• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.123-136
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• 2015

Science has developed with great achievements after Galileo's discovery of the law depicting a relationship between observable variables. However, many natural phenomena have been better explained by models including unobservable random effects. A mixed effect model was the first statistical model that included unobservable random effects. The importance of the mixed effect models is growing along with the advancement of computational technologies to infer complicated phenomena; subsequently mixed effect models have extended to various statistical models such as hierarchical generalized linear models. Hierarchical likelihood has been suggested to estimate unobservable random effects. Our special issue about mixed effect models shows how they can be used in statistical problems as well as discusses important needs for future developments. Frequentist and Bayesian approaches are also investigated.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.1083-1090
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• 2016

In clinical studies, different types of outcomes (e.g. repeated measures data and time-to-event data) for the same subject tend to be observed, and these data can be correlated. For example, a response variable of interest can be measured repeatedly over time on the same subject and at the same time, an event time representing a terminating event is also obtained. Joint modelling using a shared random effect is useful for analyzing these data. Inferences based on marginal likelihood may involve the evaluation of analytically intractable integrations over the random-effect distributions. In this paper we propose a joint HGLM approach for analyzing such outcomes using the HGLM (hierarchical generalized linear model) method based on h-likelihood (i.e. hierarchical likelihood), which avoids these integration itself. The proposed method has been demonstrated using various numerical studies.

• The Journal of Fisheries Business Administration
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• v.51 no.1
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• pp.81-96
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• 2020

The purpose of this paper is to analyze factors affecting the net income of regional and industrial fisheries cooperatives in South Korea using panel data. This paper utilizes linear or GLS regression models such as pooled OLS model, fixed effects model, and random effects model to estimate affecting factors of the net income of regional and industrial fisheries cooperatives. After reviewing various tests, we eventually select random effects model. The results, based on panel data between 2013 and 2018 year and 64 fisheries cooperatives, indicate that capital and area dummy variables have positive effects and employment has negative effect on the net income of regional and industrial fisheries cooperatives as predicted. However, debt are opposite with our predictions. Specifically, it turns out that debt has positive effect on the net income of regional and industrial fisheries cooperatives although it has been increased. Additionally, this paper shows that the member of confreres does not show any significant effect on the net income of regional and industrial fisheries cooperatives in South Korea. This study is significant in that it analyzes the major factors influencing changes in the net income that have not been conducted recently for the fisheries cooperatives by region and industry.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.1B
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• pp.17-24
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• 2008

The effect of the variable packet size on the LRD characteristic of the MMPP traffic model is investigated. When we generate packet traffic for the performance evaluation of IP packet network, MMPP model can be used to generate packet interarrival time. And a random length of packet size from a certain distribution can be assigned to each packet. However, there is a possibility that the variable packet size might change the LRD characteristic of the original MMPP model. In this study, we investigate this possibility. For this purpose the 'refined traffic' is defined, where packet arrival time is generated according to the MMPP model and a random packet length from a specific distribution is assigned to each generated packet. Hurst parameter of the refined traffic is estimated and compared with the original Hurst parameter, which is the input parameter of the MMPP model. We also investigate the effect of the packet size distribution on the queueing performance of the MMPP traffic model and the relationship between the Hurst parameter and queueing performance.

• International Journal of Ocean System Engineering
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• v.4 no.1
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• pp.1-18
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• 2014

Heave plates have been widely used to enhance viscous damping and thus reduces the heave response of Spar platforms. Single heave plate attached to the keel of the Spar has been reported in literature (Tao and Cai 2004). The effect of double heave plates on hydrodynamic response in random waves has been investigated in this study. The influence of relative spacing $L_d/D_d$ ($D_d$-the diameter of the heave plate) on the hydrodynamic response in random waves has been simulated in wave basin experiments and numerical model. The experimental investigation has been carried out using 1:100 scale model of Spar with double heave plates in random waves for different relative spacing and varying wave period. The influence of relative spacing between the heave plates on the motion responses of Spar are evaluated and presented. Numerical investigation has been carried out to investigate effect of relative spacing on hydrodynamic characteristics such as heave added mass and hydrodynamic responses. The measured results were compared with those obtained from numerical simulation and found to be in good agreement. Experimental and numerical simulation shows that the damping coefficient and added mass does not increase for relative spacing of 0.4 and the effect greater than relative spacing on significant heave response is insignificant.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.16 no.1
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• pp.26-37
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• 2017

The study is to develop safety performance functions(SPFs) for urban intersections using random effects Tobit regression model and to analyze correlations between crashes and factors. Also fixed effects Tobit regression model was estimated to compare and analyze model validation with random effects model. As a result, AADT, speed limits, number of lanes, land usage, exclusive right turn lanes and front traffic signal were found to be significant. For comparing statistical significance between random and fixed effects model, random effects Tobit regression model of total crash rate could be better statistical significance with $R^2_p$ : 0.418, log-likelihood at convergence: -3210.103, ${\rho}^2$: 0.056, MAD: 19.533, MAPE: 75.725, RMSE: 26.886 comparing with $R^2_p$ : 0.298, log-likelihood at convergence: -3276.138, ${\rho}^2$: 0.037, MAD: 20.725, MAPE: 82.473, RMSE: 27.267 for the fixed model. Also random effects Tobit regression model of injury crash rate has similar results of model statistical significant with random effects Tobit regression model.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.817-827
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• 2000

In this paper, we investigate the Bayesian approach to random effect binomial regression models with improper prior due to the absence of information on parameter. We also propose a method of estimating the posterior moments and prediction and discuss some general methods for studying model assessment. The methodology is illustrated with Crowder's Seeds Data. Markov Chain Monte Carlo techniques are used to overcome the computational difficulties.

• Journal of the Korean Data and Information Science Society
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• v.15 no.2
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• pp.379-386
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• 2004

This paper deals with a mixed logit model for vaccination data. The effect of a newly developed vaccine for a certain chicken disease can be evaluated by a noninfection rate after injecting chicken with the disease vaccine. But there are a lot of factors that might affect the noninfecton rate. Some of these are fixed and others are random. Random factors are sometimes coming from the sampling scheme for choosing experimental units. This paper suggests a mixed model when some fixed factors need to have different experimental sizes by an experimental design and illustrates how to estimate parameters in a suggested model.

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.835-844
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• 2002

For the one-way random model when the ratio of the variance components is of interest, Bayesian analysis is often appropriate. In this paper, we develop the noninformative priors for the ratio of the variance components under the balanced one-way random effect model. We reveal that the second order matching prior matches alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and is a HPD(Highest Posterior Density) matching prior. It turns out that among all of the reference priors, the only one reference prior (one-at-a-time reference prior) satisfies a second order matching criterion. Finally we show that one-at-a-time reference prior produces confidence sets with expected length shorter than the other reference priors and Cox and Reid (1987) adjustment.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1995.09a
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• pp.88-97
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• 1995

This paper provides equation for computing the AOQ of an unreliable random FMS. The FMS is described using open central server model with network GI/G/S Queues. And the equation for AOQ is simplified due to computational complexities. Numerical example is used to show the effect of AOQ according to inspection location, reliability of equipment in an FMS, and the effect of difference of routing probability is compared after finding the AOQL of each machine center.