• 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.

• Journal of the Korean Geophysical Society
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• v.5 no.2
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• pp.131-142
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• 2002

Geomagnetic transfer function is generally estimated by choosing transfer to minimize the square sum of differences between observed values. If the error structure sccords to the Gaussian distribution, standard least square(LS) can be the estimation. However, for non-Gaussian error distribution, the LS estimation can be severely biased and distorted. In this paper, the Gaussian error assumption was tested by Q-Q(Quantile-Quantile) plot which provided information of real error structure. Therefore, robust estimation such as regression M-estimate that does not allow a few bad points to dominate the estimate was applied for error structure with non-Gaussian distribution. The results indicate that the performance of robust estimation is similar to the one of LS estimation for Gaussian error distribution, whereas the robust estimation yields more reliable and smooth transfer function estimates than standard LS for non-Gaussian error distribution.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.36 no.4
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• pp.64-70
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• 2013

Estimation approaches for casual relation model with high-order factors have strict restrictions or limits. In the case of ML (Maximum Likelihood), a strong assumption which data must show a normal distribution is required and factors of exponentiation is impossible due to the uncertainty of factors. To overcome this limitation many PLS (Partial Least Squares) approaches are introduced to estimate the structural equation model including high-order factors. However, it is possible to yield biased estimates if there are some differences in the number of measurement variables connected to each latent variable. In addition, any approach does not exist to deal with general cases not having any measurement variable of high-order factors. This study compare several approaches including the repeated measures approach which are used to estimate the casual relation model including high-order factors by using PLS (Partial Least Squares), and suggest the best estimation approach. In other words, the study proposes the best approach through the research on the existing studies related to the casual relation model including high-order factors by using PLS and approach comparison using a virtual model.

• Journal of the Korean Institute of Telematics and Electronics T
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• v.36T no.3
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• pp.32-40
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• 1999

In this paper, we present a fast block matching motion estimation algorithm based on successive elimination algorithm (SEA). Based on the characteristic of center-biased motion vector distribution in the search area, the proposed method improves the performance of the SEA with a reduced the number of the search positions in the search area, In addition, to reduce the computational load, this method is combined with both the reduced bits mean absolute difference (RBMAD) matching criterion which can be reduced the computation complexity of pixel comparison in the block matching and pixel decimation technique which reduce the number of pixels used in block matching. Simulation results show that the proposed method provides better performance than existing fast algorithms and similar to full-search block motion estimation algorithm.

• Journal of Biomedical Engineering Research
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• v.31 no.3
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• pp.177-186
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• 2010

In 3D ultrasound color Doppler imaging (CDI), 8-16 pulse transmissions (ensembles) per each scanline are used for effective clutter rejection and flow estimation, but it yields a low volume acquisition rate. In this paper, we have evaluated three flow estimation methods: autoregression (AR), eigendecomposition (ED), and autocorrelation combined with adaptive clutter rejection (AC-ACR) for a small ensemble size (E=4). The performance of AR, ED and AC-ACR methods was compared using 2D and 3D in vivo data acquired under different clutter conditions (common carotid artery, kidney and liver). To evaluate the effectiveness of three methods, receiver operating characteristic (ROC) curves were generated. For 2D kidney in vivo data, the AC-ACR method outperforms the AR and ED methods in terms of the area under the ROC curve (AUC) (0.852 vs. 0.793 and 0.813, respectively). Similarly, the AC-ACR method shows higher AUC values for 2D liver in vivo data compared to the AR and ED methods (0.855 vs. 0.807 and 0.823, respectively). For the common carotid artery data, the AR provides higher AUC values, but it suffers from biased estimates. For 3D in vivo data acquired from a kidney transplant patient, the AC-ACR with E=4 provides an AUC value of 0.799. These in vivo experiment results indicate that the AC-ACR method can provide more robust flow estimates compared to the AR and ED methods with a small ensemble size.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.169-183
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• 2009

The simplicity and wide application of Greenberg et al. (1971) prompts to propose a set of alternative estimators of population total for multi-character surveys that elicit simultaneous information on many. sensitive study variables. The proposed estimators take into account the already known rough value of the correlation coefficient between Y(the characteristic under study) and p(the measure of size). These estimators are biased, but it is expected that the extent of bias will be smaller, since the proposed estimators are suitable for situations in between those optimum for the usual estimators and the estimators based on multi-characters for no correlation. The relative efficiency of the proposed estimators has been studied under a super population model through empirical study. It has been found through simulation study that a choice of an unrelated variable in the Greenberg et al. (1971) model could be made based on its correlation with the auxiliary variable used at estimation stage in multi-character surveys.

