• Title/Summary/Keyword: mixed-effects model

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A Comparative Study on the Effect of Promoting Consolidation between SCP and GCP (SCP와 GCP의 압밀촉진효과에 관한 비교 고찰)

  • You, Seung-Kyong
    • Journal of the Korean Geosynthetics Society
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    • v.8 no.2
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    • pp.41-46
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    • 2009
  • In this paper, a series of model tests were performed in laboratory to evaluate promoting consolidation of compaction pile methods for soft ground improvement. For the model tests, composite soil samples that have 10% replacement area ratio were prepared by using sand, gravel, and sandy gravel for the materials of compaction piles. After loading to each composite soil sample, the excess pore pressure dissipation and settlement were investigated. In addition, the behavior of clay mixed with each compaction pile was also monitored at the end of consolidation to evaluate clogging phenomenon. As a test result, the effects for decreasing settlement and promoting consolidation by GCP were prominent, and the mixed clay was not monitored in all of the three compaction piles.

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Random Effects Models for Multivariate Survival Data: Hierarchical-Likelihood Approach

  • Ha Il Do;Lee Youngjo;Song Jae-Kee
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.193-200
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    • 2000
  • Modelling the dependence via random effects in censored multivariate survival data has recently received considerable attention in the biomedical literature. The random effects models model not only the conditional survival times but also the conditional hazard rate. Systematic likelihood inference for the models with random effects is possible using Lee and Nelder's (1996) hierarchical-likelihood (h-likelihood). The purpose of this presentation is to introduce Ha et al.'s (2000a,b) inferential methods for the random effects models via the h-likelihood, which provide a conceptually simple, numerically efficient and reliable inferential procedures.

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Assessing Correlation between Two Variables in Repeated Measurements using Mixed Effect Models (혼합모형을 이용한 반복 측정된 변수들 간의 상관분석)

  • Han, Kyunghwa;Jung, Inkyung
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.201-210
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    • 2015
  • Repeated measurements on each variables of interest often arise in bioscience or medical research. We need to account for correlations among repeated measurements to assess the correlation between two variables in the presence of replication. This paper reviews methods to estimate a correlation coefficient between two variables in repeated measurements using the variance-covariance matrix of linear mixed effect models. We analyze acoustic radiation force impulse imaging (ARFI) data to assess correlation between three shear wave velocity (SWV) measurements in liver or spleen and spleen length by ultrasonography. We present how to obtain parameter estimates for the variance-covariance matrix and correlations in mixed effects models using PROC MIXED in SAS.

Effects of Butanol Isomers on the Mixed Micellization of TTAB/Brij 35 Mixed Surfactant Systems (TTAB/Brij 35 혼합계면활성제의 미셀화에 미치는 부탄올 이성질체들의 효과)

  • Gil, Han-Nae;Lee, Byung-Hwan
    • Journal of the Korean Chemical Society
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    • v.52 no.2
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    • pp.111-117
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    • 2008
  • critical micelle concentration (CMC) and the counter ion binding constant (B) in a mixed micellar state of the trimethyltetradecylammonium bromide (TTAB) with the polyoxyethylene (23) lauryl ether (Brij 35) at 25oC in water and in aqueous solutions of butanol isomers were determined as a function of 1 (the overall mole fraction of TTAB) by the use of electric conductivity method and surface tensiometer method. Various thermodynamic parameters (Xi, i, Ci, aiM, and Hmix) were calculated by means of the equations derived from the nonideal mixed micellar model. The results say that the effects of butanol isomers on the micellization of TTAB/Brij 35 mixtures have been in the order of n-butanol>iso-butanol>t-butanol> water.

Study on the Micellization of TTAB/Brij 35 Mixed Systems in Aqueous Solutions of n-Butanol (n-부탄올 수용액에서 TTAB/Brij 35 혼합계면활성제의 미셀화에 대한 연구)

  • Gil, Han-Nae;Lee, Byung-Hwan
    • Applied Chemistry for Engineering
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    • v.18 no.3
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    • pp.267-272
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    • 2007
  • The critical micelle concentration (CMC) and the counterion binding constant (B) in a mixed micellar state of the trimethyltetradecylammonium bromide (TTAB) with the polyoxyethylene (23) lauryl ether (Brij 35) at $25^{\circ}C$ in water and in aqueous solutions of n-butanol (0.1 M, 0.2 M, and 0.3 M) were determined as a function of ${\alpha}_1$ (the overall mole fraction of TTAB) by the use of electric conductivity method and surface tensiometer method. Various thermodynamic parameters ($X_i$, ${\gamma}_i$, $C_i$, ${a_i}^M$, ${\beta}$, and ${\Delta}H_{mix}$) were calculated by means of the equations derived from the nonideal mixed micellar model. The effects of n-butanol on the micellization of TTAB/Brij 35 mixtures have been also studied by analyzing the measured and calculated thermodynamic parameters.

