• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.359-364
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• 2005

This paper considers a specification test of conditional Poisson regression model for time series count data. Although conditional models for count data have received attention and proposed in several ways, few studies focused on checking its adequacy. Motivated by the test of martingale difference assumption, a specification test via Ljung-Box statistic is proposed in the conditional model of the time series count data. In order to illustrate the performance of Ljung- Box test, simulation results will be provided.

• Journal of the Korean Statistical Society
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• 제25권3호
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• pp.433-444
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• 1996

In contrast to the multiplicative risk model, the additive risk model specifies that the hazard function with covariates is the sum of, rather than product of, the baseline hazard function and the regression function of covariates. We, in this paper, propose a method for checking the adequacy of the additive risk model based on partial-sum of matingale residuals. Under the assumed model, the asymptotic properties of the proposed test statistic and approximation method to find the critical values of the limiting distribution are studied. Several real examples are illustrated.

• Communications for Statistical Applications and Methods
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• 제15권1호
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• pp.27-41
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• 2008

그림으로 일반화 선형모형의 적합성을 진단하는 방법을 제안한다. 이 그림은 일반화 선형모형에서 연결함수를 설명변수들의 선형결합으로 표현할 수 있다는 가정을 진단할 때 유용하다. 이 그림에서 연결함수와 설명변수들의 관계를 비모수적으로 추정하는 작업이 필요한데, 이를 위해 여러 가능한 기법중에서 부스팅 기법을 적용하였다. 정규분포와 이항분포 자료로 모의실험을 실시하여 새로이 제안한 진단그림의 효과성을 보였다. 그리고 진단그림의 한계와 기술적 세부사항들을 설명하였다.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.379-402
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• 1994

Graphical and numerical methods for checking the assumption of proportional hazards of Cox model for censored survival data are discussed. The strenths and weaknessess of several goodness of fit tests for the propotional hazards for the two-sample problem are evaluated with Monte Carlo simulations, and the tests of Schoenfeld (1980), Andersen (1982), Wei (1984), and Gill and Schumacher (1987) are considered. The goodness of fit methods are illustrated with the survival data of patients who had chronic liver disease and had been treated with the endoscopy injection sclerotheraphy. Two other examples of data known to have nonpropotional hazards are also used in the illustration.

• Communications for Statistical Applications and Methods
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• 제23권3호
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• pp.231-239
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• 2016

A graphical diagnostic method based on multiple case deletions in a regression context is introduced by using the sampling distribution of the difference between two least squares estimators with and without multiple cases. Principal components analysis plays a key role in deriving this diagnostic method. Multiple case deletions of test statistic are also considered when a new observation is fitted to a given regression model. The result is useful for detecting influential observations in econometric data analysis, for example in checking whether the consumption pattern at a later time is the same as the one found before or not, as well as for investigating the influence of cases in the usual regression model. An illustrative example is given.

• 정보과학회 컴퓨팅의 실제 논문지
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• 제23권4호
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• pp.256-261
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• 2017

사회 기반 시설을 비롯하여 다양한 도메인에서 하나의 시스템이 아닌 다수의 독립 시스템으로 구성된 시스템 오브 시스템즈(System of Systems, 이하 SoS)의 개념이 대두되고 있다. 단일 시스템으로는 만족하기 어려운 복잡한 요구사항을 SoS 수준에서 보다 효과적으로 만족할 수 있을 것으로 기대되기 때문이다. SoS를 구성하는 독립 시스템을 구성 시스템(Constituent System, 이하 CS)이라 부르며, 다수의 CS와 그들의 상호작용을 고려하여 제한된 자원 안에서 SoS 수준의 목표 달성 여부를 검증하는 것이 SoS 공학의 핵심 문제 중 하나이다. 최근 SoS 개발을 위한 기초 연구는 활발하게 이루어졌으나, SoS 모델링 및 검증에 대한 구체적인 사례 기반 연구는 거의 존재하지 않는다. 본 연구는 SoS와 CS가 자신의 목표를 달성하기 위해 독립적으로 의사결정을 수립한다는 특성에 기반을 두어, 개별 행동의 비용과 이익대비 효용을 기준으로 의사결정을 하는 행동-이익-비용(Action-Benefit-Cost) SoS 모델을 제안하고, SoS 예제의 모델링과 정량적 검증 사례 연구를 수행한다.

