• Title/Summary/Keyword: multivariate analysis

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Relevance of Multivariate Analysis in Management Research

  • Ojha, Sateesh Kumar
    • Journal of Information Technology Applications and Management
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    • v.23 no.3
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    • pp.25-34
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    • 2016
  • Often we receive misled conclusion in the research if properly variables are not analyzed. In different functional issues of management it is very essential that all the latent and observed variable are properly understood so management decisions will be relevant and effective. The objective of this paper is to investigate the use of different multivariate tools for analyzing in the management research : applied or basic. The sources of data is primary as well as secondary. The primary includes the observation of different research articles of the proceedings of different conferences. And the secondary includes different publications related to multivariate analysis. The study has revealed the reasons of not using such tools of research. The preliminary finding reveals that most of the researches do not use such analytical tools in a comprehensive manner. Carelessness in design while fixing the design aspect is the main reasons of not using appropriate design.

A study on applying multivariate statistical method for making casual structure in management information (경영정보의 인과구조 구축을 위한 다변량통계기법 적용에 관한 연구)

  • 조성훈;김태성
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.10a
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    • pp.117-120
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    • 1996
  • The objective of this study is to suggest modified Covariance Structure Analysis that combine with existing Multivariate Statistical Method which is used Casual Analysis Method in Management Information. For this purpose, we'll consider special feature and limitation about Correlation Analysis, Regression Analysis, Path Analysis and connect Covariance Structure Analysis with Statistical Factor Analysis so that theoretical casual model compare with variables structure in collecting data. A example is also presented to show the practical applicability of this approach.

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Discrimination of Alismatis Rhizoma According to Geographical Origins using Near Infrared Spectroscopy (근적외선분광법을 이용한 택사의 산지 판별법 연구)

  • Lee, Dong Young;Kim, Seung Hyun;Kim, Hyo Jin;Sung, Sang Hyun
    • Korean Journal of Pharmacognosy
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    • v.44 no.4
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    • pp.344-349
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    • 2013
  • Near infrared spectroscopy (NIRS) combined with multivariate analysis was used to discriminate the geographical origin of Alisma orientale from Korea (n=94) and China (n=72). Two-thirds of samples were selected randomly for the training set, and one-third of samples for the test set. Second derivative was used for the pretreatment of NIR spectra. Partial least square discriminant analysis (PLS-DA) models correctly discriminated 100% of the Korean and Chinese A. orientale samples. These results demonstrate the potential use of NIR spectroscopy combined with multivariate analysis as a rapid and accurate method to discriminate A. orientale according to their geographical origin.

Combining cluster analysis and neural networks for the classification problem

  • Kim, Kyungsup;Han, Ingoo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.10a
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    • pp.31-34
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    • 1996
  • The extensive researches have compared the performance of neural networks(NN) with those of various statistical techniques for the classification problem. The empirical results of these comparative studies have indicated that the neural networks often outperform the traditional statistical techniques. Moreover, there are some efforts that try to combine various classification methods, especially multivariate discriminant analysis with neural networks. While these efforts improve the performance, there exists a problem violating robust assumptions of multivariate discriminant analysis that are multivariate normality of the independent variables and equality of variance-covariance matrices in each of the groups. On the contrary, cluster analysis alleviates this assumption like neural networks. We propose a new approach to classification problems by combining the cluster analysis with neural networks. The resulting predictions of the composite model are more accurate than each individual technique.

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A Study on Analysis Method of Warranty Data Using Multivariate Model (다변량 모형을 이용한 보증데이터 분석 방법 연구)

  • Kim, Jong-Gurl;Sung, Ki-Woo
    • Journal of the Korea Safety Management & Science
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    • v.17 no.2
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    • pp.241-247
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    • 2015
  • The purpose of the warranty data analysis can be classified into two categories. Two goals is a failure cause analysis and life prediction analysis. In this paper first, we applied multivariate analysis method that can be estimated in consideration of various factors on the failure cause warranty data. In particular, we apply the Tree model and Cox model. The advantage of the Tree is easy to interpret this result as compared to other models. In addition Cox model can quantitatively express the risk. Second, this paper proposed a multivariate life prediction model (AFT) considering a variety of factors. By applying the actual warranty data confirmed the usability.

