• 한국조사연구학회:학술대회논문집
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• 한국조사연구학회 2007년도 추계학술대회 발표논문집
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• pp.55-65
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• 2007

연구에서는 공분산구조분석을 실시하기 위해 주로 사용하고 있는 AMOS 소프트웨어에 대하여 알아보려고 한다. 응용소프트웨어에서 활용된 수학적인 모형을 알지 못하면, 구조방정식에 대한 충분한 이해를 할 수 없으며, 구조방정식에 대한 8가지 가정이 어떻게 구현되는지 알 수 가 없다. 따라서 본 연구에서는 구조방정식모형 연구에서 주로 활용되었던 LISREL 프로그램으로 RAM과 MOSAN을 구현하였고 AMOS 결과와 비교분석하였다. 연구 결과에 따르면 AMOS프로그램은 8가지의 모든 가정을 따르지 않는 것으로 나타났다. AMOS 프로그램이 MOSAN보다는 RAM으로 구현되고 있음을 본 연구를 통해 알 수 있다. AMOS 소프트웨어 프로그램은 잠재변수(F)와 측정오차(e)간의 상관값을 산출할 때 충분히 추정을 하지 못하고 부분적으로만 추정하여 값을 산출하고 있음을 알 수 있었다.

• Communications for Statistical Applications and Methods
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• 제20권3호
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• pp.235-240
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• 2013

Generalized linear mixed models(GLMMs) are frequently used for the analysis of longitudinal categorical data when the subject-specific effects is of interest. In GLMMs, the structure of the random effects covariance matrix is important for the estimation of fixed effects and to explain subject and time variations. The estimation of the matrix is not simple because of the high dimension and the positive definiteness; subsequently, we practically use the simple structure of the covariance matrix such as AR(1). However, this strong assumption can result in biased estimates of the fixed effects. In this paper, we introduce Bayesian modeling approaches for the random effects covariance matrix using a modified Cholesky decomposition. The modified Cholesky decomposition approach has been used to explain a heterogenous random effects covariance matrix and the subsequent estimated covariance matrix will be positive definite. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using these methods.

• 한국감성과학회:학술대회논문집
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• 한국감성과학회 2002년도 춘계학술대회 논문집
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• pp.257-260
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• 2002

The impressions for odors are subjective and have individual differences. In this study, the Impressions of odors were investigated by covariance structure analysis. 46 subjects (men in their twenty) recorded their reactions to ten odorants by grading them on a seven-point scale in terms of twelve adjective pairs. Their reactions were quantified by using factor analysis and covariance structure analysis. The factors were extracted as "preference", "arousal" and "persistency". The subjects were classified into three groups according to the most suitable causal models (structural equation models). Each group had different causal relationship and different impression structure for odors. It was suggested that there is a possibility to evaluate the subjective impression of odor using covariance structure analysis.

• 보건행정학회지
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• 제11권2호
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• pp.123-140
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• 2001

Hypotheses In health services research are becoming increasingly more complex and specific. As a result, health services research studies often include multiple independent, intervening, and dependent variables in a single hypothesis. Nevertheless, the statistical models adopted by health services researchers have failed to keep pace with the increasing complexity and specificity of hypotheses and research designs. This article introduces a statistical model well suited for complex and specific hypotheses tests in health services research studies. The covariance structure modeling(CSM) methodology is especially applied to regional relevance indices(RIs) to assess the impact of health resources and healthcare utilization. Data on secondary statistics and health insurance claims were collected by each catchment area. The model for RI was justified by direct and indirect effects of three latent variables measured by seven observed variables, using ten structural equations. The resulting structural model revealed significant direct effects of the structure of health resources but indirect effects of the quantity on RIs, and explained 82% of correlation matrix of measurement variables. Two variables, the number of beds and the portion of specialists among medical doctors, became to have significant effects on RIs by being analyzed using the CSM methodology, while they were insignificant in the regression model. Recommendations for the CSM methodology on health service research data are provided.

