• Title/Summary/Keyword: estimating equations

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The Estimating Equations Induced from the Minimum Dstance Estimation

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.687-696
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    • 2003
  • This article presents a new family of the estimating functions related with minimum distance estimations, and discusses its relationship to the family of the minimum density power divergence estimating equations. Two representative minimum distance estimations; the minimum $L_2$ distance estimation and the minimum Hellinger distance estimation are studied in the light of the theory of estimating equations. Despite of the desirable properties of minimum distance estimations, they are not widely used by general researchers, because theories related with them are complex and are hard to be computationally implemented in real problems. Hopefully, this article would be a help for understanding the minimum distance estimations better.

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A SIMPLE APPROACH FOR ESTIMATING ANNUAL EVAPOTRANSPIRATION WITH CLIMATE DATA IN KOREA

  • Im Sangjun;Kim Hyeonjun;Kim Chulgyum;Jang Cheolhee
    • Water Engineering Research
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    • v.5 no.4
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    • pp.185-193
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    • 2004
  • Estimates of annual actual evapotranspiration are needed in water balance studies, water resources management projects, and many different types of hydrologic studies. This study validated a set of 5 empirical equations of estimating annual actual evapotranspiration with climate data on 11 watersheds, and evaluated the further applicability of these forms in estimating annual runoff on watershed level. Five empirical equations generally overestimated annual evapotranspiration, with relative errors ranging $3.3\%$ to $47.2\%$. The results show that Schreiber formula can be applicable in determining annual evapotranspiration in sub-humid region that is classified by aridity index, while Zhang equation gave better results than the remaining methods in humid region. The mean differences for annual evapotranspiration bias over 11 watersheds are Zhang, Schreiber, Budyko, Pike, and Ol'dekop formula from lowest to highest. The empirical equations provide a practical tool to help water resources managers in estimating regional water resources on ungauged large watershed.

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Development of Empirical Equations for Estimating the Train-Induced Ground Vibration (철도연변 지반 진동 Data Base 구축을 통한 지반진동예측 실험식)

  • 황선근;고태훈;엄기영;오상덕
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2001.05a
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    • pp.1022-1027
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    • 2001
  • In this study, the train-induced vibration was measured at many locations at/around the actual service lines and the data base was constructed using the measurement results. The characteristics of train induced ground vibration was categorized and the empirical ground vibration estimating equations were developed. On the ground area (level grounds, embankments, cut sections), the vibration estimating equations were developed in terms of ground vibration level which was related with the distance from the source. Especially for the cut section areas, the vibration levels were expressed with the vibration receiving point expressed by the ratio of vertical distance to horizontal distance(V/H) from the source. As a result, when V/H is 0.96, the vibration estimating equation gives a minimum vibration level.

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INFLUENCE ANALYSIS FOR GENERALIZED ESTIMATING EQUATIONS

  • Jung Kang-Mo
    • Journal of the Korean Statistical Society
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    • v.35 no.2
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    • pp.213-224
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    • 2006
  • We investigate the influence of subjects or observations on regression coefficients of generalized estimating equations using the influence function and the derivative influence measures. The influence function for regression coefficients is derived and its sample versions are used for influence analysis. The derivative influence measures under certain perturbation schemes are derived. It can be seen that the influence function method and the derivative influence measures yield the same influence information. An illustrative example in longitudinal data analysis is given and we compare the results provided by the influence function method and the derivative influence measures.

