• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.531-541
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• 1997

The asymptotic distribution of residual autocorrelation functions from a generalized p-order random coefficient autoregressive process (GRCA(p)) is derived. To this end, we first describe the GRCA(p) models and then consider the normalised residuals after fitting the model. This result can be applied to the residual analysis for the diagonostic purpose.

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.291-301
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• 2017

It is well known in a small sample that the maximum likelihood (ML) approach for variance components in the general linear model yields estimates that are biased downward. The ML estimate of residual variance tends to be downwardly biased. The underestimation of residual variance, which has implications for the estimation of marginal effects and asymptotic standard error of estimates, seems to be more serious in some limited dependent variable models, as shown by some researchers. An alternative frequentist's approach may be restricted or residual maximum likelihood (REML), which accounts for the loss in degrees of freedom and gives an unbiased estimate of residual variance. In this situation, the REML estimator is derived in a censored regression model. A small sample the REML is shown to provide proper inference on regression coefficients.

• Journal of the Korean Data and Information Science Society
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• 제12권1호
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• pp.27-40
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• 2001

본 연구는 시간의 변화에 따라 여러 개의 전환점이 발생하여 선형회귀모형들이 여러번 변화할 때의 변환시점을 Gasser, Stroke와 Jennen-Steinmez의 잔차분산 추정량을 이용하여 검정하고 실제의 몇 가지 모형을 제시하여 Graphic을 통하여 조사한 결과 여기서 제시한 방법이 더 효과적으로 자중전환점을 찾을 수 있었다.

• Journal of the Korean Data and Information Science Society
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• 제11권1호
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• pp.73-81
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• 2000

The variance inflation factor can be expressed by the square of the ratio of t-statistics associated with slopes of partial regression and partial residual plots. Disagreement of two sides in the interpretation can be occurred, and we analyze it with some illustrations.

• Asian-Australasian Journal of Animal Sciences
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• 제15권7호
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• pp.925-931
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• 2002

Gibbs sampling algorithms were implemented to the multi-trait threshold animal models with any combinations of multiple binary, ordered categorical, and linear traits and investigate the amount of bias on these models with two kinds of parameterization and algorithms for generating underlying liabilities. Statistical models which included additive genetic and residual effects as random and contemporary group effects as fixed were considered on the models using simulated data. The fully conditional posterior means of heritabilities and genetic (residual) correlations were calculated from 1,000 samples retained every 10th samples after 15,000 samples discarded as "burn-in" period. Under the models considered, several combinations of three traits with binary, multiple ordered categories, and continuous were analyzed. Five replicates were carried out. Estimates for heritabilities and genetic (residual) correlations as the posterior means were unbiased when underlying liabilities for a categorical trait were generated given by underlying liabilities of the other traits and threshold estimates were rescaled. Otherwise, when parameterizing threshold of zero and residual variance of one for binary traits, heritability estimates were inflated 7-10% upward. Genetic correlation estimates were biased upward if positively correlated and downward if negatively correlated when underling liabilities were generated without accounting for correlated traits on prior information. Residual correlation estimates were, consequently, much biased downward if positively correlated and upward if negatively correlated in that case. The more categorical trait had categories, the better mixing rate was shown.

• Asian-Australasian Journal of Animal Sciences
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• 제24권1호
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• pp.17-27
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• 2011

A selection experiment for reduced residual feed intake (RFI) in Yorkshire pigs consisted of a line selected for lower RFI (LRFI) and a random control line (CTRL). Longitudinal measurements of daily feed intake (DFI) and body weight (BW) from generation 5 of this experiment were used. The objectives of this study were to evaluate the use of random regression (RR) and nonlinear mixed models to predict DFI and BW for individual pigs, accounting for the substantial missing information that characterizes these data, and to evaluate the effect of selection for RFI on BW and DFI curves. Forty RR models with different-order polynomials of age as fixed and random effects, and with homogeneous or heterogeneous residual variance by month of age, were fitted for both DFI and BW. Based on predicted residual sum of squares (PRESS) and residual diagnostics, the quadratic polynomial RR model was identified to be best, but with heterogeneous residual variance for DFI and homogeneous residual variance for BW. Compared to the simple quadratic and linear regression models for individual pigs, these RR models decreased PRESS by 1% and 2% for DFI and by 42% and 36% for BW on boars and gilts, respectively. Given the same number of random effects as the polynomial RR models, i.e., two for BW and one for DFI, the non-linear Gompertz model predicted better than the polynomial RR models but not as good as higher order polynomial RR models. After five generations of selection for reduced RFI, the LRFI line had a lower population curve for DFI and BW than the CTRL line, especially towards the end of the growth period.