• Communications for Statistical Applications and Methods
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• 제24권1호
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• pp.81-96
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• 2017

Cumulative logit random effects models are typically used to analyze longitudinal ordinal data. The random effects covariance matrix is used in the models to demonstrate both subject-specific and time variations. The covariance matrix may also be homogeneous; however, the structure of the covariance matrix is assumed to be homoscedastic and restricted because the matrix is high-dimensional and should be positive definite. To satisfy these restrictions two Cholesky decomposition methods were proposed in linear (mixed) models for the random effects precision matrix and the random effects covariance matrix, respectively: modified Cholesky and moving average Cholesky decompositions. In this paper, we use these two methods to model the random effects precision matrix and the random effects covariance matrix in cumulative logit random effects models for longitudinal ordinal data. The methods are illustrated by a lung cancer data set.

• 지능정보연구
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• 제1권1호
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• pp.91-109
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• 1995

This paper compared four knowledge acquisition methods (namely, neural network, case-based reasoning, discriminant analysis, and covariance structure modeling) for allergic rhinitis. The data were collected from 444 patients with suspected allergic rhinitis who visited the Otorlaryngology Deduring 1991-1993. Among four knowledge acquisition methods, the discriminant model had the best overall diagnostic capability (78%) and the neural network had slightly lower rate(76%). This may be explained by the fact that neural network is essentially non-linear discriminant model. The discriminant model was also most accurate in predicting allergic rhinitis (88%). On the other hand, the CSM had the lowest overall accuracy rate (44%) perhaps due to smaller input data set. However, it was most accuate in predicting non-allergic rhinitis (82%).

• 대한전기학회논문지
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• 제38권3호
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• pp.237-246
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• 1989

A sliding memory covariance circular lattice (SMC-CL) filter and an efficient ARMA modeling method using the SMC-CL filter are presented. At first, SMC-CL filter is derived based on the geometric approach. Then ARMA process is converted into 2 channel AR process, and SMC-CL filter is applied to it. The structure of SMC-CL filter becomes simpler in case of ARMA modeling due to the whiteness of a driving input process. The parameters of ARMR process can be obtained by the Levinson recursions from the PARCOR coefficients of the second channel of the filter. Computer simulations are performed to show the effctiveness of the proposed algorithm.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.575-585
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• 2016

Longitudinal studies repeatedly measure outcomes over time. Therefore, repeated measurements are serially correlated from same subject (within-subject variation) and there is also variation between subjects (between-subject variation). The serial correlation and the between-subject variation must be taken into account to make proper inference on covariate effects (Diggle et al., 2002). However, estimation of the covariance matrix is challenging because of many parameters and positive definiteness of the matrix. To overcome these limitations, we propose autoregressive moving average Cholesky decomposition (ARMACD) for the linear mixed models. The ARMACD allows a class of flexible, nonstationary, and heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the random effects covariance matrix. We analyze a real dataset to illustrate our proposed methods.

• Communications for Statistical Applications and Methods
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• 제21권2호
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• pp.169-181
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• 2014

Marginalized random effects models (MREM) are commonly used to analyze longitudinal categorical data when the population-averaged effects is of interest. In these models, random effects are used to explain both subject and time variations. The estimation of the random effects covariance matrix is not simple in MREM because of the high dimension and the positive definiteness. A relatively simple structure for the correlation is assumed such as a homogeneous AR(1) structure; however, it is too strong of an assumption. In consequence, the estimates of the fixed effects can be biased. To avoid this problem, we introduce one approach to explain a heterogenous random effects covariance matrix using a modified Cholesky decomposition. The approach results in parameters that can be easily modeled without concern that the resulting estimator will not be positive definite. The interpretation of the parameters is sensible. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using this method.

• 제어로봇시스템학회논문지
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• 제17권12호
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• pp.1183-1187
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• 2011

In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.