• 제목/요약/키워드: Score-statistic

검색결과 95건 처리시간 0.018초

Testing Homogeneity for Random Effects in Linear Mixed Model

  • Ahn, Chul H.
    • Communications for Statistical Applications and Methods
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    • 제7권2호
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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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    • 제8권3호
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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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A Score test for Detection of Outliers in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.201-208
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    • 1993
  • Given the specific mean shift outlier model, the score test for multiple outliers in nonlinear regression is discussed as an alternative to the likelihood ratio test. The geometric interpretation of the score statistic is also presented.

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Heteroscedasticity of Random Effects in Crossover Design

  • 안철환
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.79-83
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    • 2002
  • A phase III clinical trial of a new drug for neutropenia induced by chemotherapy is presented and consider adding random effects in crossover design which was used in the clinical study. The diagnostics for its heteroscedasticity based on score statistic is derived for detecting homoscedasticity of errors in crossover design. A small simulation study is peformed 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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도마종목의 Kasamatsu 기술동작 분석 (The Kinematic Analysis of Kasamatus in Vault)

  • 이순호;백진호;김용선;공태웅
    • 한국운동역학회지
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    • 제15권4호
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    • pp.1-11
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    • 2005
  • The study were to assess technical factors between the high score group and the low score group, from the subjects of 8 male national gymnasts, and to analyze the kinematical characteristic and main technical cause on technique of Kasamatsu movement on Vault. The result of this study is this. In case of horse contact time the high score group was swifter than low score group, and there was significant difference between the high score group and the low score group(<.01). On high score group the time of taking on from horse showed shorter than that of taking off from horse, while of the low score group the time of taking on the horse was similar to that of taking off from horse on the average. And in time of pre-flight the high score group on average the was 0.16sec shorter times than the low score group, and so there was significantly difference between groups(<.05). Also It is a characteristic that the high score group was short in horse contact time and longer in post-flight. In the horizontal distance of post-flight, the high score group was 0.11m longer than the low score group and there was significantly statistic difference between groups(<.05). In the vertical height of the cog in Post-flight's phrase, the high score group was 0.15m higher than the low score group and there was significantly statistic difference between groups(.<01). The horizontal velocity and vertical velocity in the event of taking on and off Beat board and Vault weren't significantly statistic differences between two groups. In the slow-down of average horizontal velocity during keeping contact with the beat board, the high score group was larger than the low score group. And in an increased average vertical velocity during keeping contact with the beat board, the high score group was even larger than the low score group. In the projectile angle of cog in taking off the beat board, 40.2deg., the angle of low score group and 39.5deg., the angle of high score group are nearly alike. In the projectile angle of cog in taking off the beat, the high score group showed 1.6Wt larger on average than the low score group. However the average reaction force on the board and Vault wasn't almost different between two groups, showed 0.3~0.6Wt larger in the high score group.

식스시그마 프로젝트 사례에서 혁신효과 분석을 위한 품질척도의 특성 및 적용 (The Characteristics and Implementations of Quality Metrics for Analyzing Innovation Effects in Six Sigma Projects)

  • 최성운
    • 대한안전경영과학회지
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    • 제16권1호
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    • pp.169-176
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    • 2014
  • This research discusses the characteristics and the implementation strategies for two types of quality metrics to analyze innovation effects in six sigma projects: fixed specification type and moving specification type. $Z_{st}$, $P_{pk}$ are quality metrics of fixed specification type that are influenced by predetermined specification. In contrast, the quality metrics of moving specification type such as Strictly Standardized Mean Difference(SSMD), Z-Score, F-Statistic and t-Statistic are independent from predetermined specification. $Z_{st}$ sigma level obtains defective rates of Parts Per Million(PPM) and Defects Per Million Opportunities(DPMO). However, the defective rates between different industrial sectors are incomparable due to their own technological inherence. In order to explore relative method to compare defective rates between different industrial sectors, the ratio of specification and natural tolerance called, $P_{pk}$, is used. The drawback of this $P_{pk}$ metric is that it is highly dependent on the specification. The metrics of F-Statistic and t-Statistic identify innovation effect by comparing before-and-after of accuracy and precision. These statistics are not affected by specification, but affected by type of statistical distribution models and sample size. Hence, statistical significance determined by above two statistics cannot give a same conclusion as practical significance. In conclusion, SSMD and Z-Score are the best quality metrics that are uninfluenced by fixed specification, theoretical distribution model and arbitrary sample size. Those metrics also identify the innovation effects for before-and-after of accuracy and precision. It is beneficial to use SSMD and Z-Score methods along with popular methods of $Z_{st}$ sigma level and $P_{pk}$ that are commonly employed in six sigma projects. The case studies from national six sigma contest from 2011 to 2012 are proposed and analyzed to provide the guidelines for the usage of quality metrics for quality practitioners.

The Nonparametric Test for Detecting Main Effects for Three-Way ANOVA Models

  • Park, Young-Hun
    • Journal of the Korean Statistical Society
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    • 제25권3호
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    • pp.419-432
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    • 1996
  • When interactions are not present in a three-way layout, the lim-iting null distribution of the F statistic for testing main effects when applied to the rank-score transformed data is the same as the limiting null distribution of the usual F statistic when applied to the normal data. The simulation results exhibit that the rank transform test is robust with respect to significance level and powerful for testing main effects in a three-way factorial experiment.

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Comparison of Change-point Estimators in Hazard Rate Models

  • Kim, Jaehee
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.753-763
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    • 2002
  • When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

Diagnostics for Heteroscedasticity in Mixed Linear Models

  • Ahn, Chul-Hwan
    • Journal of the Korean Statistical Society
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    • 제19권2호
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    • pp.171-175
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    • 1990
  • A diagnostic test for detecting nonconstant variance in mixed linear models based on the score statistic is derived through the technique of model expansion, and compared to the log likelihood ratio test.

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신용평가를 위한 Kolmogorov-Smirnov 수정통계량 (Modified Kolmogorov-Smirnov Statistic for Credit Evaluation)

  • 홍종선;방글
    • 응용통계연구
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    • 제21권6호
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    • pp.1065-1075
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    • 2008
  • 신용평가모형 개발과 적합성 검정 연구에서 부도율분포로부터 부도기업과 정상기업의 판별력을 검정하는 방법으로 비모수적인 방법인 Kolmogorov-Smirnov(K-S) 검정방법을 많이 사용한다. 모집단에 대한 누적분포함수를 알고있으며 이 분포함수가 두 개의 분포함수로 분할되었다는 가정하에서 두 분포함수 동일성을 검정하는 신용평가 연구에서 스코어 또는 부도율이 다양한 확률분포를 따른다고 가정하고 기존의 K-S 통계량과 수정된 K-S 통계량을 비교 토론한다.