Uniform asymptotic linearity in a regression parameter of a process based on a rank statistic

1983 ◽  
Vol 11 (4) ◽  
pp. 265-269 ◽  
Author(s):  
Alain Boulanger
Keyword(s):  
Rank Statistic ◽  
Regression Parameter ◽  
Asymptotic Linearity

Uniform asymptotic linearity of a process based on a signed rank statistic

1983 ◽  
Vol 11 (4) ◽  
pp. 285-292 ◽  
Author(s):  
Alain Boulanger ◽  
Constance Van Eeden
Keyword(s):  
Rank Statistic ◽  
Signed Rank ◽  
Asymptotic Linearity

scholarly journals ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS

2016 ◽  
Vol 33 (5) ◽  
pp. 1046-1080 ◽  
Author(s):  
Donald W.K. Andrews ◽  
Patrik Guggenberger
Keyword(s):  
Moment Condition ◽  
Rank Statistic ◽  
Confidence Sets ◽  
Null Distributions ◽  
Asymptotic Size ◽  
Instrumental Variable Regression ◽  
Lm Test ◽  
Endogenous Variables ◽  
Influential Paper ◽  
Special Case

An influential paper by Kleibergen (2005, Econometrica 73, 1103–1123) introduces Lagrange multiplier (LM) and conditional likelihood ratio-like (CLR) tests for nonlinear moment condition models. These procedures aim to have good size performance even when the parameters are unidentified or poorly identified. However, the asymptotic size and similarity (in a uniform sense) of these procedures have not been determined in the literature. This paper does so.This paper shows that the LM test has correct asymptotic size and is asymptotically similar for a suitably chosen parameter space of null distributions. It shows that the CLR tests also have these properties when the dimension p of the unknown parameter θ equals 1. When p ≥ 2, however, the asymptotic size properties are found to depend on how the conditioning statistic, upon which the CLR tests depend, is weighted. Two weighting methods have been suggested in the literature. The paper shows that the CLR tests are guaranteed to have correct asymptotic size when p ≥ 2 when the weighting is based on an estimator of the variance of the sample moments, i.e., moment-variance weighting, combined with the Robin and Smith (2000, Econometric Theory 16, 151–175) rank statistic. The paper also determines a formula for the asymptotic size of the CLR test when the weighting is based on an estimator of the variance of the sample Jacobian. However, the results of the paper do not guarantee correct asymptotic size when p ≥ 2 with the Jacobian-variance weighting, combined with the Robin and Smith (2000, Econometric Theory 16, 151–175) rank statistic, because two key sample quantities are not necessarily asymptotically independent under some identification scenarios.Analogous results for confidence sets are provided. Even for the special case of a linear instrumental variable regression model with two or more right-hand side endogenous variables, the results of the paper are new to the literature.

scholarly journals Hubungan antara Interdialytic Weight Gain dengan Perubahan Tekanan Darah Intradialisis pada Pasien Chronic Kidney Diseases

2020 ◽  
Vol 3 (1) ◽  
pp. 32
Author(s):  
Ni Kadek Yuni Lestari ◽  
Ni Luh Gede Intan Saraswati Saraswati
Keyword(s):  
Blood Pressure ◽  
Weight Gain ◽  
Kidney Diseases ◽  
Rank Statistic ◽  
P Value ◽  
Cross Sectional ◽  
Chronic Kidney Diseases ◽  
Purposive Sampling ◽  
Adherence To Diet ◽  
Interdialytic Weight Gain

Pasien CKD (Chronic Kidney Diseases) yang menjalani hemodialisis sering mengalami komplikasi gangguan hemodinamik baik itu hipertensi maupun hipotensi intradialisis. Salah satu penyebab yang paling sering adalah peningkatan IDWG (Interdialytic Weight Gain). Tujuan penelitian ini adalah untuk menganalisis hubungan antara IDWG (Interdialytic Weight Gain)dengan perubahan tekanan darah intradialisis pada pasien CKD di Ruang Hemodialisis RSUP Sanglah Denpasar. Metode penelitian yang digunakan adalah analitik korelasi dengan pendekatan cross sectional. Teknik sampel yang digunakan adalah purposive sampling dengan jumlah sampel sebanyak 80 responden. Analisis statistik dengan menggunakan spearmans rank. Hasil penelitian didapatkan dari 80 responden sebagian besar mempunyai interdialytic weight gain dalam kategori ringan (73,8,0%) dan tekanan darah intradialisis dalam batas normal (65,0%). Hasil uji statistik menunjukkan p value 0,001 (<0,05). Kesimpulan dari penelitian ini bahwa ada hubungan yang signifikan antara interdialytic weight gain dengan perubahan tekanan darah intradialisis pada pasien chronic kidney diseases di Ruang Hemodialisis RSUP Sanglah Denpasar. Berdasarkan hasil penelitian ini bahwa perawat diharapkan dapat meningkatkan pemberian edukasi secara berkala pada pasien hemodialisis reguler untuk meningkatkan kepatuhan pasien pada diet dan pembatasan intake cairan.Chronic Kidney Diseases (CKD) patients who undergo hemodialysis often experience complications of haemodynamic disorders, both hypertension and intradialisis hypotension. One of the most frequent causes of increasing is IDGW (Interdialytic Weight Gain). The purpose of this study was to determine the correlation between interdialytic weight gain and changes in intradialysis blood pressure among patients with chronic kidney diseases in Haemodialysis Roomat Sanglah Hospital Denpasar. The research method used is analytic correlation with cross sectional approach. The sample technique used was purposive sampling with a total sample of 80 respondents. Statistical analysis using spearmans rank statistic test. The results obtained from 80 respondents most mostly interdialytic weight gain in the mild category (73.8.0%) and intradialisis blood pressure within normal limits (65.0%). The result of statistic test shows that p value 0,001 (<0,05). The conclusion of this study is that any significant correlation between interdialytic weight gain with changes in intradialysis blood pressure among patients with CKD at Haemodialysis Room of Sanglah Hospital Denpasar. Suggestions for nurses to increase the provision of regular education in regular haemodialysis patients to improve patient’s adherence to diet and limit fluid intake.

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