• Title/Summary/Keyword: Variance Component

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CONFIDENCE INTERVALS ON THE AMONG GROUP VARIANCE COMPONENT IN A REGRESSION MODEL WITH AN UNBALANCED ONE-FOLD NESTED ERROR STRUCTURE

  • Park, Dong-Joon
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.141-146
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    • 2002
  • In this article we consider the problem of constructing confidence intervals for a linear regression model with nested error structure. A popular approach is the likelihood-based method employed by PROC MIXED of SAS. In this paper, we examine the ability of MIXED to produce confidence intervals that maintain the stated confidence coefficient. Our results suggest the intervals for the regression coefficients work well, but the intervals for the variance component associated with the primary level cannot be recommended. Accordingly, we propose alternative methods for constructing confidence intervals on the primary level variance component. Computer simulation is used to compare the proposed methods. A numerical example and SAS code are provided to demonstrate the methods.

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Rao-Wald Test for Variance Ratios of a General Linear Model

  • Li, Seung-Chun;Huh, Moon-Yul
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.11-24
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    • 1999
  • In this paper we propose a method to test $\textit{H}$:$\rho_i$=$\gamma_i$ for 1$\leq$$\textit{i}$$\leq$$\ell$ against $\textit{K}$:$\rho_i$$\neq$$\gamma_i$ for some iin k-variance component random or mixed linear model where $\rho$i denotes the ratio of the i-th variance component to the error variance and $\ell$$\leq$K. The test which we call Rao-Wald test is exact and does not depend upon nuisance parameters. From a numerical study of the power performance of the test of the interaction effect for the case of a two-way random model Rao-Wald test was seen to be quite comparable to the locally best invariant (LBI) test when the nuisance parameters of the LBI test are assumed known. When the nuisance parameters of the LBI test are replaced by maximum likelihood estimators Rao-Wald test outperformed the LBI test.

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Tests for Panel Regression Model with Unbalanced Data

  • Song, Suck-Heun;Jung, Byoung-Cheol
    • Journal of the Korean Statistical Society
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    • v.30 no.3
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    • pp.511-527
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    • 2001
  • This paper consider the testing problem of variance component for the unbalanced tow=-way error component model. We provide a conditional LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual)efefcts are present. This test is extension of Baltagi, Chang and Li(1998, 1992). Monte Carlo experiments are conducted to study the performance of this LM test.

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Confidence Interval for the Variance Component in a Unbalanced One-way Random Effects Model

  • Song, Gyu-Moon
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.329-340
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    • 2002
  • Two methods are proposed for constructing a confidence interval on the among group variance component in a unbalanced one-way random effects model. Computer simulation is used to compare these methods with alternative procedures. The results indicate that the method1 and methods2 perform well over small group size and large sample size respectively.

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Face Recognition Using A New Methodology For Independent Component Analysis (새로운 독립 요소 해석 방법론에 의한 얼굴 인식)

  • 류재흥;고재흥
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.11a
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    • pp.305-309
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    • 2000
  • In this paper, we presents a new methodology for face recognition after analysing conventional ICA(Independent Component Analysis) based approach. In the literature we found that ICA based methods have followed the same procedure without any exception, first PCA(Principal Component Analysis) has been used for feature extraction, next ICA learning method has been applied for feature enhancement in the reduced dimension. However, it is contradiction that features are extracted using higher order moments depend on variance, the second order statistics. It is not considered that a necessary component can be located in the discarded feature space. In the new methodology, features are extracted using the magnitude of kurtosis(4-th order central moment or cumulant). This corresponds to the PCA based feature extraction using eigenvalue(2nd order central moment or variance). The synergy effect of PCA and ICA can be achieved if PCA is used for noise reduction filter. ICA methodology is analysed using SVD(Singular Value Decomposition). PCA does whitening and noise reduction. ICA performs the feature extraction. Simulation results show the effectiveness of the methodology compared to the conventional ICA approach.

