• Title/Summary/Keyword: 산포방법

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반복측정된 포아송 자료의 GEE 분석에서 산포모수의 역할에 관한 연구

  • 박태성;신민웅
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.155-165
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    • 1995
  • 반복측정자료의 분석을 위해 제안된 Liang and Zeger(1986)의 회귀모형은 일반화추정식(generalized estimationg equations, GEE)을 이용하여 모형의 모수를 추정한다. 이 모형은 반복측정된 반응변수와 설명변수들과의 관계를 추정하는 것이 주된 목적이기 때문에 회귀모수는 중요한 모수로 간주되나 산포모수는 중요하지 않은 장애모수(nuisance parameters)로 간주된다. 일반적으로 GEE 분석에서 회귀모수의 추정량은 산포모수에 상관없이 일치적(consistent)으로 얻어진다고 알려져 있다. 그러나 본 논문에서는 포아송분포를 따르는 반복측정자료에 대한 사례연구와 모의 실험을 통해서 일반적으로 믿어져왔던 것과는 달리 GEE 방법이 산포모수에 민감하게 영향을 받고 있음을 보였다. 특히 산포모수의 값이 일정하지 않은 경우에는 GEE 방법이 산포모수에 민감 하게 영향을 받고 있음을 보였다. 특히 산포모수의 값이 일정하지 않은 경우에는 GEE 방법에서 밝혀진 회귀모수 추정량의 일치성에도 문제가 발생할 수 있음을 보였다.

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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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Testing for Overdispersion in a Bivariate Negative Binomial Distribution Using Bootstrap Method (이변량 음이항 모형에서 붓스트랩 방법을 이용한 과대산포에 대한 검정)

  • Jhun, Myoung-Shic;Jung, Byoung-Cheol
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.341-353
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    • 2008
  • The bootstrap method for the score test statistic is proposed in a bivariate negative binomial distribution. The Monte Carlo study shows that the score test for testing overdispersion underestimates the nominal significance level, while the score test for "intrinsic correlation" overestimates the nominal one. To overcome this problem, we propose a bootstrap method for the score test. We find that bootstrap methods keep the significance level close to the nominal significance level for testing the hypothesis. An empirical example is provided to illustrate the results.

Sound Dispersion in Simple Fluids

  • Chung, Chang-Hyun
    • Nuclear Engineering and Technology
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    • v.6 no.3
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    • pp.171-182
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    • 1974
  • Sound dispersion in simple fluids is analyzed applying a generalized hydrodynamic ethod for time correlation functions. The effects of shear relaxation on the sound dispersion are examined for liquid argon and a dilute hard-sphere gas. In the case of liquid argon, the dispersion predicted by the theory over quite a wide range of wavenumbers exhibits the combined effects of shear relaxation and structural correlations. The results for a dilute gas indicate that that the inclusion of shear relaxation gives a qualitative improvement of Wavier-Stokes theory.

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Test and Numerical Analysis for Penetration Residual Velocity of Bullet Considering Failure Strain Uncertainty of Composite Plates (복합판재의 파단 변형률 불확실성을 고려한 탄 관통 잔류속도에 대한 시험 및 수치해석)

  • Cha, Myungseok;Lee, Minhyung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.40 no.3
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    • pp.281-288
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    • 2016
  • The ballistic performance data of composite materials is distributed due to material inhomogeneity. In this paper, the uncertainty in residual velocity is obtained experimentally, and a method of predicting it is established numerically for the high-speed impact of a bullet into laminated composites. First, the failure strain distribution was obtained by conducting a tensile test using 10 specimens. Next, a ballistic impact test was carried out for the impact of a fragment-simulating projectile (FSP) bullet with 4ply ([0/90]s) and 8ply ([0/90/0/90]s) glass fiber reinforced plastic (GFRP) plates. Eighteen shots were made at the same impact velocity and the residual velocities were obtained. Finally, simulations were conducted to predict the residual velocities by using the failure strain distributions that were obtained from the tensile test. For this simulation, two impact velocities were chosen at 411.7m/s (4ply) and 592.5m/s (8ply). The simulation results show that the predicted residual velocities are in close agreement with test results. Additionally, the modeling of a composite plate with layered solid elements requires less calculation time than modeling with solid elements.

Reducing Noise Using Degree of Scattering in Collaborative Filtering System (협력적 여과 시스템에서 산포도를 이용한 잡음 감소)

  • Ko, Su-Jeong
    • The KIPS Transactions:PartB
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    • v.14B no.7
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    • pp.549-558
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    • 2007
  • Collaborative filtering systems have problems when users rate items and the rated results depend on their feelings, as there is a possibility that the results include noise. The method proposed in this paper optimizes the matrix by excluding irrelevant ratings as information for recommendations from a user-item matrix using dispersion. It reduces the noise that results from predicting preferences based on original user ratings by inflecting the information for items and users on the matrix. The method excludes the ratings values of the utmost limits using a percentile to supply the defects of coefficient of variance and composes a weighted user-item matrix by combining the user coefficient of variance with the median of ratings for items. Finally, the preferences of the active user are predicted based on the weighted matrix. A large database of user ratings for movies from the MovieLens recommender system is used, and the performance is evaluated. The proposed method is shown to outperform earlier methods significantly.

