• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.457-469
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• 1996

In this paper, we propose a method for an exact test of H : $p_i$ = $r_i$ for all i against K : $p_i$ $\neq$ $r_i$ for some i in an unbalanced random effect linear model, where $p_i$ denotes the ratio of the i-th variance component to the error variance. Then we present a method to test H : $p_i$ $\leq$ r against K : $p_i$> r for some specific i by applying orthogonal projection on the model. We also show that any test statistic that follows an F-distribution on the boundary of the hypotheses is equal to the one given here.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.185-194
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• 2007

The information of covariates are available to do fully efficient fractional imputation(FEFI). The new method, FEFI with logistic regression is proposed to construct complete contingency tables. Jackknife method is used to get a standard errors of log-odds ratio from the completed table by the new method. Simulation results, when covariates have more information about categorical variables, reveal that the new method provides more efficient estimates of log-odds ratio than either multiple imputation(MI) based on data augmentation or complete case analysis.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.429-440
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• 2006

In statistical computing, it is often for researchers to need the distribution of a weighted sum of noncentral chi-square variables. In this case, it is very limited to know its exact distribution. There are many works to contribute to this topic, e.g. Imhof (1961) and Solomon-Stephens (1977). Imhof's method gives good approximation to the true distribution, but it is not easy to apply even though we consider the development of computer technology Solomon-Stephens's three moment chi-square approximation is relatively easy and accurate to apply. However, they skipped many details, and their simulation is limited to a weighed sum of central chi-square random variables. This paper gives details on Solomon-Stephens's method. We also extend their simulation to the weighted sum of non-central chi-square distribution. We evaluated approximated powers for homogeneous test and compared them with the true powers. Solomon-Stephens's method shows very good approximation for the case.

• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.573-578
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• 2009

We prove the consistency of a penalized maximum likelihood estimate proposed by Ahn (2001). The PMLE not only avoids the well-known problem that the ordinary likelihood of the normal mixture model is unbounded for any given sample size, but also removes redundant components.

• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.1017-1026
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• 2005

We consider the problem of modeling count data where the observation period is determined by the survival time of the individual under study. We assume random effects or frailty model to allow for a possible association between the death times and the counts. We assume that, given a random effect, the death times follow a Weibull distribution with a rate that depends on some covariates. For the counts, given the random effect, a Poisson process is assumed with the intensity depending on time and the covariates. A gamma model is assumed for the random effect. Maximum likelihood estimators of the model parameters are obtained. The model is applied to data set of patients with breast cancer who received a bone marrow transplant. A model for the time to death and the number of supportive transfusions a patient received is constructed and consequences of the model are examined.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.867-877
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• 2004

The sequential sampling inspection method is an extension of the multiple-sampling methods, and its theory is based on the sequential probability ratio test (SPRT) of Wald. In this paper, the characteristics of SPRT for testing the number of defects are approximated by using the estimated excess over the boundaries. The use of the estimated excess shows good performances in estimating the operating characteristic function and the average sample number of SPRT compared to the method by neglecting the excess. It also makes it possible to determine the boundary values which satisfy the desired error probabilities.

• The Journal of Asian Finance, Economics and Business
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• v.1 no.1
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• pp.5-14
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• 2014

This paper empirically examines the short-run and long-run causal relationship between stock market prices and exchange rates in Chinese stock markets using monthly data from January 2002 to December 2012 retrieved from the National Bureau of Statistics of the People's Republic of China. Unit root, cointegration tests, vector error correction estimates, block exogeneity Wald tests, impulse responses, variance decomposition techniques and structural break tests are employed. This study found 1) long-run causality from exchange rates to stock prices in Chinese stock markets and 2) short-run causality from Japanese yen and Korean won exchange rates to stock prices in the Shanghai Stock Exchange strongly prevails while in the Shenzhen Stock Exchange weakly prevails. The impact of the global financial crisis from 2007 to 2009 on Chinese stock markets was insignificant.

• Journal of Korean Academy of Nursing
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• v.43 no.2
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• pp.154-164
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• 2013

Purpose: The purpose of this article is twofold: 1) introducing logistic regression (LR), a multivariable method for modeling the relationship between multiple independent variables and a categorical dependent variable, and 2) examining use and reporting of LR in the nursing literature. Methods: Text books on LR and research articles employing LR as main statistical analysis were reviewed. Twenty-three articles published between 2010 and 2011 in the Journal of Korean Academy of Nursing were analyzed for proper use and reporting of LR models. Results: Logistic regression from basic concepts such as odds, odds ratio, logit transformation and logistic curve, assumption, fitting, reporting and interpreting to cautions were presented. Substantial shortcomings were found in both use of LR and reporting of results. For many studies, sample size was not sufficiently large to call into question the accuracy of the regression model. Additionally, only one study reported validation analysis. Conclusion: Nursing researchers need to pay greater attention to guidelines concerning the use and reporting of LR models.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.225-232
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• 2003

The support vector machine (SVM) is becoming increasingly popular in classification. The import vector machine (IVM) has been introduced for its advantages over SMV. This paper tries to improve the IVM. The proposed method, which is referred to as the polychotomous machine (PM), uses the Newton-Raphson method to find estimates of coefficients, and the Rao and Wald tests, respectively, for addition and deletion of import points. Because the PM basically follows the same addition step and adopts the deletion step, it uses, typically, less import vectors than the IVM without loosing accuracy. Simulated and real data sets are used to illustrate the performance of the proposed method.

• Journal of the Korean Data and Information Science Society
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• v.18 no.3
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• pp.697-704
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• 2007

It is common in financial time series that volatility(conditional variance) as a measure of risk exhibits asymmetry in such a manner that positive and negative values of return rates of the series tend to provide different contributions to the volatility. We are concerned with asymmetric conditional variances for Korean financial time series especially during the time span of 2000-2001. Notice that these periods suffer from 9-11 disaster in US and collapses of stock prices of dot-companies in Korea. Threshold-ARCH models are considered and a Wald test of asymmetry is suggested. News impact curves are illustrated for graphical representations of leverage effects inherent in various Korean financial time series.