• 제목/요약/키워드: Statistical models

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A Simulation Approach for Testing Non-hierarchical Log-linear Models

  • Park, Hyun-Jip;Hong, Chong-Sun
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.357-366
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    • 1999
  • Let us assume that two different log-linear models are selected by various model selection methods. When these are non-hierarchical it is not easy to choose one of these models. In this paper the well-known Cox's statistic is applied to compare these non-hierarchical log-linear models. Since it is impossible to obtain the analytic solution about the problem we proposed a alternative method by extending Pesaran and pesaran's (1993) simulation approach. We find that the values of proposed test statistic and the estimates are very much stable with some empirical results.

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Evaluating Predictive Ability of Classification Models with Ordered Multiple Categories

  • Oong-Hyun Sung
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.383-395
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    • 1999
  • This study is concerned with the evaluation of predictive ability of classification models with ordered multiple categories. If categories can be ordered or ranked the spread of misclassification should be considered to evaluate the performance of the classification models using loss rate since the apparent error rate can not measure the spread of misclassification. Since loss rate is known to underestimate the true loss rate the bootstrap method were used to estimate the true loss rate. thus this study suggests the method to evaluate the predictive power of the classification models using loss rate and the bootstrap estimate of the true loss rate.

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Multiple Deletions in Logistic Regression Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.309-315
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    • 2009
  • We extended the results of Roy and Guria (2008) to multiple deletions in logistic regression models. Since single deletions may not exactly detect outliers or influential observations due to swamping effects and masking effects, it needs multiple deletions. We developed conditional deletion diagnostics which are designed to overcome problems of masking effects. We derived the closed forms for several statistics in logistic regression models. They give useful diagnostics on the statistics.

Burn-in Models: Recent Issues, Developments and Future Topics

  • Cha, Ji-Hwan
    • Communications for Statistical Applications and Methods
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    • 제16권5호
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    • pp.871-880
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    • 2009
  • Recently, there has been much development on burn-in models in reliability area. Especially, the previous burn-in models have been extended to more general cases. For example, (i) burn-in procedures for repairable systems have been developed (ii) an extended assumption on the failure rate of the system has been proposed and (iii) a stochastic model for burn-in procedure in accelerated environment has been developed. In this paper, recent extensions and advances in burn-in models are introduced and some issues to be considered in the future study are discussed.

Mixed Linear Models with Censored Data

  • Ha, Il-do;Lee, Youngjo-;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.211-223
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    • 1999
  • We propose a simple estimation procedure in the mixed linear models with censored normal data, using both Buckly and James(1979) type pseudo random variables and Lee and Nelder's(1996) estimation procedure. The proposed method is illustrated with the matched pairs data in Pettitt(1986).

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A Note on Bootstrapping M-estimators in TAR Models

  • Kim, Sahmyeong
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.837-843
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    • 2000
  • Kreiss and Franke(192) and Allen and Datta(1999) proposed bootstrapping the M-estimators in ARMA models. In this paper, we introduce the robust estimating function and investigate the bootstrap approximations of the M-estimators which are solutions of the estimating equations in TAR models. A number of simulation results are presented to estimate the sampling distribution of the M-estimators, and asymptotic validity of the bootstrap for the M-estimators is established.

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The Performance of Time Series Models to Forecast Short-Term Electricity Demand

  • Park, W.G.;Kim, S.
    • Communications for Statistical Applications and Methods
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    • 제19권6호
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    • pp.869-876
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    • 2012
  • In this paper, we applied seasonal time series models such as ARIMA, FARIMA, AR-GARCH and Holt-Winters in consideration of seasonality to forecast short-term electricity demand data. The results for performance evaluation on the time series models show that seasonal FARIMA and seasonal Holt-Winters models perform adequately under the criterion of Mean Absolute Percentage Error(MAPE).

A Comparison of Seasonal Linear Models and Seasonal ARIMA Models for Forecasting Intra-Day Call Arrivals

  • Kim, Myung-Suk
    • Communications for Statistical Applications and Methods
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    • 제18권2호
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    • pp.237-244
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    • 2011
  • In call forecasting literature, both the seasonal autoregressive integrated moving average(ARIMA) type models and seasonal linear models have been popularly suggested as competing models. However, their parallel comparison for the forecasting accuracy was not strictly investigated before. This study evaluates the accuracy of both the seasonal linear models and the seasonal ARIMA-type models when predicting intra-day call arrival rates using both real and simulated data. The seasonal linear models outperform the seasonal ARIMA-type models in both one-day-ahead and one-week-ahead call forecasting in our empirical study.

STATISTICAL PROPERTIES OF GRAVITATIONAL LENSING IN COSMOLOGICAL MODELS WITH COSMOLOGICAL CONSTANT

  • LEE HYUN-A;PARK MYEONG-GU
    • 천문학회지
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    • 제27권2호
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    • pp.103-117
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    • 1994
  • To extend the work of Gott, Park, and Lee (1989), statistical properties of gravitational lensing in a wide variety of cosmological models involving non-zero cosmological constant is investigated, using the redshifts of both lens and source and observed angular separation of images for gravitational lens systems. We assume singular isothermal sphere as lensing galaxy in homogenous and isotropic Friedmann­Lemaitre-Robertson- Walker universe, Schechter luminosity function, standard angular diameter distance formula and other galaxy parameters used in Fukugita and Turner (1991). To find the most adequate flat cosmological model and put a limit on the value of dimensionless cosmological constant $\lambda_0$, the mean value of the angular separation of images, probability distribution of angular separation and cumulative probability are calculated for given source and lens redshifts and compared with the observed values through several statistical methods. When there is no angular selection effect, models with highest value of $\lambda_0$ is preferred generally. When the angular selection effects are considered, the preferred model depends on the shape of the selection functions and statistical methods; yet, models with large $\lambda_0$ are preferred in general. However, the present data can not rule out any of the flat universe models with enough confidence. This approach can potentially select out best model. But at the moment, we need more data.

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중학교 수학 교과서의 통계적 소양 수준 반영 정도 (Levels of Statistical Literacy Derived from Middle School Mathematics Textbook)

  • 최선미;노지화
    • East Asian mathematical journal
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    • 제37권4호
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    • pp.481-497
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    • 2021
  • The importance of statistics in everyday life and work place has led to calls for an increased attention to statistical literacy in the mathematics curriculum both internationally and domestically. While professional organizations and researchers propose perspectives towards and models of statistical literacy, conceptions and elements of statistical literacy vary. This study examines how mathematics textbook questions fulfill the requirements of statistical literacy by employing two models: Watson's model focusing on understanding of statistical language and Curcio's model on data interpretation aspects of statistical literacy. For this, a total of 872 problem questions presented in the statistics units of from ten textbooks for the middle school year 1 mathematics were analyzed.