• Title/Summary/Keyword: multivariate mean

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Short-term Construction Investment Forecasting Model in Korea (건설투자(建設投資)의 단기예측모형(短期豫測模型) 비교(比較))

  • Kim, Kwan-young;Lee, Chang-soo
    • KDI Journal of Economic Policy
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    • v.14 no.1
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    • pp.121-145
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    • 1992
  • This paper examines characteristics of time series data related to the construction investment(stationarity and time series components such as secular trend, cyclical fluctuation, seasonal variation, and random change) and surveys predictibility, fitness, and explicability of independent variables of various models to build a short-term construction investment forecasting model suitable for current economic circumstances. Unit root test, autocorrelation coefficient and spectral density function analysis show that related time series data do not have unit roots, fluctuate cyclically, and are largely explicated by lagged variables. Moreover it is very important for the short-term construction investment forecasting to grasp time lag relation between construction investment series and leading indicators such as building construction permits and value of construction orders received. In chapter 3, we explicate 7 forecasting models; Univariate time series model (ARIMA and multiplicative linear trend model), multivariate time series model using leading indicators (1st order autoregressive model, vector autoregressive model and error correction model) and multivariate time series model using National Accounts data (simple reduced form model disconnected from simultaneous macroeconomic model and VAR model). These models are examined by 4 statistical tools that are average absolute error, root mean square error, adjusted coefficient of determination, and Durbin-Watson statistic. This analysis proves two facts. First, multivariate models are more suitable than univariate models in the point that forecasting error of multivariate models tend to decrease in contrast to the case of latter. Second, VAR model is superior than any other multivariate models; average absolute prediction error and root mean square error of VAR model are quitely low and adjusted coefficient of determination is higher. This conclusion is reasonable when we consider current construction investment has sustained overheating growth more than secular trend.

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Factors affecting antibiotic prescription in dental outpatients - A nation-wide cohort study in Korea - (치과 외래 치료에서 항생제 처방에 영향을 주는 요인 - 한국 국민건강보험 표본코호트 연구 -)

  • Lee, Kyeong-Hee;Choi, Yoon-Young
    • Journal of Korean society of Dental Hygiene
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    • v.19 no.3
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    • pp.409-419
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    • 2019
  • Objectives: The purpose of this study was to analyze the factors affecting antibiotic prescription in dental outpatients. Methods: The present study was conducted using data from the National Health Insurance Service - National Sample Cohort. We analyzed prescriptions issued in the dental outpatient department in 2015, for adults over 19 years of age. Antibiotic prescription rates and mean prescription days were analyzed by sex, age, insurance type, presence of diabetes mellitus and hypertension, season in treatment, type of dental institution, and location of dental institution. Multivariate logistic regression was also performed to analyze the factors affecting antibiotic prescription in dental outpatients. Results: A total of 257,038 prescriptions were analyzed. The mean prescription days of antibiotics in dental outpatients were $3.04{\pm}1.08days$, and the prescription rate was 93.0%. Two variables (presence of diabetes mellitus and insurance type) were excluded from the multivariate logistic regression analysis model because they did not significantly affect antibiotic prescription. The possibility of antibiotic prescription was higher in men ${\geq}61years$ of age and those with hypertension. Furthermore, antibiotics were most frequently prescribed in dental clinics rather than dental hospitals, and more frequently in Busan compared to other areas (p<0.001). Conclusions: Several factors were determined to affect antibiotic prescription, and detailed guidelines for consistent antibiotic prescription are needed.

Evaluation of full-order method for extreme wind effect estimation considering directionality

  • Luo, Ying;Huang, Guoqing;Han, Yan;Cai, C.S.
    • Wind and Structures
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    • v.32 no.3
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    • pp.193-204
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    • 2021
  • The estimation of the extreme wind load (effect) under a mean recurrence interval (MRI) is an important task in the wind-resistant design for the structure. It can be predicted by either first-order method or full-order method, depending on the accuracy and complexity requirement. Although the first-order method with the consideration of wind directionality has been proposed, less work has been done on the full-order method, especially with the wind directionality. In this study, the full-order method considering the wind directionality is proposed based on multivariate joint probability distribution. Meanwhile, considering two wind directions, the difference of the corresponding results based on the first-order method and full-order method is analyzed. Finally, based on the measured wind speed data, the discrepancy between these two methods is investigated. Results show that the difference between two approaches is not obvious under larger MRIs while the underestimation caused by the first-order method can be larger than 15% under smaller MRIs. Overall, the first-order method is sufficient to estimate the extreme wind load (effect).

