• Title/Summary/Keyword: Multifactor Model

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MULTIFACTOR MODELLING IN CONSTRUCTION MANAGEMENT

  • Leszek Janusz;Oleg Kaplinski
    • International conference on construction engineering and project management
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    • 2005.10a
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    • pp.633-637
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    • 2005
  • The paper presents a multifactor modelling of construction processes. There are three phases of the proposed extended procedure. Tools for these phases from chronometric test to verifying of the assumed model are indicated. Apart from the classic verification activities the method of artificial neural networks has been successfully applied. The paper presents the usage of these tools to model the process of assembly of structural corrugated steel plate structures.

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Gene-Gene Interaction Analysis for the Accelerated Failure Time Model Using a Unified Model-Based Multifactor Dimensionality Reduction Method

  • Lee, Seungyeoun;Son, Donghee;Yu, Wenbao;Park, Taesung
    • Genomics & Informatics
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    • v.14 no.4
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    • pp.166-172
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    • 2016
  • Although a large number of genetic variants have been identified to be associated with common diseases through genome-wide association studies, there still exits limitations in explaining the missing heritability. One approach to solving this missing heritability problem is to investigate gene-gene interactions, rather than a single-locus approach. For gene-gene interaction analysis, the multifactor dimensionality reduction (MDR) method has been widely applied, since the constructive induction algorithm of MDR efficiently reduces high-order dimensions into one dimension by classifying multi-level genotypes into high- and low-risk groups. The MDR method has been extended to various phenotypes and has been improved to provide a significance test for gene-gene interactions. In this paper, we propose a simple method, called accelerated failure time (AFT) UM-MDR, in which the idea of a unified model-based MDR is extended to the survival phenotype by incorporating AFT-MDR into the classification step. The proposed AFT UM-MDR method is compared with AFT-MDR through simulation studies, and a short discussion is given.

Identification of epistasis in ischemic stroke using multifactor dimensionality reduction and entropy decomposition

  • Park, Jung-Dae;Kim, Youn-Young;Lee, Chae-Young
    • BMB Reports
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    • v.42 no.9
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    • pp.617-622
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    • 2009
  • We investigated the genetic associations of ischemic stroke by identifying epistasis of its heterogeneous subtypes such as small vessel occlusion (SVO) and large artery atherosclerosis (LAA). Epistasis was analyzed with 24 genes in 207 controls and 271 patients (SVO = 110, LAA = 95) using multifactor dimensionality reduction and entropy decomposition. The multifactor dimensionality reduction analysis with any of 1- to 4-locus models showed no significant association with LAA (P > 0.05). The analysis of SVO, however, revealed a significant association in the best 3-locus model with P10L of TGF-$\beta{1}$, C1013T of SPP1, and R485K of F5 (testing balanced accuracy = 63.17%, P < 0.05). Subsequent entropy analysis also revealed that such heterogeneity was present and quite a large entropy was estimated among the 3 loci for SVO (5.43%), but only a relatively small entropy was estimated for LAA (1.81%). This suggests that the synergistic epistasis model might contribute specifically to the pathogenetsis of SVO, which implies a different etiopathogenesis of the ischemic stroke subtypes.

Can Bank Credit for Household be a Conditional Variable for Consumption CAPM? (가계대출을 조건변수로 사용하는 소비 준거 자본자산 가격결정모형)

  • Kwon, Ji-Ho
    • Asia-Pacific Journal of Business
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    • v.11 no.3
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    • pp.199-215
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    • 2020
  • Purpose - This article tries to test if the conditional consumption capital asset pricing model (CCAPM) with bank credit for household as a conditional variable can explain the cross-sectional variation of stock returns in Korea. The performance of conditional CCAPM is compared to that of multifactor asset pricing models based on Arbitrage Pricing Theory. Design/methodology/approach - This paper extends the simple CCAPM to the conditional version of CCAPM by using bank credit for household as conditioning information. By employing KOSPI and KOSDAQ stocks as test assets from the second quarter of 2003 to the first quarter of 2018, this paper estimates risk premiums of conditional CCAPM and a variety of multifactor linear models such as Fama-French three and five-factor models. The significance of risk factors and the adjusted coefficient of determination are the basis for the comparison in models' performances. Findings - First, the paper finds that conditional CCAPM with bank credit performs as well as the multifactor linear models from Arbitrage Pricing theory on 25 test assets sorted by size and book-to-market. When using long-term consumption growth, the conditional CCAPM explains the cross-sectional variation of stock returns far better than multifactor models. Not only that, although the performances of multifactor models decrease on 75 test assets, conditional CCAPM's performance is well maintained. Research implications or Originality - This paper proposes bank credit for household as a conditional variable for CCAPM. This enables CCAPM, one of the most famous economic asset pricing models, to conform with the empirical data. In light of this, we can now explain the cross-sectional variation of stock returns from an economic perspective: Asset's riskiness is determined by its correlation with consumption growth conditional on bank credit for household.

