• Title/Summary/Keyword: model factor

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A Mixed Model for Oredered Response Categories

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.339-345
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    • 2004
  • This paper deals with a mixed logit model for ordered polytomous data. There are two types of factors affecting the response varable in this paper. One is a fixed factor with finite quantitative levels and the other is a random factor coming from an experimental structure such as a randomized complete block design. It is discussed how to set up the model for analyzing ordered polytomous data and illustrated how to estimate the paramers in the given model.

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Prediction of Autogenous Shrinkage on Concrete by Unsaturated Pore Compensation Hydration Model (불포화 공극 보정 수화도 모델을 이용한 콘크리트의 자기수축 예측)

  • Lee, Chang Soo;Park, Jong Hyok
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.5A
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    • pp.909-915
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    • 2006
  • To predict autogenous shrinkage of concrete, unsaturated pore compensation factor could be calculated by experiments of autogenous shrinkage of cement paste on the assumption that the differences between degree of hydration and strain rate of autogenous shrinkage are unsaturated pore formation rate. Applying unsaturated pore compensation factor on modified Pickket model considering contribution factor and non-contribution factor to autogenous shrinkage of concrete, experimental data and existing model were compared. From the results modified Pickket model was verified to present similar tendency between Tazawa model and experimental data, but CEB-FIP model might be corrected because this model uses ultimate autogenous shrinkage underestimated and the same autogenous time function of concrete material properties considering only compressive strength.

PARTIAL INTRINSIC BAYES FACTOR

  • Joo Y.;Casella G.
    • Journal of the Korean Statistical Society
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    • v.35 no.3
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    • pp.261-280
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    • 2006
  • We have developed a new model selection criteria, the partial intrinsic Bayes factor, which is designed for cases when we select a model among a small number of candidate models. For example, we can choose only a few candidate models after exploring scatter plots. By simulation study, we have showed that PIBF performs better than AIC, BIC and GCV.

Psychometric Properties of the Korean Version of the Kaufman Assessment Battery for Children (한국판 K-ABC의 심리측정학적 조명 : 확인적 요인분석을 중심으로)

  • Moon, Tai Hyong
    • Korean Journal of Child Studies
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    • v.19 no.2
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    • pp.97-113
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    • 1998
  • The purpose of this paper was to evaluate hypothesized alternative models for the factor structure of the Korean Version of the Aberrant Behavior Checklist(K-ABC) using standardized samples. Confirmatory factor analyses of correlated factor models using the Jeroskog method were carried out. Analyses supported the two-factor processing model. When the achievement scale was added, a three factor model (two processing factors and an achievement factor) emerged. When factorially uncorrelated models were analyzed, fit indices proved to be improper.

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ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL

  • Kim, Jai Heui;Veng, Sotheara
    • East Asian mathematical journal
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    • v.34 no.1
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    • pp.1-16
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    • 2018
  • We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

Bayesian Model Selection in the Gamma Populations

  • Kang, Sang-Gil;Kang, Doo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1329-1341
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    • 2006
  • When X and Y have independent gamma distributions, we consider the testing problem for two gamma means. We propose a solution based on a Bayesian model selection procedure to this problem in which no subjective input is considered. The reference prior is derived. Using the derived reference prior, we compute the fractional Bayes factor and the intrinsic Bayes factors. The posterior probability of each model is used as a model selection tool. Simulation study and a real data example are provided.

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A STUDY ON PREDICTION INTERVALS, FACTOR ANALYSIS MODELS AND HIGH-DIMENSIONAL EMPIRICAL LINEAR PREDICTION

  • Jee, Eun-Sook
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.377-386
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    • 2004
  • A technique that provides prediction intervals based on a model called an empirical linear model is discussed. The technique, high-dimensional empirical linear prediction (HELP), involves principal component analysis, factor analysis and model selection. HELP can be viewed as a technique that provides prediction (and confidence) intervals based on a factor analysis models do not typically have justifiable theory due to nonidentifiability, we show that the intervals are justifiable asymptotically.

Multi-]factor Analysis of Firm-Level Performance Through Feed-Forward, Feed-Back Relationships (다중요소 상호간의 연관성과 연속적 시뮬레이션 기법을 이용한 생산성 측정방법에 관한 연구)

  • 박영홍
    • Journal of the Korea Society for Simulation
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    • v.11 no.1
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    • pp.59-70
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    • 2002
  • This article presents the results of research to develop a descriptive model of firm-level productivity that will allow a myriad of factor interactions to be directly accounted for. The model is a linked set of equations that attempt to capture how changes in one-factor influences the level of another factor. and ultimately bottom-line performance. The model is coded in SIMAN. It is used to determine the best use of an infusion of funds should they go for additional automation, or training etc. An application of the model to U.S. industry is presented based on parameter values obtained through a national survey.

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Modality-Specific Working Memory Systems Verified by Clinical Working Memory Tests

  • Park, Eun-Hee;Jon, Duk-In
    • Clinical Psychopharmacology and Neuroscience
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    • v.16 no.4
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    • pp.489-493
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    • 2018
  • Objective: This study was to identify whether working memory (WM) can be clearly subdivided according to auditory and visual modality. To do this, we administered the most recent and universal clinical WM measures in a mixed psychiatric sample. Methods: A total of 115 patients were diagnosed on the basis of DSM-IV diagnostic criteria and with MINI-Plus 5.0, a structured diagnostic interview. WM subtests of Korean version of Wechsler Adult Intelligence Scale-IV and Korean version of Wechsler Memory Scale-IV were administered to assess WM. Confirmatory factor analysis (CFA) was used to observe whether WM measures fit better to a one-factor or two-factor model. Results: CFA results demonstrated that a two factor model fits the data better than one-factor model as expected. Conclusion: Our study supports a modality model of WM, or the existence of modality-specific WM systems, and thus poses a clinical significance of assessing both auditory and visual WM tests.

Comparison of Statistic Methods for Evaluating Crop Model Performance (작물모형 평가를 위한 통계적 방법들에 대한 비교)

  • Kim, Junhwan;Lee, Chung-Kuen;Shon, Jiyoung;Choi, Kyung-Jin;Yoon, Younghwan
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.14 no.4
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    • pp.269-276
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    • 2012
  • The objective of this short communication is to introduce several evaluation methods to crop model users because the evaluation of crop model performance is an important step to develop or select crop model. In this paper, mean error, mean absolute error, index of agreement, root mean square error, efficiency of model, accuracy factor and bias factor were explained and compared in terms of dimension and observed number. Efficiency of model and index of agreement are dimensionless and independent of number of observation. Relative root mean square, accuracy factor and bias factor are dimensionless and not independent of number of observation. Mean error and mean absolute error are affected by dimension and number of observation.