Likelihood-Based Inference of Random Effects and Application in Logistic Regression (우도에 기반한 임의효과에 대한 추론과 로지스틱 회귀모형에서의 응용)

  • Kim, Gwangsu
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.269-279
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    • 2015
  • This paper considers inferences of random effects. We show that the proposed confidence distribution (CD) performs well in logistic regression for random intercepts with small samples. Real data analyses are also done to identify the subject effects clearly.

The Impact of China Exchange Rate Policy on its Trading Partners: Evidence Based on the GVAR Model

  • ABBAS, Shah;NGUYEN, Van Chien;YANFU, Zhu;NGUYEN, Huu Tinh
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.8
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    • pp.131-141
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    • 2020
  • This study is designed to investigate the impact of China exchange rate policy on its trading partners by using a country multi-dataset GVAR model. Our model includes samples of 30 countries, six from high-income, six from middle-income and eighteen from low-income countries. This study used annual time series data over the period 1992 to 2017. We constructed currency misalignment index and it provided some interesting features about the currency undervaluation and overvaluation. The results of the currency misalignment shows that China's Renminbi is structurally more undervalued over the sample period as compared to other countries, and fluctuation in major currencies effects the global trade around the world. The overall empirical results of the GVAR model indicate that RMB undervaluation affects the trade pattern and macroeconomic performance of China's trading partners. Overall, China's exchange rate undervaluation has mixed effects on trading partner's GDP, exports and imports. The devaluation of China's RMB efficiently stimulated China's exports and reduced imports. While, in some countries, this effect is reverse, the RMB undervaluation increases the GDP of partner countries and also increases their exports to China. The results confirm the strong and leading role of the Chinese Renminbi in the global trade.

Pedagogical Mathematica Platform Visualizing the Coriolis Effects in 3-Cell Atmospheric Circulation Model

  • Kim, Bogyeong;Yun, Hee-Joong
    • Journal of Astronomy and Space Sciences
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    • v.31 no.1
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    • pp.91-99
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    • 2014
  • The atmospheric flow in the 3-Cell model of global atmosphere circulation is described by the Lagrange's equation of the non-inertial frame where pressure force, frictional force and fictitious force are mixed in complex form. The Coriolis force is an important factor which requires calculation of fictitious force effects on atmospheric flow viewed from the rotating Earth. We make new Mathematica platform to solve Lagrange's equation by numerical analysis in order to analyze dynamics of atmospheric general circulation in the non-inertial frame. It can simulate atmospheric circulation process anywhere on the earth. It is expected that this pedagogical platform can be utilized to help students studying the atmospheric flow understand the mechanisms of atmospheric global circulation.

A Design of the Robust Controller for an Active Noise Control

  • Chung, Tae-Jin
    • The Journal of the Acoustical Society of Korea
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    • v.17 no.1E
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    • pp.3-9
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    • 1998
  • In this paper, a robust active noise controller is designed to reduce noise in al small cavity. Noise characteristics in the small cavity are nonlinear and we could get its model with considerable modelling errors. The objective of this paper is to minimize the effects of these modelling errors and maximize the noise reduction performance. The solution could be obtained by the H∞ robust control theory. The resulting feedback controller minimizes the H∞ norm of the mixed sensitivity function, which means the effects of uncertainties of the model are suppressed in the sense of stability and the performance is enhanced as a given specification. The designed controller is realized with analog devices such as Op. Amps and experimental results show that the controller reduces noise signal sufficiently.

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A computational note on maximum likelihood estimation in random effects panel probit model

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.315-323
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    • 2019
  • Panel data sets have recently been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Often a dichotomous dependent variable occur in survival analysis, biomedical and epidemiological studies that is analyzed by a generalized linear mixed effects model (GLMM). The most common estimation method for the binary panel data may be the maximum likelihood (ML). Many statistical packages provide ML estimates; however, the estimates are computed from numerically approximated likelihood function. For instance, R packages, pglm (Croissant, 2017) approximate the likelihood function by the Gauss-Hermite quadratures, while Rchoice (Sarrias, Journal of Statistical Software, 74, 1-31, 2016) use a Monte Carlo integration method for the approximation. As a result, it can be observed that different packages give different results because of different numerical computation methods. In this note, we discuss the pros and cons of numerical methods compared with the exact computation method.