• Title/Summary/Keyword: 분산-공분산 행렬

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Detecting Influential Observations in Multivariate Statistical Analysis of Incomplete Data by PCA (주성분분석에 의한 결손 자료의 영향값 검출에 대한 연구)

  • 김현정;문승호;신재경
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.383-392
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    • 2000
  • Since late 1970, methods of influence or sensitivity analysis for detecting influential observations have been studied not only in regression and related methods but also in various multivariate methods. If results of multivariate analyses sometimes depend heavily on a small number of observations, we should be very careful to draw a conclusion. Similar phenomena may also occur in the case of incomplete data. In this research we try to study such influential observations in multivariate statistical analysis of incomplete data. Case of principal component analysis is studied with a numerical example.

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Analysis of Consumer's Purchasing Behavior on ICT Devices and Convergence Services in Korea (정보통신기기와 융합서비스에 대한 소비자 구매행태 분석)

  • Shin, Jungwoo;Kim, Chang Seob;Lee, Misuk
    • Informatization Policy
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    • v.21 no.4
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    • pp.81-97
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    • 2014
  • The purpose of this research is to analyze consumers'choice behavior with regard to information and communication technology(ICT) devices and related services. This research focuses on the relationships not only within each category but also among different categories by considering multiple choice situations in a variety of categories simultaneously. The multivariate probit model with demographic variables and the alternative specific constant model with variance-covariance matrix are estimated using survey data; moreover, the multi-dimensional scaling method is utilized for the presentation of the relationship map. It is evident from the results that some devices and services have a complementary or substitute relationship each other. This study can provide useful information for the development of new products and services by understanding and predicting consumer's behavior.

A Network Sensor Location Model Considering Discrete Characteristics of Data Collection (데이터 수집의 이산적 특성을 고려한 네트워크 센서 위치 모형)

  • Yang, Jaehwan;Kho, Seung-Young;Kim, Dong-Kyu
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.16 no.5
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    • pp.38-48
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    • 2017
  • Link attributes, such as speed, occupancy, and flow, are essential factors for transportation planning and operation. It is, therefore, one of the most important decision-making problems in intelligent transport system (ITS) to determine the optimal location of a sensor for collecting the information on link attributes. This paper aims to develop a model to determine the optimal location of a sensor to minimize the variability of traffic information on whole networks. To achieve this, a network sensor location model (NSLM) is developed to reflect discrete characteristics of data collection. The variability indices of traffic information are calculated based on the summation of diagonal elements of the variance-covariance matrix. To assess the applicability of the developed model, speed data collected from the dedicated short range communication (DSRC) systems were used in Daegu metropolitan area. The developed model in this study contributes to the enhancement of investment efficiency and the improvement of information accuracy in intelligent transport system (ITS).

A Study on Stochastic Simulation Models to Internally Validate Analytical Error of a Point and a Line Segment (포인트와 라인 세그먼트의 해석적 에러 검증을 위한 확률기반 시뮬레이션 모델에 관한 연구)

  • Hong, Sung Chul;Joo, Yong Jin
    • Spatial Information Research
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    • v.21 no.2
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    • pp.45-54
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    • 2013
  • Analytical and simulation error models have the ability to describe (or realize) error-corrupted versions of spatial data. But the different approaches for modeling positional errors require an internal validation that ascertains whether the analytical and simulation error models predict correct positional errors in a defined set of conditions. This paper presents stochastic simulation models of a point and a line segm ent to be validated w ith analytical error models, which are an error ellipse and an error band model, respectively. The simulation error models populate positional errors by the Monte Carlo simulation, according to an assumed error distribution prescribed by given parameters of a variance-covariance matrix. In the validation process, a set of positional errors by the simulation models is compared to a theoretical description by the analytical error models. Results show that the proposed simulation models realize positional uncertainties of the same spatial data according to a defined level of positional quality.

Kalman filter modeling for the estimation of tropospheric and ionospheric delays from the GPS network (망기반 대류 및 전리층 지연 추출을 위한 칼만필터 모델링)

  • Hong, Chang-Ki
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.30 no.6_1
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    • pp.575-581
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    • 2012
  • In general, various modeling and estimation techniques have been proposed to extract the tropospheric and ionospheric delays from the GPS CORS. In this study, Kalman filter approach is adopted to estimate the tropospheric and ionospheric delays and the proper modeling for the state vector and the variance-covariance matrix for the process noises are performed. The coordinates of reference stations and the zenith wet delays are estimated with the assumption of random walk stochastic process. Also, the first-order Gauss-Markov stochastic process is applied to compute the ionospheric effects. For the evaluation of the proposed modeling technique, Kalman filter algorithm is implemented and the numerical test is performed with the CORS data. The results show that the atmospheric effects can be estimated successfully and, as a consequence, can be used for the generation of VRS data.

Studying on parents' satisfactory factor to elementary school which their children go to. - focusing on Anyang city (위계적 선형모형을 이용한 초등학교 학부모의 자녀의 학교여건 만족도 영향 분석 - 안양시 사례)

  • Kim, Ho-Il;Chun, Heui-Ju
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1009-1020
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    • 2010
  • In this study, we applied a hierarchial linear model to Anyang city data because students and their schools are hierarchial data structure. As a result, main factors which affect parents' satisfaction to school which their children go to are parents' satisfaction to Anyang city's education policies and areas which their schools located at. We suggest based on the analysis by this hierarchial linear model that if Anyang city make educational policies more efficient and effective in order for students to study in public school without private education and if Anyang city improve environment related with school like those of new cities, parents' satisfaction to school which their children go to will be increased.

