• 한국시뮬레이션학회논문지
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• 제14권3호
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• pp.129-136
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• 2005

We develop a variance reduction technique applicable in one simulation experiment whose purpose is to estimate the parameters of a first order linear model. This method utilizes the control variates obtained during the course of simulation run under Schruben and Margolin's method (S-M method). The performance of this method is shown to be similar in estimating the main effects, and to be superior to S-M method in estimating the overall mean response in a given model. We consider that a proposed method may yield a better result than S-M method if selected control variates are highly correlated with the response at each design point.

• Communications for Statistical Applications and Methods
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• 제29권2호
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• pp.239-250
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• 2022

In many applications, we frequently encounter correlated multiple outcomes measured on the same subject. Joint modeling of such multiple outcomes can improve efficiency of inference compared to independent modeling. For instance, in developmental toxicity studies, fetal weight and number of malformed pups are measured on the pregnant dams exposed to different levels of a toxic substance, in which the association between such outcomes should be taken into account in the model. The number of malformations may possibly have many zeros, which should be analyzed via zero-inflated count models. Motivated by applications in developmental toxicity studies, we propose a Bayesian joint modeling framework for continuous and count outcomes with excess zeros. In our model, zero-inflated Poisson (ZIP) regression model would be used to describe count data, and a subject-specific random effects would account for the correlation across the two outcomes. We implement a Bayesian approach using MCMC procedure with data augmentation method and adaptive rejection sampling. We apply our proposed model to dose-response analysis in a developmental toxicity study to estimate the benchmark dose in a risk assessment.

• Asian-Australasian Journal of Animal Sciences
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• 제31권10호
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• pp.1542-1549
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• 2018

Objective: Because lactation periods in dairy cows lengthen with increasing total milk production, it is important to predict individual productivities after 305 days in milk (DIM) to determine the optimal lactation period. We therefore examined whether the random regression (RR) coefficient from 306 to 450 DIM (M2) can be predicted from those during the first 305 DIM (M1) by using a RR model. Methods: We analyzed test-day milk records from 85,690 Holstein cows in their first lactations and 131,727 cows in their later (second to fifth) lactations. Data in M1 and M2 were analyzed separately by using different single-trait RR animal models. We then performed a multiple regression analysis of the RR coefficients of M2 on those of M1 during the first and later lactations. Results: The first-order Legendre polynomials were practical covariates of RR for the milk yields of M2. All RR coefficients for the additive genetic (AG) effect and the intercept for the permanent environmental (PE) effect of M2 had moderate to strong correlations with the intercept for the AG effect of M1. The coefficients of determination for multiple regression of the combined intercepts for the AG and PE effects of M2 on the coefficients for the AG effect of M1 were moderate to high. The daily milk yields of M2 predicted by using the RR coefficients for the AG effect of M1 were highly correlated with those obtained by using the coefficients of M2. Conclusion: Milk production after 305 DIM can be predicted by using the RR coefficient estimates of the AG effect during the first 305 DIM.

• 응용통계연구
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• 제33권2호
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• pp.123-136
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• 2020

하나의 개체에서 여러가지 측정치가 동시에 관찰되는 경우는 다양한 연구 분야에서 흔히 나타난다. 발달 독성학 연구에서는 특정 독성 물질의 각기 다른 수준에 노출된 임신한 어미 쥐에 대해 기형인 태아의 존재와 태아의 무게가 동시에 측정된다. 이런 두 변수를 결합하여 모형화하는 것은 각기 독립적인 두 모형으로 분석하는 것보다 더 효율적인 결과를 낸다고 알려져 있다. 대부분의 결합 모형은 정규분포를 랜덤효과로 가정하여 분석한다. 그러나 발달 독성학 연구에서처럼 반응변수들의 분포가 독성 물질이 변함에 따라 불규칙하게 변하는 경우 정규분포의 가정으로는 그 특징을 잡아낼 수 없게 된다. 본 논문에서는 이진수 자료와 연속형 자료에 대해 비대칭 로짓 모형을 사용한 베이지안 결합모형을 제시한다. 본 모형은 비대칭 로짓 모형을 사용함으로써 반응변수의 분포의 형태가 독성 물질의 수준에 따라 대칭/비대칭의 형태를 자유롭게 띨 수 있는 장점을 가지고 있다. 모형의 적합성을 살펴보기 위해 발달 독성학 연구에서 독성 물질 DEHP에 적용하여 그 결과를 확인해본다.

