• Title, Summary, Keyword: 동질성 검정

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Homogeneity Test of Random Coefficient for the First Order Nonlinear Time Series Panel Data (일차 비선형 시계열 패널자료의 확률계수 동질성 검정)

  • 김인규;황선영;이성덕
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.97-104
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    • 2000
  • 본 논문은 m개의 독립적인 일차 비선형 시계열로 구성된 패널자료의 동질성 검정에 대한 연구로서 먼저 일반적인 일차 비선형 시계열의 정상성 조건을 유도하고 이어서 동질성 검정법을 제시하고 연관된 극한분포를 규명하였다. 또한 모의실험을 하여 제안된 검정법의 모의검정력을 구하였다.

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패널 승법 계절 시계열 모형의 동질성 검정과 적용

  • 이성덕;김성호;차경엽
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.29-37
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    • 1996
  • 계절성을 갖는 승법 계절 혼합 시계열 모형들의 동질성 검정을 위하여 Wald 검정 통계량을 구하고 그 극한 분포가 ${\chi}^2$-분포함을 보였으며 시뮬레이션 연구를 통하여 뒷받침하였다. 도시 규모가 비슷한 우리나라 지역별 평균 온도자료를 가지고 이 동질성 검정을 수행하여 시계열을 지역별로 모형화하여 예측한 것과 동질성이 있는 것을 묶고 모형화하여 예측한 것에 대한 예측 오차를 비교하였다.

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Comparison between homogeneity test statistics for panel AR(1) model (패널 1차 자기회귀과정들의 동질성 검정 통계량 비교)

  • Lee, Sung Duck;Kim, Sun Woo;Jo, Na Rae
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.123-132
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    • 2016
  • We can achieve the principle of parsimony and efficiency if homogeneity for panel time series model is satisfied. We suggest a Rao test statistic and a Wald test statistic for the test of homogeneity for panel AR(1) and derived the limit distribution. We performed a simulation to examine statistics with the same chisquare distribution when number of the individual is small and in common with large. We also simulated to compare the empirical power of the statistics in a small panel. In application, we fit panel AR(1) model using regional monthly economical active population data and test homogeneity for panel AR(1). It is satisfied homogeneity, so it could be fitted AR(1) using the sample mean at the time point. We also compare the power of prediction between each individual and pooled model.

Test of homogeneity for transition probabilities in panel Markov chains (패널 마코프 체인의 전이확률에 대한 동질성 검정)

  • Lee, Sung Duck;Jo, Na Rae
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.147-157
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    • 2017
  • The test of transition probabilities in panel Markov chains are introduced. We deal with the hypotheses whether panel Markov chains have the same transition probabilities or not for all times. We suggest a LR test statistic for the test and its limit distribution is derived. We perform a simulation study to examine the limit distribution of test statistics when the number of the individuals are large.

Test of Homogeneity for Panel Bilinear Time Series Model (패널 중선형 시계열 모형의 동질성 검정)

  • Lee, ShinHyung;Kim, SunWoo;Lee, SungDuck
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.521-529
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    • 2013
  • The acceptance of the test of the homogeneity for panel time series models allows for the pooling of the series to achieve parsimony. In this paper, we introduce a panel bilinear time series model as well as derive the stationary condition and the limiting distribution of the test statistic of the homogeneity test for the model. For the applications study, we use Korea Mumps data from January 2001 to December 2008. Finally, we perform test of homogeneity for the panel data with 8 independent bilinear time series.

Test of Homogeneity for Intermittent Panel AR(1) Processes and Application (간헐적인 패널 1차 자기회귀과정들의 동질성 검정과 적용)

  • Lee, Sung Duck;Kim, Sun Woo;Jo, Na Rae
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1163-1170
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    • 2014
  • The concepts and structure of intermittent panel time series data are introduced. We suggest a Wald test statistic for the test of homogeneity for intermittent panel first order autoregressive model and its limit distribution is derived. We consider the fitting the model with pooling data using sample mean at the time point if homogeneity for intermittent panel AR(1) is satisfied. We performed simulations to examine the limit distribution of the homogeneity test statistic for intermittent panel AR(1). In application, we fit the intermittent panel AR(1) for panel Mumps data and investigate the test of homogeneity.

Note on the Equality of Variances in Two Sample t-Test (두 집단 평균 차이 검정에서 분산의 동질성에 관한 소고)

  • Kim, Sang-Cheol;Lim, Jo-Han
    • Communications for Statistical Applications and Methods
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    • v.17 no.1
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    • pp.79-88
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    • 2010
  • Introductory statistic class proposes two tests for the equality of two population means according to the homogeneity of their variances. However, in practice, the variances are also unknown and practitioners often test their homogeneity before they do two sample t-test. This is also true in many popular statistical packages such as SAS and SPSS. In this paper, we study the type I error of this two stage procedure and propose a procedure to control it at a given significance level.

Class homogeneous tests with correlation (상관관계가 존재하는 등급별 동질성 검정방법)

  • Hong, Chong Sun;Lee, Na Young
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.73-83
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    • 2013
  • Among class quantitative tests for the credit rating systems, the credit rating tests for calibration are to test the class homogeneous differences between observed and predicted probabilities. For one time period, binomial test and chi-square test are included, and normal test and extended traffic lights test are also contained for several time peroids. In this work, we consider real data in which there exists correlation among variables, so that these test methods could be applied to the credit rating systems as well as various kinds of the class data such as BWT data and FSI data.

On Tests for Marginal Homogeneity (주변동질성 검정법의 비교분석)

  • 강민희;박태성;이성곤
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.211-221
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    • 2001
  • 본 논문에서는 2$\times$2 분할표의 주변동질성 검정에서 사용될 수 있는 통계량들을 소개하고, 이 통계량들을 비교하였다. 먼저 주변동질성 검정에 민감하게 영향을 주는 모수를 정의한 후에 이 모수들의 효과를 예시하였다. 또한 이 모수들을 이용하여 모의실험을 통해여러 검정법들을 비교해본 결과 McNemar 검정이 다른 검정력보다 더 좋은 성질을 가지고 있음을 보였다.

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A Study on the Test of Homogeneity for Nonlinear Time Series Panel Data Using Bilinear Models (중선형 모형을 이용한 비선형 시계열 패널자료의 동질성검정에 대한 연구)

  • Kim, Inkyu
    • Journal of Digital Convergence
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    • v.12 no.7
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    • pp.261-266
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    • 2014
  • When the number of parameters in the time series model are diverse, it is hard to forecast because of the increasing error by a parameter estimation. If the homogeneity hypothesis which was obtained from the same model about severeal data for the time series is selected, it is easy to get the predictive value better. Nonlinear time-series panel data for each parameter for each time series, since there are so many parameters that are present, and the large number of parameters according to the parameter estimation error increases the accuracy of the forecast deteriorated. Panel present in the time series of multiple independent homogeneity is satisfied by a comprehensive time series to estimate and to test of the parameters. For studying about the homogeneity test for the m independent non-linear of the time series panel data, it needs to set the model and to make the normal conditions for the model, and to derive the homogeneity test statistic. Finally, it shows to obtain the limit distribution according to ${\chi}^2$ distribution. In actual analysis,, we can examine the result for the homogeneity test about nonlinear time series panel data which are 2 groups of stock price data.