• Title/Summary/Keyword: 랜덤효과모형

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소지역에서 Pseudo-EBLUP 추정

  • Sin, Min-Ung;Baek, Jeong-Yong;Kim, Ik-Chan
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.111-115
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    • 2003
  • 소지역 모형들은 고정된(fixed)효과와 랜덤 효과를 포함하는 일반적 선형 혼한 모형의 특별한 경우로 간주될 수 있다. 소지역 평균이나 종계는 고정된 효과와 랜덤 효과의 일치 결합으로 표현될 수 있다. 블록 대각 공분산 구조를 갖는 선형 혼합모형(mixed model) 아래서 EBLUP은 실재문제에 있어서 많이 소지역 모형에 응용된다. 설계 가중값(design weight) 들에 의존하고 설계-일치(design consistency) 성질을 만족하는 Pseudo-EBLUP 추정량들은 소지역추정에서 합해지면 (aggregated) 사후-수정(post-adjustment)없이 벤치마킹 성질을 만족한다.

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A Bayesian zero-inflated Poisson regression model with random effects with application to smoking behavior (랜덤효과를 포함한 영과잉 포아송 회귀모형에 대한 베이지안 추론: 흡연 자료에의 적용)

  • Kim, Yeon Kyoung;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.31 no.2
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    • pp.287-301
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    • 2018
  • It is common to encounter count data with excess zeros in various research fields such as the social sciences, natural sciences, medical science or engineering. Such count data have been explained mainly by zero-inflated Poisson model and extended models. Zero-inflated count data are also often correlated or clustered, in which random effects should be taken into account in the model. Frequentist approaches have been commonly used to fit such data. However, a Bayesian approach has advantages of prior information, avoidance of asymptotic approximations and practical estimation of the functions of parameters. We consider a Bayesian zero-inflated Poisson regression model with random effects for correlated zero-inflated count data. We conducted simulation studies to check the performance of the proposed model. We also applied the proposed model to smoking behavior data from the Regional Health Survey (2015) of the Korea Centers for disease control and prevention.

Bio-Equivalence Analysis using Linear Mixed Model (선형혼합모형을 활용한 생물학적 동등성 분석)

  • An, Hyungmi;Lee, Youngjo;Yu, Kyung-Sang
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.289-294
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    • 2015
  • Linear mixed models are commonly used in the clinical pharmaceutical studies to analyze repeated measures such as the crossover study data of bioequivalence studies. In these models, random effects describe the correlation between repeated outcomes and variance-covariance matrix explain within-subject variabilities. Bioequivalence analysis verifies whether a 90% confidence interval for geometric mean ratio of Cmax and AUC between reference drug and test drug is included in the bioequivalence margin [0.8, 1.25] performed using linear mixed models with period, sequence and treatment effects as fixed and sequence nested subject effects as random. A Levofloxacin study is referred to for an example of real data analysis.

Testing Independence in Contingency Tables with Clustered Data (집락자료의 분할표에서 독립성검정)

  • 정광모;이현영
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.337-346
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    • 2004
  • The Pearson chi-square goodness-of-fit test and the likelihood ratio tests are usually used for testing independence in two-way contingency tables under random sampling. But both of these tests may provide false results for the contingency table with clustered observations. In this case we consider the generalized linear mixed model which includes random effects of clustering in addition to the fixed effects of covariates. Both the heterogeneity between clusters and the dependency within a cluster can be explained via generalized linear mixed model. In this paper we introduce several types of generalized linear mixed model for testing independence in contingency tables with clustered observations. We also discuss the fitting of these models through a real dataset.

Comparison of MIVQUE Estimators Using EQDGs for the One-way Random Model with Unbalanced Data (불균형 일원랜덤효과모형에서 EQDGs를 이용한 MIVQUE 추정량 비교)

  • Jung, Byoung-Cheol
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.411-420
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    • 2005
  • In this study, the MIVQUE estimators of variance components for the one-way random model with unbalanced data are investigated. In order to compare the efficiency of MIVQUE estimators obtained by using three priori estimates, the Empirical Quantile Dispersion Graphs (EQDGs) are used. From the results of Monte-Carlo study, the MIVQUE estimator using ${\sigma}^2_{\alpha}\;=\;0\;and\;{\sigma}^2_{varraho}=1$ as the priori estimate performs well relative to other estimators.

