• 제목/요약/키워드: Wald

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The Selection and Decision in R&D and Patents: A Hurdle Negative Binomial Approach (허들음이항모형을 이용한 기업의 혁신선택과 특허성과의 결정요인에 관한 연구)

  • Park, Jaemin
    • Journal of Korea Technology Innovation Society
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    • v.17 no.3
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    • pp.449-466
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    • 2014
  • There have been various researches on the relationship between a company's R&D investment and the outcome from innovation. However, these studies failed to effectively analyze the decision-making process followed by companies in relation to knowledge production. Especially, in analyzing the patent of companies, the Poisson model has been commonly used, but its limitations have been pointed out. In recent years, many studies have adopted negative binomial models, but they still pose limitations in analyzing the selection process. This paper proposed a hurdle negative binomial model to effectively reflect the company's decision embedded within patent information and conduct an empirical analysis on a survey of businesses' activities. In particular, the study analyzed the selection process of companies in determining the number of patents. As a result of estimation, the presence of over-dispersion was identified. In addition, the Wald-test confirmed that setting up of hurdles was valid, and there was a difference between the results of hurdle models and those of general negative binomial settings.

Test of randomness for answers arrangement in 2017 College Scholastic Ability Test (2017학년도 대학수학능력시험 영역별 정답배열 임의성 검정)

  • Ahn, Sojin;Lee, Jae Eun;Jang, Dae-Heung
    • The Korean Journal of Applied Statistics
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    • v.30 no.4
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    • pp.503-512
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    • 2017
  • In test with multiple choices, it is necessary to have the position of correct answers of each question spreaded evenly over all the questions in order to minimize the influence of answering tendency of test takers with preference to specific position of multiple choices. The scores of tests with correct answers in specific positions would not reflect exactly the academic aptitude of examinees who do not know correct answers but have the biased answering tendency. In this paper, we have randomness test for the positioning of correct answers at the 2017 College Scholastic Ability Test (CSAT) using Bartels rank test, the Wald-Wolfowitz runs test, the turning point test, the Cox Stuart trend test, the difference sign test and the Mann-Kendall tank test, etc. We also do independence test between the location of correct answer and the allocation of score in each question, for it may result in overestimating the test-taker with specific position preference in marking correct answers.

Average run length calculation of the EWMA control chart using the first passage time of the Markov process (Markov 과정의 최초통과시간을 이용한 지수가중 이동평균 관리도의 평균런길이의 계산)

  • Park, Changsoon
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.1-12
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    • 2017
  • Many stochastic processes satisfy the Markov property exactly or at least approximately. An interested property in the Markov process is the first passage time. Since the sequential analysis by Wald, the approximation of the first passage time has been studied extensively. The Statistical computing technique due to the development of high-speed computers made it possible to calculate the values of the properties close to the true ones. This article introduces an exponentially weighted moving average (EWMA) control chart as an example of the Markov process, and studied how to calculate the average run length with problematic issues that should be cautioned for correct calculation. The results derived for approximation of the first passage time in this research can be applied to any of the Markov processes. Especially the approximation of the continuous time Markov process to the discrete time Markov chain is useful for the studies of the properties of the stochastic process and makes computational approaches easy.

A Study on the Variable Factors for Brain Perfusion SPECT(Diamox) Scan (Brain Perfusion SPECT(Diamox) 검사의 수행결과에 영향을 주는 요인)

  • Lee, Jin-Hyeong;Kim, Sang-Eon;Park, Hyeon-Soo;Park, Yeoung-Jae;Lee, In-Won
    • The Korean Journal of Nuclear Medicine Technology
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    • v.15 no.2
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    • pp.99-103
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    • 2011
  • Purpose: Head movement during brain perfusion SPECT (Diamox) scan is a one of important issues which decreases image quality. It also causes repeated scans. This study was designed to evaluate variable factors causing scan failures. Materials and Methods: 676 patients (359 men, 317 women, age average $54.5{\pm}18.4$) for brain perfusion SPECT (Diamox) scan from March, 2010 to Feb. 2011 were used as a subject. Age data and the kind of disease(Moyamoya disease (MMD), None moyamoya disease (NMMD), Cerebral infarction (CI)), test performance outcome (success,failure) were collected. The head movement factors(gender, disease, age, head fixation device) were evaluated by chi-square test and logistic regression analysis Results: The result showed that men had higher scan failure rate than women. Seniors in seventies(men 3.4%, women 1.5%) showed the most highest failure rate. Using head fixation device increased scan success rate up to 94.4~97.7%. The scan success rate is dependent upon gender, head fixation device by chi-square test(${\chi}^2$=3.8 (df=1, p<0.05), ${\chi}^2$=10.4 (df=1, p<0.001)) Gender, disease(CI), head fixation device showed very effective result in logistic regression analysis.(Wald=3.3 (p<0.07), Wald=3.7 (p<0.05), Wald=9.3 (p<0.05) Conclusion: It is demonstrated that gender, disease, using head fixation device is statistically very useful factors. Especially, head fixation device is a main key minimizing repeated scan.

