Wald Test Research Articles

Adaptive Robust Subspace Detection Based on GLRT, Rao, Wald, Gradient, and Durbin Tests

Adaptive Robust Subspace Detection Based on GLRT, Rao, Wald, Gradient, and Durbin Tests

A Causal Analysis of Financial Development and Economic Growth

In terms of cause and effect, financial development and economic growth relationship has been a major empirical issue for researchers and policy makers. This study explores the causal linkages between financial development and economic growth catering for country specificity and structural shocks pertaining to different cross sections in SAARC and ASEAN countries by calling in the bootstrapping technique proposed by Konya (2006). We considered the panel estimation to allow for contemporaneous correlations and performed the Wald test for Granger Causality with country specific bootstrap critical values catering for structural breaks. Empirical investigation reveals the existence of both the demand and supply leading phenomena for the selected period of 1980-2019. The direction of causality is sensitive measures and proxies used for financial development.

Analysis of Factors Influencing the Transformation of the Workforce from the Agricultural Sector to the Non-Agricultural Sector in Bagik Polak Village, West Lombok Regency

This study aims to analyze the influence of income, education, age and gender on the transformation of the workforce from the agricultural sector to the non-agricultural sector in Bagik Polak Village. The type of research used in this study is the associative quantitative method. The test was carried out on 94 respondents spread across 7 hamlets, namely Karang buncu lauq, Karang buncu Barat, Karang buncu daye, Rerot, Karang kebon timur, Karang kebon Barat and Enjak. Data was obtained by distributing questionnaires and sampling research using the purposive sampling method. The analysis tool used is logistic regression (logit) which has three tests including Assessing the Overall Model Fit, Testing the Feasibility of the Regression Model (Goodness of Fit Test) and Determination Coefficient (Nagelkerke's R Square). As well as statistical tests, namely the Likelihood Ratio Test (Simultaneous Test F) and the Wald Test (Partial Test t). The results of the analysis show that purely of the four variables used in this study, there are two variables that have a positive and significant effect, namely income with a significant value of 0.045< 0.05; and education with a significant value of 0.019 < 0.05. Meanwhile, the age variables with a significant value of 0.796 > 0.05 and gender with a significant value of 0.851 > 0.05 did not have a significant effect on the transformation of the workforce from the agricultural sector to the non-agricultural sector in Bagik Polak Village. Meanwhile, simultaneously that together, the independent variable (X) has an effect on the transformation of the workforce from the agricultural sector to the non-agricultural sector with a significant chi-square value of 0.004 < 0.05. Meanwhile, Nagelkerke's R2 value shows that all independent variables are able to explain the dependent variable by 42.7% and the remaining 57.3% are explained by other variables that are not included in the model.

Simulation Modeling of the Process of Danger Zone Formation in Case of Fire at an Industrial Facility

Proactive prevention and fighting fire at industrial facilities, often located in urbanized clusters, should include the use of modern methods for modeling danger zones that appear during the spread of the harmful combustion products of various chemicals. Simulation modeling is a method that allows predicting the parameters of a danger zone, taking into account a number of technological, landscape, and natural-climatic factors that have a certain variability. The purpose of this research is to develop a mathematical simulation model of the formation process of a danger zone during an emergency at an industrial facility, including an explosion of a container with chemicals and fire, with the spread of an aerosol and smoke cloud near residential areas. The subject of this study was the development of a simulation model of a danger zone of combustion gases and its graphical interpretation as a starting point for timely decision making on evacuation by an official. The mathematical model of the process of danger zone formation during an explosion and fire at an industrial facility presented in this article is based on the creation of a GSL library from data on the mass of explosion and combustion products, verification using the Wald test, and the use of algorithms for calculating the starting and ending points of the danger zone for various factor values’ variables, constructing ellipses of the boundaries of the distribution of pollution spots. The developed model makes it possible to calculate the linear dimensions and area of the danger zone under optimistic and pessimistic scenarios, constructing a graphical diagram of the zones of toxic doses from the source of explosion and combustion. The results obtained from the modeling can serve as the basis for making quick decisions about evacuating residents from nearby areas.