혼합모형의 구간추정을 위한 PROC MIXED의 활용

  • Park, Dong-Jun
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.1-6
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    • 2005
  • SAS의 PROC MIXED는 ANOVA 추정량보다 더 다양한 잔차최대우도추정법 또는 최대우도추정법으로 모수들을 추론할 수 있다. 혼합모형에 속하는 불균형중첩오차구조를 갖는 선형회귀모형에서 랜덤효과에 해당되는 그룹간의 분산과 고정효과에 해당되는 회귀계수들에 대한 신뢰구간을 구하기 위하여 대표본인 경우와 소표본인 경우에 대하여 PROC MIXED를 사용한다. 시뮬레이션을 실행한 결과, 대표본인 경우에는 모수들의 신뢰구간을 구하기 위하여 PROC MIXED를 활용할 수 있지만, 소표본인 경우에는 PROC MIXED를 사용할 경우, 그룹간 분산과 회귀계수 가운데 하나인 절편항에 대한 신뢰구간은 시뮬레이터된 신뢰계수가 명시한 신뢰계수를 지키지 못하는 것을 보인다.

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Modelling for Repeated Measures Data with Composite Covariance Structures (복합구조 반복측정자료에 대한 모형 연구)

  • Lee, Jae-Hoon;Park, Tae-Sung
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1265-1275
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    • 2009
  • In this paper, we investigated the composite covariance structure models for repeated measures data with multiple repeat factors. When the number of repeat factors is more than three, it is infeasible to fit the composite covariance models using the existing statistical packages. In order to fit the composite covariance structure models to real data, we proposed two approaches: the dimension reduction approach for repeat factors and the random effect model approximation approach. Our proposed approaches were illustrated by using the blood pressure data with three repeat factors obtained from 883 subjects.

A Statistical Approach to the Pharmacokinetic Model (집단 약동학 모형에 대한 통계학적 고찰)

  • Lee, Eun-Kyung
    • The Korean Journal of Applied Statistics
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    • v.23 no.3
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    • pp.511-520
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    • 2010
  • The Pharmacokinetic model is a complex nonlinear model with pharmacokinetic parameters that is some-times represented by a complex form of differential equations. A population pharmacokinetic model adds individual variability using the random effects to the pharmacokinetic model. It amounts to the nonlinear mixed effect model. This paper, reviews the population pharmacokinetic model from a statistical viewpoint; in addition, a population pharmacokinetic model is also applied to the real clinical data along with a review of the statistical meaning of this model.

Bayesian Hierachical Model using Gibbs Sampler Method: Field Mice Example (깁스 표본 기법을 이용한 베이지안 계층적 모형: 야생쥐의 예)

  • Song, Jae-Kee;Lee, Gun-Hee;Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.247-256
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    • 1996
  • In this paper, we applied bayesian hierarchical model to analyze the field mice example introduced by Demster et al.(1981). For this example, we use Gibbs sampler method to provide the posterior mean and compared it with LSE(Least Square Estimator) and MLR(Maximum Likelihood estimator with Random effect) via the EM algorithm.

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The anti-diabetic effect of propolis using Hedges' standardized mean difference (헤지의 표준화된 평균차를 이용한 프로폴리스의 항-당뇨 효과)

  • Kim, Mi-Jin;Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.447-459
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    • 2010
  • The present study was carried out to summarize the effect of propolis in the diabetic rats by meta-analysis related studies. The association measure to test effect of propolis was Hedges's standardized mean difference between group of rats induced streptozotocin(STZ) or alloxan and group of rats induced STZ or alloxan treated with propolis about the considered 4 effect factors. In this particular fixed-effect model, blood glucose, Cholesterol, Triglyceride were significantly reduce. The case of heterogenous variable such as body weight, blood glucose, cholesterol, triglyceride, random-effect model was applied. In this model, blood glucose, triglyceride were decreased significantly in propolis treated group. According to the meta-regression analysis, period of injection was significant for body weight and blood glucose, cholesterol.