• 제목/요약/키워드: log linear model

검색결과 229건 처리시간 0.032초

Efficient Score Estimation and Adaptive Rank and M-estimators from Left-Truncated and Right-Censored Data

  • Chul-Ki Kim
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.113-123
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    • 1996
  • Data-dependent (adaptive) choice of asymptotically efficient score functions for rank estimators and M-estimators of regression parameters in a linear regression model with left-truncated and right-censored data are developed herein. The locally adaptive smoothing techniques of Muller and Wang (1990) and Uzunogullari and Wang (1992) provide good estimates of the hazard function h and its derivative h' from left-truncated and right-censored data. However, since we need to estimate h'/h for the asymptotically optimal choice of score functions, the naive estimator, which is just a ratio of estimated h' and h, turns out to have a few drawbacks. An altermative method to overcome these shortcomings and also to speed up the algorithms is developed. In particular, we use a subroutine of the PPR (Projection Pursuit Regression) method coded by Friedman and Stuetzle (1981) to find the nonparametric derivative of log(h) for the problem of estimating h'/h.

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수리가능한 제품의 사용현장 데이터 분석 (Field data analyses for repairable products)

  • 배도선;윤형제;최인수
    • 응용통계연구
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    • 제8권2호
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    • pp.133-145
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    • 1995
  • 고장원인이 여럿인 수리불가능한 제품에 대하여 사용환경에서 얻어진 고장데이터와 추적조사에 의해 얻어진 설명변수에 관한 데이터를 이용하여 제품의 고장원인별 수명분포를 추정한 배도선 등(1995)의 연구를 수리가능한 제품의 경우로 확장하였다. 수명분포의 모수와 설명변수가 대수선형 관계일 때 비동질성 포아송과정을 이용하여 의사우도함수를 유도하고, 고장원인별 수명이 와이블 분포를 따를 때의 의사 최우추정량과 점근분산을 구하였다. 추적조사 방법으로는 보증기간동안 고장이 발생하지 않은 제품의 일정비율을 추적조사하는 경우와 총 시험제품의 일정비율을 랜덤하게 선택하고 이들 중에서 보증기간동안 한번도 고장이 발생하지 않은 제품에 대해서만 추적조사하는 경우를 고려하였다.

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Optimum Simple Step-Stress Accelerated Life Tests Under Periodic Observation

  • Bai, Do-Sun;Kim, Myung-Soo;Lee, Sang-Hyuk
    • Journal of the Korean Statistical Society
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    • 제18권2호
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    • pp.125-134
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    • 1989
  • This paper presents optimum simple step-stress accelerated life test plans for the case where the test process is observed periodically at intervals of the same length. Two types of failure data, periodically observed complete data and periodically observed censored data, are considered. An exponential life distribution with a mean that is a log-linear function of stress, and a cumulative exposure model for the effect of changing stress are assumed. For each type of data, the optimum test plan which minimizes the asymptotic variance of the maximum likelihood estimator of the mean life at a design stress is obtained and its behaviors are studied.

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GLFP 모형하에서의 가속수명시험 데이터 분석 (Analyses of Accelerated Life Tests Data from General Limited Failure Population)

  • 김종만
    • 품질경영학회지
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    • 제36권1호
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    • pp.31-39
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    • 2008
  • This paper proposes a method of estimating the lifetime distribution at use condition for constant stress accelerated life tests when an infant-mortality failure mode as well as wear-out one exists. General limited failure population model is introduced to describe these failure modes. It is assumed that the log lifetime of each failure mode follows a location-scale distribution and a linear relation exists between the location parameter and the stress. An estimation procedure using the expectation and maximization algorithm is proposed. Specific formulas for Weibull distribution are obtained. An illustrative example and the simulation results are given.

확률화응답에 대한 대수선형모형

  • 최경호
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.725-734
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    • 1997
  • 많은 사회과학 조사에서 분할표 형태로 얻어진 범주형 자료에는 오분류(misclassification)로 인한 오차가 내재되는 경우가 종종 있다. 질적속성 추정을 위한 확률화응답은 이러한 오분류 문제의 한 특수한 경우로 여겨지기도 한다. 그래서 확률화응답을 통한 범주형자료는 혼합된 분할표(mixed-up contingency table)로 여길 수 있는 바, 본 논문에서는 이에 대해 대수선형모형(log-linear model)을 설정하고 Chen과 Fienberg(1976)의 Iterative scaling procedure(ISP)에 의하여 얻어진 최우추정량의 극한을 이용하였다. 이 결과 Warner(1965) 형태의 대칭기법에 대해서는 Singh(1976)에 의하여 제안된 최우추정량과 같아지게 됨을 보임으로써 Warner에 의해서 제시된 추정량이 최우추정량으로 적절하지 않음을 확인해 보고, 무관질문기법에 대해서는 Greenberg, et al.(1969)에 의해서 제안된 추정량이 추정의 관점에서 최우추정량으로 적절하지 않음을 알아 보았다.

