• The Korean Journal of Applied Statistics
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• v.31 no.1
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• pp.123-137
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• 2018

A nonlinear mixed effects model is mainly used to analyze repeated measurement data in various fields. A nonlinear mixed effects model consists of two stages: the first-stage individual-level model considers intra-individual variation and the second-stage population model considers inter-individual variation. The individual-level model, which is the first stage of the nonlinear mixed effects model, estimates the parameters of the nonlinear regression model. It is the same as the general nonlinear regression model, and usually estimates parameters using the least squares estimation method. However, the least squares estimation method may have a problem that the estimated value of the parameters and standard errors become extremely large if the assumed nonlinear function is not explicitly revealed by the data. In this paper, a new estimation method is proposed to solve this problem by introducing the ridge regression method recently proposed in the nonlinear regression model into the first-stage individual-level model of the nonlinear mixed effects model. The performance of the proposed estimator is compared with the performance with the standard estimator through a simulation study. The proposed methodology is also illustrated using quantitative high throughput screening data obtained from the US National Toxicology Program.

• 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.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.361-369
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• 2015

A general linear mixed-effects model is often used to analyze repeated measurement experiment data of a continuous response variable. However, a general linear mixed-effects model can give improper analysis results when simultaneously detecting heteroscedasticity and the non-normality of population distribution. To achieve a more robust estimation, we used a heavy-tailed linear mixed-effects model for a more exact and reliable analysis conclusion than a general linear mixed-effects model. We also provide reliability analysis results for further research.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.241-250
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• 2015

An important scientific objective of longitudinal studies involves tracking the probability of a subject having certain health condition over the course of the study. Proper definitions and estimates of disease risk tracking have important implications in the design and analysis of long-term biomedical studies and in developing guidelines for disease prevention and intervention. We study in this paper a class of rank-tracking probabilities to describe a subject's conditional probabilities of having certain health outcomes at two different time points. Linear mixed effects models are considered to estimate the tracking probabilities and their ratios of interest. We apply our methods to an epidemiological study of childhood cardiovascular risk factors.

• 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.

• 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.

• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.525-537
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• 2016

The paper considers a hybrid model to analyze and forecast time series data based on an empirical mode decomposition (EMD) that accommodates complex characteristics of time series such as nonstationarity and nonlinearity. We aggregate IMFs using the concept of cumulative energy to improve the interpretability of intrinsic mode functions (IMFs) from EMD. We forecast aggregated IMFs and residue with a hybrid model that combines the ARIMA model and an exponential smoothing method (ETS). The proposed method is applied to forecast KOSPI time series and is compared to traditional forecast models. Aggregated IMFs and residue provide a convenience to interpret the short, medium and long term dynamics of the KOSPI. It is also observed that the hybrid model with ARIMA and ETS is superior to traditional and other types of hybrid models.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.181-188
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• 2009

This paper discusses the covariance structures of data collected from an experiment with a nested design structure, where a smaller experimental unit is nested within a larger one. Due to the nonrandomization of repeated measures factors to the nested experimental units, compound symmetry covariance structure is assumed for the analysis of data. Treatments are given as the combinations of the levels of random factors and fixed factors. So, a mixed-effects model is suggested under compound symmetry structure. An example is presented to illustrate the nesting in the experimental units and to show how to get the parameter estimates in the fitted model.

• Journal of Korean Society of Forest Science
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• v.111 no.1
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• pp.136-149
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• 2022

In this study, the performance of a nonlinear mixed-effects (NLME) model used to estimate the stem taper of Pinus densiflora in Gangwon Province was compared with that of a nonlinear fixed-effects (NLFE) model using several performance measures. For the diameters of whole tree stems, the NLME model improved on the performance of the NLFE model by 26.4%, 42.9%, 43.1%, and 0.9% in terms of BIAS, MAB, RMSE, and FI, respectively. For the cross-section areas of whole tree stems, the NLME model improved on the performance of the NLFE model by 67.7%, 44.7%, 45.8%, and 1.0% in terms of BIAS, MAB, RMSE, and FI, respectively. Based on the analysis of 12 relative height classes of tree stems, stem taper estimation performance was also reasonably improved by the NLME model, which showed better MAB, RMSE, and FI at every relative height class compared with those of the NLFE model. In some classes, the NLFE model had better BIAS than the NLME model (stem diameter: 0.05, 0.2, 0.3, and 0.8; stem cross-section area: 0.05, 0.3, 0.5, 0.6, and 1.0). However, the NLME model enhanced the performance of stem diameter and cross-section area estimations at the lowest stem part (0.2 m from the ground). Improvements for stem diameter in terms of BIAS, MAB, RMSE, and FI were 84.2%, 69.8%, 68.7%, and 3.1%, respectively. For stem cross-section areas, the improvements in BIAS, MAB, RMSE, and FI were 98.5%, 70.1%, 68.7%, and 3.1%, respectively. The cross-section area at 0.2 m from the ground occupied 22.7% of total cross-section area. Improvements in estimation of cross-section area at the lowest stem part indicate that stem volume estimation performance could also be enhanced. Although NLME models are more difficult to fit than NLFE models, the use of NLME models as a standard method for the estimating the parameters of stem taper equations should be considered.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.739-748
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• 2012

In this paper we propose a mixed effects least squares support vector machine (LS-SVM) for the censored data which are observed from different groups. We use weights by which the randomly right censoring is taken into account in the nonlinear regression. The weights are formed with Kaplan-Meier estimates of censoring distribution. In the proposed model a random effects term representing inter-group variation is included. Furthermore generalized cross validation function is proposed for the selection of the optimal values of hyper-parameters. Experimental results are then presented which indicate the performance of the proposed LS-SVM by comparing with a standard LS-SVM for the censored data.