A new sample selection model for overdispersed count data (과대산포 가산자료의 새로운 표본선택모형)

  • Jo, Sung Eun;Zhao, Jun;Kim, Hyoung-Moon
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.733-749
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    • 2018
  • Sample selection arises as a result of the partial observability of the outcome of interest in a study. Heckman introduced a sample selection model to analyze such data and proposed a full maximum likelihood estimation method under the assumption of normality. Recently sample selection models for binomial and Poisson response variables have been proposed. Based on the theory of symmetry-modulated distribution, we extend these to a model for overdispersed count data. This type of data with no sample selection is often modeled using negative binomial distribution. Hence we propose a sample selection model for overdispersed count data using the negative binomial distribution. A real data application is employed. Simulation studies reveal that our estimation method based on profile log-likelihood is stable.

The Dispersal and Plant Community Characteristics of Magnolia obovata - Focused on Case of Korea UNESCO Peace Center area in Gyeonggi-do - (일본목련의 분산 및 식물군집 특성에 관한 연구 -한국유네스코평화센터 주변을 대상으로-)

  • Kim, Yong-Hoon;Oh, Choong-Hyeon
    • Korean Journal of Environment and Ecology
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    • v.23 no.4
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    • pp.285-293
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    • 2009
  • This research had been executed to find out the structure of Magnolia obovata community, a dispersal range and characteristics of scatter investigation, and to prepare management measure of it. In the result of this study, Magnolia obovata was distributed in a native plant community from planting trees of UNESCO Peace Center. The maximum numbers of Magnolia obovata were found in $20{\sim}100m$ from trees of mother. Seed of Magnolia obovata has a characteristics of gravity dispersal. But some individuals was found in 420m from its tree of mother. Seeds of Magnolia obovata has a characteristics of animal dispersal, too. Major species of animal dispersal are Garrulus glandarius, Ciurus vulgaris coreae, and Tamias sibiricus asiaticus in the study site. The importance value between native plants and Magnolia obovata had a negative relation. Because Magnolia obovata is more shade tolerant than other trees. Also, the growth of Magnolia obovata is faster than other trees. And so if the influence of Magnolia obovata reduce, it is necessary to expand native plant community, and to cut Magnolia obovata over 10m of the height and over 10cm of the DBH, for preventing influence of Magnolia obovata.

Similarity between the dispersion parameter in zero-altered model and the two goodness-of-fit statistics (영 변환 모형 산포형태모수와 두 적합도 검정통계량 사이의 유사성 비교)

  • Yun, Yujeong;Kim, Honggie
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.3
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    • pp.493-504
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    • 2017
  • We often observe count data that exhibit over-dispersion, originating from too many zeros, and under-dispersion, originating from too few zeros. To handle this types of problems, the zero-altered distribution model is designed by Ghosh and Kim in 2007. Their model can control both over-dispersion and under-dispersion with a single parameter, which had been impossible ever. The dispersion type depends on the sign of the parameter ${\delta}$ in zero-altered distribution. In this study, we demonstrate the role of the dispersion type parameter ${\delta}$ through the data of the number of births in Korea. Employing both the chi-square statistic and the Kolmogorov statistic for goodness-of-fit, we also explained any difference between the theoretical distribution and the observed one that exhibits either over-dispersion or under-dispersion. Finally this study shows whether the test statistics for goodness-of-fit show any similarity with the role of the dispersion type parameter ${\delta}$ or not.

A Study on Error Reduction of Indoor Location Determination using Triangulation and Least Square Method (삼각측량법과 최소자승법을 활용한 실내 위치 결정의 산포 감소 방안에 관한 연구)

  • Jang, Jeong-Hwan;Lee, Du-Yong;Jang, Cheong-Yun;Lee, Chang-Ho
    • Proceedings of the Safety Management and Science Conference
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    • 2011.11a
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    • pp.507-511
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    • 2011
  • 본 논문에서는 위치기반서비스의 핵심기능을 담당하는 측위기술 중 흔히 사용되고 있는 삼각측량법과 최소자승법을 보정한 방법을 이용하여 객체의 위치를 결정하는 알고리즘의 산포를 감소시키는 방안을 연구하였다. 두 측위 방법에서 사용되는 거리값은 모두 동일한 보정과 필터링 과정을 적용하였으며, 프로그램 구현 후 실내에서 테스트를 실시하였다. 프로그램은 LabView 2010으로 구현하였고, 각각의 알고리즘을 모듈화하여 필터링 적용 전후 및 개선효과를 비교하기 쉽도록 구성하였다. 일반적인 환경에서 실험한 결과 삼각측량이 최소자승법보다 더 좋은 정확도를 보여주었고, 필터링 과정을 거칠수록 정확도가 향상되는 것을 확인하였다.

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