• Title/Summary/Keyword: Statistical diagnostic

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Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.229-239
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    • 2007
  • We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

Residuals Plots for Repeated Measures Data

  • PARK TAESUNG
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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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.

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유전자 알고리듬을 이용한 다중이상치 탐색

  • Go Yeong-Hyeon;Lee Hye-Seon;Jeon Chi-Hyeok
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.173-179
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    • 2000
  • Genetic algorithm(GA) is applied for detecting multiple outliers. GA is a heuristic optimization tool solving for near optimal solution. We compare the performance of GA and the other diagnostic measures commonly used for detecting outliers in regression model. The results show that GA seems to have better performance than the others for the detection of multiple outliers.

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Case Deletion Diagnostics for Intraclass Correlation Model

  • Kim, Myung Geun
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.253-260
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    • 2014
  • The intraclass correlation model has a long history of applications in several fields of research. Case deletion diagnostic methods for the intraclass correlation model are proposed. Based on the likelihood equations, we derive a formula for a case deletion diagnostic method which enables us to investigate the influence of observations on the maximum likelihood estimates of the model parameters. Using the Taylor series expansion we develop an approximation to the likelihood distance. Numerical examples are provided for illustration.

Two Diagnostic Plots in Constrained Regression

  • Kim, Myung-Geun
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.495-500
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    • 2009
  • Two diagnostic plots, added variable plot and partial residual plot, are proposed when a new explanatory variable is linearly added to constrained regressions. They are useful for investigating the effect of adding an explanatory variable to the constrained regression. They visually give an overall impression of the strength of linear relationship between response variable and added variable. A numerical example is provided for illustration.

Development of Diagnostic System for FHR Monitering by Using Neural Networks

  • Cha Kyung-Joon;Park Moon-Il;Oh Jae-Eung;Han Hyun-Ju;Lee Hae-Jin;Park Young-Sun
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.73-88
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    • 2006
  • In this paper, we construct data-base for fetal heart rate (FHR) data and develop the FHR Monitering system to diagnose fetus, HYFM-III. For diagnostic system, a few statistical decision making mechanism are adopted, such as approximate entropy, neural networks, and logistic discrimination. Since FHR data is very chaotic, we mostly adopt nonlinear statistical methods. On the basis of this system, we expect to develop expert system for early detection of abnormal fetus.

A Diagnostic Method in Principal Factor Analysis

  • Kang-Mo Jung
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.33-42
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    • 1999
  • A method of detecting influential observations in principal factor analysis is suggested. it is based on a perturbation of the empirical distribution function and an adoption of the local influence method. An illustrative example is given.

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Diagnostics for Heteroscedasticity in Mixed Linear Models

  • Ahn, Chul-Hwan
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.171-175
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    • 1990
  • A diagnostic test for detecting nonconstant variance in mixed linear models based on the score statistic is derived through the technique of model expansion, and compared to the log likelihood ratio test.

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