Major SNP Marker Identification with MDR and CART Application

  • Lee, Jea-Young;Choi, Yu-Mi
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.265-271
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    • 2008
  • It is commonly believed that diseases of human or economic traits of livestock are caused not by single genes acting alone, but multiple genes interacting with one another. This issue is difficult due to the limitations of parametric-statistic methods of gene effects. So we introduce multifactor-dimensionality reduction(MDR) as a methods for reducing the dimensionality of multilocus information. The MDR method is nonparametric (i. e., no hypothesis about the value of a statistical parameter is made), model free (i. e., it assumes no particular inheritance model) and is directly applicable to case-control studies. Application of the MDR method revealed the best model with an interaction effect between the SNPs, SNP1 and SNP3, while only one main effect of SNP1 was statistically significant for LMA (p < 0.01) under a general linear mixed model.

Multifactor Dimensionality Reduction (MDR) Analysis to Detect Single Nucleotide Polymorphisms Associated with a Carcass Trait in a Hanwoo Population

  • Lee, Jea-Young;Kwon, Jae-Chul;Kim, Jong-Joo
    • Asian-Australasian Journal of Animal Sciences
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    • v.21 no.6
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    • pp.784-788
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    • 2008
  • Studies to detect genes responsible for economic traits in farm animals have been performed using parametric linear models. A non-parametric, model-free approach using the 'expanded multifactor-dimensionality reduction (MDR) method' considering high dimensionalities of interaction effects between multiple single nucleotide polymorphisms (SNPs), was applied to identify interaction effects of SNPs responsible for carcass traits in a Hanwoo beef cattle population. Data were obtained from the Hanwoo Improvement Center, National Agricultural Cooperation Federation, Korea, and comprised 299 steers from 16 paternal half-sib proven sires that were delivered in Namwon or Daegwanryong livestock testing stations between spring of 2002 and fall of 2003. For each steer at approximately 722 days of age, the Longssimus dorsi muscle area (LMA) was measured after slaughter. Three functional SNPs (19_1, 18_4, 28_2) near the microsatellite marker ILSTS035 on BTA6, around which the QTL for meat quality were previously detected, were assessed. Application of the expanded MDR method revealed the best model with an interaction effect between the SNPs 19_1 and 28_2, while only one main effect of SNP19_1 was statistically significant for LMA (p<0.01) under a general linear mixed model. Our results suggest that the expanded MDR method better identifies interaction effects between multiple genes that are related to polygenic traits, and that the method is an alternative to the current model choices to find associations of multiple functional SNPs and/or their interaction effects with economic traits in livestock populations.

Investigation of gene-gene interactions of clock genes for chronotype in a healthy Korean population

  • Park, Mira;Kim, Soon Ae;Shin, Jieun;Joo, Eun-Jeong
    • Genomics & Informatics
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    • v.18 no.4
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    • pp.38.1-38.9
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    • 2020
  • Chronotype is an important moderator of psychiatric illnesses, which seems to be controlled in some part by genetic factors. Clock genes are the most relevant genes for chronotype. In addition to the roles of individual genes, gene-gene interactions of clock genes substantially contribute to chronotype. We investigated genetic associations and gene-gene interactions of the clock genes BHLHB2, CLOCK, CSNK1E, NR1D1, PER1, PER2, PER3, and TIMELESS for chronotype in 1,293 healthy Korean individuals. Regression analysis was conducted to find associations between single nucleotide polymorphism (SNP) and chronotype. For gene-gene interaction analyses, the quantitative multifactor dimensionality reduction (QMDR) method, a nonparametric model-free method for quantitative phenotypes, were performed. No individual SNP or haplotype showed a significant association with chronotype by both regression analysis and single-locus model of QMDR. QMDR analysis identified NR1D1 rs2314339 and TIMELESS rs4630333 as the best SNP pairs among two-locus interaction models associated with chronotype (cross-validation consistency [CVC] = 8/10, p = 0.041). For the three-locus interaction model, the SNP combination of NR1D1 rs2314339, TIMELESS rs4630333, and PER3 rs228669 showed the best results (CVC = 4/10, p < 0.001). However, because the mean differences between genotype combinations were minor, the clinical roles of clock gene interactions are unlikely to be critical.

