• Title/Summary/Keyword: Estimating Methods

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Estimating Parameters in Overdispersed Binary Data

  • Lee, Sunho
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.269-276
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    • 2000
  • there are several methods available for estimating parameters in overdispersed binary response data with the litter effect. Simulations are performed to compare methods for estimating an overall mean and an overdispersion parameter using moments a maximum likelihood under a beta-binomial distribution a maximum quasi-likelihood and a maximum extended quasi-likelihood.

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Estimating survival distributions for two-stage adaptive treatment strategies: A simulation study

  • Vilakati, Sifiso;Cortese, Giuliana;Dlamini, Thembelihle
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.411-424
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    • 2021
  • Inference following two-stage adaptive designs (also known as two-stage randomization designs) with survival endpoints usually focuses on estimating and comparing survival distributions for the different treatment strategies. The aim is to identify the treatment strategy(ies) that leads to better survival of the patients. The objectives of this study were to assess the performance three commonly cited methods for estimating survival distributions in two-stage randomization designs. We review three non-parametric methods for estimating survival distributions in two-stage adaptive designs and compare their performance using simulation studies. The simulation studies show that the method based on the marginal mean model is badly affected by high censoring rates and response rate. The other two methods which are natural extensions of the Nelson-Aalen estimator and the Kaplan-Meier estimator have similar performance. These two methods yield survival estimates which have less bias and more precise than the marginal mean model even in cases of small sample sizes. The weighted versions of the Nelson-Aalen and the Kaplan-Meier estimators are less affected by high censoring rates and low response rates. The bias of the method based on the marginal mean model increases rapidly with increase in censoring rate compared to the other two methods. We apply the three methods to a leukemia clinical trial dataset and also compare the results.

Robustizing Kalman filters with the M-estimating functions

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.99-107
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    • 2018
  • This article considers a robust Kalman filter from the M-estimation point of view. Pak (Journal of the Korean Statistical Society, 27, 507-514, 1998) proposed a particular M-estimating function which has the data-based shaping constants. The Kalman filter with the proposed M-estimating function is considered. The structure and the estimating algorithm of the Kalman filter accompanying the M-estimating function are mentioned. Kalman filter estimates by the proposed M-estimating function are shown to be well behaved even when data are contaminated.

A Development of the Ship Weight Estimating Method by a Statistical Approach (통계적 접근법에 의한 선박 중량추정 방법 개발)

  • Cho, Yong-Jin
    • Journal of the Society of Naval Architects of Korea
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    • v.48 no.5
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    • pp.426-434
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    • 2011
  • Accurate weight prediction methods are an essential of the ship design in both ship cost managements and performance satisfactions. When no parent or similar ships are available, an adequate method of the ship weight estimating is required. In this study, there was carried out to develop the ship weight estimating method for the preliminary design phase. The weight estimating methods were first surveyed by the references and summarized their characteristics. The weight estimation method by statistical approach was developed for the container ship because the containerized transportation markets is gradually growing and ship's size and loading capacity are rapidly enlarged. The correlation analysis and the multiple regression analysis were used for developing the weight estimating method. As a results of evaluating the developed method, the error ratio of the variation between estimated weight and ship's data was about 5%. And it was only 1% difference with the calculating weight of conceptual design results by shipyard design team that the estimating weight of ultra-large container ship was predicted by the developed method.

Comparison of Bayesian Methods for Estimating Parameters and Uncertainties of Probability Rainfall Distribution (확률강우분포의 매개변수 및 불확실성 추정을 위한 베이지안 기법의 비교)

