• Title/Summary/Keyword: 공변량 변수

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공변량을 포함한 환자의 수명과 치료횟수의 모형화를 위한 개별환경효과의 적용

  • 박희창
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.447-458
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    • 1998
  • 본 논문에서는 환자의 수명과 치료횟수의 모형화를 위해 관측가능한 공변량을 포함하는 동시에 두 변수에 영향을 미치는 관측불가능한 환경요인을 고려하기 위한 개별환경효과모형을 도입하고자 한다. 개별환경효과를 나타내는 분포를 감마분포로 가정하여 사망시간과 치료횟수의 모형을 개발하고, 모형에 포함된 모수의 추론과정을 논의하며, 개발된 모형을 Autologous Blood and Marrow Transplant Registry(ABMTR)에 등록된 환자의 자료에 적용하여 환경효과를 고려하지 않은 독립모형과 비교하고자 한다.

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Non-stationary frequency analysis of monthly maximum daily rainfall in summer season considering surface air temperature and dew-point temperature (지표면 기온 및 이슬점 온도를 고려한 여름철 월 최대 일 강수량의 비정상성 빈도해석)

  • Lee, Okjeong;Sim, Ingyeong;Kim, Sangdan
    • Journal of Wetlands Research
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    • v.20 no.4
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    • pp.338-344
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    • 2018
  • In this study, the surface air temperature (SAT) and the dew-point temperature (DPT) are applied as the covariance of the location parameter among three parameters of GEV distribution to reflect the non-stationarity of extreme rainfall due to climate change. Busan station is selected as the study site and the monthly maximum daily rainfall depth from May to October is used for analysis. Various models are constructed to select the most appropriate co-variate(SAT and DPT) function for location parameter of GEV distribution, and the model with the smallest AIC(Akaike Information Criterion) is selected as the optimal model. As a result, it is found that the non-stationary GEV distribution with co-variate of exp(DPT) is the best. The selected model is used to analyze the effect of climate change scenarios on extreme rainfall quantile. It is confirmed that the design rainfall depth is highly likely to increase as the future DPT increases.

Covariate selection criteria for controlling confounding bias in a causal study (인과연구에서 중첩편향을 제거하기 위한 공변량선택기준)

  • Thepepomma, Seethad;Kim, Ji-Hyun
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.849-858
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    • 2016
  • It is important to control confounding bias when estimating the causal effect of treatment in an observational study. We illustrated that the covariate selection in the causal inference is different from the variable selection in the ANCOVA model. We then investigated the three criteria of covariate selection for controlling confounding bias, which can be used when we have inadequate information to draw a complete causal graph. VanderWeele and Shpitser (2011) proposed one of them and claimed it was better than the other two. We show by example that their criterion also has limitations and some disadvantages. There is no clear winner; however, their criterion is better (if some correction is made on its condition) than the other two because it can remove the confounding bias.

Comparing the Randomization Methods Considering the Covariates in a Clinical Trial (임상시험에서의 공변량을 고려한 확률화 방법들의 비교)

  • Yu, A-Mi;Lee, Jae-Won
    • The Korean Journal of Applied Statistics
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    • v.23 no.6
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    • pp.1047-1056
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    • 2010
  • In clinical trials, patients should be randomly allocated to treatment and control groups that consider the balance of their prognostic factors(covariates). There are many randomization methods and stratification is popular in Korea. In stratification, patients are divided into strata based on covariates and then the patients are randomly assigned to the arms of each strata. If the number of covariates increases then the number of strata increases rapidly and the results may not be reliable when the patients are inadequate in each strata. To complement this problem Pocock and Simon (1975) suggested a new randomization method that called for minimization focusing on the balance of covariates. In this study, we compare the advantages and disadvantages, the imbalance of covariates, the power of minimization, and other randomization methods by simulation.

Penalized variable selection in mean-variance accelerated failure time models (평균-분산 가속화 실패시간 모형에서 벌점화 변수선택)

  • Kwon, Ji Hoon;Ha, Il Do
    • The Korean Journal of Applied Statistics
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    • v.34 no.3
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    • pp.411-425
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    • 2021
  • Accelerated failure time (AFT) model represents a linear relationship between the log-survival time and covariates. We are interested in the inference of covariate's effect affecting the variation of survival times in the AFT model. Thus, we need to model the variance as well as the mean of survival times. We call the resulting model mean and variance AFT (MV-AFT) model. In this paper, we propose a variable selection procedure of regression parameters of mean and variance in MV-AFT model using penalized likelihood function. For the variable selection, we study four penalty functions, i.e. least absolute shrinkage and selection operator (LASSO), adaptive lasso (ALASSO), smoothly clipped absolute deviation (SCAD) and hierarchical likelihood (HL). With this procedure we can select important covariates and estimate the regression parameters at the same time. The performance of the proposed method is evaluated using simulation studies. The proposed method is illustrated with a clinical example dataset.