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Treatability Evaluation of $A_{2}O$ System by Principal Component Analysis (주성분분석에 의한 $A_{2}O$공법의 처리성 평가)

  • 김복현;이재형;이수환;윤조희
    • Journal of Environmental Health Sciences
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    • v.18 no.2
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    • pp.67-74
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    • 1992
  • The lab-scale biological A$_{2}$O system was applied from treating piggery wastewater highly polluted organic material which nitrogen and phosphorous are much contained relatively in conversion with other wastewater. The objective of this study was to investigate the effect of variance parameters on the treatability of this system according to operation conditions. An obtained experimental data were analysed by using principal component analysis (PCA) method. The results are summarized as follows: 1. From Varimax rotated factor loading in raw wastewater, variance of factor 1 was 36.8% and cumulative percentage of variance from factor 1 to factor 4 was 81.5% and of these was related to BOD, TKN and BOD loading. 2. In anaerobic process, variance of factor 1 was 33.5% and cumulative percentage of variance from factor I to factor 4 was 81.8% and of these was related to PO$_{4}$-P, BOD, DO and Temperature. 3. In anoxic process, variance of factor 1 was 30.1% and cumulative percentage of variance from factor i to factor 4 was 84.3% and of these was related to pH, DO, TKN and temperature. 4. In aerobic process, variance of factor 1 was 43.8% and cumulative percentage of variance from factor 1 to factor 4 was 81.5% and of these was highly related to DO, PO$_{4}$-P and BOD. 5. It was better to be operated below 0.30 kg/kg$\cdot$day F/M ratio to keep over 90% of BOD and SS, 80% of TKN, and 60% of PO$_{4}$-P in treatment efficiencies. 6. Treatment efficiencies was over 93% of BOD and SS, 81% of TKN and 60% of PO$_{4}$-P at over 20$^{\circ}$C, respectively.

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A Graphical Method for Evaluating the Mixture Component Effects of Ridge Regression Estimator in Mixture Experiments

  • Jang, Dae-Heung
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.1-10
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    • 1999
  • When the component proportions in mixture experiments are restricted by lower and upper bounds multicollinearity appears all too frequently. The ridge regression can be used to stabilize the coefficient estimates in the fitted model. I propose a graphical method for evaluating the mixture component effects of ridge regression estimator with respect to the prediction variance and the prediction bias.

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A Noisy Infrared and Visible Light Image Fusion Algorithm

  • Shen, Yu;Xiang, Keyun;Chen, Xiaopeng;Liu, Cheng
    • Journal of Information Processing Systems
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    • v.17 no.5
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    • pp.1004-1019
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    • 2021
  • To solve the problems of the low image contrast, fuzzy edge details and edge details missing in noisy image fusion, this study proposes a noisy infrared and visible light image fusion algorithm based on non-subsample contourlet transform (NSCT) and an improved bilateral filter, which uses NSCT to decompose an image into a low-frequency component and high-frequency component. High-frequency noise and edge information are mainly distributed in the high-frequency component, and the improved bilateral filtering method is used to process the high-frequency component of two images, filtering the noise of the images and calculating the image detail of the infrared image's high-frequency component. It can extract the edge details of the infrared image and visible image as much as possible by superimposing the high-frequency component of infrared image and visible image. At the same time, edge information is enhanced and the visual effect is clearer. For the fusion rule of low-frequency coefficient, the local area standard variance coefficient method is adopted. At last, we decompose the high- and low-frequency coefficient to obtain the fusion image according to the inverse transformation of NSCT. The fusion results show that the edge, contour, texture and other details are maintained and enhanced while the noise is filtered, and the fusion image with a clear edge is obtained. The algorithm could better filter noise and obtain clear fused images in noisy infrared and visible light image fusion.

An Improved Remote Sensing Image Fusion Algorithm Based on IHS Transformation

  • Deng, Chao;Wang, Zhi-heng;Li, Xing-wang;Li, Hui-na;Cavalcante, Charles Casimiro
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.3
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    • pp.1633-1649
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    • 2017
  • In remote sensing image processing, the traditional fusion algorithm is based on the Intensity-Hue-Saturation (IHS) transformation. This method does not take into account the texture or spectrum information, spatial resolution and statistical information of the photos adequately, which leads to spectrum distortion of the image. Although traditional solutions in such application combine manifold methods, the fusion procedure is rather complicated and not suitable for practical operation. In this paper, an improved IHS transformation fusion algorithm based on the local variance weighting scheme is proposed for remote sensing images. In our proposal, firstly, the local variance of the SPOT (which comes from French "Systeme Probatoire d'Observation dela Tarre" and means "earth observing system") image is calculated by using different sliding windows. The optimal window size is then selected with the images being normalized with the optimal window local variance. Secondly, the power exponent is chosen as the mapping function, and the local variance is used to obtain the weight of the I component and match SPOT images. Then we obtain the I' component with the weight, the I component and the matched SPOT images. Finally, the final fusion image is obtained by the inverse Intensity-Hue-Saturation transformation of the I', H and S components. The proposed algorithm has been tested and compared with some other image fusion methods well known in the literature. Simulation result indicates that the proposed algorithm could obtain a superior fused image based on quantitative fusion evaluation indices.