• Title/Summary/Keyword: Multivariate statistical analyses

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Multivariate statistical analysis of the comparative antioxidant activity of the total phenolics and tannins in the water and ethanol extracts of dried goji berry (Lycium chinense) fruits

  • Kim, Joo-Shin;Kimm, Haklin Alex
    • Korean Journal of Food Science and Technology
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    • v.51 no.3
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    • pp.227-236
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    • 2019
  • Antioxidant activity in water and ethanol extracts of dried Lycium chinense fruit, as a result of the total phenolic and tannin content, was measured using a number of chemical and biochemical assays for radical scavenging and inhibition of lipid peroxidation, with the analysis being extended by applying a bootstrapping statistical method. Previous statistical analyses mostly provided linear correlation and regression analyses between antioxidant activity and increasing concentrations of phenolics and tannins in a concentration-dependent mode. The present study showed that multiple component or multivariate analysis by applying multiple regression analysis or regression planes proved more informative than linear regression analysis of the relationship between the concentration of individual components and antioxidant activity. In this paper, we represented the multivariate analysis of antioxidant activities of both phenolic and tannin contents combined in the water and ethanol extracts, which revealed the hidden observations that were not evident from linear statistical analysis.

Resistant Singular Value Decomposition and Its Statistical Applications

  • Park, Yong-Seok;Huh, Myung-Hoe
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.49-66
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    • 1996
  • The singular value decomposition is one of the most useful methods in the area of matrix computation. It gives dimension reduction which is the centeral idea in many multivariate analyses. But this method is not resistant, i.e., it is very sensitive to small changes in the input data. In this article, we derive the resistant version of singular value decomposition for principal component analysis. And we give its statistical applications to biplot which is similar to principal component analysis in aspects of the dimension reduction of an n x p data matrix. Therefore, we derive the resistant principal component analysis and biplot based on the resistant singular value decomposition. They provide graphical multivariate data analyses relatively little influenced by outlying observations.

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A Review of the Statistical Analysis used in Clinical Articles Published on Journal of Korean Neurosurgical Society

  • Kang, Wee-Chang
    • Journal of Korean Neurosurgical Society
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    • v.40 no.4
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    • pp.304-308
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    • 2006
  • Statistical analyses used in clinical articles published on the Journal of Korean Neurosurgical Society were identified and appropriateness of statistical aspects in reporting results was assessed. Forty seven clinical articles were selected in this study, which were published from February, 2005 to February, 2006 on the journal. The frequency of statistical analysis was as follows : descriptive statistics only 24 [51.1%]. one type of statistical method 10 [21.3%], two or more methods 13 [27.6%]. An assessment of statistical aspects was performed in 24 clinical articles reporting inferential statistics. Ten articles [41.7%] did not adequately describe or reference all statistical methods used. There were six articles [25.0%] not reporting the confidence level used as the critical criteria of the statistical significance. In thirteen articles [54.2%] it seems more appropriate to implement multivariate analyses in addition to univariate analyses. We recommend that the journal readers should concentrate on improving their knowledge of basic statistics and statistical review for manuscripts submitted should be sought from professionals in the fields of biostatistics and epidemiology.

Contribution of Ecological Surveys to Coastal Conservation: A Case in Soft Shore Study

  • Tai, K. K;Cheung, S.-G;Shin, P.-K.-S.
    • The Korean Journal of Ecology
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    • v.27 no.3
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    • pp.127-131
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    • 2004
  • Soft shores are particularly vulnerable to human exploitation; however, they exhibit a variety of habitats which provide refuge for a diversity of flora and fauna. This study describes a survey of 13 soft shores in Hong Kong with information on species diversity, sediment characteristics, shore extent, pollution threat, degree of naturalness, linkage with other ecological habitats, and degree of social/economic importance. Data collected were subjected to multivariate statistical analyses, so as to identify shores that have significant ecological status and conservation value for management purposes.

Detecting Influential Observations in Multivariate Statistical Analysis of Incomplete Data by PCA (주성분분석에 의한 결손 자료의 영향값 검출에 대한 연구)

  • 김현정;문승호;신재경
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.383-392
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    • 2000
  • Since late 1970, methods of influence or sensitivity analysis for detecting influential observations have been studied not only in regression and related methods but also in various multivariate methods. If results of multivariate analyses sometimes depend heavily on a small number of observations, we should be very careful to draw a conclusion. Similar phenomena may also occur in the case of incomplete data. In this research we try to study such influential observations in multivariate statistical analysis of incomplete data. Case of principal component analysis is studied with a numerical example.

