• 한국도로학회논문집
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• 제14권5호
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• pp.189-199
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• 2012

PURPOSES: The purpose of this study is to propose a new methodology for developing statistical collision models and to show the validation results of the methodology. METHODS: A new modeling method of introducing variables into the model one by one in a multiplicative form is suggested. A method for choosing explanatory variables to be introduced into the model is explained. A method for determining functional forms for each explanatory variable is introduced as well as a parameter estimating procedure. A model selection method is also dealt with. Finally, the validation results is provided to demonstrate the efficacy of the final models developed using the method suggested in this study. RESULTS: According to the results of the validation for the total and injury collisions, the predictive powers of the models developed using the method suggested in this study were better than those of generalized linear models for the same data. CONCLUSIONS: Using the methodology suggested in this study, we could develop better statistical collision models having better predictive powers. This was because the methodology enabled us to find the relationships between dependant variable and each explanatory variable individually and to find the functional forms for the relationships which can be more likely non-linear.

• 한국경영과학회지
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• 제18권2호
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• pp.57-81
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• 1993

This paper is concerned with analyzing the bankruptcy prediction power of three methods : Multivariate Discriminant Analysis (MDA), Inductive Learning, Neural Network, MDA has been famous for its effectiveness for predicting bankrupcy in accounting fields. However, it requires rigorous statistical assumptions, so that violating one of the assumptions may result in biased outputs. In this respect, we alternatively propose the use of two AI models for bankrupcy prediction-inductive learning and neural network. To compare the performance of those two AI models with that of MDA, we have performed massive experiments with a number of Korean bankrupt-cases. Experimental results show that AI models proposed in this study can yield more robust and generalizing bankrupcy prediction than the conventional MDA can do.

• Communications for Statistical Applications and Methods
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• 제29권4호
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• pp.471-486
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• 2022

Autoregressive moving average (ARMA) models involve nonlinearity in the model coefficients because of unobserved lagged errors, which complicates the likelihood function and makes the posterior density analytically intractable. In order to overcome this problem of posterior analysis, some approximation methods have been proposed in literature. In this paper we first review the main analytic approximations proposed to approximate the posterior density of ARMA models to be analytically tractable, which include Newbold, Zellner-Reynolds, and Broemeling-Shaarawy approximations. We then use the Kullback-Leibler divergence to study the relation between these three analytic approximations and to measure the distance between their derived approximate posteriors for ARMA models. In addition, we evaluate the impact of the approximate posteriors distance in Bayesian estimates of mean and precision of the model coefficients by generating a large number of Monte Carlo simulations from the approximate posteriors. Simulation study results show that the approximate posteriors of Newbold and Zellner-Reynolds are very close to each other, and their estimates have higher precision compared to those of Broemeling-Shaarawy approximation. Same results are obtained from the application to real-world time series datasets.

• 응용통계연구
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• 제35권6호
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• pp.703-724
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• 2022

다변량 경시적 자료 분석은 반복 측정된 자료에 존재하는 상관관계를 올바르게 추정하면서 자료를 분석해야 한다. 경시적 연구에서는 다변량 경시적 자료가 주로 생성되지만, 기존 통계적 모형은 대부분 단변량으로 분석되어 다변량 경시적 자료에 존재하는 복잡한 상관관계를 제대로 설명하지 못하게 된다. 따라서 본 논문에서는 복잡한 상관관계를 설명하기 위해 공분산 행렬을 모형화하는 다양한 방법에 대해 고찰한다. 그 중 수정된 콜레스키 분해, 수정된 콜레스키 블록분해와 초구분해를 살펴본다. 그리고 일반화 자기회귀모수 행렬이 가지는 희박성 문제를 해결하기 위해 베이지안 방법을 이용하여 청소년 패널 데이터를 분석한다. 청소년 패널 데이터는 다변량 경시적 자료이며, 반응 변수로는 학교 적응도, 학업 성취도, 휴대전화 의존도를 고려한다. 자기 상관 구조와 혁신 표준 편차 구조를 달리 가정하여 여러 모형을 비교한다. 가장 적합한 모형에 대해 학교 적응도와 학업 성취도에 대해 모든 설명 변수가 유의미하며, 휴대전화 의존도가 반응 변수일 때 사교육 시간을 제외한 모든 설명 변수가 유의미한 것으로 나타난다.

