• Title/Summary/Keyword: Random effects model

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Failure-Time Estimation from Nonlinear Random-Coefficients Model: PDP Degradation Analysis (PDP 열화분석 예제를 통한 랜덤계수모델에서의 고장시간분포 추정)

  • Bae, Suk-Joo;Kim, Seong-Joon
    • Proceedings of the Korean Reliability Society Conference
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    • 2006.05a
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    • pp.181-191
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    • 2006
  • As an alternative to traditional life testing, degradation tests can be effective in assessing product reliability when measurements of degradation leading to failure can be observed. This article proposes a new model to describe the nonlinear degradation paths caused by nano-contamination for plasma display panels (PDPs) : a bi-exponential model with random coefficients. A sequential likelihood ratio test was executed to select random effects in the nonlinear model. Analysis results indicate that the reliability estimation can be improved substantially by using the nonlinear random-coefficients model to incorporate both inherent degradation characteristics and contamination effects of impurities for PDP degradation paths.

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Random Effects Models for Multivariate Survival Data: Hierarchical-Likelihood Approach

  • Ha Il Do;Lee Youngjo;Song Jae-Kee
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.193-200
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    • 2000
  • Modelling the dependence via random effects in censored multivariate survival data has recently received considerable attention in the biomedical literature. The random effects models model not only the conditional survival times but also the conditional hazard rate. Systematic likelihood inference for the models with random effects is possible using Lee and Nelder's (1996) hierarchical-likelihood (h-likelihood). The purpose of this presentation is to introduce Ha et al.'s (2000a,b) inferential methods for the random effects models via the h-likelihood, which provide a conceptually simple, numerically efficient and reliable inferential procedures.

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Empirical Analysis on the Factors Affecting the Net Income of Regional and Industrial Fisheries Cooperatives Using Panel Data (패널자료를 이용한 지구별·업종별 수산업협동조합의 수익에 영향을 미치는 요인 분석)

  • Kim, Cheol-Hyun;Nam, Jong-Oh
    • The Journal of Fisheries Business Administration
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    • v.51 no.1
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    • pp.81-96
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    • 2020
  • The purpose of this paper is to analyze factors affecting the net income of regional and industrial fisheries cooperatives in South Korea using panel data. This paper utilizes linear or GLS regression models such as pooled OLS model, fixed effects model, and random effects model to estimate affecting factors of the net income of regional and industrial fisheries cooperatives. After reviewing various tests, we eventually select random effects model. The results, based on panel data between 2013 and 2018 year and 64 fisheries cooperatives, indicate that capital and area dummy variables have positive effects and employment has negative effect on the net income of regional and industrial fisheries cooperatives as predicted. However, debt are opposite with our predictions. Specifically, it turns out that debt has positive effect on the net income of regional and industrial fisheries cooperatives although it has been increased. Additionally, this paper shows that the member of confreres does not show any significant effect on the net income of regional and industrial fisheries cooperatives in South Korea. This study is significant in that it analyzes the major factors influencing changes in the net income that have not been conducted recently for the fisheries cooperatives by region and industry.

Testing Homogeneity for Random Effects in Linear Mixed Model

  • Ahn, Chul H.
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.403-414
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    • 2000
  • A diagnostic tool for testing homogeneity for random effects is proposed in unbalanced linear mixed model based on score statistic. The finite sample behavior of the test statistic is examined using Monte Carlo experiments examine the chi-square approximation of the test statistic under the null hypothesis.

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Testing Homogeneity of Errors in Unbalanced Random Effects Linear Model

  • Ahn, Chul H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.603-613
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    • 2001
  • A test based on score statistic is derived for detecting homoscedasticity of errors in unbalanced random effects linear model. A small simulation study is performed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

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Bayesian Analysis for Random Effects Binomial Regression

  • Kim, Dal-Ho;Kim, Eun-Young
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.817-827
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    • 2000
  • In this paper, we investigate the Bayesian approach to random effect binomial regression models with improper prior due to the absence of information on parameter. We also propose a method of estimating the posterior moments and prediction and discuss some general methods for studying model assessment. The methodology is illustrated with Crowder's Seeds Data. Markov Chain Monte Carlo techniques are used to overcome the computational difficulties.

