• Title/Summary/Keyword: Unbiased estimator

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A Study on the Construction of Weights for KYPS (한국청소년패널조사(KYPS) 가중치 부여 방법 연구: 중학교 2학년 패널의 경우)

  • Park, Min-Gue;Lee, Kyeong-Sang;Park, Hyun-Soo;Kang, Hyun-Cheol
    • Survey Research
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    • v.12 no.3
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    • pp.173-186
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    • 2011
  • We introduced the methodologies used to construct the longitudinal weights and cross-sectional weight that are required for the analysis of Korea Youth Panel Survey. To analyze the longitudinal dynamic change of the population, we derived the longitudinal weight through nonresponse adjustment based on logistic regression and post-stratification. Cross-sectional weights that are necessary to produce an asymptotically unbiased estimator of the population parameter were constructed through simple nonresponse adjustment based on overall response rate and post-stratification.

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Statistical Properties of Business Survey Index (기업경기실사지수의 통계적 성질 고찰)

  • Kim, Kyu-Seong
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.263-274
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    • 2010
  • Business survey index(BSI) is an economic forecasting index made on the basis of the past achievement of the company and enterpriser's plan and decision for the future. Even the index is very popular in economic situations, only a little research result is known to the public. In the paper we investigate statistical properties of BSI. We define population BSI in the finite population and estimate it unbiasedly. Also we derive the variance of the estimated BSI and its unbiased estimator. In addition, confidence interval of the estimated BSI is proposed. We asserte that confidence interval of the estimated BSI is more reasonable than the relative standard error.

Quadratic inference functions in marginal models for longitudinal data with time-varying stochastic covariates

  • Cho, Gyo-Young;Dashnyam, Oyunchimeg
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.651-658
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    • 2013
  • For the marginal model and generalized estimating equations (GEE) method there is important full covariates conditional mean (FCCM) assumption which is pointed out by Pepe and Anderson (1994). With longitudinal data with time-varying stochastic covariates, this assumption may not necessarily hold. If this assumption is violated, the biased estimates of regression coefficients may result. But if a diagonal working correlation matrix is used, irrespective of whether the assumption is violated, the resulting estimates are (nearly) unbiased (Pan et al., 2000).The quadratic inference functions (QIF) method proposed by Qu et al. (2000) is the method based on generalized method of moment (GMM) using GEE. The QIF yields a substantial improvement in efficiency for the estimator of ${\beta}$ when the working correlation is misspecified, and equal efficiency to the GEE when the working correlation is correct (Qu et al., 2000).In this paper, we interest in whether the QIF can improve the results of the GEE method in the case of FCCM is violated. We show that the QIF with exchangeable and AR(1) working correlation matrix cannot be consistent and asymptotically normal in this case. Also it may not be efficient than GEE with independence working correlation. Our simulation studies verify the result.

Effect of Heterogeneous Variance by Sex and Genotypes by Sex Interaction on EBVs of Postweaning Daily Gain of Angus Calves

  • Oikawa, T.;Hammond, K.;Tier, B.
    • Asian-Australasian Journal of Animal Sciences
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    • v.12 no.6
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    • pp.850-853
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    • 1999
  • Angus postweaning daily gain (PWDG) was analyzed to investigate effects of the heterogeneous variance and the genotypes by sex interaction on prediction of EBVs with data sets of various environmental levels. A whole data (16,239 records) was divided into six data sets according to averages of the best linear unbiased estimator (BLUE) of herd environment. The results comparing prediction models showed that single-trait model is adequate for most of the data sets except for the data set of poor environment for both of the bulls and the heifers where the heterogeneity of variance and the genotypes by sex interaction exists. In the prediction with the data set of the low environment level, the bull's EBVs by single-trait models had high product moment correlations with male EBVs of the bulls by the multitrait model. Whereas the heifer's EBVs had moderate correlations with female EBVs by the multitrait model. This moderate correlation seems to be resulted by the heterogeneity of variance and low heritability of the heifer's PWDG. The prediction models with heterogeneity of variance had little effect on the prediction of EBVs for the data sets with moderate to high genetic correlations.

Polymer Quality Control Using Subspace-based Model Predictive Control with BLUE Filter

  • Song, In-Hyoup;Yoo, Kee-Youn;Rhee, Hyun-Ku
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.357-357
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    • 2000
  • In this study, we consider a multi-input multi-output styrene polymerization reactor system for which the monomer conversion and the weight average molecular weight are controlled by manipulating the jacket inlet temperature and the feed flow rate. The reactor system is identified by using a linear subspace identification method and then the output feedback model predictive controller is constructed on the basis of the identified model. Here we use the Best Linear Unbiased Estimation (BLUE) filter as a stochastic estimator instead of the Kalman filter. The BLUE filter observes the state successfully without any a priori information of initial states. In contrast to the Kalman filter, the BLUE filter eliminates the offset by observing the state of the augmented system regardless of a priori information of the initial state for an integral white noise augmented system. A BLUE filter has a finite impulse response (FIR) structure which utilizes finite measurements and inputs on the most recent time interval [i-N, i] in order to avoid long processing times.

