• Title/Summary/Keyword: estimable parameter

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Estimable Functions of Fixed-Effects Model by Projections (사영을 이용한 고정효과모형의 추정가능함수)

  • Choi, Jaesung
    • The Korean Journal of Applied Statistics
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    • v.27 no.4
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    • pp.553-560
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    • 2014
  • This paper deals with estimable functions of parameters of less than full rank linear model. In general, the parameters of an overspecified model are not uniquely determined by least squares solutions. It discusses how to formulate linear estimable functions as functions of parameters in the model and shows how to use projection matrices to check out whether a parameter or function of the pamameters is estimable. It also presents a method to form a basis set of estimable functions using linearly independent characteristic vectors generating the row space of the model matrix.

Design of Accelerated Life Tests and Small Sample Study under Continuous and Intermittent Inspections for Lognormal Failure Distribution (수명이 대수정규분포를 따를 때 연속 및 간헐적 검사하에서 가속수명시험의 설계와 소표본 연구)

  • Seo, Sun-Keun;Chung, Won-Kee
    • Journal of Korean Institute of Industrial Engineers
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    • v.23 no.1
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    • pp.177-196
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    • 1997
  • In this paper, statistically optimal accelerated life test(ALT) plans considering statistical efficiency only and new compromise ALT plans to sacrifice some statistical efficiency in return for improved overall properties including estimobility probability and robustness for the model assumptions are developed under the assumptions of constant stress, intermittent inspection, Type I censoring and lognormal failure distribution which has been one of the popular choices of failure distributions in the extensive engineering applications of ALT. Computational experiments are conducted to compare with four ALT plans including two proposed ones under continuous and intermittent inspections over a range of parameter values in terms of asymptotic variance, sensitivities for guessed input values, and proportion of estimable samples, etc. The small and moderate sample properties for the proposed ALT plans designed under asymptotic criterion are also investigated by Monte Carlo simulation.

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A Bayesian inference for fixed effect panel probit model

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.179-187
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    • 2016
  • The fixed effects panel probit model faces "incidental parameters problem" because it has a property that the number of parameters to be estimated will increase with sample size. The maximum likelihood estimation fails to give a consistent estimator of slope parameter. Unlike the panel regression model, it is not feasible to find an orthogonal reparameterization of fixed effects to get a consistent estimator. In this note, a hierarchical Bayesian model is proposed. The model is essentially equivalent to the frequentist's random effects model, but the individual specific effects are estimable with the help of Gibbs sampling. The Bayesian estimator is shown to reduce reduced the small sample bias. The maximum likelihood estimator in the random effects model is also efficient, which contradicts Green (2004)'s conclusion.

Performance Expectation of Single Station PPP-RTK using Dual-frequency GPS Measurement in Korea

  • Ong, Junho;Park, Sul Gee;Park, Sang Hyun;Park, Chansik
    • Journal of Positioning, Navigation, and Timing
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    • v.10 no.3
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    • pp.159-168
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    • 2021
  • Precise Point Positioning-Real Time Kinematic (PPP-RTK) is an improved PPP method that provides the user receiver with satellite code and phase bias correction information in addition to the satellite orbit and clock, thus enabling single-receiver ambiguity resolution. Single station PPP-RTK concept is special case of PPP-RTK in that corrections are computed, instead of a network, by only one single GNSS receiver. This study is performed to experimentally verify the positioning accuracy performance of single baseline RTK level by a user who utilizes correction for a single station PPP-RTK using dual frequencies. As an experimental result, the horizontal and vertical 95% accuracy was 2.2 cm, 4.4 cm, respectively, which verify the same performance as the single baseline RTK.

Projection analysis for balanced incomplete block designs (균형불완비블럭설계의 사영분석)

  • Choi, Jaesung
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.347-354
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    • 2015
  • This paper deals with a method for intrablock anlaysis of balanced incomplete block designs on the basis of projections under the assumption of mixed effects model. It shows how to construct a model at each step by the stepwise procedure and discusses how to use projection for the analysis of intrablock. Projections are obtained in vector subspaces orthogonal to each other. So the estimates of the treatment effects are not affected by the block effects. The estimability of a parameter or a function of parameters is discussed and eigenvectors are dealt for the construction of estimable functions.