• Title/Summary/Keyword: marginal maximum likelihood

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The Bivariate Kumaraswamy Weibull regression model: a complete classical and Bayesian analysis

  • Fachini-Gomes, Juliana B.;Ortega, Edwin M.M.;Cordeiro, Gauss M.;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.523-544
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    • 2018
  • Bivariate distributions play a fundamental role in survival and reliability studies. We consider a regression model for bivariate survival times under right-censored based on the bivariate Kumaraswamy Weibull (Cordeiro et al., Journal of the Franklin Institute, 347, 1399-1429, 2010) distribution to model the dependence of bivariate survival data. We describe some structural properties of the marginal distributions. The method of maximum likelihood and a Bayesian procedure are adopted to estimate the model parameters. We use diagnostic measures based on the local influence and Bayesian case influence diagnostics to detect influential observations in the new model. We also show that the estimates in the bivariate Kumaraswamy Weibull regression model are robust to deal with the presence of outliers in the data. In addition, we use some measures of goodness-of-fit to evaluate the bivariate Kumaraswamy Weibull regression model. The methodology is illustrated by means of a real lifetime data set for kidney patients.

Nonignorable Nonresponse Imputation and Rotation Group Bias Estimation on the Rotation Sample Survey (무시할 수 없는 무응답을 가지고 있는 교체표본조사에서의 무응답 대체와 교체그룹 편향 추정)

  • Choi, Bo-Seung;Kim, Dae-Young;Kim, Kee-Whan;Park, You-Sung
    • The Korean Journal of Applied Statistics
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    • v.21 no.3
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    • pp.361-375
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    • 2008
  • We propose proper methods to impute the item nonresponse in 4-8-4 rotation sample survey. We consider nonignorable nonresponse mechanism that can happen when survey deals with sensitive question (e.g. income, labor force). We utilize modeling imputation method based on Bayesian approach to avoid a boundary solution problem. We also estimate a interview time bias using imputed data and calculate cell expectation and marginal probability on fixed time after removing estimated bias. We compare the mean squared errors and bias between maximum likelihood method and Bayesian methods using simulation studies.

Bivariate Frequency Analysis of Rainfall using Copula Model (Copula 모형을 이용한 이변량 강우빈도해석)

  • Joo, Kyung-Won;Shin, Ju-Young;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.45 no.8
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    • pp.827-837
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    • 2012
  • The estimation of the rainfall quantile is of great importance in designing hydrologic structures. Conventionally, the rainfall quantile is estimated by univariate frequency analysis with an appropriate probability distribution. There is a limitation in which duration of rainfall is restrictive. To overcome this limitation, bivariate frequency analysis by using 3 copula models is performed in this study. Annual maximum rainfall events in 5 stations are used for frequency analysis and rainfall depth and duration are used as random variables. Gumbel (GUM), generalized logistic (GLO) distributions are applied for rainfall depth and generalized extreme value (GEV), GUM, GLO distributions are applied for rainfall duration. Copula models used in this study are Frank, Joe, and Gumbel-Hougaard models. Maximum pseudo-likelihood estimation method is used to estimate the parameter of copula, and the method of probability weighted moments is used to estimate the parameters of marginal distributions. Rainfall quantile from this procedure is compared with various marginal distributions and copula models. As a result, in change of marginal distribution, distribution of duration does not significantly affect on rainfall quantile. There are slight differences depending on the distribution of rainfall depth. In the case which the marginal distribution of rainfall depth is GUM, there is more significantly increasing along the return period than GLO. Comparing with rainfall quantiles from each copula model, Joe and Gumbel-Hougaard models show similar trend while Frank model shows rapidly increasing trend with increment of return period.

Marginal Propensity to Consume with Economic Shocks - FIML Markov-Switching Model Analysis (경제충격 시기의 한계소비성향 분석 - FIML 마코프-스위칭 모형 이용)

  • Yoon, Jae-Ho;Lee, Joo-Hyung
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.11
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    • pp.6565-6575
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    • 2014
  • Hamilton's Markov-switching model [5] was extended to the simultaneous equations model. A framework for an instrumental variable interpretation of full information maximum likelihood (FIML) by Hausman [4] can be used to deal with the problem of simultaneous equations based on the Hamilton filter [5]. A comparison of the proposed FIML Markov-switching model with the LIML Markov-switching models [1,2,3] revealed the LIML Markov-switching models to be a special case of the proposed FIML Markov-switching model, where all but the first equation were just identified. Moreover, the proposed Markov-switching model is a general form in simultaneous equations and covers a broad class of models that could not be handled previously. Excess sensitivity of marginal propensity to consume with big shocks, such as housing bubble bursts in 2008, can be determined by applying the proposed model to Campbell and Mankiw's consumption function [6], and allowing for the possibility of structural breaks in the sensitivity of consumption growth to income growth.

