• Wind and Structures
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• 제16권3호
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• pp.279-300
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• 2013

This paper presents a new analysis framework for predicting the internal buffeting forces in bridge components under skew wind. A linear regressive model between the internal buffeting force and deformation under normal wind is derived based on mathematical statistical theory. Applying this regression model under normal wind and the time history of buffeting displacement under skew wind with different yaw angles in wind tunnel tests, internal buffeting forces in bridge components can be obtained directly, without using the complex theory of buffeting analysis under skew wind. A self-anchored suspension bridge with a main span of 260 m and a steel arch bridge with a main span of 450 m are selected as case studies to illustrate the application of this linear regressive framework. The results show that the regressive model between internal buffeting force and displacement may be of high significance and can also be applied in the skew wind case with proper regressands, and the most unfavorable internal buffeting forces often occur under yaw wind.

• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.113-123
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• 2006

Normal mixture model(NMM) frequently used to cluster genes on microarray gene expression data. In this paper some of component means of NMM are modelled by a linear regression model so that its design matrix presents the pattern between sample classes in microarray matrix. This modelling for the component means by given design matrices certainly has an advantage that we can lead the clusters that are previously designed. However, it suffers from 'overfitting' problem because in practice genes often are highly dimensional. This problem also arises when the NMM restricted by the linear model for component-means is fitted. To cope with this problem, in this paper, the use of the factor analyzer NMM restricted by linear model is proposed to cluster genes. Also several design matrices which are useful for clustering genes are provided.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.101-113
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• 2002

In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

• Computers and Concrete
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• 제26권2호
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• pp.175-183
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• 2020

Fly ash has become an important component of concrete as supplementary cementitious material with the development of concrete technology. To make use of fly ash efficiently, four types of fly ash with particle size distributions that are in conformity with four functions, namely, S.Tsivilis, Andersen, Normal and F distribution, respectively, were prepared. The four particle size distributions as functions of the strength and pore structure of concrete were thereafter constructed and investigated. The results showed that the compressive and flexural strength of concrete with the fly ash that conforming to S.Tsivilis, Normal, F distribution increased by 5-10 MPa and 1-2 MPa, respectively, compared to the reference sample at 28 d. The pore structure of the concrete was improved, in which the total porosity of concrete decreased by 2-5% at 28 d. With regarding to the fly ash with Andersen distribution, it was however not conducive to the strength development of concrete. Regression model based on the grey multiple linear regression theory was proved to be efficient to predict the strength of concrete, according to the characteristic parameters of particle size and pore structure of the fly ash.

• 응용통계연구
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• 제26권6호
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• pp.953-958
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• 2013

본 연구에서는 정규분포 기반이 아닌 왜도정규분포 기반의 측정오차모형을 제시하고 단순선형회귀모형에서의 기울기 계수에 대하여 특성을 파악하였다. 모의실험을 통해 측정오차모형에서 단순선형회귀모형에서의 기울기 계수의 과소추정 및 감쇠의 정도를 보였다.

• 응용통계연구
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• 제15권1호
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• pp.73-84
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• 2002

계수에 대한 부등 제한조건이 있는 선형 회귀모형은 경제모형에서 가장 흔하게 다루어지는 것 중의 하나이다. 이는 특정 설명변수에 대한 계수의 부호를 음양 중 하나로 제한하거나 계수들에 대하여 순서적 관계를 주기 때문이다. 본 논문에서는 이러한 부등 제한이 있는 선형회귀 모형에서 유의한 설명변수의 선택을 해결하는 베이지안 기법을 고려한다. 베이지안 변수선택은 가능한 모든 모형의 사후확률 계산이 요구되는데 본 논문에서는 이러한 사후확률들을 동시에 계산하는 방법을 제시한다. 구체적으로 가장 일반적인 모형의 모수에 대한 사후표본을 깁스 표본기법을 적용시켜 얻은 후 이를 이용하여 모든 가능한 모형의 사후확률을 계산하고 실제적인 자료에 본 논문에서 제안된 방법을 적용시켜 본다.

• 한국농공학회지
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• 제22권3호
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• pp.75-87
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• 1980

Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

• 응용통계연구
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• 제25권6호
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• pp.1037-1047
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• 2012

The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.187-191
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• 2000

In the analysis of repeated measurements, multivariate regression models that account for the correlations among the observations from the same subject are widely used. Like the usual univariate regression models, these multivariate regression models also need some model diagnostic procedures. In this paper, we propose a simple graphical method to detect outliers and to investigate the goodness of model fit in repeated measures data. The graphical method is based on the quantile-quantile(Q-Q) plots of the $X^2$ distribution and the standard normal distribution. We also propose diagnostic measures to detect influential observations. The proposed method is illustrated using two examples.

• Journal of the Korean Statistical Society
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• 제14권2호
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• pp.95-99
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• 1985

In this paper, Bayesian analysiss of the general linear econometric model is carried out by using a multinomal prior for the vector of unknown regression coefficents and a half-normal prior for the standard deviation of the disturbances.