• 응용통계연구
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• 제29권2호
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• pp.309-319
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• 2016

이항 분류모형에서 선형 스코어의 함수인 리스크 스코어를 고려하고, 선형 스코어의 계수를 추정하는 문제를 고려한다. 계수를 추정하는 대표적인 방법으로 로지스틱모형을 이용하는 방법과 AUC를 최대화하여 구하는 방법이 있다. AUC 접근방법으로 구한 모수 추정량은 로지스틱모형을 이용한 선형 스코어의 모수의 최대가능도 추정량보다 자료가 로지스틱 가정이 맞지 않는 일반적인 상황에서도 좋은 추정 결과를 보인다. 본 연구에서는 신용평가모형에서 흔히 접하는 정상보다 부도 경우가 현저하게 작은 상태인 낮은 부도율의 자료를 고려하고, 낮은 부도율의 자료에 AUC 접근방법을 적용한다. 부도의 비율이 정상의 비율보다 현저하게 낮은 불균형 자료를 생성하기 위하여 수정된 로짓함수를 연결함수로 사용한다. 낮은 부도율의 상황인 불균형 자료에 AUC 접근방법을 적용한 판별결과가 로지스틱 모형 추정방법보다 동등하거나 더 나은 모수추정 결과를 보이는 것을 확인하였다.

• 한국농공학회논문집
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• 제56권4호
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• pp.29-39
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• 2014

In this study, we performed a non-stationary frequency analysis using a power model and the model was applied for Seoul, Daegu, Daejeon, Mokpo sites in Korea to estimate the probable precipitation amount at the target years (2020, 2050, 2080). We used the annual maximum precipitation of 24 hours duration of precipitation using data from 1973 to 2009. We compared results to that of non-stationary analyses using the linear and logistic regression. The probable precipitation amounts using linear regression showed very large increase in the long term projection, while the logistic regression resulted in similar amounts for different target years because the logistic function converges before 2020. But the probable precipitation amount for the target years using a power model showed reasonable results suggesting that power model be able to reflect the increase of hydrologic extremes reasonably well.

• Communications for Statistical Applications and Methods
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• 제15권6호
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• pp.815-823
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• 2008

In this paper, we derive the approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator of the scale parameter in a half-logistic distribution based on progressive Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

• Journal of the Korean Data and Information Science Society
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• 제18권4호
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• pp.1081-1091
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• 2007

In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter in an exponentiated logistic distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also propose and compare the estimators of the reliability function by using the proposed estimators of the parameters.

• 충청수학회지
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• 제26권3호
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• pp.441-451
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• 2013

In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 추계 학술발표회 논문집
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• pp.181-186
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• 2005

Many data sets obtained from surveys or medical trials often include missing observations. When these data sets are analyzed, it is general to use only complete cases. However, it is possible to have big biases or involve inefficiency. In this paper, we consider a method for estimating parameters in logistic linear models involving non-ignorable missing data mechanism. A binomial response and normal exploratory model for the missing data are used. We fit the model using the EM algorithm. The E-step is derived by Metropolis-hastings algorithm to generate a sample for missing data and Monte-carlo technique, and the M-step is by Newton-Raphson to maximize likelihood function. Asymptotic variances of the MLE's are derived and the standard error and estimates of parameters are compared.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2000년도 추계정기학술대회:지능형기술과 CRM
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• pp.417-426
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• 2000

This study suggests integrated neural network models for Interest rate forecasting using change-point detection, classifiers, and classification functions based on structural change. The proposed model is composed of three phases with tee-staged learning. The first phase is to detect successive and appropriate structural changes in interest rare dataset. The second phase is to forecast change-point group with classifiers (discriminant analysis, logistic regression, and backpropagation neural networks) and their. combined classification functions. The fecal phase is to forecast the interest rate with backpropagation neural networks. We propose some classification functions to overcome the problems of two-staged learning that cannot measure the performance of the first learning. Subsequently, we compare the structured models with a neural network model alone and, in addition, determine which of classifiers and classification functions can perform better. This article then examines the predictability of the proposed classification functions for interest rate forecasting using structural change.

• 한국학교ㆍ지역보건교육학회지
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• 제22권3호
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• pp.83-96
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• 2021

Background & objectives: Cognitive function decline is a main factor influencing the overall life of the elderly and places a burden of society. The aime of this study was to investigate the risk factors of cognitive function decline of elderly living alone and living with a spouse. Methods: This study used the Korean Longitudinal Study of Ageing from 2014 to 2018. 243 older adults who lived alone and 1,155 lived with a spouse with the Korean version of Mini Mental State Examination scores in normal range at the time of 2014 were included in the analysis. Logistic regression analysis was conducted to determine the difference of risk factors affecting cognitive function decline between in elderly living alone and elderly living with a spouse. Results: Cognitive function decline incidence rate of elderly living alone was 30.5% and the elderly living with a spouse showed 23.0%. According to the results of logistic regression analysis, the risk factors of cognitive function decline in the elderly living alone was age and residential area, while in the elderly living with a spouse were age, education level, social networks, and depression. Conclusions: The factors that affect the cognitive function decline of the elderly living alone and the elderly living with a spouse were different. Accordingly, other measures to prevent cognitive decline are necessary.

• 한국노년학
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• 제39권2호
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• pp.389-404
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• 2019

본 연구는 한국 노인이 주관적으로 인식하는 감각장애와 인지기능 간의 관계 조사이다. 연구방법은 2017년 노인실태조사 자료를 활용하여 65세 이상 10,082명에 대한 주관적 감각장애에 대한 평가 자료와 MMSE-DS를 통한 인지기능 간 관계를 위계적 다중회귀분석과 로지스틱 회귀분석을 실시하였다. 연구결과 시력, 청력, 구강 기능에 대해 주관적 불편감을 보고할수록 인지기능 감소의 위험이 높게 나타났다. 또한 청력, 구강에 대한 불편감은 치매로 이어질 가능성이 높음을 발견하였다. 특히 다른 감각기능에 비해 청력 불편감이 치매의심 집단의 인지기능과 상관관계가 가장 높은 것으로 나타났다. 본 연구의 결과는 노인의 감각기능을 정부 차원에서 관리할 필요성이 있으며, 노인 스스로 감각기능의 신체적 변화를 지각하고 평가하기 위한 도구를 개발할 필요가 있음을 제안한다. 아울러 노인의 건강 증진을 위한 구체적인 방안을 위한 연구가 필요하다.

• 대한물리의학회지
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• 제11권3호
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• pp.73-80
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• 2016

PURPOSE: The purpose of this study was to investigate the quality of life related to fall experiences in chronic stroke patients. METHODS: This cross-sectional study included 117 patients with stroke from 3 hospitals in D metropolitan city. General characteristics, including fall experiences and quality of life, were assessed through a face-to-face interviews conducted in a quiet place using a questionnaire. Measurement of quality of life in stroke patients was conducted using the Korean Stroke Specific Quality of Life Scale (SS-QOL). To identify the SS-QOL items related to fall experiences, the items of the SS-QOL were considered as independent variables, and the variables that were significantly different according to fall experiences were identified using a univariate analysis. A binary logistic regression was then performed using fall experiences as the independent variable. RESULTS: According to the univariate analysis, self help activities, social role, and upper extremity function were significantly lower in the fall group than that in the non-fall group (p<.05). The findings of the binary logistic regression confirmed that social roles and upper extremity function were the SS-QOL items that were related to fall experience in chronic stroke patients. CONCLUSION: These findings suggest that social roles and upper extremity function may be risk factors for fall experience in patients with chronic stroke.