• Title/Summary/Keyword: hierarchical models

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Bayesian Hierarchical Model with Skewed Elliptical Distribution

  • Chung Younshik
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.5-12
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    • 2000
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution and it is shown to be useful in such Bayesian meta-analysis. A general class of skewed elliptical distribution is reviewed and developed. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierarchical selection model and use Markov chain Monte Carlo methods to develop inference for the parameters of interest.

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Mixed Linear Models with Censored Data

  • Ha, Il-do;Lee, Youngjo-;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.211-223
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    • 1999
  • We propose a simple estimation procedure in the mixed linear models with censored normal data, using both Buckly and James(1979) type pseudo random variables and Lee and Nelder's(1996) estimation procedure. The proposed method is illustrated with the matched pairs data in Pettitt(1986).

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Analysis of Structure Model for Repeated Measurement Design and Hierarchical Design (반복측정 설계와 계층적 실험설계의 구조모형)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2011.04a
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    • pp.95-99
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    • 2011
  • The research analyzes structure models of Repeated Measurement Design (RMD) and Hierarchical Design (HD). The experimental unit of RMD model is living organisms, such as human. In contrast, HD is used when all the factors are random. The HD models are derived from R:B:A, R:C:B:A and R:C:($A{\times}B$).

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On the Comparison of Two Non-hierarchical Log-linear Models

  • Oh, Min-Gweon;Hong, Chong-Sun;Kim, Donguk
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.847-853
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    • 1998
  • Suppose we want to compare following non-hierarchical log-linear models, $H_0:f(x, heta inTheta_a)$ vs H_1:g(x, heta inTheta_eta); for; Theta_a,;Theta_etasubsetTheta;such;that;Theta_$\alpha$/ Theta_eta$. The goodness of fit test using the likelihood ratio test statistic for comparing these models could not be acceptable. By using the polyhedrons plots of Choi and Hong (1995), we propose a method to decide a better model between two non-hierarchical log-linear models $f(x: heta inTheta_a) and g(x: heta inTheta_eta)$.

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Analysis Task Scheduling Models based on Hierarchical Timed Marked Graph

  • Ro, Cheul-Woo;Cao, Yang
    • International Journal of Contents
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    • v.6 no.3
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    • pp.19-24
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    • 2010
  • Task scheduling is an integrated component of computing with the emergence of grid computing. In this paper, we address two different task scheduling models, which are static Round-Robin (RR) and dynamic Fastest Site First (FSF) task scheduling method, using extended timed marked graphs, which is a special case of Stochastic Petri Nets (SPN). Stochastic reward nets (SRN) is an extension of SPN and provides compact modeling facilities for system analysis. We build hierarchical SRN models to compare two task scheduling methods. The upper level model simulates task scheduling and the lower level model implements task serving process for different sites with multiple servers. We compare these two models and analyze their performances by giving reward measures in SRN.

Bayesian pooling for contingency tables from small areas

  • Jo, Aejung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1621-1629
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    • 2016
  • This paper studies Bayesian pooling for analysis of categorical data from small areas. Many surveys consist of categorical data collected on a contingency table in each area. Statistical inference for small areas requires considerable care because the subpopulation sample sizes are usually very small. Typically we use the hierarchical Bayesian model for pooling subpopulation data. However, the customary hierarchical Bayesian models may specify more exchangeability than warranted. We, therefore, investigate the effects of pooling in hierarchical Bayesian modeling for the contingency table from small areas. In specific, this paper focuses on the methods of direct or indirect pooling of categorical data collected on a contingency table in each area through Dirichlet priors. We compare the pooling effects of hierarchical Bayesian models by fitting the simulated data. The analysis is carried out using Markov chain Monte Carlo methods.

Design and Implementation of the DEVS-based Distributed Simulation Environment: D-DEVSim++ (DEVS에 기반한 분산 시뮬레이션 환경 $D-DEVSim^{++}$의 설계 및 구현)

  • 김기형
    • Journal of the Korea Society for Simulation
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    • v.5 no.2
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    • pp.41-58
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    • 1996
  • The Discrete Event Systems Specification(DEVS) formalism specifies a discrete event system in a hierarchical, modular form. This paper presents a distributed simulation environment D-DEVSim++ for models specified by the DEVS formalism. D-DEVSim++ employs a new simulation scheme which is a hybrid algorithm of the hierarchical simulation and Time Warp mechanisms. The scheme can utilize both the hierarchical scheduling parallelism and the inherent parallelism of DEVS models. This hierarchical scheduling parallelism is investigated through analysis. Performance of the proposed methodology is evaluated through benchmark simulation on a 5-dimensional hypercube parallel machine. The performance results indicate that the methodology can achieve significant speedup. Also, it is shown that the analyzed speedup for the hierarchical scheduling time corresponds the experiment.

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A Method of Obtaning Least Squares Estimators of Estimable Functions in Classification Linear Models

  • Kim, Byung-Hwee;Chang, In-Hong;Dong, Kyung-Hwa
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.183-193
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    • 1999
  • In the problem of estimating estimable functions in classification linear models, we propose a method of obtaining least squares estimators of estimable functions. This method is based on the hierarchical Bayesian approach for estimating a vector of unknown parameters. Also, we verify that estimators obtained by our method are identical to least squares estimators of estimable functions obtained by using either generalized inverses or full rank reparametrization of the models. Some examples are given which illustrate our results.

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Variable Selection in Linear Random Effects Models for Normal Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.407-420
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    • 1998
  • This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

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A HGLM framework for Meta-Analysis of Clinical Trials with Binary Outcomes

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1429-1440
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    • 2008
  • In a meta-analysis combining the results from different clinical trials, it is important to consider the possible heterogeneity in outcomes between trials. Such variations can be regarded as random effects. Thus, random-effect models such as HGLMs (hierarchical generalized linear models) are very useful. In this paper, we propose a HGLM framework for analyzing the binominal response data which may have variations in the odds-ratios between clinical trials. We also present the prediction intervals for random effects which are in practice useful to investigate the heterogeneity of the trial effects. The proposed method is illustrated with a real-data set on 22 trials about respiratory tract infections. We further demonstrate that an appropriate HGLM can be confirmed via model-selection criteria.

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