A step-by-step guide to Generalized Estimating Equations using SPSS in dental research (치의학 분야에서 SPSS를 이용한 일반화 추정방정식의 단계별 안내)

  • Lim, Hoi-Jeong;Park, Su-Hyeon
    • The Journal of the Korean dental association
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    • v.54 no.11
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    • pp.850-864
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    • 2016
  • The Generalized Estimating Equations (GEE) approach is a widely used statistical method for analyzing longitudinal data and clustered data in clinical studies. In dentistry, due to multiple outcomes obtained from one patient, the outcomes produced from an individual patient are correlated with one another. This study focused on the basic ideas of GEE and introduced the types of covariance matrix and working correlation matrix. The quasi-likelihood information criterion (QIC) and quasi-likelihood information criterion approximation ($QIC_u$) were used to select the best working correlation matrix and the best fitting model for the correlated outcomes. The purpose of this study is to show a detailed process for the GEE analysis using SPSS software along with an orthodontic miniscrew example, and to help understand how to use GEE analysis in dental research.

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An Analysis of Panel Count Data from Multiple random processes

  • Park, You-Sung;Kim, Hee-Young
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.265-272
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    • 2002
  • An Integer-valued autoregressive integrated (INARI) model is introduced to eliminate stochastic trend and seasonality from time series of count data. This INARI extends the previous integer-valued ARMA model. We show that it is stationary and ergodic to establish asymptotic normality for conditional least squares estimator. Optimal estimating equations are used to reflect categorical and serial correlations arising from panel count data and variations arising from three random processes for obtaining observation into estimation. Under regularity conditions for martingale sequence, we show asymptotic normality for estimators from the estimating equations. Using cancer mortality data provided by the U.S. National Center for Health Statistics (NCHS), we apply our results to estimate the probability of cells classified by 4 causes of death and 6 age groups and to forecast death count of each cell. We also investigate impact of three random processes on estimation.

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A DOUBLY ROBUSTIFIED ESTIMATING FUNCTION FOR ARCH TIME SERIES MODELS

  • Kim, Sahm;Hwang, S.Y.
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.387-395
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    • 2007
  • We propose a doubly robustified estimating function for the estimation of parameters in the context of ARCH models. We investigate asymptotic properties of estimators obtained as solutions of robust estimating equations. A simulation study shows that robust estimator from specified doubly robustified estimating equation provides better performance than conventional robust estimators especially under heavy-tailed distributions of innovation errors.

Property of regression estimators in GEE models for ordinal responses

  • Lee, Hyun-Yung
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.209-218
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    • 2012
  • The method of generalized estimating equations (GEEs) provides consistent esti- mates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). In this paper we compare the estimators of parameters in GEE approach. We consider two aspects: coverage probabilites and efficiency. We adopted to ordinal responses th results derived from binary outcomes.

Generalized Exponential Regression Model with Randomly Censored Data (임의중도절단자료를 갖는 일반화된 지수회귀모형)

  • 하일도
    • Journal of Korea Society of Industrial Information Systems
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    • v.4 no.2
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    • pp.39-43
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    • 1999
  • We consider generalized exponential regression model with randomly censored data and propose a modified Fisher scoring method which estimates the model parameters. For this, the likelihood equations are derived and then the estimating algorithm is developed. We illustrate the proposed method using a real data.

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In situ horizontal stress effect on plastic zone around circular underground openings excavated in elastic zones

  • Komurlu, Eren;Kesimal, Ayhan;Hasanpour, Rohala
    • Geomechanics and Engineering
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    • v.8 no.6
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    • pp.783-799
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    • 2015
  • In this study, effect of horizontal in situ stress on failure mechanism around underground openings excavated in isotropic, elastic rock zones is investigated. For estimating the plastic zone occurrence, an induced stress influence area approach (Bray Equations) was modified to define critical stress ratio according to the Mohr-Coulomb failure criterion. Results obtained from modified calculations were compared with results of some other analytical solutions for plastic zone thickness estimation and the numerical modelling (finite difference method software, FLAC2D) study. Plastic zone and its geometry around tunnels were analyzed for different in situ stress conditions. The modified equations gave similar results with those obtained from the other approaches. However, safer results were calculated using the modified equations for high in situ stress conditions and excessive ratio of horizontal to vertical in situ stresses. As the outcome of this study, the modified equations are suggested to use for estimating the plastic zone occurrence and its thickness around the tunnels with circular cross-section.