• Journal of Nutrition and Health
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• 제44권4호
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• pp.292-302
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• 2011

본 연구는 직장인 남성 근로자를 대상으로 12주 심혈관질환예방 중재프로그램이 신체계측, 혈중지질 및 아디포사이토카인, 영양소 섭취상태에 어떠한 영향을 미치는지 파악하고자 성인 남성 157명을 대상으로 실시되었다. 중재프로그램 전과 후를 비교 분석한 결과, 체중감량, 혈중지질 농도 및 인슐린 저항성 개선과 아디포사이토카인의 농도가 개선 되는 등 심혈관질환 위험 인자에 바람직한 영향을 미치는 것으로 나타났다. 아디포넥틴은 HDL-콜레스테롤, HOMA-IR과 연관성을 보였고, 렙틴은 허리둘레, 레지스틴은 HDL-콜레스테롤, HbA1c, 열량섭취와 연관성이 있는 것을 확인하였다. 이상의 연구에서처럼 12주 심혈관질환 예방 중재프로그램 수행 후에, 신체계측, 혈중 지질 농도 및 아디포사이토카인 농도가 효과적으로 개선됨을 알 수 있었고, 심혈관질환 위험 인자와 아디포사이토카인과의 연관성을 파악할 수 있었다. 향후에는 직장인 남성 근로자를 대상으로 심혈관질환 예방을 위한 전향적 연구가 이루어져야 할 것이다.

• ETRI Journal
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• 제25권4호
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• pp.258-265
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• 2003

In our study, we extracted the market, finance, and government factors determining R&D investment of individual firms in the IT industry in Korea. We collected the financial data of 515 individual firms belonging to IT and non-IT industries between 1980 and 1999 from the Korea Investors Service's database and investigated the empirical relationship between the factors using an ordinary regression model, a fixed effects model, and a random effects model. The main findings of our study are as follows: i) The Herfindahl Index variable representing the degree of market concentration is statistically insignificant in explaining R&D expenditures in the IT manufacturing industry. ii) Assets, which is used as a proxy variable for firm size, have a positive and statistically significant coefficient. These two results suggest that the Schumpeterian Hypothesis may be only partially applied to the IT manufacturing industry in Korea. iii) The dividend variable has a negative value and is statistically significant, indicating that a tendency of high dividends can restrict the internal cash flow for R&D investment. iv) The sales variable representing growth potential shows a positive coefficient. v) The subsidy as a proxy variable for governmental R&D promotion policies is positively correlated with R&D expenditure. This suggests that government policy has played a significant role in promoting R&D activities of IT firms in Korea since 1980. vi) Using a dummy variable, we verified that firms reduced their R&D investments to secure sufficient liquidity under the restructuring pressure during Korea's 1998 and 1999 economic crisis.

• Asian-Australasian Journal of Animal Sciences
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• 제15권12호
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• pp.1690-1694
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• 2002

Genetic parameters were estimated for birth weight and weaning weight from three year (1991-1993) data totalling 1100 records of 25 rams to 205 ewes of Indigenous Sabi flock maintained at Grasslands Research Station in Zimbabwe. AIREML procedures were used fitting an Animal Model. The statistical model included the fixed effects of year of lambing, sex of lamb, birth type and the random effect of ewe. Weight of ewe when first joined with ram was included as a covariate. Direct heritability estimates of 0.27 and 0.38, and maternal heritability estimates of 0.24 and 0.09, were obtained for birth weight and weaning weight, respectively. The total heritability estimates were 0.69 and 0.77 for birth weight and weaning weight, respectively. Direct-aternal genetic correlations were high and positive. The corresponding genetic covariance estimates between direct and maternal effects were positive and low, 0.25 and 0.18 for birth weight and weaning weight, respectively. Responses to selection were 0.8 kg and 0.14 kg for birth weight and weaning weight, respectively. The estimated expected correlated response to selection for birth weight by directly selecting for weaning weight was 0.26. Direct heritabilities were moderate; as a result selection for any of these traits should be successful. Maternal heritabilities were low for weaning weight and should have less effect on selection response. Indirect selection can give lower response than direct selection.

