• 응용통계연구
• /
• 제28권2호
• /
• pp.123-136
• /
• 2015

관측 가능한 변수들 사이의 관계를 묘사한 갈릴레오의 물리학 법칙 발견 이후, 과학은 큰 성과를 거두며 발전해왔다. 그러나, 관측할 수 없는 변량효과를 함께 이용하여 더 많은 자연 현상을 설명할 수 있게 되었고, 이를 이용한 최초의 통계적 모형인 혼합효과모형이 소개되었다. 계산기술의 발달과 더불어 복잡한 현상에 대한 추론을 위하여 혼합효과모형은 그 중요성이 더욱 커지고 있다. 이러한 혼합효과모형은 최근 다단계 일반화 선형모형을 포함한 여러 모형으로 확장되었으며, 관측할 수 없는 변량효과를 추론하기 위한 다단계 가능도가 제시되었다. 혼합효과모형 특집호를 통해 이러한 모형들이 여러 통계학적 문제점을 해결하는 과정을 제시하고, 앞으로 어떤 확장이 추가적으로 요구되는 지에 대하여 논할 것이다. 빈도록적 접근법과 베이지안 접근법을 함께 다룬다.

• Journal of the Korean Data and Information Science Society
• /
• 제27권4호
• /
• pp.1083-1090
• /
• 2016

In clinical studies, different types of outcomes (e.g. repeated measures data and time-to-event data) for the same subject tend to be observed, and these data can be correlated. For example, a response variable of interest can be measured repeatedly over time on the same subject and at the same time, an event time representing a terminating event is also obtained. Joint modelling using a shared random effect is useful for analyzing these data. Inferences based on marginal likelihood may involve the evaluation of analytically intractable integrations over the random-effect distributions. In this paper we propose a joint HGLM approach for analyzing such outcomes using the HGLM (hierarchical generalized linear model) method based on h-likelihood (i.e. hierarchical likelihood), which avoids these integration itself. The proposed method has been demonstrated using various numerical studies.

• 수산경영론집
• /
• 제51권1호
• /
• pp.81-96
• /
• 2020

The purpose of this paper is to analyze factors affecting the net income of regional and industrial fisheries cooperatives in South Korea using panel data. This paper utilizes linear or GLS regression models such as pooled OLS model, fixed effects model, and random effects model to estimate affecting factors of the net income of regional and industrial fisheries cooperatives. After reviewing various tests, we eventually select random effects model. The results, based on panel data between 2013 and 2018 year and 64 fisheries cooperatives, indicate that capital and area dummy variables have positive effects and employment has negative effect on the net income of regional and industrial fisheries cooperatives as predicted. However, debt are opposite with our predictions. Specifically, it turns out that debt has positive effect on the net income of regional and industrial fisheries cooperatives although it has been increased. Additionally, this paper shows that the member of confreres does not show any significant effect on the net income of regional and industrial fisheries cooperatives in South Korea. This study is significant in that it analyzes the major factors influencing changes in the net income that have not been conducted recently for the fisheries cooperatives by region and industry.

• 한국통신학회논문지
• /
• 제33권1B호
• /
• pp.17-24
• /
• 2008

The effect of the variable packet size on the LRD characteristic of the MMPP traffic model is investigated. When we generate packet traffic for the performance evaluation of IP packet network, MMPP model can be used to generate packet interarrival time. And a random length of packet size from a certain distribution can be assigned to each packet. However, there is a possibility that the variable packet size might change the LRD characteristic of the original MMPP model. In this study, we investigate this possibility. For this purpose the 'refined traffic' is defined, where packet arrival time is generated according to the MMPP model and a random packet length from a specific distribution is assigned to each generated packet. Hurst parameter of the refined traffic is estimated and compared with the original Hurst parameter, which is the input parameter of the MMPP model. We also investigate the effect of the packet size distribution on the queueing performance of the MMPP traffic model and the relationship between the Hurst parameter and queueing performance.

