• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.149-150
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• 2003

소표본 분할표 자료에서 적합도 검정통계량들의 카이제곱 근사 적용 가능에 대하여 많은 연구가 진행되었다. 소표본에서 세 가지 검정 통계량(피어슨 카이제곱 $X^{2}$, 일반화 가능도비 $G^{2}$, 그리고 역발산 I(2/3) 검정통계량)에 관하여 비교한 Rudas(1986)의 연구를 확장하여, 최근에 제안된 차이측도(BWHD(1/9), BWCS(1/3), NED(4/3) 검정통계량)를 포함시켜 비교 분석하였다. 독립모형의 이차원 분할표, 조건부 독립모형과 한 변수 독립 모형을 따르는 삼차원 분할표에 대한 모의실험을 통하여 생성된 90과 95 백분위수와 이에 대응하는 95% 신뢰구간을 살펴보고 실제 백분위수와 비교하였다. 그 결과 $X^{2}$, I(2/3), 그리고 BWHD(1/9) 검정통계량이 유사한 결과를 나타내었고 이 통계량들이 기존에 제안된 검정통계량들보다 적은 표본크기에서도 카이제곱 근사방법에 적용 가능함을 발견하였다.

• The Korean Journal of Applied Statistics
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• v.31 no.4
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• pp.475-484
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• 2018

Gamma generalized linear models are useful for non-negative and skewed responses. However, these models have received less attention than Poisson and binomial generalized linear models. In particular, hypothesis testing for the significance of regression coefficients has not been thoroughly studied. In this paper we assess the performance of various test statistics for gamma generalized linear models based on numerical studies. Our results show that the likelihood ratio test and F-type test are generally recommended and that the partial deviance test should be avoided in practice.

• 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.23 no.1
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• pp.13-28
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• 2010

Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.335-340
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• 2003

최근 들어 생존분석 기법이 여러 분야에서 관심을 모으고 있을 뿐 아니라 생존자료를 분석하기 위한 여러 패키지들도 개발되어 연구되고 있다. 본고에서는 생존분석의 여러 모형을 간략히 소개하고 생존자료를 분석하기 위하여 널리 사용되고 있는 패키지인 SAS, SPSS, STATA의 기능을 찾아보고 그들의 특징을 비교 조사할 것이다.

• The Korean Journal of Applied Statistics
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• v.31 no.3
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• pp.409-416
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• 2018

Significant research has been conducted in the financial sector on the behavior of investors in the stock market. In this paper, we directly measure the degree of interest using the ranking of the frequency mentioned in the stock message board operated by Daum Communications Corp. and test the fact that the higher ranking of the frequency results in the higher stock returns in order to investigate the attention effect on the stock returns in the Korean stock market. We also propose and apply the likelihood ratio test procedure for order restricted hypotheses in order to test the attention effect. The test results shows that the higher rank in the frequency mentioned in the message board is related to stock returns (p-value < $10^{-6}$). Therefore, we conclude that an investors' attention effects exist in the Korean stock market.

• Clinical and Experimental Pediatrics
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• v.51 no.11
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• pp.1158-1164
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• 2008

Purpose : To investigate the discriminative ability of pediatric index of mortality 2 (PIM2) and pediatric risk of mortality III (PRISM III) in predicting mortality in children admitted into the intensive care unit (ICU). Methods : We retrospectively analyzed variables of PIM2 and PRISM III based on medical records with children cared for in a single hospital ICU from January 2003 to December 2007. Exclusions were children who died within 2 h of admission into ICU or hopeless discharge. We used Students t test and ANOVA for general characteristics and for correlation between survivors and non-survivors for variables of PIM2 and PRISM III. In addition, we performed multiple logistic regression analysis for Hosmer-Lemeshow goodness-of-fit, receiver operating characteristic curve (ROC) for discrimination, and calculated standardized mortality ratio (SMR) for estimation of prediction. Results : We collected 193 medical records but analyzed 190 events because three children died within 2 h of ICU admission. The variables of PIM2 correlated with survival, except for the presence of post-procedure and low risk. In PRISM III, there was a significant correlation for cardiovascular/neurologic signs, arterial blood gas analysis but not for biochemical and hematologic data. Discriminatory performance by ROC showed an area under the curve 0.858 (95% confidence interval; 0.779-0.938) for PIM2, 0.798 (95% CI; 0.686-0.891) for PRISM III, respectively. Further, SMR was calculated approximately as 1 for the 2 systems, and multiple logistic regression analysis showed ${\chi}^2(13)=14.986$, P=0.308 for PIM2, ${\chi}^2(13)=12.899$, P=0.456 for PRISM III in Hosmer-Lemeshow goodness-of-fit. However, PIM2 was significant for PRISM III in the likelihood ratio test (${\chi}^2(4)=55.3$, P<0.01). Conclusion : We identified two acceptable scoring systems (PRISM III, PIM2) for the prediction of mortality in children admitted into the ICU. PIM2 was more accurate and had a better fit than PRISM III on the model tested.