• Title/Summary/Keyword: Projection Statistics

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Projection analysis for split-plot data (분할구자료의 사영분석)

  • Choi, Jaesung
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.335-344
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    • 2017
  • This paper discusses a method of analyzing data from split-plot experiments by projections. The assumed model for data has two experimental errors due to two different experimental sizes and some random components in treatment effects. Residual random models are constructed to obtain sums of squares due to random effects. Expectations of sums of squares are obtained by Hartley's synthesis. Estimable functions of fixed effects are discussed.

Estimation of Hard-to-Measure Measurements in Anthropometric Surveys

  • Choi, Jong-Hoo;Kim, Ryu-Jin
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.213-220
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    • 2002
  • Anthropometric survey is important as a basis for human engineering fields. According to our experiences, there are difficulties in obtaining the measurements of some body parts because respondents are reluctant to expose. In order to overcome these difficulties, we propose a method for estimating such hard-to-measure measurements by using easy-to-measure measurements those are closely related to them. Multiple Regression Model, Feedforward Neural Network(FNN) Model and Projection Pursuit Regression(PPR) Model will be used as analytical tools for this purpose. The method we propose will be illustrated with real data from the 1992 Korea national anthropometric survey.

Estimations of the student numbers by nonlinear regression model (비선형 회귀모형을 이용한 학년별 학생수 추계)

  • Yoon, Yong-Hwa;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.71-77
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    • 2012
  • This paper introduces the projection methods by nonlinear regression model. To predict the student numbers, a log model and an involution model as the kind of a trend-extrapolation method are used. Empirical evidence shows that a projection by log model is better than by involution model with the confidence interval estimations for the coefficients of determination.

Suitability of stochastic models for mortality projection in Korea: a follow-up discussion

  • Le, Thu Thi Ngoc;Kwon, Hyuk-Sung
    • Communications for Statistical Applications and Methods
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    • v.28 no.2
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    • pp.171-188
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    • 2021
  • Due to an increased demand for longevity risk analysis, various stochastic models have been suggested to evaluate uncertainly in estimated life expectancy and the associated value of future annuity payments. Recently updated data allow us to analyze mortality for a longer historical period and extended age ranges. This study followed up previous case studies using up-to-date empirical data on Korean mortality and the recently developed R package StMoMo for stochastic mortality models analysis. The suitability of stochastic mortality models, focusing on retirement ages, was investigated with goodness-of-fit, validity of models, and ability of generating reasonable sets of simulation paths of future mortality. Comparisons were made across various types of models. Based on the selected models, the variability of important estimated measures associated with pension, annuity, and reverse mortgage were quantified using simulations.

A Comparative Analysis for Projection Models of the Physician Demand and Supply Among 5 Countries (주요 국가 의사인력 수급 추계방법론 비교분석)

  • Seo, Kyung Hwa;Lee, Sun Hee
    • Health Policy and Management
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    • v.27 no.1
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    • pp.18-29
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    • 2017
  • Background: In Korea, the problem of physician workforce imbalances has been a debated issue for a long time. This study aimed to draw key lessons and policy implications to Korea by analyzing projection models of physician demand/supply among five countries. Methods: We adopted theoretical framework and analyzed detail indicators used in projection models of demand/supply comparatively among countries. A systematic literature search was conducted using PubMed and Google Scholar with key search terms and it was complimented with hand searching of grey literature in Korean or English. Results: As a results, Korea has been used a supply-based traditional approach without taking various variables or environmental factors influencing on demand/supply into consideration. The projection models of USA and Netherlands which considered the diversity of variables and political issues is the most closest integrated approach. Based on the consensus of stakeholder, the evolved integrated forecasting approach which best suits our nation is needed to minimize a wasteful debate related to physician demand/supply. Also it is necessary to establish the national level statistics indices and database about physician workforce. In addition, physician workforce planning will be discussed periodically. Conclusion: We expect that this study will pave the way to seek reasonable and developmental strategies of physician workforce planning.

A study on high dimensional large-scale data visualization (고차원 대용량 자료의 시각화에 대한 고찰)

  • Lee, Eun-Kyung;Hwang, Nayoung;Lee, Yoondong
    • The Korean Journal of Applied Statistics
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    • v.29 no.6
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    • pp.1061-1075
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    • 2016
  • In this paper, we discuss various methods to visualize high dimensional large-scale data and review some issues associated with visualizing this type of data. High-dimensional data can be presented in a 2-dimensional space with a few selected important variables. We can visualize more variables with various aesthetic attributes in graphics or use the projection pursuit method to find an interesting low-dimensional view. For large-scale data, we discuss jittering and alpha blending methods that solve any problem with overlapping points. We also review the R package tabplot, scagnostics, and other R packages for interactive web application with visualization.