MURABAHAH FINANCING REPAYMENT OPTIMIZATION THROUGH 5C CREDIT ANALYSIS

This study investigates the impact of the 5C credit analysis principles (Character, Capacity, Capital, Collateral, and Conditions of Economics) on the smoothness of murabahah financing payments at KSPPS BMT ItQan Soreang Unit either simultaneously or partially. Micro, Small, and Medium Enterprises (MSE) often face challenges due to a lack of business capital, despite financial products introduced by institutions like Savings and Loans Cooperatives and KSPPS BMT. Persisting issues in payment smoothness necessitate a comprehensive examination, particularly in credit analysis. This research employs a quantitative approach with logistic regression tests on a sample of 101 respondents using statistical techniques such as regression analiysis, wald test, and omnibus test of model coefficients. This research highlights the importance of applying the 5C credit analysis principles to improve risk management, policy development, operational efficiency, and financial inclusion in murabahah financing at KSPPS BMT ItQan Soreang Unit. Findings from the Omnibus Test of Model Coefficients confirm that the 5C principles collectively impact payment smoothness. Moreover, the Wald test identifies Character, Capacity, and Conditions of Economics as significant contributors to the effectiveness of murabahah financing payments at KSPPS BMT ItQan Soreang Unit. This research highlights the importance of applying the 5C credit analysis principles to improve risk management, policy development, operational efficiency, and financial inclusion in murabahah financing at KSPPS BMT ItQan Soreang Unit.

Electricity and cryptocurrency mining: An empirical contribution

Active cryptocurrency mining and trading comes with heavy electricity demand and increased emissions. Thus, cryptocurrency mining is prohibited in most economies. Consequently, miners relocate to regions or economies without these prohibitions and/or with relatively lower electricity rates. As such, presenting a nexus between the cryptocurrency and electricity markets, even at the global level. This article investigates the different forms of relationships existing between these markets. The conditional asymmetric volatility model with the Wald, nonparametric and parametric Granger causality tests are employed. The results confirm the existence of both unidirectional and bidirectional lead-lag return relationships between the cryptocurrency and electricity markets. Cryptocurrency returns drive electricity demand. This finding is homogeneous both on a global and strata (homogeneous groupings) basis. Also, the electricity market spills over significant volatilities to the cryptocurrency markets without feedback, nonetheless. Result-based policies are recommended towards green finance, decarbonization, and emission mitigations through the demand for electricity by the cryptocurrency markets. They include the use of clean and renewable electricity sources and technologies for cryptocurrency market activities.

The nexus between FDI and human development: non-linear evidence from South Asia

PurposeHuman development is critical for fostering economic growth and development. Given the importance of human development, this study examines the asymmetric impact of Foreign Direct Investment (FDI) on human development by decomposing total FDI into positive and negative shocks in five South Asian countries from 1990 to 2021.Design/methodology/approachThe study uses the panel Non-linear Autoregressive Distributive Lag model (NARDL) to examine asymmetric long and short-run effects of FDI. Further, the direction of causality between HDI and FDI is examined using the recently developed (Joudis et al., 2021) panel granger non-causality test.FindingsThe positive and negative FDI shocks positively impact HDI, but positive shocks have a higher effect than negative shocks in the long run. The Wald Test rejects the long-run symmetric effect, confirming the asymmetric relationship between FDI and human development. More importantly, causality results reveal the FDI-led HDI and HDI-led FDI development in South Asia.Practical implicationsFDI should be encouraged by formulating a well-tailored policy intervention. The development policies should be interlinked with FDI policies. Absorptive capacities such as infrastructure facilities, a threshold level of human capital, and institutions should be strengthened to attract higher FDI into high-tech sectors.Originality/valueUnlike the previous empirical studies, this study provides asymmetric evidence between FDI and human development in South Asia.Peer reviewThe peer review history for this article is available at: https://publons.com/publon/10.1108/IJSE-05-2023-0380.