• The Journal of Asian Finance, Economics and Business
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• 제7권7호
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• pp.139-147
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• 2020

This paper aims to explore the relationship between the quality of the audit and the level of stock return co-movement in the context of the Vietnamese emerging market. The empirical study is designed based on the quatitative method and deductive approach. The panel dataset includes 256 listed firms from different industries,with 1115 firm-year observations on Ho Chi Minh City Stock Exchange for the period from 2014 to 2018. In the research, we built the econometric regression model, using stock return synchronicity and audit quality as the dependent and independent variable, respectively. Some control variables are also added to the econometric regression models as they are well-documented in prior research to have an effect on stock price synchronicity. To improve the accuracy of the regression coefficients, beside the Ordinary Least Squares, we employ the Random Effects Model and the Fixed Effects Model for better statistical analysis of panel data set. The results show that the quality of the audit is positively correlated to stock price synchronicity. This finding suggests that stock returns of companies with higher quality of the audit are more synchronous with the market. Results for other control variables also support our reasoning for the main findings.

• 콘크리트학회논문집
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• 제26권3호
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• pp.343-350
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• 2014

이 연구에서 몬테카를로 시뮬레이션을 이용해 확률론적 시공단계해석을 수행한 이유는 재료 특성, 환경 요인 및 하중에 대한 불확실성의 영향을 고려하기 위해서이다. 지금까지의 연구에서는 크리프 및 건조수축이 완전히 독립적인 확률 변수라고 가정되었다. 그러나 크리프 및 건조수축 추정을 위한 재료모델의 공통적인 영향요인 때문에 크리프 및 건조수축 사이에 강한 상관관계를 추정 할 수 있다. 이 논문에서는 CEB-FIB모델의 크리프 및 건조수축식을 이용하여 몬테카를로 시뮬레이션을 수행하여 실제 두 현상 사이의 상관 계수를 평가 한 후 재료 특성, 환경 요인 및 하중의 확률 변수의 영향을 받는 축방향 변형의 통계적 특성을 평가하기위해 몬테카를로 시뮬레이션을 한번 더 사용하였다. 몬테카를로 시뮬레이션의 결과는 58층 건물의 첫 번째 층의 기둥의 변형률과 비교 했다. 비교 결과는 재료특성에 불확실성에 의한 변화가 가장 큰 것으로 나타났다. 측정된 변형률은 평균+표준 편차 범위 안에 있었다.

• Wind and Structures
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• 제13권1호
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• pp.57-82
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• 2010

The 486m-long roof of Shenzhen Citizens Centre is one of the world's longest spatial lattice roof structures. A comprehensive numerical study of wind effects on the long-span structure is presented in this paper. The discretizing and synthesizing of random flow generation technique (DSRFG) recently proposed by two of the authors (Huang and Li 2008) was adopted to produce a spatially correlated turbulent inflow field for the simulation study. The distributions and characteristics of wind loads on the roof were numerically evaluated by Computational Fluid Dynamics (CFD) methods, in which Large Eddy Simulation (LES) and Reynolds Averaged Navier-Stokes Equations (RANS) Model were employed. The main objective of this study is to explore a useful approach for estimations of wind effects on complex curved roof by CFD techniques. In parallel with the numerical investigation, simultaneous pressure measurements on the entire roof were made in a boundary layer wind tunnel to determine mean, fluctuating and peak pressure coefficient distributions, and spectra, spatial correlation coefficients and probability characteristics of pressure fluctuations. Numerical results were then compared with these experimentally determined data for validating the numerical methods. The comparative study demonstrated that the LES integrated with the DSRFG technique could provide satisfactory prediction of wind effects on the long-span roof with complex shape, especially on separation zones along leading eaves where the worst negative wind-induced pressures commonly occur. The recommended LES and inflow turbulence generation technique as well as associated numerical treatments are useful for structural engineers to assess wind effects on a long-span roof at its design stage.