A comparative study of stochastic mortality models considering cohort effects (코호트 효과를 고려한 확률적 사망률 예측 모형의 비교 연구)

  • Kim, Soon-Young
    • The Korean Journal of Applied Statistics
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    • v.34 no.3
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    • pp.347-373
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    • 2021
  • Over the past 50 years, explorative research on the nation's mortality decline patterns has showed a decrease in age-specific mortality rates in all age groups, but there were different improvement patterns in specific mortality rates depending on ages and periods. Greater distinct improvement was observed in mortality rates among women than men, and there was a noticeable improvement in mortality rates in certain groups especially in the more recent decades, revealing a structural change in the overall trends regarding death periods. In this paper, we compare various stochastic mortality models considering cohort effects for mortality projection using Korean female mortality data and further explore the uncertainty related to projection. It also created age-specific mortality rates and life expectancy for women until 2067 based on the results of the analysis, and compared them with future age-specific mortality rates and life expectancy provided by the national statistical office (KOISIS). The best optimal model could vary depending on data usage periods. however, considering the overall fit and predictability, the PLAT model would be regarded to have appropriate predictability in terms of the mortality rates of women in South Korea.

Financial Projection for National Health Insurance using NHIS Sample Cohort Data Base (국민건강보험 표본코호트 DB를 이용한 건강보험 재정추계)

  • Park, Yousung;Park, Haemin;Kwon, Tae Yeon
    • The Korean Journal of Applied Statistics
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    • v.28 no.4
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    • pp.663-683
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    • 2015
  • The change of the population pyramid due to low fertility and rapid aging threatens the financial sustainability of National Health Insurance. We construct statistical models for prevalence rates and medical expenses using National Health Insurance Service (NHIS) sample cohort data from 2002-2013. We then project yearly expenditures and income of national health insurance until 2060 that considers various assumptions in regards to future population structure and economic conditions. We adopt a VECM-LC model for prevalence rates and the double exponentially smoothing method for the per capita co-payment of healthcare expense (in which the two models are institution-disease-sex-age specific) to project of national health insurance expenditures. We accommodate various assumptions of economic situations provided by the national assembly and government to produce a financial projection for national health insurance. Two assumptions of dependents ratios are used for the projection of national health insurance income to conduct two future population structures by the two assumptions of aging progresses and various assumptions on economic circumstances as in the expenditure projection. The health care deficit is projected to be 20-30 trillion won by 2030 and 40-70 trillion won by 2060 in 2015 constant price.

Estimation of Nonlinear Impulse Responses of Stock Indices by Asset Class

  • Chang, Young-Jae
    • The Korean Journal of Applied Statistics
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    • v.25 no.2
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    • pp.239-249
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    • 2012
  • We estimate nonlinear impulse responses of stock indices by asset class by the Local Projection method as suggested by Jorda (2005) to compute impulse responses. The method estimates impulse responses without the specification and estimation of the underlying multivariate dynamic system unlike the usual way of vector autoregression(VAR). It estimates Local Projections at each period of interest rather than extrapolating into increasingly distant horizons with the advantages of easy estimation and non-linear flexible specification. The Local Projection method adequately captures the nonlinearity and asymmetry of the impulse responses of the stock indices compared to those from VARs.

Estimators Shrinking towards Projection Vector for Multivariate Normal Mean Vector under the Norm with a Known Interval

  • Baek, Hoh Yoo
    • Journal of Integrative Natural Science
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    • v.11 no.3
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    • pp.154-160
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    • 2018
  • Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}(p-r{\geq}3)$, r = rank(K) with a projection matrix K under the quadratic loss, based on a sample $Y_1$, $Y_2$, ${\cdots}$, $Y_n$. In this paper a James-Stein type estimator with shrinkage form is given when it's variance distribution is specified and when the norm ${\parallel}{\theta}-K{\theta}{\parallel}$ is constrain, where K is an idempotent and symmetric matrix and rank(K) = r. It is characterized a minimal complete class of James-Stein type estimators in this case. And the subclass of James-Stein type estimators that dominate the sample mean is derived.