• Communications for Statistical Applications and Methods
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• 제27권3호
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• pp.301-311
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• 2020

Schwarz's Bayesian information criterion (BIC) is one of the most popular criteria for model selection, that was derived under the assumption of independent and identical distribution. For correlated data in longitudinal studies, Jones (Statistics in Medicine, 30, 3050-3056, 2011) modified the BIC to select the best linear mixed effects model based on the effective sample size where the number of parameters in covariance structure was not considered. In this paper, we propose an extended Jones' modified BIC by considering covariance parameters. We conducted simulation studies under a variety of parameter configurations for linear mixed effects models. Our simulation study indicates that our proposed BIC performs better in model selection than Schwarz's BIC and Jones' modified BIC do in most scenarios. We also illustrate an example of smoking data using a longitudinal cohort of cancer patients.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.225-234
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• 1999

We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

• 한국통신학회논문지
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• 제25권7A호
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• pp.967-977
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• 2000

본 논문은 도립전자 시스템을 LFR(Linear Fractional Representation)로 표현하여 얻어진 일반화 제어대상에 대하여 혼합 ${H_2}/H_{\infty}$ 제어기법을 적용한다. 먼저, 일반화 제어대상을 얻기 위하여, LFR로 표현한 도립진자의 선형 모델을 유도한다. LFR에서 고려한 구체적인 불확실성은 3개의 비선형 성분과 1개의 진자질량 불확실성이다. 유도된 선형모델에 하중함수를 더하여 LFR 모델을 확대함으로써 일반화된 제어대상을 얻는다. 다음으로, 이 일반화 제어대상에 대하여 혼합 ${H_2}/H_{\infty}$ 제어기를 설계한다. 혼합 ${H_2}/H_{\infty}$ 제어기 설계를 위해서 LMI(Linear Matrix Inequalities) 기법을 이요한다. 설계된 혼합 ${H_2}/H_{\infty}$ 제어기의 제어성능과 강건 안정성을 평가하기 위해서 모의실험과 실물실험을 통하여 $H_{\infty}$ 제어기와 비교한다. 실험결과, $H_{\infty}$ 제어때 보다 적은 피드백 정보만으로도 혼합 ${H_2}/H_{\infty}$ 제어기는 도립진자의 진자각도 측면에서 $H_{\infty}$ 제어기보다 나은 강건 안정성과 제어 성능을 보인다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.69-74
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• 2003

The estimation of pest density is a prime concern of Integrated Pest Management (IPM) because the success of artificial intervention such as spraying pestcides or natural enemies depends on pest density. Also, the spatial pattern of pest population within plants or plots has been studies in various ways. In this study, we applied generalized linear mixed model to Tetranychus urticae Koch , two-spotted spider mite count in glasshouse grown roses. For this analysis, the subject-specific as well as pupulation-averaged approaches are used.

• 산업경영시스템학회지
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• 제32권4호
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• pp.53-62
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• 2009

Lee[15] examined quantity discount contracts between a manufacturer and a retailer in a stochastic, two-period inventory model where quantity discounts are provided based on the previous order size. During the two periods, the retailer faces stochastic (truncated Poisson distributed) demands and he/she places orders to meet the demands. The manufacturer provides for the retailer a price discount for the second period order if its quantity exceeds the first period order quantity. In this paper we extend the above two-period model to a k-period one (where k < 2) and propose a stochastic nonlinear mixed binary integer program for it. In order to make the program tractable, the nonlinear term involving the sum of truncated Poisson cumulative probability function values over a certain range of demand is approximated by an i-interval piecewise linear function. With the value of i selected and fixed, the piecewise linear function is determined using an evolutionary algorithm where its fitness to the original nonlinear term is maximized. The resulting piecewise linear mixed binary integer program is then transformed to a mixed binary integer linear program. With the k-period model developed, we suggest a solution procedure of receding horizon control style to solve n-period (n < k) order decision problems. We implement Lee's two-period model and the proposed k-period model for the use in receding horizon control style to solve n-period order decision problems, and compare between the two models in terms of the pattern of order quantities and the total profits. Our computational study shows that the proposed model is superior to the two-period model with respect to the total profits, and that order quantities from the proposed model have higher fluctuations over periods.

• 응용통계연구
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• 제28권2호
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• pp.295-308
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• 2015

지난 수십 년 동안 유전형 기술(genotyping technology)의 발달로 개인별 유전자 정보를 얻기 위해 필요한 비용이 감소함에 따라, 다양한 인간 질병의 원인 유전자를 규명하기 위한 많은 유전역학 연구들이 진행되어 왔다. 예를 들어 전장유전체관련분석(genome-wide association studies)은 수백 개에 이르는 표현형(phenotypes)에 대하여 수천 개에 이르는 원인유전자를 규명하였다. 유전체 자료의 홍수로 인하여 대규모 유전체 자료를 분석할 수 있는 다양한 분석 알고리즘에 개발되었으며, 특별히 선형혼합모형은 유전율의 추정부터 관련분석(association studies)에 이르기까지 유전역학 연구에서 광범위하게 활용되고 방법론이었다. 본 논문에서는 유전역학 연구에 있어 빈번하게 활용되는 선형혼합모형의 활용 사례를 나열하고, 각 분석 모형 별 추정치들의 생물학적 의미를 논하고자 한다.

• 한국농공학회:학술대회논문집
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• 한국농공학회 1999년도 Proceedings of the 1999 Annual Conference The Korean Society of Agricutural Engineers
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• pp.562-568
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• 1999

The model using homogenization technique based on energy concept for the prediction of the failure criterion of staple fiber mixed soil was developed to increase the practice and the application of staple fiber as a reinforcement for improving soft ground and agrictural structures. Parameters of the model are aspect ration and volumetric ocntnet of fiber, cohesion and internal friction angle of soil, adhesiion intercept of soil and fiber. It is judged that the model developed in this study is applicable to the soil composed of clay, silt and sand mixed by linear types of fiber such as steel bar, steel fiber , natural fiber etc..

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.361-370
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• 2003

Those who are interested in making inferences concerning linear combination of valiance components in a simple linear regression model with unbalanced nested error structure can use the confidence intervals proposed in this paper. Two approximate confidence intervals for the sum of two variance components in the model are proposed. Simulation study is peformed to compare the methods. The methods are applied to a numerical example and recommendations are given for choosing a proper interval.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.75-78
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• 2003

Those who are interested in making inferences concerning linear combination of variance components in a simple linear regression model with unbalanced nested error structure can use the confidence intervals proposed in this paper. Two approximate confidence intervals for the sum of two variance components in the model are proposed. Simulation study is peformed to compare the methods.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.459-471
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• 2002

In applications using a linear regression model with nested error structure, one might be interested in making inferences concerning variance components. This article proposes approximate confidence intervals on the variance component of the primary level in a simple linear regression model with an unbalanced nested error structure. The intervals are compared using computer simulation and recommendations are provided for selecting an appropriate interval.