• Title/Summary/Keyword: Serial Correlations

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Bayesian baseline-category logit random effects models for longitudinal nominal data

  • Kim, Jiyeong;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
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    • v.27 no.2
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    • pp.201-210
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    • 2020
  • Baseline-category logit random effects models have been used to analyze longitudinal nominal data. The models account for subject-specific variations using random effects. However, the random effects covariance matrix in the models needs to explain subject-specific variations as well as serial correlations for nominal outcomes. In order to satisfy them, the covariance matrix must be heterogeneous and high-dimensional. However, it is difficult to estimate the random effects covariance matrix due to its high dimensionality and positive-definiteness. In this paper, we exploit the modified Cholesky decomposition to estimate the high-dimensional heterogeneous random effects covariance matrix. Bayesian methodology is proposed to estimate parameters of interest. The proposed methods are illustrated with real data from the McKinney Homeless Research Project.

An Assessment of Vertebral Left Atrial Size in Relation to the Progress of Myxomatous Mitral Valve Disease in Dogs

  • Kim, Sun Hwa;Seo, Kyoung Won;Song, Kun Ho
    • Journal of Veterinary Clinics
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    • v.37 no.1
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    • pp.9-14
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    • 2020
  • Left atrial enlargement (LAE) is an important diagnostic factor in dogs with myxomatous mitral valve disease (MMVD). It is associated with the onset of congestive heart failure (CHF). Recently, a new radiographic left atrial measurement called vertebral left atrial size (VLAS) was introduced. This can be considered as a left atrial enlargement above 2.3. It appears to be related to the severity of MMVD. However, serial changes in VLAS in relation to disease progression and improvement in patients have yet to be studied. This study aims to assess the value of VLAS as a left atrial size monitoring indicator by examining correlations with VHS, LA/Ao ratio and LVIDDN, and comparing serial changes in dogs. A total of 126 dogs were studied with their owners' consent. The dogs were classified into four MMVD groups (Control, B1, B2, C-D) following the ACVIM Guideline by performing a physical examination, radiography and echocardiography. Besides, 24 and 17 dogs were reevaluated to compare values in relation to the progression and improvement of MMVD. VLAS showed significant increase according to the progress of the MMVD stage. This was the same in the Maltese breed group. A strong positive correlation was found between LVIDDN, VHS, LA/Ao ratio, and VLAS. The results of this study found VLAS to be significantly different according to left atrium size, and there was a correlation between disease progression and VLAS levels in each dog. Therefore, VLAS may be used to detect changes in left atrium size as an additional monitoring index of MMVD.

An Analysis of Impact of Urbanization on Income Inequality in Korea: Considering Serial Correlations, Spatial Dependence and Common Factor Effect (우리나라 소득불평등에 도시화가 미치는 영향 분석: 지니계수의 시차 자기상관, 공간의존성, 공통요인 효과를 고려하여)

  • So-youn Kim;Suyeol Ryu
    • Journal of the Economic Geographical Society of Korea
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    • v.26 no.3
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    • pp.310-323
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    • 2023
  • Urbanization and income distribution issues are global interest, and the results of studies on the impact of urbanization on income inequality are different for each country and period. This study analyzes the impact of urbanization on income inequality using regional data from 2000-2021. In particular, serial correlation, spatial dependence, and common factor effects of the Gini coefficient are confirmed and analyzed through a dynamic spatial panel regression model. As a result, urbanization has a positive effect on reducing income inequality. Therefore, it is necessary to continuously promote regional urbanization to improve the income distribution problem. Areas with already high urbanization rates should reduce income inequality by narrowing the wage gap by expanding training opportunities for low-skilled workers, and need to come up with measures to prevent counter-urbanization.

A Study on the Water Quality Relationship between Continuous Dam Discharge and Downstream in North Han River (북한강에 연속된 댐 구간 방류수와 하류 하천간 수질 관계 분석 연구)

  • Kim, Ji Won;Lee, Hye Won;Lee, Yong Seok;Choi, Jung Hyun
    • Journal of Korean Society on Water Environment
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    • v.36 no.2
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    • pp.89-97
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    • 2020
  • North Han River is a very unique type of water system, where Hwacheon, Chuncheon, Soyanggang, Euiam and Cheongpyeong Dams are located consecutively. These dams are operated differently in the amount of discharge and release schedule according to their structure and purpose of use. They have different water quality characteristics depending on external pollutant inflow and internal mixing condition. Therefore, this study investigated the relationship between the upper dam and down stream river with respect to water quality indicators, such as water temperature, electrical conductivity, BOD, COD, TN and TP of the North Han River. The similarities and correlations representing the relationship were analyzed by Pearson's correlation r and t-test. The data was taken from the Ministry of Environment's water quality monitoring from 1999 to 2018. The results show that water temperature and electrical conductivity of the dam and river are similar and correlated. However, it turned out that there was no similarities and correlations in BOD, COD, TN and TP that are significantly affected by subaqueous reaction mechanism. The results of this study present the impact of the dam on the water quality of North Han River, which can be used as useful data for management of water quality.