Exploration of the MCMC Wald test with linear regression.

Recently, Asparouhov and Muthén Structural Equation Modeling: A Multidisciplinary Journal, 28, 1-14, (2021a, 2021b) proposed a variant of the Wald test that uses Markov chain Monte Carlo machinery to generate a chi-square test statistic for frequentist inference. Because the test's composition does not rely on analytic expressions for sampling variation and covariation, it potentially provides a way to get honest significance tests in cases where the likelihood-based test statistic's assumptions break down (e.g., in small samples). The goal of this study is to use simulation to compare the new MCM Wald test to its maximum likelihood counterparts, with respect to both their type I error rate and power. Our simulation examined the test statistics across different levels of sample size, effect size, and degrees of freedom (test complexity). An additional goal was to assess the robustness of the MCMC Wald test with nonnormal data. The simulation results uniformly demonstrated that the MCMC Wald test was superior to the maximum likelihood test statistic, especially with small samples (e.g., sample sizes less than 150) and complex models (e.g., models with five or more predictors). This conclusion held for nonnormal data as well. Lastly, we provide a brief application to a real data example.

Perceived overlap and therapy outcomes among couple clients.

This article explores couples' perceptions and expectations of closeness in a clinical setting, and how relationship perceptions and expectations are associated with treatment outcomes. Bowen's theory of differentiation suggests that healthy relationships require a balance of autonomy and connection. However, some research suggests that contemporary societal expectations are pushing couples to expect greater degrees of closeness and less autonomy. Utilizing a clinical sample of 185 couples from an on-campus Couple and Family Therapy training clinic, this article explores couples' perceptions and expectations of relationship closeness utilizing graphics of overlapping circles. Latent profile analysis was conducted to identify three different profile groups based on perceptions and expectations. Wald tests for significant mean differences among the profiles were performed. Results identified significant differences between the three groups for satisfaction and separateness and connectedness variables, number of sessions and termination.

Effect of aligners on patients’ oral health-related quality of life and anxiety: a prospective pilot study

BackgroundThis prospective study explored the impact of aligners on the oral health-related quality of life and anxiety of patients during the first month of orthodontic treatment and the first month of the retention phase.MethodsA total of 23 male and female patients (median age 25 y) treated with clear aligners were included. The OHRQoL questionnaire was used at certain time points during treatment (T1: placement of the first aligner; T2: after one day of use; T3: after seven days; T4: after one month; and T5: after one month in the retention phase). The State-Trait Anxiety Inventory (STAI) was also self-administered to assess state and trait anxiety (Y1 and Y2 subscales, respectively) at the T1, T4 and T5 time points. A population average generalized estimating equations logistic regression model was fit to assess the effect of time on the responses, and the Wald test was used to examine the overall effect of time.ResultsOverall time was a significant predictor for most of the questions. However, time was marginally significant for the OHRQoL questions evaluating oral symptoms such as bad taste/smell, sores, and food accumulation. Tooth discolouration did not differ between time points. The general activity disturbance was significantly lower in the retention phase. Higher depression and anxiety scores were reported at the initial appointment and decreased thereafter.ConclusionsCAT has a negative impact on quality of life and psychological status during the initial days of treatment. These impairments ameliorate at later treatment stages.

Inference for high-dimensional linear expectile regression with de-biasing method

The methodology for the inference problem in high-dimensional linear expectile regression is developed. By transforming the expectile loss into a weighted-least-squares form and applying a de-biasing strategy, Wald-type tests for multiple constraints within a regularized framework are established. An estimator for the pseudo-inverse of the generalized Hessian matrix in high dimension is constructed using general amenable regularizers, including Lasso and SCAD, with its consistency demonstrated through a novel proof technique. Simulation studies and real data applications demonstrate the efficacy of the proposed test statistic in both homoscedastic and heteroscedastic scenarios.

