• Title/Summary/Keyword: empirical Bayes estimation

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Standard Error of Empirical Bayes Estimate in NONMEM$^{(R)}$ VI

  • Kang, Dong-Woo;Bae, Kyun-Seop;Houk, Brett E.;Savic, Radojka M.;Karlsson, Mats O.
    • The Korean Journal of Physiology and Pharmacology
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    • v.16 no.2
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    • pp.97-106
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    • 2012
  • The pharmacokinetics/pharmacodynamics analysis software NONMEM$^{(R)}$ output provides model parameter estimates and associated standard errors. However, the standard error of empirical Bayes estimates of inter-subject variability is not available. A simple and direct method for estimating standard error of the empirical Bayes estimates of inter-subject variability using the NONMEM$^{(R)}$ VI internal matrix POSTV is developed and applied to several pharmacokinetic models using intensively or sparsely sampled data for demonstration and to evaluate performance. The computed standard error is in general similar to the results from other post-processing methods and the degree of difference, if any, depends on the employed estimation options.

Hierachical Bayes Estimation of Small Area Means in Repeated Survey (반복조사에서 소지역자료 베이지안 분석)

  • 김달호;김남희
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.119-128
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    • 2002
  • In this paper, we consider the HB estimators of small area means with repeated survey. mao and Yu(1994) considered small area model with repeated survey data and proposed empirical best linear unbiased estimators. We propose a hierachical Bayes version of Rao and Yu by assigning prior distributions for unknown hyperparameters. We illustrate our HB estimator using very popular data in small area problem and then compare the results with the estimator of Census Bureau and other estimators previously proposed.

A Comparative Study on Bayes Estimators for the Multivariate Normal Mcan

  • Kim, Dal-Ho;Lee, In suk;Kim, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.501-510
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    • 1999
  • In this paper, we consider a comparable study on three Bayes procedures for the multivariate normal mean estimation problem. In specific we consider hierarchical Bayes empirical Bayes and robust Bayes estimators for the normal means. Then three procedures are compared in terms of the four comparison criteria(i.e. Average Relative Bias (ARB) Average Squared Relative Bias (ASRB) Average Absolute Bias(AAB) Average Squared Deviation (ASD) using the real data set.

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HGLM and EB Estimation Methods for Disease Mapping (HGLM과 EB 추정법을 이용한 질병지도의 작성)

  • 김영원;조나경
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.431-443
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    • 2004
  • For the purpose of disease mapping, we consider the four small area estimation techniques to estimate the mortality rate of small areas; direct, Empirical estimation with total moment estimator and local moment estimator, Estimation based on hierarchial generalized linear model. The estimators are compared by empirical study based on lung cancer mortality data from 2000 Annual Reports on the Cause of Death Statistics in Gyeongsang-Do and Jeonla-Do published by Korean National Statistical Office. Also he stability and efficiency of these estimators are investigated in terms of mean square deviation as well as variation of estimates.

A Study on the Traffic Accident Estimation Model using Empirical Bayes Method (Empirical Bayes Method를 이용한 교통사고 예측모형)

  • Gang, Hyeon-Geon;Gang, Seung-Gyu;Jang, Yong-Ho
    • Journal of Korean Society of Transportation
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    • v.27 no.5
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    • pp.135-144
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    • 2009
  • This study estimates the expected number of accidents in Kyungbuk Province to capitalize on experience gained from four years of accident history using the Empirical Bayes (EB) Method. The number of accidents of each site in Kyungbuk Province is recalculated using the Equivalent Property Damage Only (EPDO) method to reflect the severities of the accidents. A cluster analysis is performed to determine similar sites and a unique Safety Performance Function (SPF) is established for each site. The overdispersion parameter is built to correct the difference between the actual number of accidents and the underlying probability distribution. To adjust for varying traffic characteristics of each site, a relative weight is applied and eventually estimates the expected number of accidents. The results show that the highest accident sites are Kimcheon, Youngcheon, and Chilgok, but on the other hand the lowest is Gunwi.

An Estimation of Loss Ratio Based on Empirical Bayes Credibility

  • Lee, Kang Sup;Lee, Hee Chun
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.381-388
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    • 2002
  • It has been pointed out that the classical credibility model used in Korea since the beginning of 1990's lacks in objectiveness. Recently, in order to improve objectiveness, the empirical Bayes credibility model utilizing general exposure units like the number of claims and premium has been employed, but that model itself is not quite applicable in the country like Korea whose annual and classified empirical data are not well accumulated and even varied severely. In this article, we propose a new and better model, Based on the new model, we estimate both credibility and loss ratio of each class for fire insurance plans by Korean insurance companies. As a conclusion, we empirically make sure analysis that the number of claims is a more reasonable exposure unit than premium.

Empirical Bayes Estimation on Sampling Inspection by Variables (계량형 샘플링 검사에서의 경험적 베이즈 추정)

  • Shin, Min-Woong;Shin, Key-II
    • Journal of Korean Society for Quality Management
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    • v.23 no.3
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    • pp.45-56
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    • 1995
  • The method of lot by lot quality protection for sampling inspection by variables is widely used in quality control. In case of sampling inspection being done repeatedly, one can use the information from the previous sampling inspection to improve current estimates. This article shows that empirical Bayes estimator is superior to the usual sample mean in repeated sampling inspection by variables.

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Empirical Bayes Interval Estimation by a Sample Reuse Method

  • Cho, Kil-Ho;Choi, Dal-Woo;Chae, Hyeon-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.41-48
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    • 1997
  • We construct the empirical Bayes(EB) confidence intervals that attain a specified level of EB coverage for the unknown scale parameter in the Weibull distribution with the known shape parameter under the type II censored data. Our general approach is to use an EB bootstrap samples introduced by Larid and Louis(1987). Also, we compare the coverage probability and the expected interval length for these bootstrap intervals with those of the naive intervals through Monte Carlo simulation.

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Estimation of Random Coefficient AR(1) Model for Panel Data

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.529-544
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    • 1996
  • This paper deals with the problem of estimating the autoregressive random coefficient of a first-order random coefficient autoregressive time series model applied to panel data of time series. The autoregressive random coefficients across individual units are assumed to be a random sample from a truncated normal distribution with the space (-1, 1) for stationarity. The estimates of random coefficients are obtained by an empirical Bayes procedure using the estimates of model parameters. Also, a Monte Carlo study is conducted to support the estimation procedure proposed in this paper. Finally, we apply our results to the economic panel data in Liu and Tiao(1980).

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On estimation of the probability of Yut (윷의 확률 추정에 대하여)

  • 박진경;박승선
    • The Korean Journal of Applied Statistics
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    • v.9 no.2
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    • pp.83-94
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    • 1996
  • The probability of Yut was calculated by using the physical property in previous study, but this article suggested empirical estimators for probability of Yut. In practice, physics-based probability imposes too strong assumptions, which result in the difference between the calculated probabilies and empirical relative frequencies. Experiment shows the probabilities of Yut depend on the integrated shape of Yut rather than the floor type. Maximum likelihood estimator and empirical Bayes estimators are compared and all turn out to be almost identicla for more than 40 trials. For smaller number of trials, Bayes estimators are recommended for its stability. Regression approach is also adopted as an easy-to-use method without empirical trials.

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