• 제목/요약/키워드: Statistical Calibration

검색결과 202건 처리시간 0.023초

A sample size calibration approach for the p-value problem in huge samples

  • Park, Yousung;Jeon, Saebom;Kwon, Tae Yeon
    • Communications for Statistical Applications and Methods
    • /
    • 제25권5호
    • /
    • pp.545-557
    • /
    • 2018
  • The inclusion of covariates in the model often affects not only the estimates of meaningful variables of interest but also its statistical significance. Such gap between statistical and subject-matter significance is a critical issue in huge sample studies. A popular huge sample study, the sample cohort data from Korean National Health Insurance Service, showed such gap of significance in the inference for the effect of obesity on cause of mortality, requiring careful consideration. In this regard, this paper proposes a sample size calibration method based on a Monte Carlo t (or z)-test approach without Monte Carlo simulation, and also proposes a test procedure for subject-matter significance using this calibration method in order to complement the deflated p-value in the huge sample size. Our calibration method shows no subject-matter significance of the obesity paradox regardless of race, sex, and age groups, unlike traditional statistical suggestions based on p-values.

계기 검교정간의 보증시험 절차의 개발 (Development of Measurement Assurance Test Procedures between Calibrations)

  • 염봉진;조재균;이동화
    • 산업공학
    • /
    • 제6권1호
    • /
    • pp.55-65
    • /
    • 1993
  • A nonstandard instrument used in the filed frequently becomes out-of-calibration due to environmental noise, misuse, aging, etc. A substantial amount of loss may result if such nonstandard instrument is used to check product quality and performance. Traditional periodic calibration at the calibration center is not capable of detecting out-of-calibration status while the instrument is in use, and therefore, statistical methods need to be developed to check the status of a nonstandard instrument in the field between calibrations. Developed in this paper is a unified measurement assurance model in which statistical calibration at the calibration center and measurement assurance test in the filed are combined. We developed statistical procedures to detect changes in precision and in the coefficients of the calibration equation. Futher, computational experiments are conducted to evaluate how the power of test varies with respect to the parameters involved. Based upon the computational results we suggest procedures for designing effective measurement assurance tests.

  • PDF

Calibration by Median Regression

  • Jinsan Yang;Lee, Seung-Ho
    • Journal of the Korean Statistical Society
    • /
    • 제28권2호
    • /
    • pp.265-277
    • /
    • 1999
  • Classical and inverse estimation methods are two well known methods in statistical calibration problems. When there are outliers, both methods have large MSE's and could not estimate the input value correctly. We suggest median calibration estimation based on the LD-statistics. To investigate the robust performances, the influence function of the median calibration estimator is calculated and compared with other methods. When there are outliers in the response variables, the influence function is found to be bounded. In simulation studies, the MSE's for each calibration methods are compared. The estimated inputs as well as the performance of the influence functions are calculated.

  • PDF

Large-Sample Comparisons of Statistical Calibration Procedures When the Standard Measurement is Also Subject to Error: The Replicated Case

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • Journal of the Korean Statistical Society
    • /
    • 제17권1호
    • /
    • pp.9-23
    • /
    • 1988
  • The classicla theory of statistical calibration assumes that the standard measurement is exact. From a realistic point of view, however, this assumption needs to be relaxed so that more meaningful calibration procedures may be developed. This paper presents a model which explicitly considers errors in both standard and nonstandard measurements. Under the assumption that replicated observations are available in the calibration experiment, three estimation techniques (ordinary least squares, grouping least squares, and maximum likelihood estimation) combined with two prediction methods (direct and inverse prediction) are compared in terms of the asymptotic mean square error of prediction.

  • PDF

추진장약 수락시험시 포구속도 확률분포에 기준탄이 미치는 영향 (Effects of Calibration Rounds on the Statistical Distribution of Muzzle Velocity in Acceptance Test of Propelling Charge)

  • 박성호;김재훈
    • 한국군사과학기술학회지
    • /
    • 제17권2호
    • /
    • pp.204-212
    • /
    • 2014
  • The purpose of this paper is to investigate the effects of calibration rounds on the statistical distribution of the muzzle velocity in acceptance test of propelling charge. It is shown that the normal distribution fits best among statistical distributions from goodness-of fit test. The 3p-Weibull distribution is also acceptable because the shape of the probability density function curve is similar to that of normal distribution and it also has near zero skewness value. Muzzle velocities of test rounds uncompensated by calibration rounds showed high variation and had comparatively higher skewness. Because the skewness of normal distribution is defined to be zero, calibration rounds make the normality of data higher.

