• Title/Summary/Keyword: Multiplicative risk model

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Checking the Additive Risk Model with Martingale Residuals

  • Myung-Unn Song;Dong-Myung Jeong;Jae-Kee Song
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.433-444
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    • 1996
  • In contrast to the multiplicative risk model, the additive risk model specifies that the hazard function with covariates is the sum of, rather than product of, the baseline hazard function and the regression function of covariates. We, in this paper, propose a method for checking the adequacy of the additive risk model based on partial-sum of matingale residuals. Under the assumed model, the asymptotic properties of the proposed test statistic and approximation method to find the critical values of the limiting distribution are studied. Several real examples are illustrated.

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Application of a Statistical Disclosure Control Techniques Based on Multiplicative Noise (승법잡음모형을 이용한 통계적 노출조절기법의 적용)

  • Kim, Young-Won;Kim, Tae-Yeon;Ki, Kye-Nam
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.127-136
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    • 2011
  • Multiplicative noise model is the one of popular method for masking continuous variables. In this paper, we propose the transformation on the variable to which random noise was multiplied. An advantage of the masking method using proposed transformation is that the masking data users can obtain the unbiased values of mean and variance of original (unmasked) data. We also consider the data utility and correlation structure of variables when we apply the proposed multiplicative noise scheme. To investigate the properties of the method of masking based on multiplicative noise, a simulation study has been conducted using the 2008 Householder Income and Expenditure Survey data.

Applicability of a Multiplicative Random Cascade Model for Disaggregation of Forecasted Rainfalls (예보강우 시간분해를 위한 Multiplicative Cascade 모형의 적용성 평가)

  • Kim, Daeha;Yoon, Sun-Kwon;Kang, Moon Seong;Lee, Kyung-do
    • Journal of The Korean Society of Agricultural Engineers
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    • v.58 no.5
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    • pp.91-99
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    • 2016
  • High resolution rainfall data at 1-hour or a finer scale are essential for reliable flood analysis and forecasting; nevertheless, many observations, forecasts, and climate projections are still given at coarse temporal resolutions. This study aims to evaluate a chaotic method for disaggregation of 6-hour rainfall data sets so as to apply operational 6-hour rainfall forecasts of the Korean Meteorological Association to flood models. We computed parameters of a state-of-the-art multiplicative random cascade model with two combinations of cascades, namely uniform splitting and diversion, using rainfall observations at Seoul station, and compared statistical performance. We additionally disaggregated 6-hour rainfall time series at 58 stations with the uniform splitting and evaluated temporal transferability of the parameters and changes in multifractal properties. Results showed that the uniform splitting outperformed the diversion in reproduction of observed statistics, and hence is better to be used for disaggregation of 6-hour rainfall forecasts. We also found that multifractal properties of rainfall observations has adequate temporal consistency with an indication of gradually increasing rainfall intensity across South Korea.

Estimation of Joint Risks for Developing Uterine Cervix Cancer in Korea (한국인 자궁경부암의 복합위험도 추정)

  • Yoon, Ha-Chung;Shin, Ae-Sun;Park, Sue-Kyung;Jang, Myung-Jin;Yoo, Keun-Young
    • Journal of Preventive Medicine and Public Health
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    • v.35 no.3
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    • pp.263-268
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    • 2002
  • Objective : This study was aiming at estimating the joint effects of various risk factors associated with uterine cervix cancer in Korea. Methods : Data obtained from a case-control study were analyzed with a multiplicative model. Results : After adjustment for age and husband's educational attainments, the family history of cervical cancer (OR=2.1, 95% CI=1.2-3.9), unstable marital status due to separation, by death or divorce, etc. (OR=2.8, 95% CI=1.7-4.6), and a large number of deliveries ($\geq$3 vs. nulliparous OR=6.5, 55% CI=1.4-29.0) increased the risk of uterine cervix cancer, Conversely, first sexual intercourse at an older age ($\geq$25 years vs. <19 years OR=0.4, 95% CI=0.2-0.6) and husband's circumcision (OR=0.7, 95% CI=0.5-1.0) decreased the risk. In the multiplicative model, the highest joint risk (OR=39.2, 95% CI 5.9-258.9) was observed in women with a family history of uterine cervical cancer, an unstable marital status, where the ex-husband was not circumcised, with 3 or more delivery experiences, and having her first sexual intercourse when younger than 19 years of age. However, women without a family history of uterine cervix cancer, married to a circumcised husband, having had her first sexual intercourse at 25 years or older, and nulliparous, showed the lowest joint effect (OR=0.3, 95% CI=0.1-0.5). Conclusion : As carcinogenesis is a complex action involving various factors, we consider a joint effects approach to be appropriate in an epidemiological study on risk factors for uterine cervix neoplasms cervix neoplasm.

