Lagrange multiplier formalism for a spin-3/2 field

1977 ◽  
Vol 10 (7) ◽  
pp. 1225-1232 ◽  
Author(s):  
K Babu Joseph ◽  
M Sabir
Keyword(s):  
2021 ◽  
pp. 001316442110203
Author(s):  
Lucia Guastadisegni ◽  
Silvia Cagnone ◽  
Irini Moustaki ◽  
Vassilis Vasdekis

This article studies the Type I error, false positive rates, and power of four versions of the Lagrange multiplier test to detect measurement noninvariance in item response theory (IRT) models for binary data under model misspecification. The tests considered are the Lagrange multiplier test computed with the Hessian and cross-product approach, the generalized Lagrange multiplier test and the generalized jackknife score test. The two model misspecifications are those of local dependence among items and nonnormal distribution of the latent variable. The power of the tests is computed in two ways, empirically through Monte Carlo simulation methods and asymptotically, using the asymptotic distribution of each test under the alternative hypothesis. The performance of these tests is evaluated by means of a simulation study. The results highlight that, under mild model misspecification, all tests have good performance while, under strong model misspecification, the tests performance deteriorates, especially for false positive rates under local dependence and power for small sample size under misspecification of the latent variable distribution. In general, the Lagrange multiplier test computed with the Hessian approach and the generalized Lagrange multiplier test have better performance in terms of false positive rates while the Lagrange multiplier test computed with the cross-product approach has the highest power for small sample sizes. The asymptotic power turns out to be a good alternative to the classic empirical power because it is less time consuming. The Lagrange tests studied here have been also applied to a real data set.


2021 ◽  
Author(s):  
Xinliang Yang ◽  
Hanju Ding ◽  
Yanda Lv ◽  
Yuanyuan Lu ◽  
Yuming Zhao ◽  
...  

2011 ◽  
Vol 28 (3) ◽  
pp. 035010 ◽  
Author(s):  
Yi-Fu Cai ◽  
Emmanuel N Saridakis

Author(s):  
B. K. Kannan ◽  
Steven N. Kramer

Abstract An algorithm for solving nonlinear optimization problems involving discrete, integer, zero-one and continuous variables is presented. The augmented Lagrange multiplier method combined with Powell’s method and Fletcher & Reeves Conjugate Gradient method are used to solve the optimization problem where penalties are imposed on the constraints for integer / discrete violations. The use of zero-one variables as a tool for conceptual design optimization is also described with an example. Several case studies have been presented to illustrate the practical use of this algorithm. The results obtained are compared with those obtained by the Branch and Bound algorithm. Also, a comparison is made between the use of Powell’s method (zeroth order) and the Conjugate Gradient method (first order) in the solution of these mixed variable optimization problems.


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