Tác động của công nghệ tài chính, tài chính toàn diện và mức độ phát triển tài chính đến bất bình đẳng thu nhập tại các quốc gia trên thế giới

This research uses data from 157 countries in the period 2011-2022, divided into developed, developing and underdeveloped country groups, to find out the relationship between financial technology , financial inclusion and the level of financial development to income inequality in these country groups. This research uses panel data with three estimation models OLS, FEM and REM, then use F test, Breusch-Pagan Lagrangian and Hausman test to select the appropriate model. To check the robustness of the model, the research performed the Wald and Wooldridge tests, and finally adjusted the GLS model if defects existed Research results show that, in developed countries, income inequality is strongly affected by the level of financial development, financial technology and financial inclusion. For the group of developing countries, financial development, saving at financial institutions significantly impact on income inequality. Meanwhile, in underdeveloped countries, there are two factors of financial inclusion including the proportion of people with accounts at financial institutions and the proportion of people borrowing from official financial institutions significantly influence on income inequality.

Adjunctive statistical standardization of quantitated adjuvant ER and PgR in CCTG MA.27.

567 Background: We proposed adjunctive statistical standardization of quantitated ER and PgR to improve inter-laboratory comparability of biomarker results and therapeutic management of breast cancer. Methods: We utilized CCTG MA.27 (NCT00066573), an adjuvant phase III trial of exemestane versus anastrozole in postmenopausal women with ER+ and/or PgR+ tumours. IHC ER and PgR HSCORE and % positivity (%+) were centrally assessed by machine image quantitation, and each statistically standardized to mean of 0, standard deviation of 1 following Box-Cox variance stabilization transformations of square for ER; for PgR, 1.) natural logarithm (0.1 added to 0 HSCOREs and 0 %+), 2.) square root. The primary endpoint was STEEP distant disease-free survival (DDFS) at the longest trial follow-up of median 4.1 years; a secondary endpoint was event-free survival (EFS). Survival was described with Kaplan-Meier plots and tested with the univariate Wilcoxon (Peto-Prentice) test statistic. We examined cut-points at standard deviations about mean of 0 (<-1; (-1,0]; (0,1]; >1) and explored single cut-points. Cox multivariate regressions were adjusted for age, T and N stage, grade, lymphovascular invasion, treatment, and baseline patient demographics; 2-sided Wald tests had nominal significance if p<0.05. Results: Of the 7576 women accrued, 3048 women had machine-quantitated image analysis results: 2900 (95%) for ER; 2726 (89%) for PgR. Statistically standardized HSCORE and %+ units differentiated both univariate DDFS and EFS; DDFS was significantly different by ER levels (p<0.001) and PgR levels (p<0.001). In multivariable assessments, ER HSCORE and %+ were not significantly associated (p=0.52-0.88) with the DDFS primary endpoint in models with PgR, while higher PgR HSCORE and %+ had significantly better DDFS (p=.001, in all instances) in models with ER. Conclusions: DDFS was superior for patients with higher ER and PgR standardized units compared with those with HSCOREs and %+ <-1. The adjunctive statistical standardization of ER and PgR performed here is similar to that mandated for clinical practice by the World Health Organization for BMD. [Table: see text]

The influence of health insurance on coverage of a country’s population with medical services

