• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.999-1007
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• 2006

The semiparametric gamma frailty models have been often used for multivariate survival analysis because they give an explicit marginal likelihood. The commonly used estimation procedure is the profile likelihood method based on marginal likelihood, which provides the same parameter estimates as the EM algorithm. In this paper we show in finite samples the standard profile-likelihood method can lead to an underestimation of parameters, particularly for the frailty parameter. To overcome this problem, we propose an adjusted profile-likelihood method. For the illustration a numerical example and a small-sample simulation study are presented.

• Asian-Australasian Journal of Animal Sciences
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• 제13권8호
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• pp.1035-1039
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• 2000

This study developed a Poisson generalized linear mixed model and a procedure to estimate genetic parameters for count traits. The method derived from a frequentist perspective was based on hierarchical likelihood, and the maximum adjusted profile hierarchical likelihood was employed to estimate dispersion parameters of genetic random effects. Current approach is a generalization of Henderson's method to non-normal data, and was applied to simulated data. Underestimation was observed in the genetic variance component estimates for the data simulated with large heritability by using the Poisson generalized linear mixed model and the corresponding maximum adjusted profile hierarchical likelihood. However, the current method fitted the data generated with small heritability better than those generated with large heritability.

• 응용통계연구
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• 제13권2호
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• pp.407-414
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• 2000

Carroll과 Ruppert(1988)는 준가능도(quasi-likelihood)를 이용하여 에스트라제 측정자료를 회귀분석하였다. Jung과 Lee(1997)는 준가능도을 이용한 회귀분석모형의 적합도정통계량을 제안하였으며 검정 별과 기각되지 않아 본 분석모형이 타당하다고 주장하였다. 그러나 Lee와 Nelder(1998)의 잔차그림을 검토한 결과, 상기 모형으로는 평균증가에 따른 분산증가를 충분히 반영할 수 없었다. 본 논문에서는 Lee와 Nelder(1998)의 평균과 분산의 동시모형으로 에스트라제 자료를 재분석하고 잔차그림을 이용하여 모형의 타당성을 재평가하였다. 또한 분산에서 산포모형에 대한 적합도검정에는 Lee와 Nelder(1998)의 제한가능도(restricted likelihood)에 근거한 검정법이 보다 적절함을 제시하였다.