Major gene interaction identification in Hanwoo by adjusted environmental effects (환경적인 요인을 보정한 한우의 우수 유전자 조합 선별)

  • Lee, Jea-Young;Jin, Mi-Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.3
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    • pp.467-474
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    • 2012
  • Human diseases and livestock economic traits are not typically the result of variation of a single genetic locus, but are rather the result of interplay between interactions among multiple genes and a variety of environmental exposures. We have used linear regression model for adjusted environmental effects and multifactor dimensionality reduction (MDR) method to identify gene-gene interaction effect of statistical model in general. Of course, we use 5 SNPs (single uncleotide polymorphism) which were studied recently by Oh et al. (2011). We apply the MDR (multifactor demensionality reduction) method on the identify major interaction effects of single nucleotide polymorphisms responsible for economic traits in a Korean cattle population.

An extension of multifactor dimensionality reduction method for detecting gene-gene interactions with the survival time (생존시간과 연관된 유전자 간의 교호작용에 관한 다중차원축소방법의 확장)

  • Oh, Jin Seok;Lee, Seung Yeoun
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.1057-1067
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    • 2014
  • Many genetic variants have been identified to be associated with complex diseases such as hypertension, diabetes and cancers throughout genome-wide association studies (GWAS). However, there still exist a serious missing heritability problem since the proportion explained by genetic variants from GWAS is very weak less than 10~15%. Gene-gene interaction study may be helpful to explain the missing heritability because most of complex disease mechanisms are involved with more than one single SNP, which include multiple SNPs or gene-gene interactions. This paper focuses on gene-gene interactions with the survival phenotype by extending the multifactor dimensionality reduction (MDR) method to the accelerated failure time (AFT) model. The standardized residual from AFT model is used as a residual score for classifying multiple geno-types into high and low risk groups and algorithm of MDR is implemented. We call this method AFT-MDR and compares the power of AFT-MDR with those of Surv-MDR and Cox-MDR in simulation studies. Also a real data for leukemia Korean patients is analyzed. It was found that the power of AFT-MDR is greater than that of Surv-MDR and is comparable with that of Cox-MDR, but is very sensitive to the censoring fraction.

Korea Service Insensity and Economic Growth in Korea Economy (한국 경제의 서비스화와 생산성: 중간재 생산자 서비스와 비생산자 서비스의 비교를 중심으로)

  • Seok, Jun-Ho;Kim, Soo-Eun;Kim, Chul
    • International Area Studies Review
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    • v.15 no.2
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    • pp.125-150
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    • 2011
  • As the economy grows, there is a concern that the economic development causes a productivity reduction because of the service intensive growth. However, the economy of developed countries encounter with the productivity growth as their economy grows, which phenomenon called Baumol's paradox. Oulton (1999, 2001) find out the reason of Baumol's paradox in a forward and backward chain effects. So, this paper is aimed at verifying the theory of Oulton (1999, 2001). Moreover, we test the difference effect between a consumer service and producer service input using a dummy variable. We use the Input-Output Table (1990, 1995, 2000, 2005) that is offered by the Bank of Korea to accomplish the purpose of our research that is represented above. We find out that the Korea's intermediate producer service inputs cause a multifactor productivity growth. That result is matched with the Oulton (1999, 2001)'s theory. But, the intermediate consumer service inputs don't have a significant effect on a multifactor productivity. The result of verifying the effect of intermediate producer service inputs among industries shows that the effects on manufacture industries are less than other industries.