• The Korean Journal of Applied Statistics
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• v.20 no.3
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• pp.561-571
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• 2007

Local linear regression estimator is the most widely used nonparametric regression estimator which has a number of advantages over the traditional kernel estimators. It is well known that local linear estimator can produce erratic result in sparse regions in the realization of the design and the interpolation method of Hall and Turlach (1997) is the very efficient way to resolve this problem. However, it has been never pointed out that Hall and Turlach's interpolation method is very sensitive to outliers. In this paper, we propose the robust version of the interpolation method for adapting to sparse design. The finite sample properties of the method is compared with Hall and Turlach's method by the simulation study.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.957-981
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• 2017

A generalized linear mixed model is an extension of a generalized linear model that allows random effect as well as provides flexibility in developing a suitable model when observations are correlated or when there are other underlying phenomena that contribute to resulting variability. We describe maximum likelihood estimation methods for logistic regression models that include random effects - the Laplace approximation, Gauss-Hermite quadrature, adaptive Gauss-Hermite quadrature, and pseudo-likelihood. Applications are provided with social science problems by analyzing the effect of mental health and life satisfaction on volunteer activities from Korean welfare panel data; in addition, we observe that the inclusion of random effects in the model leads to improved analyses with more reasonable inferences.

• Proceedings of the Korean Information Science Society Conference
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• 2001.10a
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• pp.310-312
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• 2001

샘플링되지 않은 불확실한 이동객체의 위치값을 추정하기 위한 기존의 연구방범 중 가장 보편적으로 사용하고 있는 방법은 선형 보간법이다. 선형 보간법을 사용할 경우 샘플링 구간은 좁게하여 오차를 줄일 수 있고 계산 시간을 단축할 수 있지만, 연속적인 이동객체의 경로는 직선이라기 보다는 곡선으로 나타내어지므로 샘플링되지 않은 이동객체의 위치값에 대해 불확실한 위치정보를 사용자에게 반환하게 된다. 따라서 이 논문에서는 샘플링된 이동객체의 위치값에 오차가 없다는 가정하에서 모든 위치점을 지나는 보간 다항식을 구해서 처리하는 선형 보간법 대신 이동객체의 위치값 자체의 오차범위까지 고려하는 다항회귀모형(polynomial regression model)을 이용한 이동객체의 불확실한 이동위치 추정방법을 제시한다. 다항회지모형은 이용할 경우 선형 보간법 보다 추정된 위치값에 대한 오차를 줄일 수 있으며, 이동객체의 과거 및 미래 위치값을 사용자에게 반환해 줄 수 있는 장점을 가진다.

• The Transactions of the Korean Institute of Power Electronics
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• v.11 no.2
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• pp.159-163
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• 2006

In order to tune the speed controller in the linear servo applications an accurate information of a mover mass including a load mass is always required. This paper suggests the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) 4y using the parameter estimation method of Least-Squares algorithm. First, the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system is derived. Then the application of the Least-Squares algorithm shows that the mass can be accurately estimated both in the simulation results and in the experimental results.

• Communications for Statistical Applications and Methods
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• v.2 no.1
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• pp.13-21
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• 1995

선형모형에서 오차가 대칭인 분포를 따르는지 또는 한쪽으로 치우친(skewed distribution)분포를 따르는지 검정하는 문제를 다루었다. 또 이러한 검정과정을 분석의 예비단계로 하는 회귀계수의 추정방법에 대해서 연구하고, 모의실험을 통해서 회귀계수 추정법들의 효율을 비교하였다.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.91-96
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• 2005

다차원층화에서 선형계획법을 이용한 표본배정 방법은 Winkler(1990, 2001), Sitter와 Skinner(1994, 2002)가 제안하였다. 이 방법들은 표본크기가 층 개수보다 크지 않는 경우에 공통적으로 선형계획법을 이용하여 표본배정을 실시하였다. 반복 비율 적합방법(IPF), 일반화 반복 비율 적합(GIFP), SS 방법을 통해 셀 값을 결정하고 선형계획법을 이용하여 표본의 배정확률을 통해 표본배정을 실시한다. 이 3가지 방법들로 표본을 배정하고 평균 및 분산추정량을 비교한다.

• Journal of KIISE:Databases
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• v.31 no.5
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• pp.479-491
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• 2004

Location information of mobile objects is applied to vehicle tracking, digital battlefields, location based services, and telematics. Their location coordinates are periodically measured and stored in the application systems. The linear function is mainly used to estimate the location information that is not in the system at the query time point. However, a new method is needed to improve uncertainties of the location representation, because the location estimation by linear function induces the estimation error. This paper proposes an application method of the cubic spline interpolation in order to reduce deviation of the location estimation by linear function. First, we define location information of the mobile object moving on the two-dimensional space. Next, we apply the cubic spline interpolation to location estimation of the proposed data model and describe algorithm of the estimation operation. Finally, the precision of this estimation operation model is experimented. The experimentation comes out more accurate results than the method by linear function, although the proposed location estimation function uses the small amount of information. The proposed method has an advantage that drops the cost of data storage space and communication for the management of location information of the mobile objects.

• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.71-79
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• 2013

Semiparametric and nonparametric small area estimations have been studied to overcome a large variance due to a small sample size allocated in a small area. In this study, we investigate semiparametric and nonparametric mixed effect small area estimators using penalized spline and kernel smoothing methods respectively and compare their performances using labor statistics.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.139-151
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• 2002

This study is concerned with model selection and diagnostics for nonlinear regression model through Bayes factor. In this paper, we use informative prior and simulate observations from the posterior distribution via Markov chain Monte Carlo. We propose the Laplace approximation method and apply the Laplace-Metropolis estimator to solve the computational difficulty of Bayes factor.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.219-228
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• 2004

In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.