Approximations of Optimal Calibration Experimental Designs Using Gaussian Influence Diagrams

  • Kim, Sung-Chul
    • Journal of the Korean Statistical Society
    • /
    • 제22권2호
    • /
    • pp.219-234
    • /
    • 1993
  • A measuring instrument must be calibrated for accurate inferences of an unknown quantity. Bayesian calibration designs with respect to squared error loss based on a linear model are discussed in Kim and Barlow (1992). In this paper, we consider approximations of the optimal calibration designs using the idea of Gaussian inflence diagrams. The approximation is evaluated by means of numerical calculations, where it is compared with the exact values from the numerical integration.

  • PDF

The calibration for stratified randomized response model

  • Son, Chang-Kyoon;Hong, Ki-Hak;Lee, Gi-Sung
    • 한국통계학회:학술대회논문집
    • /
    • 한국통계학회 2005년도 추계 학술발표회 논문집
    • /
    • pp.85-90
    • /
    • 2005
  • This paper proposes the calibration procedure for stratified Warner's randomized response model, which suggested by Kim and Warde (2004). It is shown that the proposed calibration estimator is more efficient than the Kim and Warde's model.

  • PDF

The Calibration for Stratified Randomized Response Estimators

  • Son, Chang-Kyoon;Hong, Ki-Hak;Lee, Gi-Sung;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
    • /
    • 제15권4호
    • /
    • pp.597-603
    • /
    • 2008
  • In this paper, we propose the calibration procedure for the valiance reduction of the stratified Warner's randomized response estimators, which suggested by Hong et al. (1994) and Kim and Warde (2004), using auxiliary information at the population level. It is shown that the proposed calibration estimators are more efficient than the ordinary Warner's estimators.

통계적 품질 관리도에 기초한 교량의 응답 보정 (Response Calibration for Bridges based on Statistical Quality Control Chart)

  • 황진하;안승수;김주한
    • 대한토목학회논문집
    • /
    • 제33권1호
    • /
    • pp.61-70
    • /
    • 2013
  • 본 논문은 통계적 품질관리 기법을 활용하여 건전한 교량의 고유진동수비와 응답비 관리범위를 찾고, 그에 준거한 응답보정 방법을 제시하였다. 이를 위해 본 연구는 재하 시험 및 해석으로부터 도출된 구조형식별 정 동적 응답 특성에 대한 기술통계분석, 정규성 검정, 분산분석 등을 수행하였다. 제안된 방법은 실제 진단 사례에 근거하고 통계적 품질관리 기법을 활용함으로써 응답보정 및 내하력 평가를 위한 과학적 기준과 체계적 절차를 제공할 수 있을 것으로 기대한다.

비모수적 커널교정과 구간추정 (Nonparametric kernel calibration and interval estimation)

  • 이재창;전명식;김대학
    • 응용통계연구
    • /
    • 제6권2호
    • /
    • pp.227-235
    • /
    • 1993
  • 순서쌍으로 주어진 자료 $(x_i, y_i), i=1,2,\cdots,n$ 들에 대한 독립변수와 관련된 추정은 회귀분석과는 달리 교정(calibration)이라고 불리워진다. 본 논문에서는 정규상 등과 같은 가정을 하지않고 비모수적인 커널방법을 이용하여 교정함수를 추정하고 추정된 교정함수의 붓스트랩 신뢰대를 이용한 독립변수의 구간추정을 제안하고자 한다. 교정과 커널방법에 대해 설명하였으며 독립변수의 추정에 대한 문헌적 고찰과 함께 붓스트랩 신뢰대에 대하여 첨언하였고 실제 자료를 통하여 다른방법과 비교, 분석하였다.

  • PDF