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A Study on 7th Probability and Statistics Education In Mathematics 1 Textbooks in Korea (수학 I 검정교과서 확률통계 영역에 대한 연구)

  • Lee Sang Bock;Sohn Joong-Kweon;Chung Sung Suck
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.197-210
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    • 2005
  • In Korea, mathematics education has been taken according to the 7th national mathematics curriculum renovated by the Ministry of Education and Human Resources Development announcement in 1997. The education of probability and Statistics has been carried out as a part of this curriculum. We analyze and compare mathematics 1 textbooks for 11-12 grade students. Descriptions of random variable, sample variance and sample standard deviation, distribution of sample mean, and etc. which are on some textbooks, are misleaded in school education. We suggest the unbiased estimator of sample variance in accordance with textbooks and central limit theorem of sample mean under normal population.

Seven-Parameter Log Linear Model for Estimating Constituent Loads in Nakdong River (7변수 대수선형모형을 이용한 낙동강 오염부하량 추정)

  • Lee, A-Yeon;Choi, Dae-Gyu;Kim, Sang-Dan
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.1400-1404
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    • 2010
  • In this study the flow duration curves and load duration curves for Nakdong river basin are analyzed. The TANK model is used as s hydrologic simulation model whose parameters are estimated from 8-days intervals flow data measured by Nakdong River Water Environment Laboratory. also in this study a Minimum Variance Unbiased Estimator(MVUE) is confirmed that it provides satisfactory load estimate. The Seven-Parameter Log Linear Model for estimating Total Organic Carbon(TOC) and Biochemical Oxygen Demand(BOD) loads in Nakdong river using a MVUE.

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A Study on Bias Effect on Model Selection Criteria in Graphical Lasso

  • Choi, Young-Geun;Jeong, Seyoung;Yu, Donghyeon
    • Quantitative Bio-Science
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    • v.37 no.2
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    • pp.133-141
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    • 2018
  • Graphical lasso is one of the most popular methods to estimate a sparse precision matrix, which is an inverse of a covariance matrix. The objective function of graphical lasso imposes an ${\ell}_1$-penalty on the (vectorized) precision matrix, where a tuning parameter controls the strength of the penalization. The selection of the tuning parameter is practically and theoretically important since the performance of the estimation depends on an appropriate choice of tuning parameter. While information criteria (e.g. AIC, BIC, or extended BIC) have been widely used, they require an asymptotically unbiased estimator to select optimal tuning parameter. Thus, the biasedness of the ${\ell}_1$-regularized estimate in the graphical lasso may lead to a suboptimal tuning. In this paper, we propose a two-staged bias-correction procedure for the graphical lasso, where the first stage runs the usual graphical lasso and the second stage reruns the procedure with an additional constraint that zero estimates at the first stage remain zero. Our simulation and real data example show that the proposed bias correction improved on both edge recovery and estimation error compared to the single-staged graphical lasso.

A Study on Estimation of the Delivery Ratio by Flow Duration in a Small-Scale Test Bed for Managing TMDL in Nakdong River (낙동강수계 수질오염총량관리를 위한 시범소유역 유황별 유달율 산정방법 연구)

  • Shon, Tae-Seok;Park, Jae-Bum;Shin, Hyun-Suk
    • Journal of Korean Society on Water Environment
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    • v.25 no.5
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    • pp.792-802
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    • 2009
  • The objective of this study is to construct the watershed management system with link of the non-point sources model and to estimate delivery ratio duration curves for various pollutants. For the total water pollution load management system, non-point source model should be performed with the study of the characteristic about non-point sources and loadings of non-point source and the allotment of pollutant in each area. In this study, daily flow rates and delivered pollutant loads of Nakdong river basin are simulated with modified TANK model and minimum variance unbiased estimator and SWAT model. Based on the simulation results, flow duration curves, load duration curves, and delivery ratio duration curves have been established. Then GIS analysis is performed to obtain several hydrological geomorphic characteristics such as watershed area, stream length, watershed slope and runoff curve number. As a result, the SWAT simulation results show good agreements in terms of discharge, BOD, TN, TP but for more exact simulation should be kept studying about variables and parameters which are needed for simulation. And as a result of the characteristic discharges, pollutants loading with the runoff and delivery ratios, non-point sources effects were higher than point sources effects in the small-scale test bed of Nakdong river basin.

Forming Weighting Adjustment Cells for Unit-Nonresponse in Sample Surveys (표본조사에서 무응답 가중치 조정층 구성방법에 따른 효과)

  • Kim, Young-Won;Nam, Si-Ju
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.103-113
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    • 2009
  • Weighting is a common form of unit nonresponse adjustment in sample surveys where entire questionnaires are missing due to noncontact or refusal to participate. A common approach computes the response weight as the inverse of the response rate within adjustment cells based on covariate information. In this paper, we consider the efficiency and robustness of nonresponse weight adjustment bated on the response propensity and predictive mean. In the simulation study based on 2000 Fishry Census in Korea, the root mean squared errors for assessing the various ways of forming nonresponse adjustment cell s are investigated. The simulation result suggest that the most important feature of variables for inclusion in weighting adjustment is that they are predictive of survey outcomes. Though useful, prediction of the propensity to response is a secondary. Also the result suggest that adjustment cells based on joint classification by the response propensity and predictor of the outcomes is productive.