Partial Canonical Correlation Biplot (편정준상관 행렬도)

  • Yeom, Ah-Rim;Choi, Yong-Seok
    • The Korean Journal of Applied Statistics
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    • v.24 no.3
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    • pp.559-566
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    • 2011
  • Biplot is a useful graphical method to explore simultaneously rows and columns of two-way data matrix. In particular, canonical correlation biplot is a method for investigating two sets of variables and observations in canonical correlation analysis graphically. For more than three sets of variables, we can apply the generalized canonical correlation biplot in generalized canonical correlation analysis which is an expansion of the canonical correlation analysis. On the other hand, we consider the set of covariate variables which is affecting the linearly two sets of variables. In this case, if we apply the generalized canonical correlation biplot, we cannot clearly interpret the other two sets of variables due to the effect of the set of covariate variables. Therefor, in this paper, we will apply the partial canonical correlation analysis of Rao (1969) removing the linear effect of the set of covariate variables on two sets of variables. We will suggest the partial canonical correlation biplot for inpreting the partial canonical correlation analysis graphically.

The EM algorithm for mixture regression with missing covariates (결측 공변량을 갖는 혼합회귀모형에서의 EM 알고리즘)

  • Kim, Hyungmin;Ham, Geonhee;Seo, Byungtae
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1347-1359
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    • 2016
  • Finite mixtures of regression models provide an effective tool to explore a hidden functional relationship between a response variable and covariates. However, it is common in practice that data are not fully observed due to several reasons. In this paper, we derived an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimator when some covariates are missing at random in the finite mixture of regression models. We conduct some simulation studies and we also provide some real data examples to show the validity of the derived EM algorithm.

Clinical data analysis in retrospective study through equality adjustment between groups (후향적연구의 집단 간 동등성확보를 통한 임상자료분석)

  • Kwak, Sang Gyu;Shin, Im Hee
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1317-1325
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    • 2015
  • There are two types of clinical research to figure out risk factor for disease using collected data. One is prospective study to approach the subjects from the present time and the other is retrospective study to find the risk factor using the subject's information in the past. Both approached and study design are different but the purpose of the two studies is to identify a significant difference between two groups and to find out what the variables to influence groups. Especially when comparing the two groups in clinical research, we have to look at the difference between the impact clinical variables by group while controlling the influence of the baseline characteristics variables such as age and sex. However, in the retrospective study, the difference of baseline characteristic variables can occur more frequently because the past records did not randomly assign subjects into two groups. In clinical data analysis use covariates to solve this problem. Typically, the analysis method using the analysis of covariance of variance, adjusted model, and propensity score matching method. This study is introduce the way of equality adjustment between groups data analysis using covariates in retrospective clinical studies and apply it to the recurrence of gastric cancer data.

Applying Propensity Score Adjustment on Election Web Surveys (인터넷 선거조사에서 성향가중모형 적용사례)

  • Lee, Kay-O;Jang, Deok-Hyun
    • Survey Research
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    • v.10 no.3
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    • pp.21-36
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    • 2009
  • This study suggests the applicability of web surveys regarding elections in order to contact a great number of young people. The propensity weighting model was estimated using the demographic variables and the covariate variables collected during the 2007 presidential election surveys. In order to adjust the internet survey to the telephone survey, we used the propensity score method. Propensity score weighting made the internet survey results closer to the telephone survey results. This shows that an internet survey with propensity weighting model is a potential alternative survey method in the prediction of elections.

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Correlation Analysis Between Climate Indices and Long-Term Trend of Extreme Rainfall using EEMD (앙상블 경험적 모드분해법을 이용한 기상인자와 우리나라 극치강우의 장기경향성간의 상관성 분석)

  • Kim, Hanbeen;Joo, Kyungwon;Kim, Taereem;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.230-230
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    • 2019
  • 대규모순환패턴과 같은 기후시스템에서의 상태와 변화를 정량화하여 나타낸 기상인자는 수문기상학적 변수와 밀접한 연관이 있는 것으로 알려져 있으며, 이에 따라 비정상성 빈도해석의 수행에 있어서 확률분포모형의 매개변수에 대한 공변량으로 널리 활용되고 있다. 본 연구에서는 비정상성 강우빈도해석 시 매개변수의 공변량으로 우리나라의 극치강우의 장기경향성을 잘 반영할 수 있는 기상인자를 선정하고자 한다. 먼저, 시계열자료를 주기성을 가지는 내재모드함수와 장기경향성을 나타내는 잔여값으로 분해할 수 있는 앙상블 경험적 모드분해법을 이용하여 우리나라 전역에 분포된 61개 지점에서 관측된 연 최대치 강우자료의 평균 및 분산에 대한 잔여값을 추출하였다. 다음으로 11개의 월 단위 기상인자에 대한 계절별 연 평균 시계열과 추출된 평균 및 분산의 잔여값과의 상관계수를 산정하였다. 그 결과, 11개의 기상인자 중 Atlantic Meridional Mode (AMM), Atlantic Multi-decadal Oscillation (AMO), North Atlantic Oscillation (NAO)가 우리나라 연 최대치 강우자료의 평균 및 분산에 대한 장기경향성과 높은 상관성이 있는 것으로 나타났다. 계절적으로는 AMM과 AMO의 경우 이전 년도 가을철 평균이 전 지점 평균 약 0.6, NAO는 이전 년도 여름철 평균이 전 지점 평균 0.3 이상의 유의한 상관계수를 가지는 것으로 나타났다.

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