Estimation of BDI Volatility: Leverage GARCH Models (BDI의 변동성 추정: 레버리지 GARCH 모형을 중심으로)

  • Mo, Soo-Won;Lee, Kwang-Bae
    • Journal of Korea Port Economic Association
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    • v.30 no.3
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    • pp.1-14
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    • 2014
  • This paper aims at measuring how new information is incorporated into volatility estimates. Various GARCH models are compared and estimated with daily BDI(Baltic Dry Index) data. While most researchers agree that volatility is predictable, they differ on how this volatility predictability should be modelled. This study, hence, introduces the asymmetric or leverage volatility models, in which good news and bad news have different predictability for future. We provide the systematic comparison of volatility models focusing on the asymmetric effect of news on volatility. Specifically, three diagnostic tests are provided: the sign bias test, the negative size bias test, and the positive size bias test. From the Ljung-Box test statistic for twelfth-order serial correlation for the level we do not find any significant serial correlation in the unpredictable BDI. The coefficients of skewness and kurtosis both indicate that the unpredictable BDI has a distribution which is skewed to the left and significantly flat tailed. Furthermore, the Ljung-Box test statistic for twelfth-order serial correlations in the squares strongly suggests the presence of time-varying volatility. The sign bias test, the negative size bias test, and the positive size bias test strongly indicate that large positive(negative) BDI shocks cause more volatility than small ones. This paper, also, shows that three leverage models have problems in capturing the correct impact of news on volatility and that negative shocks do not cause higher volatility than positive shocks. Specifically, the GARCH model successfully reveals the shape of the news impact curve and is a useful approach to modeling conditional heteroscedasticity of daily BDI.

A Study on the Relation among Mathematical - Spatial - Verbal Abilities and Gender Differences of Engineering Students (공과대학생들의 수리 - 공간 - 언어 능력 사이의 관계 및 성별 차이에 관한 연구)

  • Kim, Yeon Mi
    • Journal of Engineering Education Research
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    • v.18 no.4
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    • pp.34-44
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    • 2015
  • Mathematical, spatial, and verbal abilities are important for future engineers to succeed in the STEM disciplines. The purpose of the study is to assess engineering students' spatial abilities and analyse the relationship with mathematical achievement, verbal achievement, and gender. On the mental rotation tests, 65% of male students demonstrated a substantial level of spatial abilities. But only 30% of female students exhibited spatial skills at the same level as their male colleagues. The correlations between mathematical - spatial - verbal abilities are found to be negligible. When spatial visualization ability was plotted according to the mathematical achievement level, there was no difference in the mean spatial abilities score. But when mathematical achievement score was plotted according to the spatial abilities, there was a noticeable difference. Regression analysis confirmed that female students' mathematical achievement increased as spatial abilities improved. This phenomenon was not observed for male students. It's because male students' spatial ability already contributed to their mathematics achievement. So spatial ability can be regarded as one factor for the gender differences in mathematics achievement. The gender gap on spatial abilities and math achievement is large among high achieving students. For example, there was a 4.3 to 1 male - female ratio and 3.4 to 1 male - female ratio among students scoring 99th percentile in spatial visualization test and scholastic aptitude test-math.

Ultrasonographic Appearance of the Gestational Structures throughout Pregnancy in Pet Dogs II. Estimation of Gestational Age and Prediction of Parturition Day by Measurement of the Gestational Structu (애완견에서 임신일령에 따른 임신구조물의 초음파상 II. 임신구조물의 측정에 의한 임신일령의 판정과 분만일의 예시)

  • 손창호;강병규;최한선;서동호;신창록;박인철
    • Journal of Veterinary Clinics
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    • v.14 no.2
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    • pp.287-296
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    • 1997
  • Serial ultrasonographic examinations were daily performed on 8 bitches (5 Maltese and 3 Yorkshire terrier) from day 15 until parturition to determine the size of gestational structures. Gestational age was timed from the day of ovulation (day 0), which was estimated to occur when plasma progesterone concentration was first increased above 4.0 ng/ml. When the size of fetal and extra-fetal structures according to gestational age was measured, there was a difference between Maltese and Yorkshire terrier in extra-fetal structures (P<0.001), and no difference in fetal structrures (P<0.001). The correlations between the gestational age and the growth in fetal and extra-fetal structures were examined by regression analysis. The extra-fetal structure which showed high correlation from day 20 to 35 was inner chorionic cavity diameter in two breeds. The fetal structures which showed high correlation from day 36 until parturition was fetal head diameter in two breeds. In conclusions inner chorionic cavity diameter was the most accurate for estimation of gestational age and prediction of whelping day from day 20 to 35, and fetal head diameter from day 36 to parturitions respectively. Ultrasonography is very useful tool to evaluate the gestational age and to predict the whelping day in pet dogs.