Assessing Correlation between Two Variables in Repeated Measurements using Mixed Effect Models (혼합모형을 이용한 반복 측정된 변수들 간의 상관분석)

  • Han, Kyunghwa;Jung, Inkyung
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.201-210
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    • 2015
  • Repeated measurements on each variables of interest often arise in bioscience or medical research. We need to account for correlations among repeated measurements to assess the correlation between two variables in the presence of replication. This paper reviews methods to estimate a correlation coefficient between two variables in repeated measurements using the variance-covariance matrix of linear mixed effect models. We analyze acoustic radiation force impulse imaging (ARFI) data to assess correlation between three shear wave velocity (SWV) measurements in liver or spleen and spleen length by ultrasonography. We present how to obtain parameter estimates for the variance-covariance matrix and correlations in mixed effects models using PROC MIXED in SAS.

Estimation of Genetic Parameter for Linear Type Traits in Holstein Dairy Cattle in Korea (Holstein종 젖소의 선형심사형질에 대한 유전모수추정)

  • Lee, Ki-Hwan;Sang, Byung-Chan;Nam, Myoung-Soo;Do, Chang-Hee;Choi, Jae-Gwan;Cho, Kawng-Hyun
    • Journal of Animal Science and Technology
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    • v.51 no.5
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    • pp.345-352
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    • 2009
  • This study utilized 332,625 records of linear type scores consisting for 15 primary traits, 22,175 final score and 84,612 pedigree information of 22,175 Holstein cows from 1993 to 2007 in Korea to estimate genetic parameters for 16 type traits. Genetic and error (co)variances between two traits selected from 16 traits were estimated using bi-trait pairwise analyses with DFREML package. The estimated heritabilities for stature (ST), strength (STR), body depth (BD), dairy form (DF), rump angle (RA), thurl width (TW), rear legs side view (RLSV), foot angle (FA), fore udder attachment (FUA), rear udder height (RUH), rear udder width (RUW), udder cleft (UC), udder depth (UD), front teat placement (FTP), front teat length (FTL) and final score (FS) were 0.31, 0.21, 0.25, 0.10, 0.29, 0.19, 0.09, 0.06, 0.12, 0.13, 0.12, 0.08, 0.26, 0.20, 0.28 and 0.15, respectively. ST had the highest positive genetic correlation with BD (0.90), while RLSV had the highest negative genetic correlation with FA (-0.56). RA had negative genetic correlation with most udder traits (-0.17~-0.02). Especially, RUW had the higher positive genetic correlation with STR (0.60), BD (0.62), and TW (0.49), however, UD had the higher negative genetic correlation with STR (-0.40) and BD (-0.40). FTL had negative genetic correlation with FUA, RUH, RUW, UC and UD. FS had positive genetic correlation with UC, UD and FTP (0.12, 0.18 and 0.20). However, additional research is needed on the use of these parameters in the genetic evaluation because estimated genetic and error variance-covariance matrices were not positive definite.

A statistical analysis of the fat mass experimental data using random coefficient model (변량계수모형을 이용한 체지방 실험자료에 관한 통계적 분석)

  • Jo, Jin-Nam
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.287-296
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    • 2011
  • Thirty six female students participated in the experiment of the fat mass weight loss. they kept diary for foods they ate every day, took a picture of the foods, transmitted the picture to the experimenter by the camera phone, and consulted him about fat mass loss once a week for 8 weeks period. Fat mass weight and its related factors of the students had been measured repeatedly every week during 8 weeks, The repeated measurement data were used for applying various random coefficient models. And hence optimal random coefficient model was selected. From the optimal model, the baseline, body mass index, diastolic blood pressure, total cholesterol and time of the fixed factors were very significant. The fixed quadratic time effect existed. The variance components corresponding to the subject effect, linear time effect of the random coefficients were all positive. Thus random coefficients up to the linear terms were considered as the optimal model. The treatment effect reduced the weight loss to an average of 2.1kg at the end of the period.

Multivariate empirical distribution plot and goodness-of-fit test (다변량 경험분포그림과 적합도 검정)

  • Hong, Chong Sun;Park, Yongho;Park, Jun
    • The Korean Journal of Applied Statistics
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    • v.30 no.4
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    • pp.579-590
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    • 2017
  • The multivariate empirical distribution function could be defined when its distribution function can be estimated. It is known that bivariate empirical distribution functions could be visualized by using Step plot and Quantile plot. In this paper, the multivariate empirical distribution plot is proposed to represent the multivariate empirical distribution function on the unit square. Based on many kinds of empirical distribution plots corresponding to various multivariate normal distributions and other specific distributions, it is found that the empirical distribution plot also depends sensitively on its distribution function and correlation coefficients. Hence, we could suggest five goodness-of-fit test statistics. These critical values are obtained by Monte Carlo simulation. We explore that these critical values are not much different from those in text books. Therefore, we may conclude that the proposed test statistics in this work would be used with known critical values with ease.