• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.757-764
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• 2012

This research is for comparison of test statistics for homogeneity when the data is collected based on complex sample design. The survey data based on complex sample design does not satisfy the condition of independency which is required for the standard Pearson multinomial-based chi-squared test. Today, lots of data sets ara collected by complex sample designs, but the tests for categorical data are conducted using the standard Pearson chi-squared test. In this study, we compared the performance of three test statistics for homogeneity between two populations using data from the 2009 customer satisfaction evaluation survey to the service from Gyeongsangnam-do regional offices of education: the standard Pearson test, the unbiasedWald test, and the Pearsontype test with survey-based point estimates. Through empirical analyses, we fist showed that the standard Pearson test inflates the values of test statistics very much and the results are not reliable. Second, in the comparison of Wald test and Pearson-type test, we find that the test results are affected by the number of categories, the mean and standard deviation of the eigenvalues of design matrix.

• Journal of the Korean Data and Information Science Society
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• v.23 no.1
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• pp.1-11
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• 2012

When the microarray experiment developed, main interest was limited to detect differentially expressed genes associated with a phenotype of interest. However, as human diseases are thought to occur through the interactions of multiple genes within a same functional category, the unit of analysis of the microarray experiment expanded to the set of genes. For the phenotype of censored survival time, Gene Set Enrichment Analysis(GSEA), Global test and Wald type test are widely used. In this paper, we modified the Wald type test by adopting normal score transformation of gene expression values and developed a parametric test which requires much less computation than others. The proposed method is compared with other methods using a real data set of ovarian cancer and a simulation data set.

• The Korean Journal of Applied Statistics
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• v.13 no.1
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• pp.97-104
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• 2000

본 논문은 m개의 독립적인 일차 비선형 시계열로 구성된 패널자료의 동질성 검정에 대한 연구로서 먼저 일반적인 일차 비선형 시계열의 정상성 조건을 유도하고 이어서 동질성 검정법을 제시하고 연관된 극한분포를 규명하였다. 또한 모의실험을 하여 제안된 검정법의 모의검정력을 구하였다.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.815-824
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• 2013

Traditional Pearson chi-squared test is not appropriate for the data collected by the complex sample design. When one uses the traditional Pearson chi-squared test to the complex sample categorical data, it may give wrong test results, and the error may occur not only due to the biased variance estimators but also due to the biased point estimators of cell proportions. In this study, the design based consistent Wald test statistics was derived for k-population homogeneity test, and the traditional Pearson chi-squared test statistics was partitioned into three parts according to the causes of error; the error due to the bias of variance estimator, the error due to the bias of cell proportion estimator, and the unseparated error due to the both bias of variance estimator and bias of cell proportion estimator. An analysis was conducted for empirical results of the relative size of each error component to the Pearson chi-squared test statistics. The second year data from the fourth Korean national health and nutrition examination survey (KNHANES, IV-2) was used for the analysis. The empirical results show that the relative size of error from the bias of variance estimator was relatively larger than the size of error from the bias of cell proportion estimator, but its degrees were different variable by variable.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.75-83
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• 2016

We propose methodology to analyze the dynamic mechanisms of financial market contagion under market integration using a biological contagion analytical approach. We employ U-statistic to measure market integration, and a dynamic model based on an error correction mechanism (single equation error correction model) and latent factor model to examine market contagion. We also use quantile regression and Wald-Wolfowitz runs test to test market contagion. This methodology is designed to effectively handle heteroscedasticity and correlated errors. Our simulation results show that the single equation error correction model fits well with the linear regression model with a stationary predictor and correlated errors.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1245-1249
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• 2009

본 연구에서는 우리나라 수문기상인자의 특성변화 분석의 필요성을 지각하여 국내 기상관측소 중 관측년수가 30년 이상인 관측소 63개 지점에 대한 수문기상인자 중 연평균기온, 연평균상대습도, 연강수량, 연증발량, 연일조시간, 연강수계속시간, 연강수일수, 연적설일수, 연신적설일수 등의 자료를 수집하고 기본통계량에 해당하는 평균, 표준편차, 왜곡도, 변동계수를 통하여 수문기상인자의 경년적 변화를 파악하였다. 또한 각종 통계학적 기법을 이용하여 이들 수문기상인자의 경향성, 주기성, 변동성 등을 분석하였으며, 그 결과는 우리 나라를 대표할 수 있는 서울지점을 중심으로 정리하였다. 기본통계량을 분석한 결과 연강수량, 연강수일수, 연강수계속시간의 표준편차와 변동계수가 다른 수문기상인자 비해 상대적으로 큰 것으로 나타나 강수관련 인자들의 경년별 변화가 두드러짐을 알 수 있다. 또한 선형회귀분석과 5년 이동평균 결과 연강수량과 연평균기온은 증가, 연평균상대습도, 연일조시간, 연강수일수, 연증발량은 감소하는 경향을 보였다. Mann-Whitney Test, Wald-Wolfowitz Test, Hotelling-Pabst Test, Wavelet Method와 같은 통계학적기법으로 동질성, 독립성, 검정, 경향성 검정을 수행한 결과 연강수량, 연증발량, 연강수계속시간, 연강수일수, 연적설일수, 연신적설 일수 인자가 각각의 검정에서 동질성 및 독립성을 보였고, 경향성 검정에서는 연평균기온, 연평균상대습도, 연적설일수 인자가 신뢰수준 내에서 유의함을 보였고, 주기성 검정결과 본 연구에 채택한 9개의 수문기상인자들의 연속된 주기성은 나타나지 않았다.

• Journal of Digital Convergence
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• v.12 no.7
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• pp.261-266
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• 2014

When the number of parameters in the time series model are diverse, it is hard to forecast because of the increasing error by a parameter estimation. If the homogeneity hypothesis which was obtained from the same model about severeal data for the time series is selected, it is easy to get the predictive value better. Nonlinear time-series panel data for each parameter for each time series, since there are so many parameters that are present, and the large number of parameters according to the parameter estimation error increases the accuracy of the forecast deteriorated. Panel present in the time series of multiple independent homogeneity is satisfied by a comprehensive time series to estimate and to test of the parameters. For studying about the homogeneity test for the m independent non-linear of the time series panel data, it needs to set the model and to make the normal conditions for the model, and to derive the homogeneity test statistic. Finally, it shows to obtain the limit distribution according to ${\chi}^2$ distribution. In actual analysis,, we can examine the result for the homogeneity test about nonlinear time series panel data which are 2 groups of stock price data.