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THE ANTERIOR-POSTERIOR AND VERTICAL RELATIONSHIP OF THE GROWING CHILDREN WITH CLASS III MALOCCLUSION BY LATERAL CEPHALOMETRIC MEASUREMENT (측모두부방사선 사진을 이용한 성장기 III급 부정교합아동의 전후방적, 수직적 악골관계에 대한 연구)

  • Yang, Ku-Ho;Choi, Nam-Ki;Kim, Seong-Nam
    • Journal of the korean academy of Pediatric Dentistry
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    • v.30 no.2
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    • pp.291-297
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    • 2003
  • While making diagnosis and the treatment plan for the growing children who visited at Chonnam National University Hospital for orthodontic treatment, authors obtained 8 lateral cephalometric measurements in antero-posterior and vertical relationship such as APDI, WITS, ANB, SN-MP, ODI, PFH/AFH, Y-axis, SUM for children aged 7 to 9 with class III malocclusion and compared them with these of 73 children of elementary school aged 7 to 9 with proper profile and normal occlusion in Gwangju. The results were as follows: 1. Between normal occlusion and class III malocclusion, ANB, SN-MP, ODI, SUM, except PFH/AFH and Y-axis showed statistically significant differences(p<0.05). 2. Between mesurements to describe skeletal disorder of antero-posterior relationship such as APDI, WITS, ANB and skeletal disorder of vertical relationship such as SN-MP, ODI, PFH/AFH, Y-axis, SUM, all of them in both normal occlusion and Class III malocclusion showed significant correlation, except Y-axis, SUM correlation(p<0.01). 3. Wald' statistics of WITS, ANB and APDI expressing skeletal disorder of antero-posterior relationship showed 7.118, 5.148, 0.741, respectively and Wald' statistics of ODI, Y-axis, PFH/AFH, SN-MP, SUM were presented 28.348, 2.238, 1.376, 0.090, 0.089, respectively. Therefore, WITS and ODI could be considered as useful diagnotic measurements for class III malocclusion.

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The Regional Homogeneity in the Presence of Heteroskedasticity

  • Chung, Kyoun-Sup;Lee, Sang-Yup
    • Korean System Dynamics Review
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    • v.8 no.2
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    • pp.25-49
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    • 2007
  • An important assumption of the classical linear regression model is that the disturbances appearing in the population regression function are homoskedastic; that is, they all have the same variance. If we persist in using the usual testing procedures despite heteroskedasticity, what ever conclusions we draw or inferences we make be very misleading. The contribution of this paper will be to the concrete procedure of the proper estimation when the heteroskedasticity does exist in the data, because the quality of dependent variable predictions, i.e., the estimated variance of the dependent variable, can be improved by giving consideration to the issues of regional homogeneity and/or heteroskedasticity across the research area. With respect to estimation, specific attention should be paid to the selection of the appropriate strategy in terms of the auxiliary regression model. The paper shows that by testing for heteroskedasticity, and by using robust methods in the presence of with and without heteroskedasticity, more efficient statistical inferences are provided.

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Dental care utilization and expenditures among children in Korea Health Panel Survey: 2008 - 2013 (아동·청소년의 치과외래 이용 및 의료비지출 변화추이: 2008년~2013년)

  • Jung, Se-Hwan
    • The Journal of the Korean dental association
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    • v.54 no.11
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    • pp.840-849
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    • 2016
  • The purpose of this study was to examine dental care utilization and expenditures among children aged 0 to 19 years using Korea Health Panel Survey (KHPS) data in 2008 - 2013. Weighted estimates were nationally representative and statistical significances were analysed by $x^2$ test or adjusted Wald test using STATA 13 software. While dental care utilization increased steadily among children from 2008 through 2013, less than one-third the children received dental care in 2013. Compared with 2008, the proportion of restorative care, oral surgery, preventive care decreased and the proportion of orthodontic care, prosthetic care increased. While the proportion of amalgam markedly decreased, the proportion of resin increased. This study highlight socioeconomic disparities in dental utilization and expenditures among children. Especially the findings provide a baseline assessment for examining trends on dental care for children in the future.

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Trend Analysis of Rainfall Data Using Stochastic Time Series Models (추계학적 모의발생기법을 이용한 강우자료의 경향성 분석)

  • Seo, Lynn;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1282-1286
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    • 2009
  • 최근에 빈번하게 발생하는 집중호우로는 강우자료의 경향성에 영향을 주고 있다. 하지만, 우리나라의 강우관측기록이 충분하지 못하여 통계학적 경향성 분석은 유의한 결과를 보여주고 있지 않아, 확률강우량 산정시 강우자료가 정상성을 지니고 있다고 가정하여 빈도분석을 실시하고 있다. 본 연구에서는 경향성이 나타나지 않는 강우관측소 49개지점중 4개의 지점을 선정하여 향후 경향성 여부를 분석하였다. 이들 관측자료가 가지는 경향성을 유지하면서 추계학적 시계열 모의발생기법을 이용하여 강우자료를 발생시킨 후 경향성 검정을 실시하였다. 이를 위하여 Regression model, ARMA model을 이용하여 강우자료를 발생시켰으며, 발생된 강우자료는 Mann-Kendall test, Hotelling-Pabst test, Wald-Wolfowitz test를 사용하였다. 그 결과 거의 모든 지점에서 가까운 미래에 경향성을 갖게 될 것임을 알 수 있었다.

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Comparison of Some Nonparametric Statistical Inference for Logit Model (로짓모형의 비모수적 추론의 비교)

  • 정형철;김대학
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.355-366
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    • 2002
  • Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

A Rao-Robson Chi-Square Test for Multivariate Normality Based on the Mahalanobis Distances

  • Park, Cheolyong
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.385-392
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    • 2000
  • Many tests for multivariate normality are based on the spherical coordinates of the scaled residuals of multivariate observations. Moore and Stubblebine's (1981) Pearson chi-square test is based on the radii of the scaled residuals, or equivalently the sample Mahalanobis distances of the observations from the sample mean vector. The chi-square statistic does not have a limiting chi-square distribution since the unknown parameters are estimated from ungrouped data. We will derive a simple closed form of the Rao-Robson chi-square test statistic and provide a self-contained proof that it has a limiting chi-square distribution. We then provide an illustrative example of application to a real data with a simulation study to show the accuracy in finite sample of the limiting distribution.

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