One of the effective ways to increase the level of population coverage with medical services is health insurance. The paper aims to determine what type of health insurance (compulsory, social, or voluntary) has the greatest impact on a country’s ability to provide large-scale and timely medical services to citizens, as measured by the number of unmet needs for medical examination, treatable and preventable mortality. The control variables included a country’s population size, the level of economic well-being, and the scale of the public health system (number of doctors and hospital beds) based on EUROSTAT data for all 27 EU countries in 2012–2021. Modelling (regression models of panel data with fixed and random effects in STATA 18, Wald test, Hausman test, Breusch and Pagan test) proved that only one of three researched types of insurance – voluntary health insurance – positively influences a country’s ability to provide large-scale and timely medical services to citizens: an increase in its volume by 1% leads to a decrease in unmet needs in medical examination on average across all EU countries by 0.26%, treatable mortality rate by 0.08%, preventive mortality rate by 0.27%. The influence of the other two types – compulsory and social – was not confirmed (received regression coefficients for these variables are not statistically significant). This emphasizes the importance of citizens’ conscious attitude to their health (due to the increase in voluntary health insurance) both in strengthening public health and in ensuring faster and better access to medical services.

The Relationship between Financial Literacy and Retirement Planning among Informal Sector Workers in Randburg, South Africa

Abstract Research background Retirement planning is viewed as one of the cornerstones of long-term household financial security. The responsibility of retirement planning has now been shifted to the individual and is no longer the responsibility of the employer. Purpose This paper examines the link between financial literacy and retirement planning among informal sector traders in the Randburg area of Johannesburg, South Africa. Research methodology A questionnaire approach was used to collect data from 269 randomly selected informal sector respondents. The data was analysed using ordinal regression. Robustness tests were executed using the Wald test. Results Findings reveal that financial literacy is linked to retirement planning, and especially with reference to informal sector workers. Additionally, education, income and the informal business sector were observed to have a positive and significant influence on retirement planning. Novelty The paper contributes to both theoretical and practical discourses on retirement planning for informal sector entrepreneurs which has not received much attention. These results are important for policy makers in retirement planning as well as curriculum development.

The Nexus of Agricultural Efficiency, Renewable Energy Consumption, and Climate Change in Turkey

Agricultural practices and renewable energy consumption have a major impact on the absorption of heat-trapping greenhouse gases and are closely linked to climate change. The impact of agriculture on climate change is due to the GHGs such as methane, nitrous oxide and carbon dioxide carbon dioxide that are released into the atmosphere during the agricultural practices. Therefore, to avoid undesirable effects of agriculture on climate change, it is important to understand the relationship between agricultural activities and greenhouse gases. In this study, we analyze the long-term effects of agricultural efficiency, fertilizer use, and renewable energy consumption on total carbon emissions in Turkey. The analysis is performed in two steps. In the first step, the values of agricultural efficiency are calculated using the CEE method. In the second step, ARDL and NARDL models are used to estimate the long-term effects of agricultural efficiency, fertilizer use, renewable energy consumption, GDP and population on CO2 emissions. The results show that improving agricultural efficiency and increasing the share of renewable energy would reduce carbon emissions, while fertilizer use, GDP, and population have negative long-term effects on CO2. In addition, the results of the Wald test indicate asymmetric long-term effects of renewable energy, agricultural efficiency, and fertilizer use on climate change.

Longitudinal study of change in CD4+ cell counts on HIV-Positive patients at Dalhatu Araf Specialist Hospital, Lafia

The aim of this study was the Longitudinal Study of Change in CD4+ Cell Counts on HIV-Positive Patients at Dalhatu Araf Specialist Hospital, Lafia. The study deployed linear mixed effects models to check if the mean response CD4+ cell count varies with time. The study also attempted to test if the mean response varies in the two groups. An attempt to estimate the relationship between the response and observations according to gender. The study revealed that the trajectory of the mean response over time has a very high variability where we see that there is a general rise in the CD4+ cell counts at the initiation of ART. It was further seen that the CD4+ cell counts in male patients is observed to be higher with higher median value after the sixth observation. A linear mixed effect model was used and tested where it was noted that there is evidence of between-individual heterogeneity which further shows that the decision to choose a mixed effects model instead of an only fixed effects model was in order. The model summary showed that the mean CD4+ cell counts at the baseline (OBS1) was averagely good, but at the initiation of ART, there was a significant increase in the mean response where it was further revealed that the pattern of the mean response over time is not flat. In modelling the group effects, we see the difference between the mean CD4 cell count of male versus female is -113.62 CD4 cell count (i. e. 95% CI= -290.64 to 63.39) lower than female, adjusting with time. Finally, the Wald test does not show any significant evidence of interaction between the observations and gender (p=0.2925) which suggests that the mean response based on gender may be parallel.