  • Seo, Youngmin;Park, Jaeho;Choi, Yunyoung
    • Journal of Environmental Science International
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    • v.28 no.1
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    • pp.19-35
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    • 2019
  • This study investigates the performance of four Bayesian methods, Random Walk Metropolis (RWM), Hit-And-Run Metropolis (HARM), Adaptive Mixture Metropolis (AMM), and Population Monte Carlo (PMC), for estimating the parameters and uncertainties of probability rainfall distribution, and the results are compared with those of conventional parameter estimation methods; namely, the Method Of Moment (MOM), Maximum Likelihood Method (MLM), and Probability Weighted Method (PWM). As a result, Bayesian methods yield similar or slightly better results in parameter estimations compared with conventional methods. In particular, PMC can reduce parameter uncertainty greatly compared with RWM, HARM, and AMM methods although the Bayesian methods produce similar results in parameter estimations. Overall, the Bayesian methods produce better accuracy for scale parameters compared with the conventional methods and this characteristic improves the accuracy of probability rainfall. Therefore, Bayesian methods can be effective tools for estimating the parameters and uncertainties of probability rainfall distribution in hydrological practices, flood risk assessment, and decision-making support.

Performance Evaluation of Statistical Methods Applicable to Estimating Remaining Battery Runtime of Mobile Smart Devices (모바일 스마트 장치 배터리의 남은 시간 예측에 적용 가능한 통계 기법들의 평가)

  • Tak, Sungwoo
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.22 no.2
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    • pp.284-294
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    • 2018
  • Statistical methods have been widely used to estimate the remaining battery runtime of mobile smart devices, such as smart phones, smart gears, tablets, and etc. However, existing work available in the literature only considers a particular statistical method. Thus, it is difficult to determine whether statistical methods are applicable to estimating thr remaining battery runtime of mobile devices or not. In this paper, we evaluated the performance of statistical methods applicable to estimating the remaining battery runtime of mobile smart devices. The statistical estimation methods evaluated in this paper are as follows: simple and moving average, linear regression, multivariate adaptive regression splines, auto regressive, polynomial curve fitting, and double and triple exponential smoothing methods. Research results presented in this paper give valuable data of insight to IT engineers who are willing to deploy statistical methods on estimating the remaining battery runtime of mobile smart devices.

A Study on Estimating Techniques of Road Traffic Capacity (가로교통용량 산정기법에 관한 연구)

  • 김대웅;임영길
    • Journal of Korean Society of Transportation
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    • v.6 no.1
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    • pp.43-53
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    • 1988
  • This study is to find the proper method of estimating urban road traffic capacity. To estimate road traffic capacity, the following methods are chosen ; 1) crossing point of Q-V and S-V, 2) critical velocity and density of Q-V-K model, 3) V-K model with density parameter. The density estimated through S-V relation is 174 veh./km. The methods used in this paper yields more stable values with 2286 veh./h/ in average. The estimated average capacity by three methods are 2272 veh./h. in multilane road. 2411 veh./h in three lane road and 2185 veh./h. in two lane road.

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Quasi-Likelihood Approach for Linear Models with Censored Data

  • Ha, Il-Do;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.219-225
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    • 1998
  • The parameters in linear models with censored normal responses are usually estimated by the iterative maximum likelihood and least square methods. However, the iterative least square method is simple but hardly has theoretical justification, and the iterative maximum likelihood estimating equations are complicatedly derived. In this paper, we justify these methods via Wedderburn (1974)'s quasi-likelihood approach. This provides an explicit justification for the iterative least square method and also directly the iterative maximum likelihood method for estimating the regression coefficients.

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Estimating Methods on Exponential Regression Models with Censored Data

  • Ha, Il-Do;Lee, Youngjo;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.195-210
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    • 1999
  • We consider a large class of exponential regression models with censored data and propose two modified Fisher scoring methods with corresponding algorithms. These proposed methods improve the Newton-Raphson method in estimating the model parameters. The simulated and real examples are illustrated in aspect of convergence.

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A modified estimating equation for a binary time varying covariate with an interval censored changing time

  • Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
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    • v.23 no.4
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    • pp.335-341
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    • 2016
  • Interval censored failure time data often occurs in an observational study where a subject is followed periodically. Instead of observing an exact failure time, two inspection times that include it are made available. Several methods have been suggested to analyze interval censored failure time data (Sun, 2006). In this article, we are concerned with a binary time-varying covariate whose changing time is interval censored. A modified estimating equation is proposed by extending the approach suggested in the presence of a missing covariate. Based on simulation results, the proposed method shows a better performance than other simple imputation methods. ACTG 181 dataset were analyzed as a real example.