Applications of response dimension reduction in large p-small n problems

  • Minjee Kim;Jae Keun Yoo
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.191-202
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    • 2024
  • The goal of this paper is to show how multivariate regression analysis with high-dimensional responses is facilitated by the response dimension reduction. Multivariate regression, characterized by multi-dimensional response variables, is increasingly prevalent across diverse fields such as repeated measures, longitudinal studies, and functional data analysis. One of the key challenges in analyzing such data is managing the response dimensions, which can complicate the analysis due to an exponential increase in the number of parameters. Although response dimension reduction methods are developed, there is no practically useful illustration for various types of data such as so-called large p-small n data. This paper aims to fill this gap by showcasing how response dimension reduction can enhance the analysis of high-dimensional response data, thereby providing significant assistance to statistical practitioners and contributing to advancements in multiple scientific domains.

A Comparison of the Discrimination of Business Failure Prediction Models (부실기업예측모형의 판별력 비교)

  • 최태성;김형기;김성호
    • Journal of the Korean Operations Research and Management Science Society
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    • v.27 no.2
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    • pp.1-13
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    • 2002
  • In this paper, we compares the business failure prediction accuracy among Linear Programming Discriminant Analysis(LPDA) model, Multivariate Discriminant Analysis (MDA) model and logit analysis model. The Data for 417 companies analyzed were gathered from KIS-FAS Published by Korea Information Service in 1999. The result of comparison for four time horizons shows that LPDA Is advantageous in prediction accuracy over the other two models when over all tilt ratio and business failure accuracy are considered simultaneously.

Choice of frequency via principal component in high-frequency multivariate volatility models (주성분을 이용한 다변량 고빈도 실현 변동성의 주기 선택)

  • Jin, M.K.;Yoon, J.E.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.747-757
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    • 2017
  • We investigate multivariate volatilities based on high frequency time series. The PCA (principal component analysis) method is employed to achieve a dimension reduction in multivariate volatility. Multivariate realized volatilities (RV) with various frequencies are calculated from high frequency data and "optimum" frequency is suggested using PCA. Specifically, RVs with various frequencies are compared with existing daily volatilities such as Cholesky, EWMA and BEKK after dimension reduction via PCA. An analysis of high frequency stock prices of KOSPI, Samsung Electronics and Hyundai motor company is illustrated.

A GEE approach for the semiparametric accelerated lifetime model with multivariate interval-censored data

  • Maru Kim;Sangbum Choi
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.389-402
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    • 2023
  • Multivariate or clustered failure time data often occur in many medical, epidemiological, and socio-economic studies when survival data are collected from several research centers. If the data are periodically observed as in a longitudinal study, survival times are often subject to various types of interval-censoring, creating multivariate interval-censored data. Then, the event times of interest may be correlated among individuals who come from the same cluster. In this article, we propose a unified linear regression method for analyzing multivariate interval-censored data. We consider a semiparametric multivariate accelerated failure time model as a statistical analysis tool and develop a generalized Buckley-James method to make inferences by imputing interval-censored observations with their conditional mean values. Since the study population consists of several heterogeneous clusters, where the subjects in the same cluster may be related, we propose a generalized estimating equations approach to accommodate potential dependence in clusters. Our simulation results confirm that the proposed estimator is robust to misspecification of working covariance matrix and statistical efficiency can increase when the working covariance structure is close to the truth. The proposed method is applied to the dataset from a diabetic retinopathy study.

Development of Discriminant Analysis System by Graphical User Interface of Visual Basic

  • Lee, Yong-Kyun;Shin, Young-Jae;Cha, Kyung-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.447-456
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    • 2007
  • Recently, the multivariate statistical analysis has been used to analyze meaningful information for various data. In this paper, we develope the multivariate statistical analysis system combined with Fisher discriminant analysis, logistic regression, neural network, and decision tree using visual basic 6.0.

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