SARS-CoV-2 infection is associated with an increase in new diagnoses of schizophrenia spectrum and psychotic disorder: A study using the US national COVID cohort collaborative (N3C).

Amid the ongoing global repercussions of SARS-CoV-2, it is crucial to comprehend its potential long-term psychiatric effects. Several recent studies have suggested a link between COVID-19 and subsequent mental health disorders. Our investigation joins this exploration, concentrating on Schizophrenia Spectrum and Psychotic Disorders (SSPD). Different from other studies, we took acute respiratory distress syndrome (ARDS) and COVID-19 lab-negative cohorts as control groups to accurately gauge the impact of COVID-19 on SSPD. Data from 19,344,698 patients, sourced from the N3C Data Enclave platform, were methodically filtered to create propensity matched cohorts: ARDS (n = 222,337), COVID-19 positive (n = 219,264), and COVID-19 negative (n = 213,183). We systematically analyzed the hazard rate of new-onset SSPD across three distinct time intervals: 0-21 days, 22-90 days, and beyond 90 days post-infection. COVID-19 positive patients consistently exhibited a heightened hazard ratio (HR) across all intervals [0-21 days (HR: 4.6; CI: 3.7-5.7), 22-90 days (HR: 2.9; CI: 2.3 -3.8), beyond 90 days (HR: 1.7; CI: 1.5-1.)]. These are notably higher than both ARDS and COVID-19 lab-negative patients. Validations using various tests, including the Cochran Mantel Haenszel Test, Wald Test, and Log-rank Test confirmed these associations. Intriguingly, our data indicated that younger individuals face a heightened risk of SSPD after contracting COVID-19, a trend not observed in the ARDS and COVID-19 negative groups. These results, aligned with the known neurotropism of SARS-CoV-2 and earlier studies, accentuate the need for vigilant psychiatric assessment and support in the era of Long-COVID, especially among younger populations.

Estimation and hypothesis test for varying coefficient single-index multiplicative models

ABSTRACT Estimation and hypothesis test for varying coefficient single-index multiplicative models are considered in this paper. To estimate an unknown single-index parameter, a profile product relative error estimation is proposed for the single-index parameter with a leave-one-component-out estimation method. A Wald-type test statistic is proposed to test a linear hypothesis test of the single-index. We employ the smoothly clipped absolute deviation penalty to simultaneously select variables and estimate regression coefficients. To study the model checking problem, we propose a variant of the integrated conditional moment test statistic by using a linear projection weighting function, and we also suggest a bootstrap procedure for calculating critical values. Simulation studies are conducted to demonstrate the performance of the proposed procedure and a real example is analysed for illustration.

Indivudual and implant factors associeated with peri-implantitis: a multi-level analysis

The study aimed to carry out a multilevel analysis of the factors associated with peri-implantitis in patients who were rehabilitated with osseointegrated implants at the Dental Clinic of Universidade Paulista (UNIP). Being analyzed by means of influence on the patients' quality of life, 171 patients with 668 implants, with 5 years in function, were selected through clinical and radiographic examinations. Systemic and local factors and characteristics were evaluated to determine the health of the peri-implant tissues. Quality of life was assessed using the Oral Health Impact Profile Index (OHIP-14). Multilevel logistic analysis was performed to estimate the OR of peri-implantitis at implant and patient level. The model was analyzed using the likelihood ratio test and the Wald test. Through the results, it was verified that the probing depth both at the implant and patient level and the distance from the gingival margin to the implant platform are factors risk for peri-implantitis. However, due to the low prevalence of the disease, there was no negative impact on the patients' quality of life.