A new Korean red algal species, Haraldiophyllum udoensis sp. nov. (Delesseriaceae, Rhodophyta)

  • Kim, Myung-Sook;Kang, Jeong-Chan
    • ALGAE
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    • v.26 no.3
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    • pp.211-219
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    • 2011
  • The genus Haraldiophyllum comprises seven species worldwide. Six of these are endemics with limited distributions, whereas the type species H. bonnemaisonii has been reported from the Atlantic Ocean. In Korea, H. bonnemaisonii has been previously recorded from the southern coast. During a red algal collection at Udo, Jeju Island, Korea, we found a potentially undescribed Haraldiophyllum species and analyzed its morphology and rbcL sequences. Herein we describe a new species, H. udoensis sp. nov., and compare our Udo specimen to similar congeners. This new species is characterized by one or several elliptical blades on a short cylindrical stipe with fibrous roots, blades that are monostromatic except at the base and on reproductive structures, a lack of network and microscopic veins, entire margins, lack of proliferations, growth through many marginal initials, and two distinct tetrasporangia layers. A phylogenetic rbcL sequence analysis demonstrated H. udoensis was distinct from the United Kingdom's H. bonnemaisonii, as well as from other species. Morphological and sequence data indicated a previous misidentification of H. udoensis as the type species H. bonnemaisonii. Based on maximum likelihood analysis, Myriogramme formed a sister clade with H. udoensis, with relatively low bootstrap support.

Taxonomy of Ulva causing blooms from Jeju Island, Korea with new species, U. pseudo-ohnoi sp. nov. (Ulvales, Chlorophyta)

  • Lee, Hyung Woo;Kang, Jeong Chan;Kim, Myung Sook
    • ALGAE
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    • v.34 no.4
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    • pp.253-266
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    • 2019
  • Several species classified to the genus Ulva are primarily responsible for causing green tides all over the world. For almost two decades, green tides have been resulted in numerous ecological problems along the eastern coast of Jeju Island, Korea. In order to characterize the species of Ulva responsible for causing the massive blooms on Jeju Island, we conducted DNA barcoding of tufA and rbcL sequences on 183 specimens of Ulva from eight sites on Jeju Island. The concatenated analysis identified five bloom-forming species: U. australis, U. lactuca, U. laetevirens, U. ohnoi and a novel species, U. pseudo-ohnoi sp. nov. Among them, U. australis, U. lactuca, and U. laetevirens caused to the blooms coming mainly from the substratum. U. ohnoi and U. pseudo-ohnoi sp. nov. were causative the free-floating blooms. Four species, except U. australis, are characterized by marginal teeth. A novel species, U. pseudo-ohnoi sp. nov., is clearly diverged from the U. lactuca, U. laetevirens, and U. ohnoi clade in the concatenated maximum likelihood analysis. Accurate species delimitation will contribute to a management of massive Ulva blooms based on this more comprehensive knowledge.

A Study on the Searching Behavior of OPAC Users (온라인 열람목록의 이용행태에 관한 연구)

  • Sakong Bok-Hee
    • Journal of the Korean Society for Library and Information Science
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    • v.31 no.3
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    • pp.165-208
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    • 1997
  • The purpose of this study is to evaluate the characteristics of user interface that affect the searching behavior of OPAC users. and then to propose how to design user-friendly interfaces of OPACS. An experiment was conducted on two systems with different interfaces to grasp the effect of user interface to search process and search outcome. A $2\times2$ cross-over design was used for the experiment. Sixty five searchers participated in the experiment. Several statistical techniques such as carry-over effect and system effect of a $2\times2$ cross-over design, $\chi^2$ test, t- test, McNemar test, test of marginal homogeneity through maximum likelihood method, factor analysis, regression analysis, and analysis of variance were applied according to the hypotheses tested and the data analyzed.

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Analysis of Consumer Preferences for Wine (국산 포도주 개발을 위한 소비자 선호분석)

  • Park, Eun-Kyung;Ryu, Jin-Chun;Kim, Tae-Kyun
    • Food Science and Preservation
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    • v.17 no.3
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    • pp.418-424
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    • 2010
  • Although the wine industry continues to grow, little empirical research on consumer preferences has been conducted. Thus, our objective was to analyze consumer views on wine attributes. A choice experiment (CE) was designed to detect a marginal willingness to pay for particular characteristics of wine (balance, flavor, color, clarity, and value-for-money). A questionnaire was administered and 286 responses were received. A multinomial logit model was estimated using the maximum likelihood method. The results indicated that balance, flavor, color, clarity, and price were all important to consumers. The CE data revealed that estimates of marginal willingness to pay were 31,899 won/bottle for balance, 23,088 won/bottle for flavor, 3,230 won/bottle for color, and 25,936 won/bottle for clarity. The balance of a wine was most important, and the flavor, clarity, and color were also significant. The results of this work will be of assistance in promoting the domestic wine industry.

Parameter Estimation and Analysis of Extreme Highest Tide Level in Marginal Seas around Korea (한국 연안 최극 고조위의 매개변수 추정 및 분석)

  • Jeong, Shin-Taek;Kim, Jeong-Dae;Ko, Dong-Hui;Yoon, Gil-Lim
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.5
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    • pp.482-490
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    • 2008
  • For a coastal or harbor structure design, one of the most important environmental factors is the appropriate extreme highest tide level condition. Especially, the information of extreme highest tide level distribution is essential for reliability design. In this paper, 23 set of extreme highest tide level data obtained from National Oceanographic Research Institute(NORI) were analyzed for extreme highest tide levels. The probability distributions considered in this research were Generalized Extreme Value(GEV), Gumbel, and Weibull distribution. For each of these distributions, three parameter estimation methods, i.e. the method of moments, maximum likelihood and probability weighted moments, were applied. Chi-square and Kolmogorov-Smirnov goodness-offit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 22 tidal station was selected as the most probable parent distribution, and optimally estimated parameters and extreme highest tide level with various return periods were presented. The extreme values of Incheon, Cheju, Yeosu, Pusan, and Mukho, which estimated by Shim et al.(1992) are lower than that of this result.