• International Journal of Ocean System Engineering
• /
• 제4권1호
• /
• pp.1-18
• /
• 2014

Heave plates have been widely used to enhance viscous damping and thus reduces the heave response of Spar platforms. Single heave plate attached to the keel of the Spar has been reported in literature (Tao and Cai 2004). The effect of double heave plates on hydrodynamic response in random waves has been investigated in this study. The influence of relative spacing $L_d/D_d$ ($D_d$-the diameter of the heave plate) on the hydrodynamic response in random waves has been simulated in wave basin experiments and numerical model. The experimental investigation has been carried out using 1:100 scale model of Spar with double heave plates in random waves for different relative spacing and varying wave period. The influence of relative spacing between the heave plates on the motion responses of Spar are evaluated and presented. Numerical investigation has been carried out to investigate effect of relative spacing on hydrodynamic characteristics such as heave added mass and hydrodynamic responses. The measured results were compared with those obtained from numerical simulation and found to be in good agreement. Experimental and numerical simulation shows that the damping coefficient and added mass does not increase for relative spacing of 0.4 and the effect greater than relative spacing on significant heave response is insignificant.

• 한국ITS학회 논문지
• /
• 제16권1호
• /
• pp.26-37
• /
• 2017

본 연구는 random effects Tobit 회귀모형을 이용하여 도심지 교차로에 대한 교통사고모형을 개발하여 교통사고와 요인간의 상관관계를 파악하는 것이 목적이다. Random effects Tobit 회귀모형의 적용성을 비교 분석하기 위하여 fixed effect Tobit 회귀모형을 산정하였다. 산정결과, 교통량, 제한속도, 차로수, 토지이용, 우회전차로, 전방신호등이 유효한 변수로 나타났으며, 총 교통사고율에 대한 random effects 모형의 모형 적합도(결정계수: 0.418, 로그-우도함수값: -3210.103, 우도비: 0.056)와 모형 설명력(MAD: 19.533, MAPE: 75.725, RMSE: 26.886)은 fixed effects 모형의 모형 적합도 (결정계수: 0.298, 로그-우도함수값: -3276.138, 우도비: 0.037)와 모형 설명력(MAD: 20.725, MAPE: 82.473, RMSE: 27.267)보다 우수한 것으로 나타났으며, 부상교통사고율에 대한 교통사고모형에서도 총 교통사고율의 산정결과와 동일하게 나타나 두 모형에서 random effects Tobit 회귀모형이 다소 우수한 것으로 분석되었다.

• Communications for Statistical Applications and Methods
• /
• 제7권3호
• /
• pp.817-827
• /
• 2000

In this paper, we investigate the Bayesian approach to random effect binomial regression models with improper prior due to the absence of information on parameter. We also propose a method of estimating the posterior moments and prediction and discuss some general methods for studying model assessment. The methodology is illustrated with Crowder's Seeds Data. Markov Chain Monte Carlo techniques are used to overcome the computational difficulties.

• Journal of the Korean Data and Information Science Society
• /
• 제15권2호
• /
• pp.379-386
• /
• 2004

This paper deals with a mixed logit model for vaccination data. The effect of a newly developed vaccine for a certain chicken disease can be evaluated by a noninfection rate after injecting chicken with the disease vaccine. But there are a lot of factors that might affect the noninfecton rate. Some of these are fixed and others are random. Random factors are sometimes coming from the sampling scheme for choosing experimental units. This paper suggests a mixed model when some fixed factors need to have different experimental sizes by an experimental design and illustrates how to estimate parameters in a suggested model.

• Communications for Statistical Applications and Methods
• /
• 제9권3호
• /
• pp.835-844
• /
• 2002

For the one-way random model when the ratio of the variance components is of interest, Bayesian analysis is often appropriate. In this paper, we develop the noninformative priors for the ratio of the variance components under the balanced one-way random effect model. We reveal that the second order matching prior matches alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and is a HPD(Highest Posterior Density) matching prior. It turns out that among all of the reference priors, the only one reference prior (one-at-a-time reference prior) satisfies a second order matching criterion. Finally we show that one-at-a-time reference prior produces confidence sets with expected length shorter than the other reference priors and Cox and Reid (1987) adjustment.

• 한국경영과학회:학술대회논문집
• /
• 한국경영과학회 1995년도 추계학술대회발표논문집; 서울대학교, 서울; 30 Sep. 1995
• /
• pp.88-97
• /
• 1995

This paper provides equation for computing the AOQ of an unreliable random FMS. The FMS is described using open central server model with network GI/G/S Queues. And the equation for AOQ is simplified due to computational complexities. Numerical example is used to show the effect of AOQ according to inspection location, reliability of equipment in an FMS, and the effect of difference of routing probability is compared after finding the AOQL of each machine center.