Application of Crossover Analysis-logistic Regression in the Assessment of Gene- environmental Interactions for Colorectal Cancer

  • Wu, Ya-Zhou;Yang, Huan;Zhang, Ling;Zhang, Yan-Qi;Liu, Ling;Yi, Dong;Cao, Jia
    • Asian Pacific Journal of Cancer Prevention
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    • v.13 no.5
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    • pp.2031-2037
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    • 2012
  • Background: Analysis of gene-gene and gene-environment interactions for complex multifactorial human disease faces challenges regarding statistical methodology. One major difficulty is partly due to the limitations of parametric-statistical methods for detection of gene effects that are dependent solely or partially on interactions with other genes or environmental exposures. Based on our previous case-control study in Chongqing of China, we have found increased risk of colorectal cancer exists in individuals carrying a novel homozygous TT at locus rs1329149 and known homozygous AA at locus rs671. Methods: In this study, we proposed statistical method-crossover analysis in combination with logistic regression model, to further analyze our data and focus on assessing gene-environmental interactions for colorectal cancer. Results: The results of the crossover analysis showed that there are possible multiplicative interactions between loci rs671 and rs1329149 with alcohol consumption. Multifactorial logistic regression analysis also validated that loci rs671 and rs1329149 both exhibited a multiplicative interaction with alcohol consumption. Moreover, we also found additive interactions between any pair of two factors (among the four risk factors: gene loci rs671, rs1329149, age and alcohol consumption) through the crossover analysis, which was not evident on logistic regression. Conclusions: In conclusion, the method based on crossover analysis-logistic regression is successful in assessing additive and multiplicative gene-environment interactions, and in revealing synergistic effects of gene loci rs671 and rs1329149 with alcohol consumption in the pathogenesis and development of colorectal cancer.

Lifetime Risk Assessment of Lung Cancer Incidence for Nonsmokers in Japan Considering the Joint Effect of Radiation and Smoking Based on the Life Span Study of Atomic Bomb Survivors

  • Shimada, Kazumasa;Kai, Michiaki
    • Journal of Radiation Protection and Research
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    • v.46 no.3
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    • pp.83-97
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    • 2021
  • Background: The lifetime risk of lung cancer incidence due to radiation for nonsmokers is overestimated because of the use of the average cancer baseline risk among a mixed population, including smokers. In recent years, the generalized multiplicative (GM)-excess relative risk (ERR) model has been developed in the life span study of atomic bomb survivors to consider the joint effect of radiation and smoking. Based on this background, this paper discusses the issues of radiation risk assessment considering smoking in two parts. Materials and Methods: In Part 1, we proposed a simple method of estimating the baseline risk for nonsmokers using current smoking data. We performed sensitivity analysis on baseline risk estimation to discuss the birth cohort effects. In Part 2, we applied the GM-ERR model for Japanese smokers to calculate lifetime attributable risk (LAR). We also performed a sensitivity analysis using other ERR models (e.g., simple additive (SA)-ERR model). Results and Discussion: In Part 1, the lifetime baseline risk from mixed population including smokers to nonsmokers decreased by 54% (44%-60%) for males and 24% (18%-29%) for females. In Part 2, comparison of LAR between SA- and GM-ERR models showed that if the radiation dose was ≤200 mGy or less, the difference between these ERR models was within the standard deviation of LAR due to the uncertainty of smoking information. Conclusion: The use of mixed population for baseline risk assessment overestimates the risk for lung cancer due to low-dose radiation exposure in Japanese males.

