• Communications for Statistical Applications and Methods
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• v.24 no.1
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• pp.81-96
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• 2017

Cumulative logit random effects models are typically used to analyze longitudinal ordinal data. The random effects covariance matrix is used in the models to demonstrate both subject-specific and time variations. The covariance matrix may also be homogeneous; however, the structure of the covariance matrix is assumed to be homoscedastic and restricted because the matrix is high-dimensional and should be positive definite. To satisfy these restrictions two Cholesky decomposition methods were proposed in linear (mixed) models for the random effects precision matrix and the random effects covariance matrix, respectively: modified Cholesky and moving average Cholesky decompositions. In this paper, we use these two methods to model the random effects precision matrix and the random effects covariance matrix in cumulative logit random effects models for longitudinal ordinal data. The methods are illustrated by a lung cancer data set.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.783-791
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• 2004

In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

• Journal of the Korean Society of Safety
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• v.33 no.1
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• pp.81-87
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• 2018

The seismic response, the natural frequencies and the mode shapes of an offshore wind turbine with twisted tripod substructure subject to various pile-ground interactions are discussed in this paper. The acceleration responses of the tower head by four historical earthquakes are presented as the seismic response, while the other loads are assumed as ambient loads. For the pile-ground interactions, the fixed, linear and nonlinear models are employed to simulate the interactions and the p-y, t-z and Q-z curves are utilized for the linear and nonlinear models. The curves are designed for stiff, medium and soft clays, and thus, the seven types of the pile-ground interactions are used to compare the seismic response, the acceleration of the tower head. The mode shapes are similar to each other for all types of pile-ground interactions. The natural frequencies, however, are almost same for the three clay types of the linear model, while the natural frequency of the fixed support model is quite different from that of the linear interaction model. The wind turbine with the fixed support model has the biggest magnitude of acceleration. In addition, the nonlinear model is more sensitive to the stiffness of clay than the linear pile-ground interaction model.

• Computers and Concrete
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• v.5 no.3
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• pp.261-277
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• 2008

This paper presents methodologies for remaining life prediction of plain concrete structural components considering tension softening effect. Non-linear fracture mechanics principles (NLFM) have been used for crack growth analysis and remaining life prediction. Various tension softening models such as linear, bi-linear, tri-linear, exponential and power curve have been presented with appropriate expressions. A methodology to account for tension softening effects in the computation of SIF and remaining life prediction of concrete structural components has been presented. The tension softening effects has been represented by using any one of the models mentioned above. Numerical studies have been conducted on three point bending concrete structural component under constant amplitude loading. Remaining life has been predicted for different loading cases and for various tension softening models. The predicted values have been compared with the corresponding experimental observations. It is observed that the predicted life using bi-linear model and power curve model is in close agreement with the experimental values. Parametric studies on remaining life prediction have also been conducted by using modified bilinear model. A suitable value for constant of modified bilinear model is suggested based on parametric studies.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.33-39
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• 2013

In the transformation of response variable in partial linear models outliers can cause a bad effect on estimating the transformation parameter, just as in the linear models. To solve this problem the processes of estimating transformation parameter and detecting outliers are needed, but have difficulties to be performed due to the arbitrariness of the nonparametric function included in the partial linear model. In this study, through the estimation of nonparametric function and outlier detection methods such as a sequential test and a maximum trimmed likelihood estimation, processes for transforming response variable robust to outliers in partial linear models are suggested. The proposed methods are verified and compared their effectiveness by simulation study and examples.

• Asian-Australasian Journal of Animal Sciences
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• v.18 no.8
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• pp.1088-1097
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• 2005

