• Journal of the Korean Data and Information Science Society
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• v.18 no.2
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• pp.327-344
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• 2007

Ridge partial least squares regression (RPLS) is a regression method which can be obtained by combining ridge regression and partial least squares regression and is intended to provide better predictive ability and less sensitive to overfitting. In this paper, explicit expressions for the shrinkage factor of RPLS are developed. The structure of the shrinkage factor is explored and compared with those of other biased regression methods, such as ridge regression, principal component regression, ridge principal component regression, and partial least squares regression using a near infrared data set.

• The Korean Journal of Applied Statistics
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• v.36 no.4
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• pp.323-335
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• 2023

In causal analysis of high dimensional data, it is important to reduce the dimension of covariates and transform them appropriately to control confounders that affect treatment and potential outcomes. The augmented inverse probability weighting (AIPW) method is mainly used for estimation of average treatment effect (ATE). AIPW estimator can be obtained by using estimated propensity score and outcome model. ATE estimator can be inconsistent or have large asymptotic variance when using estimated propensity score and outcome model obtained by parametric methods that includes all covariates, especially for high dimensional data. For this reason, an ATE estimation using an appropriate dimension reduction method and semiparametric model for high dimensional data is attracting attention. Semiparametric method or sparse sufficient dimensionality reduction method can be uesd for dimension reduction for the estimation of propensity score and outcome model. Recently, another method has been proposed that does not use propensity score and outcome regression. After reducing dimension of covariates, ATE estimation can be performed using matching. Among the studies on ATE estimation methods for high dimensional data, four recently proposed studies will be introduced, and how to interpret the estimated ATE will be discussed.

• The Korean Journal of Applied Statistics
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• v.27 no.4
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• pp.605-617
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• 2014

Small area estimation is a statistical inference method to overcome large variance due to a small sample size allocated in a small area. A shrinkage estimator obtained by minimizing relative error(RE) instead of MSE has been suggested. The estimator takes advantage of good interpretation when the data range is large. A semiparametric estimator is also studied for small area estimation. In this study, we suggest a semiparametric shrinkage small area estimator and compare small area estimators using labor statistics.

• The Korean Journal of Applied Statistics
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• v.21 no.1
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• pp.109-123
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• 2008

Many small area estimation methods have been suggested. Also for the comparison of the estimation methods, model diagnostic checking techniques have been studied. Almost all of the small area estimators were developed by minimizing MSE(Mean square error) and so the MSE is the well-known comparison criterion for superiority. In this paper we suggested a new small area estimator based on minimizing MSPE(Mean square percentage error) which is recently re-highlighted. Also we compared the new suggested estimator with the estimators explained in Shin et al. (2007) using MSE, MSPE and other diagnostic checking criteria.

• The Korean Journal of Applied Statistics
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• v.26 no.5
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• pp.747-758
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• 2013

The covariance matrix is important in multivariate statistical analysis and a sample covariance matrix is used as an estimator of the covariance matrix. High dimensional data has a larger dimension than the sample size; therefore, the sample covariance matrix may not be suitable since it is known to perform poorly and event not invertible. A number of covariance matrix estimators have been recently proposed with three different approaches of shrinkage, thresholding, and modified Cholesky decomposition. We compare the performance of these newly proposed estimators in various situations.

• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.957-968
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• 2021

Inverse censoring probability weighting (ICPW) is a popular technique in survival data analysis. In applications of the ICPW technique such as the censored regression, it is crucial to accurately estimate the censoring probability. A simulation study is undertaken in this article to see how censoring probability estimate influences model performance in censored regression using the ICPW scheme. We compare three censoring probability estimators, including Kaplan-Meier (KM) estimator, Cox proportional hazard model estimator, and local KM estimator. For the local KM estimator, we propose to reduce the predictor dimension to avoid the curse of dimensionality and consider two popular dimension reduction tools: principal component analysis and sliced inverse regression. Finally, we found that the Cox proportional hazard model estimator shows the best performance as a censoring probability estimator in both mean and median censored regressions.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.403-414
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• 2009

Many researches have been devoted to the small area estimation related with the area level statistics. Almost all of the small area estimation methods are derived based on minimization of mean squared error(MSE). Recently Hwang and Shin (2008) suggested an alternative small area estimation method by minimizing mean squared percentage error. In this paper we apply this small area estimation method to the labor statistics, especially monthly wages by a branch area of labor department. The Monthly Labor Survey data (2007) is used for analysis and comparison of these methods.

• 한국신재생에너지학회:학술대회논문집
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• 2009.11a
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• pp.494-497
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• 2009

풍력터빈 블레이드 풍동시험의 경우 사용가능한 시험설비의 크기제한으로 인해 축소모델 사용이 불가피하며, 이로 인해 풍동시험에서는 실물 블레이드에 비해 10% 미만의 낮은 Re수에서 시험이 수행된다. 축소모델 블레이드 풍동시험 결과를 활용하여 실물 블레이드의 성능(토크)를 추정하기 위한 축소효과 보정기법을 2008년 제시하였으며, NREL Phase VI 모델 시험결과에 적용하였다. 당시 제시된 보정기법은 단일익형을 전체 블레이드에 사용한 사례이며 축소효과 보정을 위해 Re수에 따른 익형의 양력계수 변화만을 적용하였다. 본 논문에서는 당시 제안된 축소효과 보정기법을 익형의 양력계수 및 항력계수를 포함한 형태로 수정하였으며, 블레이드에 다수의 익형이 사용되었을 경우에 대해 확장하였다. NREL Phase VI 12% 시험모델의 경우 익형의 양력계수 기울기에 의한 보정량은 약 15% 정도이며, 항력계수 변화에 의한 보정량은 약 5% 정도로 나타났다. 블레이드에 다수의 익형이 사용되었을 경우 설계 또는 전산해석을 통해 구한 반경별 토크 함수를 적용하여 블레이드 축소효과를 보정할 수 있다.

• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.107-115
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• 2012

Yoo and Cook (2007) developed an optimal sufficient dimension reduction methodology for the conditional mean in multivariate regression and it is known that their method is asymptotically optimal and its test statistic has a chi-squared distribution asymptotically under the null hypothesis. To check the effect of dimension used in estimation on regression coefficients and the explanatory power of the conditional mean model in multivariate regression, we applied their method to several simulated data sets with various dimensions. A small simulation study showed that it is quite helpful to search for an appropriate dimension for a given data set if we use the asymptotic test for the dimension as well as results from the estimation with several dimensions simultaneously.

• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.659-669
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• 2021

Multivariate regression often appears in longitudinal or functional data analysis. Since multivariate regression involves multi-dimensional response variables, it is more strongly affected by the so-called curse of dimension that univariate regression. To overcome this issue, Yoo (2018) and Yoo (2019a) proposed three model-based response dimension reduction methodologies. According to various numerical studies in Yoo (2019a), the default method suggested in Yoo (2019a) is least sensitive to the simulated models, but it is not the best one. To release this issue, the paper proposes an selection algorithm by comparing the other two methods with the default one. This approach is called principal selected response reduction. Various simulation studies show that the proposed method provides more accurate estimation results than the default one by Yoo (2019a), and it confirms practical and empirical usefulness of the propose method over the default one by Yoo (2019a).