• Title/Summary/Keyword: 분산 성분 모형

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Improved Confidence Intervals on Total Variance in a Regression Model with Unbalanced Nested Error Structure

  • 박동준;이수진
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.265-270
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    • 2004
  • 불균형중첩오차구조를 갖는 단순선형회귀모형에서 나타나는 두 분산의 합에 대한 신뢰구간을 구하기 위하여 Ting et al.(1990) 방법과 Graybill and Wang(1980) 방법과 Tsui and Weerahandi(1989)가 제안한 일반화 축량(generalized pivotal quantity)방법을 이용한 두 가지 방법 등 모두 네 가지 신뢰구간을 제안한다. 신뢰구간의 적절성을 판단하기 위하여 여러 가지 불균형 설계에 대하여 SAS/IML로 시뮬레이션을 실행하고 신뢰계수와 신뢰구간의 평균 길이를 비교한다. 불균형중첩오차구조를 갖는 단순선형회귀모형의 두 분산의 합에 대한 네 가지 신뢰구간들이 주샘플링 단위의 변화에 따라 어느 방법이 적절한 신뢰구간을 구축하는지 추천하고, 실제 예제를 적용하여 시뮬레이션의 결과와 일관성이 있는지를 확인한다.

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Model Checking for Joint Modelling of Mean and Dispersion (평균과 산포의 동시 모형화에 대한 모형검토)

  • Ha, Il-Do;Lee, Woo-Dong;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.195-209
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    • 1997
  • The joint modelling of mean and dispersion in quasi-likelihood models which greatly extend the scope of generalized linear models, is required in case that the dispersion parameter, the variance component of response variables, is not constant but changes by depending on any covariates. In this paper, by using statistical package GENSTAT(release 5.3.2, 1996) which makes a easily analyze real data through this joint modelling, we mention necessities that must consider this joint modelling rather than existing mean models through model checking based on graphic methods for esterase assay data introduced by Carrol and Ruppert(1987, pp.46-47), and then study methods finding reasonable joint model of mean and dispersion for this data.

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On the Probability of the Estimate of Variance Components that is Negative in Unbalanced One-Way Random Model (불균형(不均衡) 일원(一元) 변량모형(變量模型)에서 추정방법(推定方法)에 따른 분산성분(分散成分)의 추정량(推定量)이 음(陰)이 될 확률(確率)의 계산(計算))

  • Song, Gyu-Moon
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.121-130
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    • 1993
  • For the One-way random effects model with unbalanced data, the AOV and MINQUE estimates of variance components are frequently found to be negative. The primary objective of present study is placed on the computation of the probability of the main effect variance component, being negative. The probability of negative estimators from AOV and MINQUE can be obtained by theoretical computation under the normality assumption. It is, however, difficult to compute the probability of negative estimates for these estimators under arbitrary distributions, and hence their probabilities of being negative were computed by simulation experiment in this study. It was shown that there was no significant difference between the theoretical probability under normality and calculated probability by simulation experiment, and that probability of negative estimates decreases as sample size, number of levels and the value of increase.

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Nonstationary Response Analysis of Offshore Guyed Tower for Strong Earthquakes (비정상과정의 강한 지진에 대한 해양 가이드 타워의 동력학적 응답해석)

  • 류정선
    • Computational Structural Engineering
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    • v.5 no.3
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    • pp.127-137
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    • 1992
  • A method for nonstationary response analysis of an offshore guyed tower subjected to earthquake loading is presented. The nonstationarity of the earthquake excitation is modeled by imposing a time varying envelope function onto a stationary random model. By taking the envelope function and the auto-correlation function of ground acceleration in terms of complex exponential functions of time, an analytical procedure is developed for computing time varying variances of the tower response. Example analysis indicates that the maximum responses estimated by considering nonstationary effect properly are significantly less than those obtained by the conventional frequency domain analysis method based upon the stationary assumption.

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Dispersion constraints and the Hilbert transform for electromagnetic system response validation (전자기 탐사 시스템 반응의 타당성 확인을 위한 분산 관계식과 힐버트 변환)

  • Macnae, James;Springall, Ryan
    • Geophysics and Geophysical Exploration
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    • v.14 no.1
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    • pp.1-6
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    • 2011
  • As a check on calibration and drift in each discrete sub-system of a commercial frequency-domain airborne electromagnetic system, we aim to use causality constraints alone to predict in-phase from wide-band quadrature data. There are several possible applications of the prediction of in-phase response from quadrature data including: (1) quality control on base level drift, calibration and phase checks; (2) prediction and validation of noise levels in in-phase from quadrature measurements and vice versa and in future; and (3) interpolation and extrapolation of sparsely sampled data enforcing causality and better frequency-domain-time-domain transformations. In practice, using tests on both synthetic and measured Resolve helicopter-borne electromagnetic frequency domain data, in-phase data points could be predicted using a scaled Hilbert transform with a standard deviation between 40 and 80 ppm. However, relative differences between base levels between flight could be resolved to better than 1 ppm, which allows an independent quality control check on the accuracy of drift corrections.

