• Title/Summary/Keyword: estimating equations

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Comparison of GEE Estimation Methods for Repeated Binary Data with Time-Varying Covariates on Different Missing Mechanisms (시간-종속적 공변량이 포함된 이분형 반복측정자료의 GEE를 이용한 분석에서 결측 체계에 따른 회귀계수 추정방법 비교)

  • Park, Boram;Jung, Inkyung
    • The Korean Journal of Applied Statistics
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    • v.26 no.5
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    • pp.697-712
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    • 2013
  • When analyzing repeated binary data, the generalized estimating equations(GEE) approach produces consistent estimates for regression parameters even if an incorrect working correlation matrix is used. However, time-varying covariates experience larger changes in coefficients than time-invariant covariates across various working correlation structures for finite samples. In addition, the GEE approach may give biased estimates under missing at random(MAR). Weighted estimating equations and multiple imputation methods have been proposed to reduce biases in parameter estimates under MAR. This article studies if the two methods produce robust estimates across various working correlation structures for longitudinal binary data with time-varying covariates under different missing mechanisms. Through simulation, we observe that time-varying covariates have greater differences in parameter estimates across different working correlation structures than time-invariant covariates. The multiple imputation method produces more robust estimates under any working correlation structure and smaller biases compared to the other two methods.

Small Sample Characteristics of Generalized Estimating Equations for Categorical Repeated Measurements (범주형 반복측정자료를 위한 일반화 추정방정식의 소표본 특성)

  • 김동욱;김재직
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.297-310
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    • 2002
  • Liang and Zeger proposed generalized estimating equations(GEE) for analyzing repeated data which is discrete or continuous. GEE model can be extended to model for repeated categorical data and its estimator has asymptotic multivariate normal distribution in large sample sizes. But GEE is based on large sample asymptotic theory. In this paper, we study the properties of GEE estimators for repeated ordinal data in small sample sizes. We generate ordinal repeated measurements for two groups using two methods. Through Monte Carlo simulation studies we investigate the empirical type 1 error rates, powers, relative efficiencies of the GEE estimators, the effect of unequal sample size of two groups, and the performance of variance estimators for polytomous ordinal response variables, especially in small sample sizes.

A Note on Bootstrapping M-estimators in TAR Models

  • Kim, Sahmyeong
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.837-843
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    • 2000
  • Kreiss and Franke(192) and Allen and Datta(1999) proposed bootstrapping the M-estimators in ARMA models. In this paper, we introduce the robust estimating function and investigate the bootstrap approximations of the M-estimators which are solutions of the estimating equations in TAR models. A number of simulation results are presented to estimate the sampling distribution of the M-estimators, and asymptotic validity of the bootstrap for the M-estimators is established.

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Estimating Leaf Area from Length and Width for Panax ginseng (인삼의 엽장, 엽폭을 이용한 엽면적 추정)

  • ;Su-Bong Ahn;Jong-Chul Lee
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.30 no.1
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    • pp.15-19
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    • 1985
  • This study was carried out to develope the equations for estimating the areas of leaflet, leaf, and total leaf for 1, 2, 3, 4, 5, and 6 years old ginseng, Panax ginseng, grown in field. The highest correlation coefficient was found between leaflet area and product of leaflet length and width(LW) in all leaflets although leaflet shape varied somewhat according to the position and plant age. It was possible to estimate area of the leaf, and total leaf by one central leaflet in a compound leaf. The equations for estimating the leafet, leaf areas of 1 year differ to those of over 2 years old plant, but there was no difference among those of 2, 3, 4, 5, and 6 years. The equations for 1 year old are A =0.64 LW, A' =A/0.38, and for 2, 3, 4, 5, and 6 years old, A =0.60 LW, A' =A/0.32, A" =A' x number of leaves of central leaflet(A), leaf(A') and total leaf areas(A"), respectively. The estimation of leaflet, leaf, total leaf areas of ginseng plant grown under 20% light-transmittance rate was possible by using the equations mentioned.

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Estimating Stature and Weight from Anthropometry for the Elderly Who are Limited in Mobility (신체계측방법에 의한 거동이 제한된 노인들의 신장과 체중추정)

  • 한경희
    • Journal of Nutrition and Health
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    • v.28 no.1
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    • pp.71-83
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    • 1995
  • The purpose of the study was to develop generalized equations for estimating stature and weight for the nonambulatory elderly persons. Height weight recumbent knee height total ann length, midarm, waist and calf circumferences, triceps and subscapular skinfolds were measured from over 60 years old 315 ambulatory elderly. The equations to predict stature and weight were derived from participants in the validation sample and were applied to the participants in the cross-validation to test the accuracy and validity of equations. Stature and weight were significantly and negatively associated with age of women and similar patterns observed in men but associated to a slight degree. Knee height and total arm length were highly correlated with stature but the majority of the variances in stature was accounted for by knee height for both the men and women. In men, waist circumference was the most significantly correlated with weight and am, calf circumferences and so forth. But in women arm circumference was the highest then waist and calf circumference in order. The possible predictor variables to estimate of stature were knee height total arm length and age for both elderly men and women. Predictor variables to estimate of weight were recumbent measures of waist am, calf circumferences and knee height for both sexes. Inclusion of skinfold thickness measurements did not improve the prediction power of estimation for weight. When both equations developed from the present study and Chumlea's study were applied to cross-valida-tions samples, the equations derived from present study showed better accuracy and validity. The presentation of prediction equations using two, three, or four recommended measurements allows the selection of an equation based upon the measurements that are possible to collect on an individual basis.

