• Proceedings of the Korean Association for Survey Research Conference
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• 2007.11a
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• pp.213-230
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• 2007

Although the response model has been frequently applied to nonresponse weighting adjustment or imputation, the estimation under callbacks has been relatively underdeveloped in the response model. The estimation method using the response probability is developed under callbacks. A replication method for the estimation of the variance of the proposed estimation is also developed. Since the true response probability is usually unknown, we study the estimation of the response probability. Finally, we propose an estimator under callbacks using the ratio imputation as well as the response probability. The simulation study illustrates our techniques.

• Journal of the Korean Data and Information Science Society
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• v.19 no.2
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• pp.577-585
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• 2008

This paper suggests a marginal probability model for analyzing repeated polytomous response data when some factors are nested in others in treatment structures on a larger experimental unit. As a repeated measures factor, time is considered on a smaller experimental unit. So, two different experiment sizes are considered. Each size of experimental unit has its own design structure and treatment structure, and the marginal probability model can be constructed from the structures for each size of experimental unit. Weighted least squares(WLS) methods are used for estimating fixed effects in the suggested model.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.207-212
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• 2003

In this paper, we propose a class of imputed estimators using response probability. The proposed estimator can be justified under the response probability model and thus is robust against the failure of the assumed imputation model. We also propose a variance estimator that is justified under the response probability model.

• Communications for Statistical Applications and Methods
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• v.29 no.2
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• pp.263-275
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• 2022

Use of appropriate technique for non-response occurring in sample survey improves the accuracy of the estimation. Many studies have been conducted for handling non-ignorable non-response and commonly the response probability is estimated using the propensity score method. Recently, post-stratification method to obtain the response probability proposed by Chung and Shin (2017) reduces the effect of bias and gives a good performance in terms of the MSE. In this study, we propose a new response probability estimation method by combining the propensity score adjustment method using the logistic regression model with post-stratification method used in Chung and Shin (2017). The superiority of the proposed method is confirmed through simulation.

• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.407-420
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• 1998

This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.1-9
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• 2007

A three-state Markov logistic regression model is suggested to forecast the probability of tomorrow's precipitation based on the current meteorological situation. The suggested model turns out to be better than Markov regression model in the sense of the mean squared error of forecasting for the rainfall data of Seoul area.

• Journal of the Korean Statistical Society
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• v.32 no.2
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• pp.103-119
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• 2003

Properties of stochastic regression imputation are discussed under the uniform within-cell response model. Variance estimator is proposed and its asymptotic properties are discussed. A limited simulation is also presented.

• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.167-182
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• 1999

This article is concerned with the selection of subsets of predictor variables to be included in building the binary response probit regression model. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the probit regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. The appropriate posterior probability of each subset of predictor variables is obtained through the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as the one with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

• Journal of the Society of Naval Architects of Korea
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• v.57 no.5
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• pp.305-311
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• 2020

This study presents a probabilistic time series forecast of ship structural response using Bayesian inference combined with Volterra linear model. The structural response of a ship exposed to irregular wave excitation was represented by a linear Volterra model and unknown uncertainties were taken care by probability distribution of time series. To achieve the goal, Volterra series of first order was expanded to a linear combination of Laguerre functions and the probability distribution of Laguerre coefficients is estimated using the prepared data by treating Laguerre coefficients as random variables. In order to check the validity of the proposed methodology, it was applied to a linear oscillator model containing damping uncertainties, and also applied to model test data obtained by segmented hull model of 400,000 DWT VLOC as a practical problem.

• Structural Engineering and Mechanics
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• v.57 no.1
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• pp.21-43
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• 2016

A conditional probability based approach known as Particle Filter Method (PFM) is a powerful tool for system parameter identification. In this paper, PFM has been applied to identify the vehicle parameters based on response statistics of the bridge. The flexibility of vehicle model has been considered in the formulation of bridge-vehicle interaction dynamics. The random unevenness of bridge has been idealized as non homogeneous random process in space. The simulated response has been contaminated with artificial noise to reflect the field condition. The performance of the identification system has been examined for various measurement location, vehicle velocity, bridge surface roughness factor, noise level and assumption of prior probability density. Identified vehicle parameters are found reasonably accurate and reconstructed interactive force time history with identified parameters closely matches with the simulated results. The study also reveals that crude assumption of prior probability density function does not end up with an incorrect estimate of parameters except requiring longer time for the iterative process to converge.