• Title/Summary/Keyword: Biased Data

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Analysis of recurrent event data with incomplete observation gaps using piecewise models

  • Kim, Yang-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.1117-1125
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    • 2014
  • In a longitudinal study, subjects can experience same type of events repeatedly. Also, there may exist intermittent dropouts resulting in repeated observation gaps during which no recurrent events are observed. Furthermore, when such observation gaps have incomplete forms caused by the unknown termination times of observation gaps, ordinary approaches result in biased estimates. In this study, we investigate the effect of ignoring observation gaps and propose methods to overcome this problem. For estimating the distribution of unknown termination times, an interval-censored mechanism is applied and two cases are considered. Simulation studies are carried out to evaluate the performance of the proposed method. Conviction data of young drivers with several suspensions are analyzed to illustrate the suggested approach.

Restricted maximum likelihood estimation of a censored random effects panel regression model

  • Lee, Minah;Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.26 no.4
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    • pp.371-383
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    • 2019
  • Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

Estimating small area proportions with kernel logistic regressions models

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.941-949
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    • 2014
  • Unit level logistic regression model with mixed effects has been used for estimating small area proportions, which treats the spatial effects as random effects and assumes linearity between the logistic link and the covariates. However, when the functional form of the relationship between the logistic link and the covariates is not linear, it may lead to biased estimators of the small area proportions. In this paper, we relax the linearity assumption and propose two types of kernel-based logistic regression models for estimating small area proportions. We also demonstrate the efficiency of our propose models using simulated data and real data.

Poisson linear mixed models with ARMA random effects covariance matrix

  • Choi, Jiin;Lee, Keunbaik
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.927-936
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    • 2017
  • To analyze longitudinal count data, Poisson linear mixed models are commonly used. In the models the random effects covariance matrix explains both within-subject variation and serial correlation of repeated count outcomes. When the random effects covariance matrix is assumed to be misspecified, the estimates of covariates effects can be biased. Therefore, we propose reasonable and flexible structures of the covariance matrix using autoregressive and moving average Cholesky decomposition (ARMACD). The ARMACD factors the covariance matrix into generalized autoregressive parameters (GARPs), generalized moving average parameters (GMAPs) and innovation variances (IVs). Positive IVs guarantee the positive-definiteness of the covariance matrix. In this paper, we use the ARMACD to model the random effects covariance matrix in Poisson loglinear mixed models. We analyze epileptic seizure data using our proposed model.

Video data output system design for CEU (camera electronic unit) of satellite

  • Park, Jong-Euk;Kong, Jong-Pil;Yong, Sang-Soon;Heo, Haeng-Pal;Kim, Young-Sun;Paik, Hong-Yul
    • Proceedings of the KSRS Conference
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    • 2003.11a
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    • pp.1118-1120
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    • 2003
  • In MSC(Multi-spectral camera ), the incoming light is converted to electronic analog signals by the CCD(charge coupled device) detectors. The analog signals are amplified, biased and converted into digital signals (pixel data stream) in the FPE(Focal plane electronics ). The digital data is transmitted to the PMU for pre-processing to correct for nonuniformity, to partially reorder the pixel stream and to add header data for identification and synchronization In this paper, the video data streams is described in terms of hardware.

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Association measure of doubly interval censored data using a Kendall's 𝜏 estimator

  • Kang, Seo-Hyun;Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
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    • v.28 no.2
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    • pp.151-159
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    • 2021
  • In this article, our interest is to estimate the association between consecutive gap times which are subject to interval censoring. Such data are referred as doubly interval censored data (Sun, 2006). In a context of serial event, an induced dependent censoring frequently occurs, resulting in biased estimates. In this study, our goal is to propose a Kendall's 𝜏 based association measure for doubly interval censored data. For adjusting the impact of induced dependent censoring, the inverse probability censoring weighting (IPCW) technique is implemented. Furthermore, a multiple imputation technique is applied to recover unknown failure times owing to interval censoring. Simulation studies demonstrate that the suggested association estimator performs well with moderate sample sizes. The proposed method is applied to a dataset of children's dental records.

Biased-Recovering Algorithm to Solve a Highly Correlated Data System (상관관계가 강한 독립변수들을 포함한 데이터 시스템 분석을 위한 편차 - 복구 알고리듬)

  • 이미영
    • Journal of the Korean Operations Research and Management Science Society
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    • v.28 no.3
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    • pp.61-66
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    • 2003
  • In many multiple regression analyses, the “multi-collinearity” problem arises since some independent variables are highly correlated with each other. Practically, the Ridge regression method is often adopted to deal with the problems resulting from multi-collinearity. We propose a better alternative method using iteration to obtain an exact least squares estimator. We prove the solvability of the proposed algorithm mathematically and then compare our method with the traditional one.

Optimal Designs for Attribute Control Charts

  • Chung, Sung-Hee;Park, Sung-Hyun;Park, Jun-Oh
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.97-103
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    • 2003
  • Shewhart-type control charts have historically been used for attribute data, though they have ARL biased property and even are unable to detect the improvement of a process with some process parameters. So far most efforts have been made to improve the performance of attribute control charts in terms of faster detection of special causes without increasing the rates of false alarm. In this paper, control limits are proposed that yield an ARL (nearly) unbiased chart for attributes. Optimal design is also proposed for attribute control charts under a natural sense of criterion.

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A case-by-case version of CB statistic in biased estimation

  • Ahn, Byoung Jin
    • Journal of Korean Society for Quality Management
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    • v.19 no.2
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    • pp.40-51
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    • 1991
  • The $C_B$ statistic, a generalization of Mallows's $C_L$ statistic, is developed to determine the shrinkage parameter. Since not all cases in a data set play an equal role in forming $C_B$, a subdivision of $C_B$ into individual components for each case is developed. This subdivision is useful both as an aid in understanding $C_B$ and as a diagnostic procedure.

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Absolute Vehicle Speed Estimation considering Acceleration Bias and Tire Radius Error (가속도 바이어스와 타이어반경 오차를 고려한 차량절대속도 추정)

  • 황진권;송철기
    • Transactions of the Korean Society of Automotive Engineers
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    • v.10 no.6
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    • pp.234-240
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    • 2002
  • This paper treats the problem of estimating the longitudinal velocity of a braking vehicle using measurements from an accelerometer and wheel speed data from standard anti-lock braking wheel speed sensors. We develop and experimentally test three velocity estimation algorithms of increasing complexity. The algorithm that works the best gives peak errors of less than 3 percent even when the accelerometer signal is significantly biased.