• 한국소음진동공학회논문집
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• 제14권7호
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• pp.551-560
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• 2004

A method how to determine the shock response spectrum from the FRF of the statistical energy analysis( SEA ) is presented here. The system of 3 different Plates connected by bolt joints is selected simulating missile structural sections Joined together. First, the SEA model was rendered by SEA parameters which were determined from experimental SEA method. Then, the mobility power was input to the SEA model and we can verify the validity of the model in the medium to high frequency range checking the reproduction of output average velocity. And, the shock induced shock response spectrum(SRS) was obtained using SEA FRF and arbitrarily chosen experimental FRF. We have compared the thus obtained SRS with actually measured SRS and they were relatively in good agreement. In this paper, we used the measured SEA FRF and therefore we have got the SRS well agreed with actually measured SHS even in the low frequency range. If the SEA FRF of well verified SEA model is used, the good result will come out in SEA effective frequency range which is more important at SRS.

• Journal of the Korean Data and Information Science Society
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• 제8권2호
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• pp.195-209
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• 1997

일반화 선형모형의 범위를 크게 확장한 준-우도 모형에서 반응변수의 분산성분인 산포모수가 상수가아니라 어떤 공변량들의 값에 의존하여 변하는 경우, 평균과 산포의 동시 모형화가 요구된다. 본 논문에서는 준-우도 모형에서 평균과 산포의 동시 모형화를 통해 실제 자료를 쉽게 분석하도록 해주는 통계 패키지 GENSTAT(release 5.3.2, 1996)을 활용하여, Carrol과 Ruppert(1987,pp.46-47)에 의해 소개된 에스테르 분해효소 (esterase assay)의 자료에 대해 그래픽 방법을 이용한 모형검토를 통해서 기존의 평균모형 보다는 평균과 산포의 동시 모형화를 고려해야 하는 필요성을 언급한 뒤, 그 자료에 대한 적절한 평균과 산포의 동시 모형을 찾는 방법을 연구한다.

• Journal of the Korean Statistical Society
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• 제29권2호
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• pp.201-217
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• 2000

The method of generalized estimating equations (GEE) has become very popular for the analysis of longitudinal data. We extend this work to the use of M-estimators; the resultant regression estimates are robust to heavy tailed errors and to outliers. The proposed method does not require correct specification of the dependence structure between observation, and allows for heterogeneity of the error. However, an estimate of the dependence structure may be incorporated, and if it is correct this guarantees a higher efficiency for the regression estimators. A goodness-of-fit test for checking the adequacy of the assumed M-estimation regression model is also provided. Simulation studies are conducted to show the finite-sample performance of the new methods. The proposed methods are applied to a real-life data set.

• Journal of the Korean Data and Information Science Society
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• 제8권2호
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• pp.247-260
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• 1997

The quasi-likelihood models which greatly widened the scope of generalized linear models are widely used in data analysis where a likelihood is not available. Since a quasi-likelihood may not appear to be an ordinary likelihood for any known distribution in the natural exponential family, to fit the quasi-likelihood models the standard statistical packages such as GLIM, GENSTAT, S-PLUS and so on may not directly applied. SAS/IML is very useful for fitting of such models. In this paper, we present simple SAS/IML(version 6.11) program which helps to fit and analyze the quasi-likelihood models applied to the leaf-blotch data introduced by Wedderburn(1974), and the problem with deviance useful generally to model checking is pointed out, and then its solution method is mention through the data analysis based on this quasi-likelihood models checking.