• Asian Pacific Journal of Cancer Prevention
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• 제16권14호
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• pp.5655-5661
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• 2015

Purpose: To assess the role of two adjuvant chemotherapy regimens, anthracycline-based and CMF on disease free survival and overall survival breast cancer patients by meta-analysis approach in Eastern Mediterranean and Asian countries to determine which is more effective and evaluate the appropriateness and efficiency of two different proposed statistical models. Materials and Methods: Survival curves were digitized and the survival proportions and times were extracted and modeled to appropriate covariates by two multivariate mixed effects models. Studies which reported disease free survival and overall survival curves for anthracycline-based or CMF as adjuvant chemotherapy that were published in English in the Eastern Mediterranean region and Asia were included in this systematic review. The two transformations of survival probabilities (Ln (-Ln(S)) and Ln(S/ (1-S))) as dependent variables were modeled by a multivariate mixed model to same covariates in order to have precise estimations with high power and appropriate interpretation of covariate effects. The analysis was carried out with SAS Proc MIXED and STATA software. Results: A total of 32 studies from the published literature were analysed, covering 4,092 patients who received anthracycline-based and 2,501 treated with CMF for the disease free survival and in order to analyze the overall survival, 13 studies reported the overall survival curves in which 2,050 cases were treated with anthracycline-based and 1,282 with CMF regimens. Conclusions: The findings illustrated that the model with dependent variable Ln (-Ln(S)) had more precise estimations of the covariate effects and showed significant difference between the effects of two adjuvant chemotherapy regimens. Anthracycline-based treatment gave better disease free survival and overall survival. As an IPD meta-analysis in the Italy the results of Angelo et al in 2011 also confirmed that anthracycline-based regimens were more effective for survival of breast cancer patients. The findings of Zare et al 2012 on disease free survival curves in Asia also provided similar evidence.

• 응용통계연구
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• 제29권1호
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• pp.1-12
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• 2016

금융시계열은 일반 시계열과는 차별적으로 stylized facts로 불리는 특징을 가지고 있다. 이 특징들은 급첨 성질, 비정규분포, 변동성 집중 및 비대칭성을 포함한다. 이러한 특징들을 설명하기 위해서는 기존의 선형 ARMA 모형에서 벗어난 특수한 모형이 필요하게 되었다. 본 논문은 변동성 모형인 GARCH 형태의 모형을 중심으로 특수 금융시계열 모형들을 소개하고 연관된 통계적 이슈들에 대해 가능한 최근 연구를 중심으로 폭 넓게 조망하고 있다.

• 응용통계연구
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• 제28권2호
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• pp.335-342
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• 2015

경시적 자료는 각 환자마다 시간에 따라 반복 측정되는 코호트 연구 등에서 많이 쓰인다. 본 연구는 반응변수 간 상관성을 고려할 수 있는 결합 다단계 일반화 선형모형을 이용하여, 다변량 경시적 자료 분석을 수행하였다. 한국 유전체 역학 연구에서 실시한 코호트 자료를 적합하고 결과를 해석한다. 조건부 아카이케 정보 기준을 이용하여 모형 선택을 하고, 변량효과들의 추정치들을 설명한다.

• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.577-590
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• 2018

Employing the covariance adjustment technique, we show that in the system of two seemingly unrelated multivariate regressions the estimator of regression coefficients can be expressed as a matrix power series, and conclude that the matrix series only has a unique simpler form. In the case that the covariance matrix of the system is unknown, we define a two-stage estimator for the regression coefficients which is shown to be unique and unbiased. Numerical simulations are also presented to illustrate its superiority over the ordinary least square estimator. Also, as an example we apply our results to the seemingly unrelated growth curve models.

• Asian-Australasian Journal of Animal Sciences
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• 제12권7호
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• pp.1015-1018
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• 1999

Single trait mixed models have been dominantly utilized for genetic evaluation of the reproductive traits in swine. However employing multiple trait approach may lead to more accurate genetic evaluations. For 5 litter size and litter weight traits of Danish Landrace, genetic parameters were estimated with a multiple trait mixed model. The heritability estimates were 0.02, 0.03, 0.03, 0.05, and 0.07, respectively for litter size at birth, litter size born alive, litter weight at birth, litter size at weaning, and litter weight at weaning. Negative genetic correlations were all positive. The litter weight at birth showed genetic antagonism with litter size born alive (-0.65) and litter size at weaning (-0.31), but positive with litter size at birth (0.47) and litter weight at weaning (0.31). The estimates of environmental correlations were larger than their corresponding genetic correlation estimates except for those between litter weight at birth and the other four traits. This study recommends simultaneous selection for two or more traits with multivariate mixed models in order to improve overall economic response.

• Communications for Statistical Applications and Methods
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• 제17권3호
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• pp.473-481
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• 2010

본 연구는 최근에 활발히 연구가 진행 중인 항공수요 예측을 위하여 계절형 다변량 시계열 모형을 기반으로 하고 다른 모형과의 비교를 RMSE(Root Mean Square Error)를 기준으로 비교한 것이다. 여기서 싱가폴 국제항공유가, 수출액을 추가하여 예측성능을 좋게 하고자 한다.