Genetic Analysis of Carcass Traits in Hanwoo with Different Slaughter End-points (세가지 도축 종료 시점을 공변량으로 하는 한우 도체형질에 대한 유전능력 분석모형)

  • Choy, Y.H.;Yoon, H.B.;Choi, S.B.;Chung, H.W.
    • Journal of Animal Science and Technology
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    • v.47 no.5
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    • pp.703-710
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    • 2005
  • Data from Hanwoo steers and bull calves were analyzed to see the phenotypic and genetic relationships between carcass traits from four different covariance models. Four models fit test station and test period as fixed effect of contemporary group and sire as random effect assuming paternal half-sib relationships among animals. Each model fits one of linear covariate (s) of different slaughter end points-age at slaughter in the first order, age at slaughter in the first and second order, slaughter weight or back fat thickness at 12-13th rib of cold carcass. Age at slaughter in its second order was not significant. Age at slaughter accounted for signifi- cant amount of genetic variances and covariances of carcass traits. Heritability estimates of back fat thickness, rib eye area, carcass weight, marbling score and dressing percentage were 0.34, 0.22, 0.24, 0.42 and 0.18, respectively at constant age basis. The genetic correlation between carcass weight and the other variables were all positive and low to high in magnitude. Genetic correlations between back fat thickness and rib eye area and between marbling score and dressing percentage were low but negative. Variance and covariance structure between these traits were shifted to a great extent when these variables were regressed on slaughter weight or on back fat thickness. These two covariates counteracted to each other but they adjusted each carcass variable or their interrelationship according to differential growth of body components, bone, muscle and fat. Slaughter weight tended to decrease genetic variances and covariances of carcass weight and between component traits and back fat thickness tended to increase those of rib eye area and between rib eye area and carcass weight.

Nonstationary Seismic Response Analysis of Offshore Compliant Tower (심해용 해양구조물의 지진하중에 대한 비정상거동해석)

  • 류정선;윤정방
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1992.04a
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    • pp.45-50
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    • 1992
  • 해양 가이드 타워를 대상으로 하여, 지진하중에 대한 심해응구조물의 비정상거동해법에 대하여 연구하였다. 지반운동의 비정상특성은 정상과정성분에 시간포락함수가 곱해진 형태로 모형화하였으며, 구조물의 비정상거동은 시간종속분산함수로 구하였다. 지반가속도에 대한 자기상관함수를 복소지수함수의 형태로 이상화함으로써, 구조물 거동의 시간종속함수가 해석적인 방법으로 쉽게 구할 수 있는 기법을 개발하였다. 지진의 발생시간 동안 예상되는 최대거동을 구하였으며. 이를 구조물 거동을 정상확률과정으로 가정하여 산정한 결과와 비교 분석하였다.

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Estimation of Variance Component on Swine Economic Traits using Multivariate Maternal Animal Model (다변량 모체효과 모형을 이용한 돼지 경제형질의 분산성분 추정)

  • Park, Jong-Won;Kim, Byeong-Woo;Kim, Si-Dong;Jang, Hyeon-Ki;Jeon, Jin-Tae;Kong, Il-Keun;Lee, Jung-Gyu
    • Journal of agriculture & life science
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    • v.44 no.2
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    • pp.29-38
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    • 2010
  • This study looked into estimation of variance component over swine's economic traits by multiple animal model and maternal effect model using on-farm test data of total 31,455 swine of Duroc, Landrace and Yorkshire species that were born between 2000 and 2008. Heritability by estimated additive genetic effect showed higher than one by maternal genetic effect using multivariate maternal animal model in each trait examined by each breed and most heritability when considering only additive genetic effect in multiple traits animal model was estimated to be higher than one by estimated additive genetic effect in multivariate maternal animal model. In correlation between breeding value by estimated maternal genetic effect and phenotypic value using multivariate maternal animal model, rank correlation and simple correlation of breeding value and phenotypic value by maternal genetic effect also showed low positive correlation or strong negative correlation, which can be considered that if correlation with phenotype were increased properly considering maternal genetic effect in each trait by each breed, even better improvement could be promoted.

Functional regression approach to traffic analysis (함수회귀분석을 통한 교통량 예측)

  • Lee, Injoo;Lee, Young K.
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.773-794
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    • 2021
  • Prediction of vehicle traffic volume is very important in planning municipal administration. It may help promote social and economic interests and also prevent traffic congestion costs. Traffic volume as a time-varying trajectory is considered as functional data. In this paper we study three functional regression models that can be used to predict an unseen trajectory of traffic volume based on already observed trajectories. We apply the methods to highway tollgate traffic volume data collected at some tollgates in Seoul, Chuncheon and Gangneung. We compare the prediction errors of the three models to find the best one for each of the three tollgate traffic volumes.