• 제목/요약/키워드: Statistical Method

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A computational note on maximum likelihood estimation in random effects panel probit model

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제26권3호
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    • pp.315-323
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    • 2019
  • Panel data sets have recently been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Often a dichotomous dependent variable occur in survival analysis, biomedical and epidemiological studies that is analyzed by a generalized linear mixed effects model (GLMM). The most common estimation method for the binary panel data may be the maximum likelihood (ML). Many statistical packages provide ML estimates; however, the estimates are computed from numerically approximated likelihood function. For instance, R packages, pglm (Croissant, 2017) approximate the likelihood function by the Gauss-Hermite quadratures, while Rchoice (Sarrias, Journal of Statistical Software, 74, 1-31, 2016) use a Monte Carlo integration method for the approximation. As a result, it can be observed that different packages give different results because of different numerical computation methods. In this note, we discuss the pros and cons of numerical methods compared with the exact computation method.

러프집합이론을 중심으로 한 감성 지식 추출 및 통계분석과의 비교 연구 (Knowledge Extraction from Affective Data using Rough Sets Model and Comparison between Rough Sets Theory and Statistical Method)

  • 홍승우;박재규;박성준;정의승
    • 대한인간공학회지
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    • 제29권4호
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    • pp.631-637
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    • 2010
  • The aim of affective engineering is to develop a new product by translating customer affections into design factors. Affective data have so far been analyzed using a multivariate statistical analysis, but the affective data do not always have linear features assumed under normal distribution. Rough sets model is an effective method for knowledge discovery under uncertainty, imprecision and fuzziness. Rough sets model is to deal with any type of data regardless of their linearity characteristics. Therefore, this study utilizes rough sets model to extract affective knowledge from affective data. Four types of scent alternatives and four types of sounds were designed and the experiment was performed to look into affective differences in subject's preference on air conditioner. Finally, the purpose of this study also is to extract knowledge from affective data using rough sets model and to figure out the relationships between rough sets based affective engineering method and statistical one. The result of a case study shows that the proposed approach can effectively extract affective knowledge from affective data and is able to discover the relationships between customer affections and design factors. This study also shows similar results between rough sets model and statistical method, but it can be made more valuable by comparing fuzzy theory, neural network and multivariate statistical methods.

신뢰성 해석을 위한 결합분포함수의 통계모델링 (Statistical Modeling of Joint Distribution Functions for Reliability Analysis)

  • 노유정;이상진
    • 한국산학기술학회논문지
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    • 제15권5호
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    • pp.2603-2609
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    • 2014
  • 기계시스템의 신뢰성 해석을 위해서는 기계시스템에 성능을 미치는 변수의 확률 분포와 파라미터를 결정하는 통계적 모델링은 반드시 필요하다. 하지만, 신뢰성 해석에서 상당수의 변수는 상관관계가 있음에도 불구하고 독립변수로 취급되거나 실험데이터 수가 부족하다는 이유로 통계 모델에 대한 잘못된 가정을 하는 경우가 많다. 본 연구에서는 베이지안 방법을 이용하여 상관관계를 갖는 데이터의 결합분포함수를 copula를 이용하여 모델링함으로써 적은 수의 데이터로부터 정확한 입력모델을 산정하는 방법을 제안하였으며, 방법의 검증을 위해 다양한 상관계수와 데이터 수에 대해 통계 시뮬레이션을 수행하였다. 그 결과 Bayesian방법은 상관계수가 낮아 후보함수가 유사하거나 샘플수가 적어 정확한 모델을 산정하기 어려운 경우에도 후보 copula 중 실제 copula와 가장 근사한 후보 copula를 선정하였다. 이러한 근사 후보 copula는 신뢰성 해석결과 역시 실제 copula 함수를 이용한 신뢰성 해석 결과와 유사한 결과를 가짐을 확인할 수 있으므로 베이지안 방법은 신뢰성 해석을 위해 정확한 통계모델링을 제공함을 알 수 있다.

국내 한의학 학술지에 사용된 통계기법에 대한 고찰: 1999-2008 한국연구재단 등재지를 중심으로 (A Study on the Statistical Methods Used in KCI Listed Journals of Traditional Korean Medicine from 1999 to 2008)

  • 이용재;곽민정;정해리;하현이;채한
    • 한국한의학연구원논문집
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    • 제18권2호
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    • pp.55-64
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    • 2012
  • Objectives: This study was performed to review the use of statistical analysis methods for the Traditional Korean Medicine studies listed on the Korea Citation Index from 1999 to 2008. Methods: A total of 4217 studies published on four journals of Traditional Korean Medicine were screened and 2682 articles using statistical methods were selected for the review. The selected studies were analysed according to their published year, statistical method and statistical package for use. Results: Statistical methods were used steadily in 64.6% of the articles after 2001, the most used statistical methods(57%) were mean difference comparison between 2 groups. The number of statistical methods mostly used in one article was identified as one in 1931 articles (72.0%). Duncan (36.8%) and Tukey (26.5%) were used for the ANOVA post hoc analysis. SPSS was most frequently used 68% out of Statistical package programs.(the number of mean difference comparison among more than 3 groups was continuously increasing and that makes post hoc being used. skills of statistical methods need to be diversified.) Conclusion: The interest on the proper use of statistical analysis in the research is increasing. This study will contribute to the Evidence-based Teaching on research methodology in Traditional Korean Medicine.