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Statistical Methods for Multivariate Missing Data in Health Survey Research (보건조사연구에서 다변량결측치가 내포된 자료를 효율적으로 분석하기 위한 통계학적 방법)

  • Kim, Dong-Kee;Park, Eun-Cheol;Sohn, Myong-Sei;Kim, Han-Joong;Park, Hyung-Uk;Ahn, Chae-Hyung;Lim, Jong-Gun;Song, Ki-Jun
    • Journal of Preventive Medicine and Public Health
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    • v.31 no.4 s.63
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    • pp.875-884
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    • 1998
  • Missing observations are common in medical research and health survey research. Several statistical methods to handle the missing data problem have been proposed. The EM algorithm (Expectation-Maximization algorithm) is one of the ways of efficiently handling the missing data problem based on sufficient statistics. In this paper, we developed statistical models and methods for survey data with multivariate missing observations. Especially, we adopted the EM algorithm to handle the multivariate missing observations. We assume that the multivariate observations follow a multivariate normal distribution, where the mean vector and the covariance matrix are primarily of interest. We applied the proposed statistical method to analyze data from a health survey. The data set we used came from a physician survey on Resource-Based Relative Value Scale(RBRVS). In addition to the EM algorithm, we applied the complete case analysis, which uses only completely observed cases, and the available case analysis, which utilizes all available information. The residual and normal probability plots were evaluated to access the assumption of normality. We found that the residual sum of squares from the EM algorithm was smaller than those of the complete-case and the available-case analyses.

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A Study on Forest Land Classification Using Multivariate Statistical Methods : A Case Study at Mt. Kwanak (다변수통계방법을 이용한 산지분류에 관한 연구)

  • 정순오
    • Journal of the Korean Institute of Landscape Architecture
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    • v.13 no.1
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    • pp.43-66
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    • 1985
  • Korea needs proper and rational public policies on conservation and use of forest land and other natural resources because of the accelerating expansion of national land developments in recent years. Unfortunately, there is no systematic planning system to support the needs. Generally, forest land use planning needs suitability analysis based on efficient land classification system. The goal of this study was to classify a forest land using multivariate satistical methods. A case study was carried out in winter of 1983 on a mountainous area higher than 100m above sea level located at Mt. Kwanak in Anyang -city, Kyung-gi-do (province). The study area was 19.80 km$^2$wide and was divided into 1, 383 Operational Taxonomic Units (OTU's) by a 120m$\times$120m grid. Fourteen descriptors were identified and quantified for each OTU from existing national land data : elevation, slope, aspect, terrain form, geologic material, surface soil permeability, topsoil type, depth of the solum, soil acidity, forest cover type, stand size class, stand age class, stand density class, and simple forest soil capability class. For this study, a FORTRAN IV program was written for input and output map data, and the computer statistics packages, SPSS and BMD, were used to perform the multivariate statistical analysis. Fourteen variables were analyzed to investigate the characteristics of their fire quench distribution and to estimate the correlation coefficients among them. Principal component analysis was executed to find the dimensions of forest land characteristics, and factor scores were used for proper samples of OTU throughout the study area. In order to develop the classes of forest land classification based on 102 surrogates, cluster and discriminant analyses of principal descriptor variable matrix were undertaken. Results obtained through a series of multivariate statistical analyses were as follows ; 1) Principal component analysis was proved to be a useful tool for data selection and identification of principal descriptor variables which represented the characteristics of forest land and facilitated the selection of samples.

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Moments calculation for truncated multivariate normal in nonlinear generalized mixed models

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.377-383
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    • 2020
  • The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

A rolling analysis on the prediction of value at risk with multivariate GARCH and copula

  • Bai, Yang;Dang, Yibo;Park, Cheolwoo;Lee, Taewook
    • Communications for Statistical Applications and Methods
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    • v.25 no.6
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    • pp.605-618
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    • 2018
  • Risk management has been a crucial part of the daily operations of the financial industry over the past two decades. Value at Risk (VaR), a quantitative measure introduced by JP Morgan in 1995, is the most popular and simplest quantitative measure of risk. VaR has been widely applied to the risk evaluation over all types of financial activities, including portfolio management and asset allocation. This paper uses the implementations of multivariate GARCH models and copula methods to illustrate the performance of a one-day-ahead VaR prediction modeling process for high-dimensional portfolios. Many factors, such as the interaction among included assets, are included in the modeling process. Additionally, empirical data analyses and backtesting results are demonstrated through a rolling analysis, which help capture the instability of parameter estimates. We find that our way of modeling is relatively robust and flexible.

Use of Multivariate Statistical Approaches for Decoding Chemical Evolution of Groundwater near Underground Storage Caverns (다변량통계기법을 이용한 지하저장시설 주변의 지하수질 변동에 관한 연구)

  • Lee, Jeonghoon
    • Journal of the Korean earth science society
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    • v.35 no.4
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    • pp.225-236
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    • 2014
  • Multivariate statistical analyses have been extensively applied to hydrochemical measurements to analyze and interpret the data. This study examines anthropogenic factors obtained from applications of correspondence analysis (CA) and principal component analysis (PCA) to a hydrogeochemical data set. The goal was to synthesize the hydrogeochemical information using these multivariate statistical techniques by incorporating hydrogeochemical speciation results calculated by the program, commonly used, WATEQ4F included in the NETPATH. The selected case study was LPG underground storage caverns, which is located in the southeastern Korea. The highly alkaline groundwaters at this study area are an analogue for the repository system. High pH, speciation of Al and possible precipitation of calcite characterize these groundwaters. Available groundwater quality monitoring data were used to confirm these statistical models. The present study focused on understanding the hydrogeochemical attributes and establishing the changes of phase when two anthropogenic effects (i.e., disinfection activity and cement pore water) in the study area have been introduced. Comparisons made between two statistical results presented and the findings of previous investigations highlight the descriptive capabilities of PCA using calculated saturation index and CA as exploratory tools in hydrogeochemical research.