Testing for Serial Correlation, Spatial Autocorrelation and Random Effects

This paper considers a spatial panel data regression model with serial correlation on each spatial unit over time as well as spatial dependence between the spatial units at each point in time. In addition, the model allows for heterogeneity across the spatial units using random effects. The paper then derives several Lagrange Multiplier tests for this panel data regression model including a joint test for serial correlation, spatial autocorrelation and random effects. These tests draw upon two strands of earlier work. The first is the LM tests for the spatial error correlation model discussed in Anselin and Bera (1998) and in the panel data context by Baltagi, Song and Koh (2003). The second is the LM tests for the error component panel data model with serial correlation derived by Baltagi and Li (1995). Hence the joint LM test derived in this paper encompasses those derived in both strands of earlier works. In fact, in the context of our general model, the earlier LM tests become marginal LM tests that ignore either serial correlation over time or spatial error correlation. The paper then derives conditional LM and LR tests that do not ignore these correlations and contrast them with their marginal LM and LR counterparts. The small sample performance of these tests is investigated using Monte Carlo experiments. As expected, ignoring any correlation when it is significant can lead to misleading inference.panel data, spatial correlation

Testing Panel Data Regression Models with Spatial Error Correlation

This paper derives several Lagrange Multiplier tests for the panel data regression model with spatial error correlation. These tests draw upon two strands of earlier work. The first is the LM tests for the spatial error correlation model discussed in Anselin (1988, 1999) and Anselin, Bera, Florax and Yoon (1996), and the second is the LM tests for the error component panel data model discussed in Breusch and Pagan (1980) and Baltagi, Chang and Li (1992). The idea is to allow for both spatial error correlation as well as random region effects in the panel data regression model and to test for their joint significance. Additionally, this paper derives conditional LMtests, which test for random regional effects given the presence of spatial error correlation. Also, spatial error correlation given the presence of random regional effects. These conditional LM tests are an alternative to the one directional LM tests that test for random regional effects ignoring the presence of spatial error correlation or the one directional LM tests for spatial error correlation ignoring the presence of random regional effects. We argue that these joint and conditional LM tests guard against possible misspecification. Extensive Monte Carlo experiments are conducted to study the performance of these LM tests as well as the corresponding Likelihood Ratio tests.Panel data; Spatial error correlation, Lagrange Multiplier tests, Likelihood Ratio tests

Testing for Serial Correlation, Spatial Autocorrelation and Random Effects

This paper considers a spatial panel data regression model with serial correlation on each spatial unit over time as well as spatial dependence between the spatial units at each point in time. In addition, the model allows for heterogeneity across the spatial units using random effects. The paper then derives several Lagrange Multiplier tests for this panel data regression model including a joint test for serial correlation, spatial autocorrelation and random effects. These tests draw upon two strands of earlier work. The first is the LM tests for the spatial error correlation model discussed in Anselin and Bera (1998) and in the panel data context by Baltagi, Song and Koh (2003). The second is the LM tests for the error component panel data model with serial correlation derived by Baltagi and Li (1995). Hence the joint LM test derived in this paper encompasses those derived in both strands of earlier works. In fact, in the context of our general model, the earlier LM tests become marginal LM tests that ignore either serial correlation over time or spatial error correlation. The paper then derives conditional LM and LR tests that do not ignore these correlations and contrast them with their marginal LM and LR counterparts. The small sample performance of these tests is investigated using Monte Carlo experiments. As expected, ignoring any correlation when it is significant can lead to misleading inferencepanel data, spatial correlation

Pulsed Corona Discharge for Oxidation of Gaseous Elemental Mercury

Positive pulsed corona discharge has been applied for the oxidation of gaseous elemental mercury (Hg0) from a simulated flue gas. The oxidation of Hg0 to HgO and HgCl2 can significantly enhance the mercury removal from flue gas. At a gas condition of O2 (10%), H2O (3%), and N2 (balance), Hg0 oxidation efficiency of 84% was achieved at an input energy density of 45 J/l. The presence of NO, however, hinders Hg0 oxidation due to the preferential reaction of NO with O and O3. On the contrary, SO2 shows little effect on Hg0 oxidation due to its preferential reaction with OH. It has been also observed that the HCl in gas stream can be dissociated to Cl and Cl2 and can induce additional Hg0 oxidation to HgCl2

Effect of modified fasting therapy on body weight, fat and muscle mass, and blood chemistry in patients with obesity

AbstractObjectiveThe aim of this study was to investigate the effects and safety of modified fasting therapy using fermented medicinal herbs and exercise on body weight, fat and muscle mass, and blood chemistry in obese subjects.MethodsTwenty-six patients participated in a 14-day fast, during which they ingested a supplement made from fermented medicinal herbs and carbohydrates (intake: 400-600 kcal/d). The schedule included 7 prefasting relief days and 14 days of stepwise reintroduction of food. The patients also took part in an exercise program that incorporated Qigong, weight training, and walking exercises. The efficacy of treatments was observed by assessing body fat mass and muscle mass, and alanine aminotransferase (ALT), aspartate aminotransferase (AST), cholesterol, and triglycerides in each study period. Specific symptoms or side effects were reported.ResultsBody weight and body fat mass both decreased significantly by (5.16 ± 0.95) and (3.89 ± 0.79) kg (both P < 0.05), while muscle mass decreased by an average of (0.26 ± 0.22) kg, without statistical significance. ALT levels were significantly decreased (P < 0.05), while AST levels decreased without statistical significance (P = 0.052). The levels of total cholesterol and triglycerides were also significantly decreased (both P < 0.05). There were few adverse events except for mild dizziness, which did not affect everyday living.ConclusionThese results suggest that modified fasting therapy using fermented medicinal herbs and exercise could be effective and safe on obese patients

Quantum Cryptography without Public Announcement of Bases

This paper provides a simple variation of the basic ideas of the BB84 quantum cryptographic scheme leading to a method of key expansion. A secure random sequence (the bases sequence) determines the encoding bases in a proposed scheme. Using the bases sequence repeatedly is proven to be safe by quantum mechanical laws.Comment: 4 page