• Title/Summary/Keyword: log marginal likelihood

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A generalized model for categorical data from epidemiological studies (질병의 범주적 자료에 대한 통계적 분석모형)

  • 최재성
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.1-15
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    • 1996
  • This paper discusses the effectiveness of an infection rate under a certain disease on an immunity rate by a protective inoculation. A sequence of dependense models concerning the infection rate is derived by defining conditionally nested binary random variables for the analysis of polytomous data with hierarchical response scale. Maximum likelihood estimates based on the marginal log-likelihood functin are obtained numerically in the Nelder and Mead's(1965) simplex method.

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Screening and Clustering for Time-course Yeast Microarray Gene Expression Data using Gaussian Process Regression (효모 마이크로어레이 유전자 발현데이터에 대한 가우시안 과정 회귀를 이용한 유전자 선별 및 군집화)

  • Kim, Jaehee;Kim, Taehoun
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.389-399
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    • 2013
  • This article introduces Gaussian process regression and shows its application with time-course microarray gene expression data. Gene screening for yeast cell cycle microarray expression data is accomplished with a ratio of log marginal likelihood that uses Gaussian process regression with a squared exponential covariance kernel function. Gaussian process regression fitting with each gene is done and shown with the nine top ranking genes. With the screened data the Gaussian model-based clustering is done and its silhouette values are calculated for cluster validity.

The economic value of water in Korean manufacturing industry

  • Ku, Se-Ju;Yoo, Seung-Hoon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.447-451
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    • 2010
  • It is quite important for manufacturing firms to stably secure water, because industrial water is used for a variety of purposes as one of the important inputs in the production process. Despite the significance of industrial water use and the increase of industrial water demand, relatively little has studied regarding the industrial water use in Korea. This paper employs the marginal productivity approach in order to estimate the economic value of water in Korean manufacturing industry, and we use the information of 53,912 factories surveyed in 2003. The result of the likelihood ratio test shows that Trans-log is an appropriate model for estimating the data of this study. In Trans-log function model, the industry-wide output elasticity of water is 0.0104, and the marginal value is KRW 1,156 per ton. The estimated values differ across the sectors and these values range from the high value of about KRW 13,760 per ton in the transportation equipment sector to low values of KRW 428 per ton in the precision instrument sector. The research provides useful information to help policy-makers in developing and implementing more appropriate policies regarding the management and distribution of water resources by estimating the value of water resources by sector. In addition, Korean government enables the drafting of future water pricing scenarios based on the estimated value information.

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Bivariate odd-log-logistic-Weibull regression model for oral health-related quality of life

  • Cruz, Jose N. da;Ortega, Edwin M.M.;Cordeiro, Gauss M.;Suzuki, Adriano K.;Mialhe, Fabio L.
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.271-290
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    • 2017
  • We study a bivariate response regression model with arbitrary marginal distributions and joint distributions using Frank and Clayton's families of copulas. The proposed model is used for fitting dependent bivariate data with explanatory variables using the log-odd log-logistic Weibull distribution. We consider likelihood inferential procedures based on constrained parameters. For different parameter settings and sample sizes, various simulation studies are performed and compared to the performance of the bivariate odd-log-logistic-Weibull regression model. Sensitivity analysis methods (such as local and total influence) are investigated under three perturbation schemes. The methodology is illustrated in a study to assess changes on schoolchildren's oral health-related quality of life (OHRQoL) in a follow-up exam after three years and to evaluate the impact of caries incidence on the OHRQoL of adolescents.

A generalized logit model with mixed effects for categorical data (다가자료에 대한 혼합효과모형)

  • 최재성
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.129-137
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    • 2002
  • This paper suggests a generalized logit model with mixed effects for analysing frequency data in multi-contingency table. In this model nominal response variable is assumed to be polychotomous. When some factors are fixed but considered as ordinal and others are random, this paper shows how to use baseline-category logits to incoporate the mixed-effects of those factors into the model. A numerical algorithm was used to estimate model parameters by using marginal log-likelihood.

A generalized logit model with mixed effects for categorical data (다가자료에 대한 혼합효과모형)

  • Choi, Jae-Sung
    • 한국데이터정보과학회:학술대회논문집
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    • 2001.10a
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    • pp.25-33
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    • 2001
  • This paper suggests a generalized logit model with mixed effects for analysing frequency data in multi-contingency table. In this model nominal response variable is assumed to be polychotomous. When some factors are fixed but condisered as ordinal and others are random, this paper shows how to use baseline-category logits to incoporate the mixed-effects of those factors into the model. A numerical algorithm was used to estimate model parameters by using marginal log-likelihood.

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Effects of Private Insurance on Medical Expenditure (민간의료보험 가입이 의료이용에 미치는 영향)

  • Yun, Hee Suk
    • KDI Journal of Economic Policy
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    • v.30 no.2
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    • pp.99-128
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    • 2008
  • Nearly all Koreans are insured through National Health Insurance(NHI). While NHI coverage is nearly universal, it is not complete. Coverage is largely limited to minimal level of hospital and physician expenses, and copayments are required in each case. As a result, Korea's public insurance system covers roughly 50% of overall individual health expenditures, and the remaining 50% consists of copayments for basic services, spending on services that are either not covered or poorly covered by the public system. In response to these gaps in the public system, 64% of the Korean population has supplemental private health insurance. Expansion of private health insurance raises negative externality issue. Like public financing schemes in other countries, the Korean system imposes cost-sharing on patients as a strategy for controlling utilization. Because most insurance policies reimburse patients for their out-of-pocket payments, supplemental insurance is likely to negate the impact of the policy, raising both total and public sector health spending. So far, most empirical analysis of supplemental health insurance to date has focused on the US Medigap programme. It is found that those with supplements apparently consume more health care. Two reasons for higher health care consumption by those with supplements suggest themselves. One is the moral hazard effect: by eliminating copayments and deductibles, supplements reduce the marginal price of care and induce additional consumption. The other explanation is that supplements are purchased by those who anticipate high health expenditures - adverse effect. The main issue addressed has been the separation of the moral hazard effect from the adverse selection one. The general conclusion is that the evidence on adverse selection based on observable variables is mixed. This article investigates the extent to which private supplementary insurance affect use of health care services by public health insurance enrollees, using Korean administrative data and private supplements related data collected through all relevant private insurance companies. I applied a multivariate two-part model to analyze the effects of various types of supplements on the likelihood and level of public health insurance spending and estimated marginal effects of supplements. Separate models were estimated for inpatients and outpatients in public insurance spending. The first part of the model estimated the likelihood of positive spending using probit regression, and the second part estimated the log of spending for those with positive spending. Use of a detailed information of individuals' public health insurance from administration data and of private insurance status from insurance companies made it possible to control for health status, the types of supplemental insurance owned by theses individuals, and other factors that explain spending variations across supplemental insurance categories in isolating the effects of supplemental insurance. Data from 2004 to 2006 were used, and this study found that private insurance increased the probability of a physician visit by less than 1 percent and a hospital admission by about 1 percent. However, supplemental insurance was not found to be associated with a bigger health care service utilization. Two-part models of health care utilization and expenditures showed that those without supplemental insurance had higher inpatient and outpatient expenditures than those with supplements, even after controlling for observable differences.

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