• Communications for Statistical Applications and Methods
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• v.25 no.4
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• pp.373-383
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• 2018

The spatial scan statistic is a widely used method to detect spatial clusters. The method imposes a large number of scanning windows with pre-defined shapes and varying sizes on the entire study region. The likelihood ratio test statistic comparing inside versus outside each window is then calculated and the window with the maximum value of test statistic becomes the most likely cluster. The results of cluster detection respond sensitively to the shape and the maximum size of scanning windows. The shape of scanning window has been extensively studied; however, there has been relatively little attention on the maximum scanning window size (MSWS) or maximum reported cluster size (MRCS). The Gini coefficient has recently been proposed by Han et al. (International Journal of Health Geographics, 15, 27, 2016) as a powerful tool to determine the optimal value of MRCS for the Poisson-based spatial scan statistic. In this paper, we apply the Gini coefficient to normal-based spatial scan statistics. Through a simulation study, we evaluate the performance of the proposed method. We illustrate the method using a real data example of female colorectal cancer incidence rates in South Korea for the year 2009.

• Journal of Korean Academy of Nursing
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• v.51 no.3
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• pp.280-293
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• 2021

Purpose: This study aimed to identify the risk factors for diabetic foot ulceration (DFU) to develop and evaluate the performance of a DFU prediction model and nomogram among people with diabetes mellitus (DM). Methods: This unmatched case-control study was conducted with 379 adult patients (118 patients with DM and 261 controls) from four general hospitals in South Korea. Data were collected through a structured questionnaire, foot examination, and review of patients' electronic health records. Multiple logistic regression analysis was performed to build the DFU prediction model and nomogram. Further, their performance was analyzed using the Lemeshow-Hosmer test, concordance statistic (C-statistic), and sensitivity/specificity analyses in training and test samples. Results: The prediction model was based on risk factors including previous foot ulcer or amputation, peripheral vascular disease, peripheral neuropathy, current smoking, and chronic kidney disease. The calibration of the DFU nomogram was appropriate (χ² = 5.85, p = .321). The C-statistic of the DFU nomogram was .95 (95% confidence interval .93~.97) for both the training and test samples. For clinical usefulness, the sensitivity and specificity obtained were 88.5% and 85.7%, respectively at 110 points in the training sample. The performance of the nomogram was better in male patients or those having DM for more than 10 years. Conclusion: The nomogram of the DFU prediction model shows good performance, and is thereby recommended for monitoring the risk of DFU and preventing the occurrence of DFU in people with DM.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.419-437
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• 1995

Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.205-211
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• 2006

For a linear regression model, the necessary and sufficient condition for the asymptotic consistency of the outlier test statistic is known. An analogous condition for the nonlinear regression model is considered in this paper.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.75-83
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• 2016

We propose methodology to analyze the dynamic mechanisms of financial market contagion under market integration using a biological contagion analytical approach. We employ U-statistic to measure market integration, and a dynamic model based on an error correction mechanism (single equation error correction model) and latent factor model to examine market contagion. We also use quantile regression and Wald-Wolfowitz runs test to test market contagion. This methodology is designed to effectively handle heteroscedasticity and correlated errors. Our simulation results show that the single equation error correction model fits well with the linear regression model with a stationary predictor and correlated errors.

• Journal of Korean Society of Transportation
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• v.17 no.5
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• pp.99-110
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• 1999

This study deals with the adaptability questions of O-D table estimation models. Its objectives are two-fold; (1) to estimate the characteristics of various O-D table estimation models(i.e. linear regression models. entropy models and statistic models) and (2) to find the model which estimates the O-D table with the best accuracy under the various data conditions. In Pursuing the above, this study gives the particular attentions to the test of the models, using the Sioux Falls network and equilibrium assignment method of MINUTP. The major findings are the followings. Firstly. it finds that the statistic models have the most goodness of fat among all models, if the required data are all Prepared. But it Presents that statistic models are the most sensitive against the underspecification and inconsistency problems of link data. Secondly, It shows that the linear regression models have the worst goodness of fat among all models. But the linear regression models are the most insensitive to the underspecification and inconsistency problems. Thirdly, THE/1 model of entropy model is sensitive against the underspecification and incon-sistency problems, but THE/2 model is insensitive. Finally, other informations like total volume, zonal Production and attraction volumes in 0-D table, help models to gain the better goodness of fit. Especially, in the statistic models. both the zonal production and attraction volume data are helpful to estimate the link volumes. It can be expected that the results dive some implications not only to the selection of optimal model under the various given data, but also to the development or modification of model.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.455-467
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• 2003

There has been a long debate on the applicability of the chi-square approximation to statistics based on small sample size. Extending comparison results among Pearson chi-square Χ$^2$, generalized likelihood .ratio G$^2$, and the power divergence Ι(2/3) statistics suggested by Rudas(1986), recently developed disparity statistics (BWHD(1/9), BWCS(1/3), NED(4/3)) we compared and analyzed in this paper. By Monte Carlo studies about the independence model of two dimension contingency tables, the conditional model and one variable independence model of three dimensional tables, simulated 90 and 95 percentage points and approximate 95% confidence intervals for the true percentage points are obtained. It is found that the Χ$^2$, Ι(2/3), BWHD(1/9) test statistics have very similar behavior and there seem to be applcable for small sample sizes than others.

• The Korean Journal of Applied Statistics
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• v.17 no.3
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• pp.547-556
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• 2004

This paper consider the testing problem of variance component for the unbalanced two-way error component model with nuisance parameter. We derive the one-sided LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual) effects are present. Using the Monte Carlo experiments, the computational more demanding LR test slightly underestimates the nominal size and has the low powers relative to LM test statistic.

• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.365-382
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• 1997

In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.301-317
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• 2022

In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.