81
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• 1987

A new nonparametric sequential testing procedure is proposed in the paper. Sequential observations are divided into equally sized groups and a nonparametric statistic, which is appropriate for testing the given hypotheses, is obtained from each group. Then Wald's sequential test is applied for the case where the log probability ratio statistic is replaced by the nonparametric statistic. The properties of such test are evaluated approximately by the Wiener process.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.523-530
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• 2020

The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.677-683
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• 1997

For an AR(1) model with intercept $y_t=\mu+\rho{y_{t-1}}+e_t$, a test for random walk hypothesis $H_0:(\mu, \rho)=(0, 1)$is proposed, which is based on the symmetric estimator. In the vicinity of the null, the test in shown to be more powerful than the test of Dickey and Fuller(1981) based on the ordinary least squares estimator.

• Korean Journal of Remote Sensing
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• v.32 no.5
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• pp.453-469
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• 2016

Many image fusion quality assessment techniques, which include Wald's, QNR and Khan's protocols, have been proposed. A total procedure for the quality assessment has been defined as the quality assessment protocol. In this paper, we compared the performance of the three protocols using KOMPSAT-2/3/3A satellite images, and tested the applicability to the fusion quality assessment of the KOMPSAT satellite images. In addition, we compared and analyzed the strengths and weaknesses of the three protocols. We carried out the qualitative and quantitative analysis of the protocols by applying five fusion methods to the KOMPSAT test images. Then we compared the quantitative and qualitative results of the protocols from the aspects of the spectral and spatial preservations. In the Wald's protocol, the results from the qualitative and quantitative analysis were almost matched. However, the Wald's protocol had the limitations 1) that it is timeconsuming due to downsampling process and 2) that the fusion quality assessment are performed by using downsampled fusion image. The QNR protocol had an advantage that it utilizes an original image without downsampling. However, it could not find the aliasing effect of the wavelet-fused images in the spectral preservation. It means that the spectral preservation assessment of the QNR protocol might not be perfect. In the Khan's protocol, the qualitative and quantitative analysis of the spectral preservation was not matched in the wavelet fusion. This is because the fusion results were changed in the downsampling process of the fused images. Nevertheless, the Khan's protocol were superior to Wald's and QNR protocols in the spatial preservation.

• Journal of the Korean Statistical Society
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• v.36 no.2
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• pp.275-284
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• 2007

Confidence intervals for the population proportion in a double sampling scheme subject to false-positive misclassification are considered. The confidence intervals are obtained by applying Agresti and Coull's approach, so-called "adding two-failures and two successes". They are compared in terms of coverage probabilities and expected widths with the Wald interval and the confidence interval given by Boese et al. (2006). The latter one is a test-based confidence interval and is known to have good properties. It is shown that the Agresti and Coull's approach provides a relatively simple but effective confidence interval.