Main objectives of this study were to investigate accuracy, bias and power of linear and threshold model segregation analysis methods for detection of major genes in categorical traits in farm animals. Maximum Likelihood Linear Model (MLLM), Bayesian Linear Model (BALM) and Bayesian Threshold Model (BATM) were applied to simulated data on normal, categorical and binary scales as well as to disease data in pigs. Simulated data on the underlying normally distributed liability (NDL) were used to create categorical and binary data. MLLM method was applied to data on all scales (Normal, categorical and binary) and BATM method was developed and applied only to binary data. The MLLM analyses underestimated parameters for binary as well as categorical traits compared to normal traits; with the bias being very severe for binary traits. The accuracy of major gene and polygene parameter estimates was also very low for binary data compared with those for categorical data; the later gave results similar to normal data. When disease incidence (on binary scale) is close to 50%, segregation analysis has more accuracy and lesser bias, compared to diseases with rare incidences. NDL data were always better than categorical data. Under the MLLM method, the test statistics for categorical and binary data were consistently unusually very high (while the opposite is expected due to loss of information in categorical data), indicating high false discovery rates of major genes if linear models are applied to categorical traits. With Bayesian segregation analysis, 95% highest probability density regions of major gene variances were checked if they included the value of zero (boundary parameter); by nature of this difference between likelihood and Bayesian approaches, the Bayesian methods are likely to be more reliable for categorical data. The BATM segregation analysis of binary data also showed a significant advantage over MLLM in terms of higher accuracy. Based on the results, threshold models are recommended when the trait distributions are discontinuous. Further, segregation analysis could be used in an initial scan of the data for evidence of major genes before embarking on molecular genome mapping.

• Imaging Science in Dentistry
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• v.32 no.1
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• pp.27-33
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• 2002

Purpose: To evaluate the influence of threshold value of computed tomography on the accuracy of rapid prototyping (RP) medical model Material and Methods : CT datas of a human dry skull were transferred from CT scanner via compact disk to a personal computer (PC). 3-dimensional image reconstruction on PC by V-works/sup TM/ 3.0 (CyberMed. Inc.) software and RP models fabrication were followed. 2-RP models were produced by threshold value of 500 and 800 selected in surface rendering process. Linear measurements between arbitrary 12 anatomical landmarks on dry skull, 3-D image model, and 2-RP models were done and compared. Thus, the accuracy of 500 RP and 800RP models was respectively evaluated. Results: There was mean difference (% difference) in absolute value of 2.27 mm (2.73%) between linear measurements of dry skull and 500 RP model. There was mean difference (% difference) in absolute value of 1.94 mm (2.52%) between linear measurements of dry skull and 800 RP model. Conclusion: Slight difference of threshold value in rendering process of 3-D modelling made a influence on the accuracy of RP medical model.

• The Korean Journal of Applied Statistics
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• v.18 no.3
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• pp.701-712
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• 2005

The suppression for logistic regression models has been debated no longer than that for linear regression models since, among many other reasons, sum of squares for regression (SSR) or coefficient of determination ($R^2$) could be defined into various ways. Based on four kinds of $R^2$'s: two kinds are most preferred, and the other two are proposed by Liao & McGee (2003), four kinds of SSR's are derived so that the suppression for logistic models is explained. Many data fitted to logistic models are generated by Monte Carlo method. We explore when suppression happens, and compare with that for linear regression models.

• Computers and Concrete
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• v.21 no.5
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• pp.559-567
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• 2018

In this study alkali activation of Electric Arc Furnace Slag (EAFS) is studied with a comprehensive test program. Three different silicate moduli (1-1,5-2), three different sodium concentrations (4%-6%-8%) for each silicate module, two different curing conditions (45%-98% relative humidity) for each sodium concentration, two different curing temperatures ($400^{\circ}C-800^{\circ}C$) for each relative humidity condition and two different curing time (6h-12h) for each curing temperature variables are selected and their effects on compressive strength was evaluated then regression equations using multiple linear regressions methods are fitted. And then to select the best regression models confirm with using the variables, the regression models compared between itself. An Artificial Neural Network (ANN) models that use silicate moduli, sodium concentration, relative humidity, curing temperature and curing time variables, are formed. After the investigation of these ANN models' results, ANN and multiple linear regressions based models are compared with each other. After that, an explicit formula is developed with values of the ANN model. As a result of this study, the fluctuations of data set of the compressive strength were very well reflected using both of the methods, multiple linear regression with quadratic terms and ANN.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.335-342
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• 2015

Joint hierarchical generalized linear models proposed by Molas et al. (2013) extend the simple longitudinal model into multiple models fitted jointly. It can easily handle the correlation of multivariate longitudinal data. In this paper, we apply this method to analyze KoGES cohort dataset. Fixed unknown parameters, random effects and variance components are estimated based on a standard framework of h-likelihood theory. Furthermore, based on the conditional Akaike information criterion the correlated covariance structure of random-effect model is selected rather than an independent structure.