• International Journal of Reliability and Applications
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• 제16권2호
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• pp.123-133
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• 2015

In this paper, the problem of testing exponentiality against net decreasing variance residual lifetime (NDVRL) classes of life distributions is investigated. For this property a nonparametric test is presented based on kernel method. The test is presented for complete and right censored data. Furthermore, Pitman's asymptotic relative efficiency (PARE) is discussed to assess the performance of the test with respect to other tests. Selected critical values are tabulated. Some numerical simulations on the power estimates are presented for proposed test. Finally, numerical examples are presented for the purpose of illustrating our test.

• 상하수도학회지
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• 제20권2호
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• pp.281-287
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• 2006

Maintaining adequate chlorine residual is crucial in water treatment facilities, Treatment technique, newly promulgated regulation, requires sufficient disinfection in order to control more resistant microorganisms such as Viruses and Giardia lamblia. Each water treatment plant should report various water qualities including chlorine residual and disinfection by-products, thus plenty of data has been generated. Even though statistical analysis using these data are forced to investigate the status and effect of water qualities in water facilities very few researches have been performed in korea. This study performed statistical analysis of chlorine residual during three years in Korean drinking water. The average chlorine residual concentrations were 0.701mg/L, 0.738mg/L, 0.763mg/L in 2002, 2003, 2004, respectively. Monthly variations of chlorine residual was not significant. ANOVA result showed that yearly variance of chlorine residual is different in only less than $5000m^3/day$ of water treatment capacity. The statistical analysis can help government to establish new regulation with scientific basis.

• Asian-Australasian Journal of Animal Sciences
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• 제22권7호
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• pp.923-930
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• 2009

This study was conducted to compare three models: two random regression models with and without considering heterogeneity in the residual variances and a lactation model (LM) for evaluating the genetic ability of Holstein cows in Korea. Two datasets were prepared for this study. To apply the test-day random regression model, 94,390 test-day records were prepared from 15,263 cows. The second data set consisted of 14,704 lactation records covering milk production over 305 days. Raw milk yield and composition data were collected from 1998 to 2002 by the National Agricultural Cooperative Federation' dairy cattle improvement center by way of its milk testing program, which is nationally based. The pedigree information for this analysis was collected by the Korean Animal Improvement Association. The random regression models (RRMs) are single-trait animal models that consider each lactation record as an independent trait. Estimates of covariance were assumed to be different ones. In order to consider heterogeneity of residual variance in the analysis, test-days were classified into 29 classes. By considering heterogeneity of residual variance, variation for lactation performance in the early lactation classes was higher than during the middle classes and variance was lower in the late lactation classes than in the other two classes. This may be due to feeding management system and physiological properties of Holstein cows in Korea. Over classes e6 to e26 (covering 61 to 270 DIM), there was little change in residual variance, suggesting that a model with homogeneity of variance be used restricting the data to these days only. Estimates of heritability for milk yield ranged from 0.154 to 0.455, for which the estimates were variable depending on different lactation periods. Most of the heritabilities for milk yield using the RRM were higher than in the lactation model, and the estimate of genetic variance of milk yield was lower in the late lactation period than in the early or middle periods.

• 제어로봇시스템학회논문지
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• 제13권7호
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• pp.688-693
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• 2007

The INS/GPS integration system is designed by employing an adaptive filter that can estimate the measurement noise variance using the residual of the filter. To verify the efficiency of the proposed loosely-coupled INS/GPS integration system, simulation is performed by assuming that GPS information has large position errors. Simulation results show that the proposed integration system with the adaptive filter is more effective in estimating the position and attitude errors than those with the Extended Kalman Filter.