• Title/Summary/Keyword: Multivariate statistical method

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Comparative Study on Statistical Packages for using Multivariate Q-technique

  • Choi, Yong-Seok;Moon, Hee-jung
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.433-443
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    • 2003
  • In this study, we provide a comparison of multivariate Q-techniques in the up-to-date versions of SAS, SPSS, Minitab and S-plus well known to those who study statistics. We can analyze data through the direct Input method(command) in SAS and use of menu method in SPSS, Minitab and S-plus. The analysis performance method is chosen by the high frequency of use. Widely we compare with each Q-techniques form according to input data, input option, statistical chart and statistical output.

A BAYESIAN METHOD FOR FINDING MINIMUM GENERALIZED VARIANCE AMONG K MULTIVARIATE NORMAL POPULATIONS

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.411-423
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    • 2003
  • In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

On inference of multivariate means under ranked set sampling

  • Rochani, Haresh;Linder, Daniel F.;Samawi, Hani;Panchal, Viral
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.1-13
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    • 2018
  • In many studies, a researcher attempts to describe a population where units are measured for multiple outcomes, or responses. In this paper, we present an efficient procedure based on ranked set sampling to estimate and perform hypothesis testing on a multivariate mean. The method is based on ranking on an auxiliary covariate, which is assumed to be correlated with the multivariate response, in order to improve the efficiency of the estimation. We showed that the proposed estimators developed under this sampling scheme are unbiased, have smaller variance in the multivariate sense, and are asymptotically Gaussian. We also demonstrated that the efficiency of multivariate regression estimator can be improved by using Ranked set sampling. A bootstrap routine is developed in the statistical software R to perform inference when the sample size is small. We use a simulation study to investigate the performance of the method under known conditions and apply the method to the biomarker data collected in China Health and Nutrition Survey (CHNS 2009) data.

Multivariate statistical analysis of the comparative antioxidant activity of the total phenolics and tannins in the water and ethanol extracts of dried goji berry (Lycium chinense) fruits

  • Kim, Joo-Shin;Kimm, Haklin Alex
    • Korean Journal of Food Science and Technology
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    • v.51 no.3
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    • pp.227-236
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    • 2019
  • Antioxidant activity in water and ethanol extracts of dried Lycium chinense fruit, as a result of the total phenolic and tannin content, was measured using a number of chemical and biochemical assays for radical scavenging and inhibition of lipid peroxidation, with the analysis being extended by applying a bootstrapping statistical method. Previous statistical analyses mostly provided linear correlation and regression analyses between antioxidant activity and increasing concentrations of phenolics and tannins in a concentration-dependent mode. The present study showed that multiple component or multivariate analysis by applying multiple regression analysis or regression planes proved more informative than linear regression analysis of the relationship between the concentration of individual components and antioxidant activity. In this paper, we represented the multivariate analysis of antioxidant activities of both phenolic and tannin contents combined in the water and ethanol extracts, which revealed the hidden observations that were not evident from linear statistical analysis.

A GEE approach for the semiparametric accelerated lifetime model with multivariate interval-censored data

  • Maru Kim;Sangbum Choi
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.389-402
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    • 2023
  • Multivariate or clustered failure time data often occur in many medical, epidemiological, and socio-economic studies when survival data are collected from several research centers. If the data are periodically observed as in a longitudinal study, survival times are often subject to various types of interval-censoring, creating multivariate interval-censored data. Then, the event times of interest may be correlated among individuals who come from the same cluster. In this article, we propose a unified linear regression method for analyzing multivariate interval-censored data. We consider a semiparametric multivariate accelerated failure time model as a statistical analysis tool and develop a generalized Buckley-James method to make inferences by imputing interval-censored observations with their conditional mean values. Since the study population consists of several heterogeneous clusters, where the subjects in the same cluster may be related, we propose a generalized estimating equations approach to accommodate potential dependence in clusters. Our simulation results confirm that the proposed estimator is robust to misspecification of working covariance matrix and statistical efficiency can increase when the working covariance structure is close to the truth. The proposed method is applied to the dataset from a diabetic retinopathy study.

Residuals Plots for Repeated Measures Data

  • PARK TAESUNG
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.187-191
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    • 2000
  • In the analysis of repeated measurements, multivariate regression models that account for the correlations among the observations from the same subject are widely used. Like the usual univariate regression models, these multivariate regression models also need some model diagnostic procedures. In this paper, we propose a simple graphical method to detect outliers and to investigate the goodness of model fit in repeated measures data. The graphical method is based on the quantile-quantile(Q-Q) plots of the $X^2$ distribution and the standard normal distribution. We also propose diagnostic measures to detect influential observations. The proposed method is illustrated using two examples.

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Robust Estimation and Outlier Detection

  • Myung Geun Kim
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.33-40
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    • 1994
  • The conditional expectation of a random variable in a multivariate normal random vector is a multiple linear regression on its predecessors. Using this fact, the least median of squares estimation method developed in a multiple linear regression is adapted to a multivariate data to identify influential observations. The resulting method clearly detect outliers and it avoids the masking effect.

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On an Approximation for Calculating Multivariate t Orthant Probabilities

  • Hea Jung Kim
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.629-635
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    • 1997
  • An approximation for multivariate t probability for an orhant region(i.e., a rectangular resion with lower limits of $-\infty$ for all margins) is proposed. It is based on conditional expectations, a regression with binary variables, and the exact formula for the evalution of the bivariate t integrals by Dunnett and Sobel. It is noted that the proposed approximation method is espicially useful for evaluating the multivariate t integrals where there is no simple method available until now.

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A study on applying multivariate statistical method for making casual structure in management information (경영정보의 인과구조 구축을 위한 다변량통계기법 적용에 관한 연구)

  • 조성훈;김태성
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.10a
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    • pp.117-120
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    • 1996
  • The objective of this study is to suggest modified Covariance Structure Analysis that combine with existing Multivariate Statistical Method which is used Casual Analysis Method in Management Information. For this purpose, we'll consider special feature and limitation about Correlation Analysis, Regression Analysis, Path Analysis and connect Covariance Structure Analysis with Statistical Factor Analysis so that theoretical casual model compare with variables structure in collecting data. A example is also presented to show the practical applicability of this approach.

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Comparison Analysis of Multivariate Process Capability Indices (다변량 공정능력지수들의 비교분석)

  • Moon, Hye-Jin;Chung, Young-Bae
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.1
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    • pp.106-114
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    • 2019
  • Recently, the manufacturing process system in the industrial field has become more and more complex and has been influenced by many and various factors. Moreover, these factors have the dependent correlation rather than independent of each other. Therefore, the statistical analysis has been extended from the univariate method to the multivariate method. The process capability indices have been widely used as statistical tools to assess the manufacturing process performance. Especially, the multivariate process indices need to be enhanced with more useful information and extensive application in the recent industrial fields. The various multivariate process capability indices have been studying by many researchers in recent years. Hence, the purpose of the study is to compare the useful and various multivariate process capability indices through the simulation. Among them, we compare the useful models of several multivariate process capability indices such as $MC_{pm}$, $MC^+_{pm}$ and $MC_{pl}$. These multivariate process capability indices are incorporates both the process variation and the process deviation from target or consider the expected loss caused by the process deviation from target. Through the computational examples, we compare these process capability indices and discuss their usefulness and effectiveness.