• The Bulletin of The Korean Astronomical Society
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• v.44 no.1
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• pp.85.1-85.1
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• 2019

Accurate estimation of the masses, the ages, and the chemical abundances of host stars is crucial to understand physical characteristics of exo-planetary systems. In this study, we investigate physical dimensions of 94 planet-hosting stars based on spectroscopic observation and stellar evolutionary computation, From the high resolution echelle spectroscopy of the BOES observation, we have analysed metallicities and alpha-element enhancements of host stars. By combining recent spectro-photometric observations, stellar parameters are calibrated within the frame work of the standard stellar theory. In general, the minimum chi-square estimation can be strongly biased in cases that stellar properties rapidly changes after the terminal age main-sequence. Instead, we adopt a Bayesian statistics considering a priori distribution of stellar parameters during the rapid evolutionary phases. we determine a reliable set of stellar parameters between theoretical model grids. To overcome this statistical bias, (1) we adopt a Bayesian statistics considering a priori distribution of stellar parameters during the rapid evolutionary phases and (2) we construct the fine model grid that covers mass range ($0.2{\sim}3.0M_{\odot}$) with the mass step ${\Delta}M=0.01M_{\odot}$, metallicities Z = 0.0001 ~ 0.04, and the helium and the alpha-element enhancement. In this presentation, we introduce our calibration scheme for several hosting stars.

• The Korean Journal of Applied Statistics
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• v.33 no.3
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• pp.347-355
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• 2020

An Isolation-with-Migration (IM) model is used to estimate extant population sizes, the splitting time of populations split away from their common ancestral populations, and migration rates between the extant populations. An evolutionary model such as IM models is estimated by analyzing DNA sequences sampled from the extant populations in the model. When a true model includes an unsampled 'ghost' population without data, the unsampled population is often ignored from the evolutionary model to infer. In this paper, we conduct a simulation study to investigate the effect of an unsampled population on the estimation of the size of the sampled population. When there exists an unsampled population that shares migrations with the sampled population, the size estimation of the sampled population was biased. However, the size estimation was improved if an evolutionary model, including the unsampled population, was estimated.

• Journal of Digital Contents Society
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• v.9 no.2
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• pp.305-315
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• 2008

Pre-proposed AHHS(Adaptive Hierarchical Hexagon Search) is a kind of the fast hierarchical block matching algorithm based on the AHS(Adaptive Hexagon Search). It is characterized as keeping the merits of the AHS capable of fast estimating motion vectors and also adaptively reducing the local minima often occurred in the video sequences with higher spatio-temporal motion activity. The objective of this paper is to propose the method effectively extending the horizontal biased pattern and the vertical biased pattern of the AHHS to improve its predictive image quality. In the paper, based on computer simulation results for multiple video sequences with different motion characteristics, the performance of the proposed method was analysed and assessed in terms of the predictive image quality and the computational time. The simulation results indicated that the proposed method was both suitable for (quasi-) stationary and large motion searches. While the proposed method increased the computational load on the process extending the hexagon search patterns, it could improve the predictive image quality so as to cancel out the increase of the computational load.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.39 no.4
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• pp.364-370
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• 1990

In this paper, we propose a self-tuning PID controller for unknown systems with time-varying delay. Using pole placement equations, we derive the controller that can be extended to the multi-step time delay case. The time-varying delays are estimated by a prediction error delay method using multiple predictors. Since the order of the estimation vector is not increased, the persistant exciting condition of control input is alleviated. Since the least square method gives biased parameter estimates for colored noise cases, the recursive instrumental variable method is used to estimate system parameters. The computational burden of the proposed method is less than the conventional adaptive methods. Computer simulations are performed to illustrate the efficiency of the proposed method.