Establishment of Inundation Probability DB for Forecasting the Farmland Inundation Risk Using Weather Forecast Data (기상예보 기반 농촌유역 침수 위험도 예보를 위한 침수 확률 DB 구축)

  • Kim, Si-Nae;Jun, Sang-Min;Lee, Hyun-Ji;Hwang, Soon-Ho;Choi, Soon-Kun;Kang, Moon-Seong
    • Journal of The Korean Society of Agricultural Engineers
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    • v.62 no.4
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    • pp.33-43
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    • 2020
  • In order to reduce damage from farmland inundation caused by recent climate change, it is necessary to predict the risk of farmland inundation accurately. Inundation modeling should be performed by considering multiple time distributions of possible rainfalls, as digital forecasts of Korea Meteorological Administration is provided on a six-hour basis. As building multiple inputs and creating inundation models take a lot of time, it is necessary to shorten the forecast time by building a data base (DB) of farmland inundation probability. Therefore, the objective of this study is to establish a DB of farmland inundation probability in accordance with forecasted rainfalls. In this study, historical data of the digital forecasts was collected and used for time division. Inundation modeling was performed 100 times for each rainfall event. Time disaggregation of forecasted rainfall was performed by applying the Multiplicative Random Cascade (MRC) model, which uses consistency of fractal characteristics to six-hour rainfall data. To analyze the inundation of farmland, the river level was simulated using the Hydrologic Engineering Center - River Analysis System (HEC-RAS). The level of farmland was calculated by applying a simulation technique based on the water balance equation. The inundation probability was calculated by extracting the number of inundation occurrences out of the total number of simulations, and the results were stored in the DB of farmland inundation probability. The results of this study can be used to quickly predict the risk of farmland inundation, and to prepare measures to reduce damage from inundation.

Fitting Bivariate Generalized Binomial Models of the Sarmanov Type (Sarmanov형 이변량 일반화이항모형의 적합)

  • Lee, Joo-Yong;Kim, Kee-Young
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.271-280
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    • 2009
  • For bivariate binomial data with both intra and inter-class correlation, Danaher and Hardie (2005) proposed a bivariate beta-binomial model. However, the model is limited to the situation where the intra-class correlation is strictly positive. Thus it might be seriously inadequate for data with a negative intra-class correlation. Several authors have considered generalized binomial distributions covering a wider range of intra-class correlation which could relax the possible model restrictions imposed. Among others there are the additive/multiplicative and the beta/extended beta binomial model. In this study, bivariate models of the Sarmanov (1966) type are formed by combining each of those univariate models to take care of the inter-class correlation, and are evaluated in terms of the goodness-of-fit. As a result, B-mB and B-ebB are fitted, successfully, to real data and that B-mB, which has a wider permissible range than B-ebB for the intra-class correlation is relatively preferred.

Design and Experimental Evaluation of a Robust Force Controller for a 6-Link Electro-Hydraulic Manipulator via H$_{\infty}$ Control Theory

  • Ahn, Kyoung-Kwan;Lee, Byung-Ryong;Yang, Soon-Yong
    • Journal of Mechanical Science and Technology
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    • v.17 no.7
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    • pp.999-1010
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    • 2003
  • Uninterrupted power supply has become indispensable during the maintenance task of active electric power lines as a result of today's highly information-oriented society and increasing demand of electric utilities. This maintenance task has the risk of electric shock and the danger of falling from high place. Therefore it is necessary to realize an autonomous robot system using electro-hydraulic manipulators because hydraulic manipulators have the advantage of electric insulation and power/mass density. Meanwhile an electro-hydraulic manipulator using hydraulic actuators has many nonlinear elements, and its parameter fluctuations are greater than those of an electrically driven manipulator. So it is relatively difficult to realize not only stable contact work but also accurate force control for the autonomous assembly tasks using hydraulic manipulators. In this paper, the robust force control of a 6-link electro-hydraulic manipulator system used in the real maintenance task of active electric lines is examined in detail. A nominal model for the system is obtained from experimental frequency responses of the system, and the deviation of the manipulator system from the nominal model is derived by a multiplicative uncertainty. Robust disturbance observers for force control are designed using this information in an H$\_$$\infty$/ framework, and implemented on the two different setups. Experimental results show that highly robust force tracking by a 6-link electro-hydraulic manipulator could be achieved even if the stiffness of environment and the shape of wall change.