A Comparative Study of the GPAC Method and the 3-pattern Method for Identifying ARMA Processes

  • Chul Eung KIM;ByoungSeon CHOI
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.47-58
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    • 1996
  • The generalized partial autocorrelation (GPAC) method of Woodward and Gray (1981) and the 3-pattern method of Choi (1991) have been used for identifying ARMA processes. The methods are based on the extended Yule-Walker equations. The purpose of this paper is to show the 3-pattern method is superior to the GPAC method through theoretical analysis and computer simulations.

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Local Bandwidth Selection for Nonparametric Regression

  • Lee, Seong-Woo;Cha, Kyung-Joon
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.453-463
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    • 1997
  • Nonparametric kernel regression has recently gained widespread acceptance as an attractive method for the nonparametric estimation of the mean function from noisy regression data. Also, the practical implementation of kernel method is enhanced by the availability of reliable rule for automatic selection of the bandwidth. In this article, we propose a method for automatic selection of the bandwidth that minimizes the asymptotic mean square error. Then, the estimated bandwidth by the proposed method is compared with the theoretical optimal bandwidth and a bandwidth by plug-in method. Simulation study is performed and shows satisfactory behavior of the proposed method.

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A Review of the Statistical Analysis used in Clinical Articles Published on Journal of Korean Neurosurgical Society

  • Kang, Wee-Chang
    • Journal of Korean Neurosurgical Society
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    • 제40권4호
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    • pp.304-308
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    • 2006
  • Statistical analyses used in clinical articles published on the Journal of Korean Neurosurgical Society were identified and appropriateness of statistical aspects in reporting results was assessed. Forty seven clinical articles were selected in this study, which were published from February, 2005 to February, 2006 on the journal. The frequency of statistical analysis was as follows : descriptive statistics only 24 [51.1%]. one type of statistical method 10 [21.3%], two or more methods 13 [27.6%]. An assessment of statistical aspects was performed in 24 clinical articles reporting inferential statistics. Ten articles [41.7%] did not adequately describe or reference all statistical methods used. There were six articles [25.0%] not reporting the confidence level used as the critical criteria of the statistical significance. In thirteen articles [54.2%] it seems more appropriate to implement multivariate analyses in addition to univariate analyses. We recommend that the journal readers should concentrate on improving their knowledge of basic statistics and statistical review for manuscripts submitted should be sought from professionals in the fields of biostatistics and epidemiology.

On Line LS-SVM for Classification

  • Kim, Daehak;Oh, KwangSik;Shim, Jooyong
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.595-601
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    • 2003
  • In this paper we propose an on line training method for classification based on least squares support vector machine. Proposed method enables the computation cost to be reduced and the training to be peformed incrementally, With the incremental formulation of an inverse matrix in optimization problem, current information and new input data can be used for building the new inverse matrix for the estimation of the optimal bias and Lagrange multipliers, so the large scale matrix inversion operation can be avoided. Numerical examples are included which indicate the performance of proposed algorithm.

불명확한 공정정보 처리를 위한 퍼지-통계적 관리도의 개발 (Development of Fuzzy-Statistical Control Chart for Processing Uncertain Process Information)

  • 김경환;하성도
    • 한국정밀공학회지
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    • 제15권2호
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    • pp.75-80
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    • 1998
  • Process information is known to have the continuous distribution in many manufacturing processes. Generalized p-chart has been developed for controlling processes by classifying the information characteristics into several groups. But it is improper to describe continuous processes with the classified process informal ion, which is based on the classical set concept. Fuzzy control chart, has been developed for the control of linguistic data, but it is also based on the dichotomous notion of classical set theory. In this paper, fuzzy sampling method is studied in order to process the uncertain data properly. The method is incorporated with the fuzzy control chart. Statistical characteristics of the fuzzy representative value are utilized to device the fuzzy-statistical control chart. The fuzzy-statistical control chart is compared with the generalized p-chart and both the sensitivity to the process information distribution change pared robustiness against the noise on the process information of the fuzzy-statistical control chart are shown to be superior.

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설계변수 표본에 근거한 다물체계 성능의 통계적 예측 (Statistical Performance Estimation of a Multibody System Based on Design Variable Samples)

  • 최찬규;유홍희
    • 대한기계학회논문집A
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    • 제33권12호
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    • pp.1449-1454
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    • 2009
  • The performance variation of a multibody system is affected by a variation of various design variables of the system. And the effects of design variable variations on the performance variation must be considered in design of a multibody system. Accordingly, a variation analysis of a multibody system needs to be conducted in design of a multibody system. For a variation analysis of a performance, population mean and variance which are called statistical parameters of design variables are needed. However, an evaluation of statistical parameters of design variables is impossible in many practical cases. Therefore, an estimation of statistical parameters of the performance based on sample mean and variance which are called statistic of design variables is needed. In this paper, the variation analysis method for a multibody system based on design variable samples was proposed. And, using the proposed method, a variation analysis of the vehicle ride comfort based on sample statistic of design variables was conducted.