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Mixed-effects LS-SVR for longitudinal dat

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.363-369
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    • 2010
  • In this paper we propose a mixed-effects least squares support vector regression (LS-SVR) for longitudinal data. We add a random-effect term in the optimization function of LS-SVR to take random effects into LS-SVR for analyzing longitudinal data. We also present the model selection method that employs generalized cross validation function for choosing the hyper-parameters which affect the performance of the mixed-effects LS-SVR. A simulated example is provided to indicate the usefulness of mixed-effect method for analyzing longitudinal data.

Evaluation of the Trends of Stomach Cancer Incidence in Districts of Iran from 2000-2010: Application of a Random Effects Markov Model

  • Zayeri, Farid;mansouri, Anita;Sheidaei, Ali;Rahimzadeh, Shadi;Rezaei, Nazila;Modirian, Mitra;khademioureh, Sara;Baghestani, Ahmad Reza;Farzadfar, Farshad
    • Asian Pacific Journal of Cancer Prevention
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    • v.17 no.2
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    • pp.661-665
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    • 2016
  • Background: Stomach cancer is the fifth most common cancer and the third leading cause of death among cancers throughout the world. Therefore, stomach cancer outcomes can affect health systems at the national and international levels. Although stomach cancer mortality and incidence rates have decreased in developed countries, these indicators have a raising trend in East Asian developing countries, particularity in Iran. In this study, we aimed to determine the time trend of age-standardized rates of stomach cancer in different districts of Iran from 2000 to 2010. Materials and Methods: Cases of cancer were registered using a pathology-based system during 2000-2007 and with a population-based system since 2008 in Iran. In this study, we collected information about the incidence of stomach cancer during a 10 year period for 31 provinces and 376 districts, with a total of 49,917 cases. We employed two statistical approaches (a random effects and a random effects Markov model) for modeling the incidence of stomach cancer in different districts of Iran during the studied period. Results: The random effects model showed that the incidence rate of stomach cancer among males and females had an increasing trend and it increased by 2.38 and 0.87 persons every year, respectively. However, after adjusting for previous responses, the random effects Markov model showed an increasing rate of 1.53 and 0.75 for males and females, respectively. Conclusions: This study revealed that there are significant differences between different areas of Iran in terms of age-standardized incidence rates of stomach cancer. Our study suggests that a random effects Markov model can adjust for effects of previous responses.

Autoregressive Cholesky Factor Modeling for Marginalized Random Effects Models

  • Lee, Keunbaik;Sung, Sunah
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.169-181
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    • 2014
  • Marginalized random effects models (MREM) are commonly used to analyze longitudinal categorical data when the population-averaged effects is of interest. In these models, random effects are used to explain both subject and time variations. The estimation of the random effects covariance matrix is not simple in MREM because of the high dimension and the positive definiteness. A relatively simple structure for the correlation is assumed such as a homogeneous AR(1) structure; however, it is too strong of an assumption. In consequence, the estimates of the fixed effects can be biased. To avoid this problem, we introduce one approach to explain a heterogenous random effects covariance matrix using a modified Cholesky decomposition. The approach results in parameters that can be easily modeled without concern that the resulting estimator will not be positive definite. The interpretation of the parameters is sensible. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using this method.

Hurdle Model for Longitudinal Zero-Inflated Count Data Analysis (영과잉 경시적 가산자료 분석을 위한 허들모형)

  • Jin, Iktae;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.923-932
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    • 2014
  • The Hurdle model can to analyze zero-inflated count data. This model is a mixed model of the logit model for a binary component and a truncated Poisson model of a truncated count component. We propose a new hurdle model with a general heterogeneous random effects covariance matrix to analyze longitudinal zero-inflated count data using modified Cholesky decomposition. This decomposition factors the random effects covariance matrix into generalized autoregressive parameters and innovation variance. The parameters are modeled using (generalized) linear models and estimated with a Bayesian method. We use these methods to carefully analyze a real dataset.