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A Modified Diffusion Model Considering Autocorrelated Disturbances: Applications on CT Scanners and FPD TVs (자기상관 오차항을 고려한 수정된 확산모형: CT-스캐너와 FPD TV에의 응용)

  • Cha, Kyoung Cheon;Kim, Sang-Hoon
    • Asia Marketing Journal
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    • v.11 no.1
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    • pp.29-38
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    • 2009
  • Estimating the Bass diffusion model often creates a time-interval bias, which leads the OLS approach to overestimate sales at early stages and underestimate sales after the peak. Further, a specification error from omitted variables might raise serial correlations among residuals when marketing actions are not incorporated into the diffusion model. Autocorrelated disturbances may yield unbiased but inefficient estimation, and therefore invalid inference results. This phenomenon warrants a modified approach to estimating the Bass diffusion model. In this paper, the authors propose a modified Bass diffusion model handling autocorrelated disturbances. To validate the new approach, authors applied the method on two different data-sets: CT Scanners in the U.S, and FPD TV sales in Korea. The results showed improved model fit and the validity of the proposed model.

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Serial Changes of Cardiac Troponin I After Pediatric Open Heart Surgery (소아 개심술 환아에서의 Cardiac Troponin I의 변화)

  • Kim, Yeo Hyang;Hyun, Myung Chul;Lee, Sang Bum
    • Clinical and Experimental Pediatrics
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    • v.45 no.2
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    • pp.208-213
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    • 2002
  • Purpose : The major cause of cardiac dysfunction, after open heart surgery for congenital heart disease, is perioperative myocardial injury. Cardiac troponin I is found only within the myocardial cell, so it can be used as a biochemical marker of the myocardial injury. We performed this study to evaluate the worth of cardiac troponin I as a biochemical marker reflecting the extent of perioperative myocardial injury and recovery. Methods : Thirty-four patients who had undergone elective open heart surgery of congenital heart disease(CHD) from April to July 2001 were enrolled in this study. We measured types of CHD, serial cardiac troponin I(baseline 1 day before operation, postoperative day 1, 2, 3, 7), duration of cardiopulmonary bypass(CPB), aortic cross clamping(ACC), intubation and postoperative hospital stay. Results : Compared with the baseline before operation, there was a significant, increase of cardiac troponin I on the postoperative day 1 and a significant gradual decrease on the day 2, 3, 7. The levels of cardiac troponin I were the highest in the transposition of great artery(TGA) repair on the postoperative day 1 and high in the tetralogy of Fallot(TOF), atioventricular septal defect (AVSD), ventricular septal defect(VSD) and atrial septal defect(ASD) repair with decreasing sequence. The longer duration of CPB, ACC and intubation, the higher of cardiac troponin I, but there were no significant correlations between cardiac troponin I levels and duration of hospital stay. Conclusion : Because there was significant increases or decreases of cardiac troponin I according to the perioperative time and types of the congenital heart disease, it is a worthy biochemical marker which reflects the extent of perioperative myocardial injury and recovery after open heart surgery.

Capnographic Monitoring of End-Tidal Partial Pressure of Carbon Dioxide in Anesthetized Cinereous vultures (Aegypius monachus) (독수리(Aegypius monachus)의 흡입마취에서 Capnography를 이용한 호기말 이산화탄소분압 모니터링)

  • Park, Won-Kyu;Seok, Seong-Hoon;Park, Se-Jin;Lee, Seung-Yong;Kim, Young-Ki;Hwang, Jae-Min;Jeong, Dong-Hyuk;Lee, Hee-Chun;Yeon, Seong-Chan
    • Journal of Veterinary Clinics
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    • v.32 no.4
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    • pp.380-384
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    • 2015
  • The relationships between end-tidal partial pressure of carbon dioxide ($P_{ET}CO_2$) and arterial partial pressure of carbon dioxide ($P_aCO_2$), and between $P_{ET}CO_2$ and blood pH in isoflurane-anesthetized cinereous vultures were evaluated. Nine cinereous vultures (weighing 7.3-9.5 kg) were anesthetized via mask with isoflurane, intubated, and connected to a mechanical ventilator. By mechanical ventilator, respiratory rate was altered to achieve a $P_{ET}CO_2$ randomly selected among 30 to 35 mmHg. $P_aCO_2$ and blood pH were determined in serial arterial samples and compared with concurrent $P_{ET}CO_2$ measured with a sidestream capnography. Thirty six samples, nine cinereous vultures were tested 4 times each, were used to determine correlations coefficients between $P_aCO_2$ and $P_{ET}CO_2$, and between $P_{ET}CO_2$ and blood pH. Strong correlations were observed between $P_aCO_2$ and $P_{ET}CO_2$ (r = 0.951, P = 0.000, y = 1.679x - 30.236, $R^2=0.905$) as well as between $P_{ET}CO_2$ and blood pH (r = -0.728, P = 0.000, y = -0.024x + 8.389, $R^2=0.530$) with Pearson's correlation coefficient and simple linear regression. These results suggest that the capnography used provided a sufficiently accurate estimation of $P_aCO_2$ and blood pH. Thus, the monitoring of $P_{ET}CO_2$ can be useful method to prevent hypoventilation for cinereous vultures receiving mechanical ventilation.