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Time Dependent Extension and Failure Analysis of Structural Adhesive Assemblies Under Static Load Conditions

  • Young, Patrick H.;Miller, Zachary K.;Gwasdacus, Jeffrey M.
    • 접착 및 계면
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    • 제21권1호
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    • pp.6-13
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    • 2020
  • The objective of the current study is to characterize the long-term stability and efficacy of a structural adhesive assembly under static load. An apparatus was designed to be used in the Instron tensile test machine that would allow for real time modeling of the failure characteristics of an assembly utilizing a moisture- cure adhesive which was bonded to concrete. A regression model was developed that followed a linear - natural log function which was used to predict the expected life of the assembly. Evaluations at different curing times confirmed the structure was more robust with longer cure durations prior to loading. Finally, the results show that under the conditions the assembly was tested, there was only a small amount of inelastic creep and the regression models demonstrated the potential for a stable structure lasting several decades.

The skew-t censored regression model: parameter estimation via an EM-type algorithm

  • Lachos, Victor H.;Bazan, Jorge L.;Castro, Luis M.;Park, Jiwon
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.333-351
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    • 2022
  • The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

산화된 $SrTiO_3$ 및 니켈도프된 $SrTiO_3$ 단결정의 전기전도도 (Electrial Conductivity of Oxidized Pure and Ni-Doped $SrTiO_3$ Single Crystals)

  • 김규홍;최재시
    • 대한화학회지
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    • 제25권4호
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    • pp.236-245
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    • 1981
  • 순수한 $SrTiO_3$ 및 Ni 도프된 $SrTiO_3$ 단결정을 산화하여 700∼$1200^{\circ}C$$10^{-8}\;{\sim}\;10^{-1}$ atm의 온도 및 산소압력에서 산소압력의 함수로서 전기전도도를 측정하였다. 일정한 산소압력에서 전기전도도 값을 온도의 역수에 대하여 도시한 결과 직선관계를 나타내었으며 그 기울기로 부터 구한 활성화 에너지 값들은 순수한 $SrTiO_3$,에 대하여 1.34eV이며 Ni-doped $SrTiO_3$에 대하여 1.06eV이다. 일정한 온도에서 전기전도도 값을 산소분압에 대하여 도시한 결과 주어진 온도 범위에서 전기전도도의 산소압력 의존도가 -1/5.6${\sim}$-1.62로 나타났다. 실험치와 이론적으로 해석한 전기전도도의 산소 압력 의존성으로 부터 산소공위결합모델을 산화된 $SrTiO_3$와 Ni-doped $SrTiO_3$ 단결정에 이용할 수 있음을 알게 되었다. 주어진 온도 및 산소압력 범위에서 전기전도 메카니즘이 각각 제안되었다.

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Novel nomogram-based integrated gonadotropin therapy individualization in in vitro fertilization/intracytoplasmic sperm injection: A modeling approach

  • Ebid, Abdel Hameed IM;Motaleb, Sara M Abdel;Mostafa, Mahmoud I;Soliman, Mahmoud MA
    • Clinical and Experimental Reproductive Medicine
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    • 제48권2호
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    • pp.163-173
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    • 2021
  • Objective: This study aimed to characterize a validated model for predicting oocyte retrieval in controlled ovarian stimulation (COS) and to construct model-based nomograms for assistance in clinical decision-making regarding the gonadotropin protocol and dose. Methods: This observational, retrospective, cohort study included 636 women with primary unexplained infertility and a normal menstrual cycle who were attempting assisted reproductive therapy for the first time. The enrolled women were split into an index group (n=497) for model building and a validation group (n=139). The primary outcome was absolute oocyte count. The dose-response relationship was tested using modified Poisson, negative binomial, hybrid Poisson-Emax, and linear models. The validation group was similarly analyzed, and its results were compared to that of the index group. Results: The Poisson model with the log-link function demonstrated superior predictive performance and precision (Akaike information criterion, 2,704; λ=8.27; relative standard error (λ)=2.02%). The covariate analysis included women's age (p<0.001), antral follicle count (p<0.001), basal follicle-stimulating hormone level (p<0.001), gonadotropin dose (p=0.042), and protocol type (p=0.002 and p<0.001 for short and antagonist protocols, respectively). The estimates from 500 bootstrap samples were close to those of the original model. The validation group showed model assessment metrics comparable to the index model. Based on the fitted model, a static nomogram was built to improve visualization. In addition, a dynamic electronic tool was created for convenience of use. Conclusion: Based on our validated model, nomograms were constructed to help clinicians individualize the stimulation protocol and gonadotropin doses in COS cycles.

낙동강유역 난분해성 용존 유기탄소 배출 현황 분석 (Current Status of Refractory Dissolved Organic Carbon in the Nakdong River Basin)

  • 이정훈;김정선;이재관;강임석;김상단
    • 한국물환경학회지
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    • 제28권4호
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    • pp.538-550
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    • 2012
  • This study suggests a general methodology which is designed for assessing RDOC behavior at the catchment scale by coupling properly a series of steam flow and water quality simulation models and actual monitoring data set. The modified TANK model in which a river routing function is incorporated to the conventional one is applied to simulate the long-term daily stream flow data, and the simulated stream flow data is combined with the 7-parameter log-linear model coupled to the minimum variance unbiased estimator to simulate the long-term daily water quality (BOD, COD and TOC) loads. Finally, the regression analysis between the usually monitored water quality data (BOD, COD and TOC) and RDOC is combined with the simulated water quality data to manifest the spatio-temporal variability of RDOC flux behavior at the Korean TMDL catchment scale.