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Statistical Analysis on the Shear Strength equation of RC Column-Steel Beam Joints (RC 기둥과 철골보로 이루어진 복합구조 접합부의 전단강도식에 대한 통계적 고찰)

  • Lee Eun-Jin;Moon Jeong-Ho;Lee Li-Hyung
    • Proceedings of the Korea Concrete Institute Conference
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    • 2005.05a
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    • pp.443-446
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    • 2005
  • The shear strength equations of the joint with RC column and steel beam are used the proposed equations of ASCE, Kanno and AIJ but there are not applied variable joint details. Until now the variable experimental studies are practiced but the studies of predicted shear strength equation are not integrated and only the applicable equations to each case are proposed. The purpose of this study is statistical analysis for the proposed equations applied existing experiments. The proposed equations are ASCE, Kanno, M-Kanno, AIJ and M-AIJ. The 47 of shear failure experiments are used in this study The consequence is that the Kanno's equation is very analogized with the experimental result but ASCE equation underestimates about 42$\%$. AIJ and M-AIJ are not proper equations for estimating the shear strength of RCS joint.

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Use of Pseudo-Likelihood Estimation in Taylor's Power Law with Correlated Responses

  • Park, Bum-Hee;Park, Heung-Sun
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.993-1002
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    • 2008
  • Correlated responses have been widely analyzed since Liang and Zeger (1986) introduced the famous Generalized Estimating Equations(GEE). However, their variance functions were restricted to known quantifies multiplied by scale parameter. In so many industries and academic/research fields, power-of-the-mean variance function is one of the common variance function. We suggest GEE-type pseudolikelihood estimation based on the power-of-the-mean variance using existing software and investigate it's efficiency for different working correlation matrices.

Comparison of regression model approaches fitted to complex survey data (복합표본조사 데이터 분석을 위한 회귀모형 접근법의 비교 - 소규모사업체조사 데이터 분석을 중심으로 -)

  • 이기재
    • Proceedings of the Korean Association for Survey Research Conference
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    • 2001.06a
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    • pp.45-56
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    • 2001
  • In this paper, we conducted an empirical study to investigate the design and weighting effects on descriptive and analytic statistics. We compared the regression models using the design-based approach and the generalized estimating equations(GEEs) approach with the model-based approach through the design and weighting effects analysis.

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Comparison of Instruments for Estimating Body Composition in Korean Female College Student (한국 여대생의 체지방측정을 통한 측정기기들 간의 비교연구)

  • 장은재;조진남;황종현
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.26 no.3
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    • pp.514-520
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    • 1997
  • The purpose of this study is to provide the reference data for estimating body composition and developing equations for prediction of percent body fat. This study was designed of two aspects: Comparison of percent body fat measurements between two operators. comparison of percent body fat measurements among four instruments. Percent body fat of college girls(n=71) aged 18-24 was measured by skinfold thickness, near-infratred interactance(Futrex-5000), and bioelectrical impedance analysis (TBF-105, Spectrum II). All measurements were duplicated & measured by two operators. The results are summarized as follows: Percent body fat observed from two operators had no significant difference. There was significant difference from four instruments. However, we found close relation between Skinfold thickness & TBF-105, Spectrum II & Near-infrared interactance. Four instruments have several assumptions and limitations. Therefore, many researches for developing new equations are required for Korean people.

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A Flexible Modeling Approach for Current Status Survival Data via Pseudo-Observations

  • Han, Seungbong;Andrei, Adin-Cristian;Tsui, Kam-Wah
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.947-958
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    • 2012
  • When modeling event times in biomedical studies, the outcome might be incompletely observed. In this paper, we assume that the outcome is recorded as current status failure time data. Despite well-developed literature the routine practical use of many current status data modeling methods remains infrequent due to the lack of specialized statistical software, the difficulty to assess model goodness-of-fit, as well as the possible loss of information caused by covariate grouping or discretization. We propose a model based on pseudo-observations that is convenient to implement and that allows for flexibility in the choice of the outcome. Parameter estimates are obtained based on generalized estimating equations. Examples from studies in bile duct hyperplasia and breast cancer in conjunction with simulated data illustrate the practical advantages of this model.