Estimation of Genetic Parameters from Longitudinal Records of Body Weight of Berkshire Pigs

  • Lee, Dong-Hee;Do, Chang-Hee
    • Asian-Australasian Journal of Animal Sciences
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    • v.25 no.6
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    • pp.764-771
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    • 2012
  • Direct and maternal genetic heritabilities and their correlations with body weight at 5 stages in the life span of purebred Berkshire pigs, from birth to harvest, were estimated to scrutinize body weight development with the records for 5,088 purebred Berkshire pigs in a Korean farm, using the REML based on an animal model. Body weights were measured at birth (Birth), at weaning (Weaning: mean 22.9 d), at the beginning of a performance test (On: mean 72.7 d), at the end of a performance test (Off: mean 152.4 d), and at harvest (Finish: mean 174.3 d). Ordinary polynomials and Legendre with order 1, 2, and 3 were adopted to adjust body weight with age in the multivariate animal models. Legendre with order 3 fitted best concerning prediction error deviation (PED) and yielded the lowest AIC for multivariate analysis of longitudinal body weights. Direct genetic correlations between body weight at Birth and body weight at Weaning, On, Off, and Finish were 0.48, 0.36, 0.10, and 0.10, respectively. The estimated maternal genetic correlations of body weight at Finish with body weight at Birth, Weaning, On, and Off were 0.39, 0.49, 0.65, and 0.90, respectively. Direct genetic heritabilities progressively increased from birth to harvest and were 0.09, 0.11, 0.20, 0.31, and 0.43 for body weight at Birth, Weaning, On, Off, and Finish, respectively. Maternal genetic heritabilities generally decreased and were 0.26, 0.34, 0.15, 0.10, and 0.10 for body weight at Birth, Weaning, On, Off, and Finish, respectively. As pigs age, maternal genetic effects on growth are reduced and pigs begin to rely more on the expression of their own genes. Although maternal genetic effects on body weight may not be large, they are sustained through life.

Benign versus Malignant Soft-Tissue Tumors: Differentiation with 3T Magnetic Resonance Image Textural Analysis Including Diffusion-Weighted Imaging

  • Lee, Youngjun;Jee, Won-Hee;Whang, Yoon Sub;Jung, Chan Kwon;Chung, Yang-Guk;Lee, So-Yeon
    • Investigative Magnetic Resonance Imaging
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    • v.25 no.2
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    • pp.118-128
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    • 2021
  • Purpose: To investigate the value of MR textural analysis, including use of diffusion-weighted imaging (DWI) to differentiate malignant from benign soft-tissue tumors on 3T MRI. Materials and Methods: We enrolled 69 patients (25 men, 44 women, ages 18 to 84 years) with pathologically confirmed soft-tissue tumors (29 benign, 40 malignant) who underwent pre-treatment 3T-MRI. We calculated MR texture, including mean, standard deviation (SD), skewness, kurtosis, mean of positive pixels (MPP), and entropy, according to different spatial-scale factors (SSF, 0, 2, 4, 6) on axial T1- and T2-weighted images (T1WI, T2WI), contrast-enhanced T1WI (CE-T1WI), high b-value DWI (800 sec/mm2), and apparent diffusion coefficient (ADC) map. We used the Mann-Whitney U test, logistic regression, and area under the receiver operating characteristic curve (AUC) for statistical analysis. Results: Malignant soft-tissue tumors had significantly lower mean values of DWI, ADC, T2WI and CE-T1WI, MPP of ADC, and CE-T1WI, but significantly higher kurtosis of DWI, T1WI, and CE-T1WI, and entropy of DWI, ADC, and T2WI than did benign tumors (P < 0.050). In multivariate logistic regression, the mean ADC value (SSF, 6) and kurtosis of CE-T1WI (SSF, 4) were independently associated with malignancy (P ≤ 0.009). A multivariate model of MR features worked well for diagnosis of malignant soft-tissue tumors (AUC, 0.909). Conclusion: Accurate diagnosis could be obtained using MR textural analysis with DWI and CE-T1WI in differentiating benign from malignant soft-tissue tumors.

A Trimmed Spatial Median Estimator Using Bootstrap Method (붓스트랩을 활용한 최적 절사공간중위수 추정량)

  • Lee, Dong-Hee;Jung, Byoung-Cheol
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.375-382
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    • 2010
  • In this study, we propose a robust estimator of the multivariate location parameter by means of the spatial median based on data trimming which extending trimmed mean in the univariate setup. The trimming quantity of this estimator is determined by the bootstrap method, and its covariance matrix is estimated by using the double bootstrap method. This extends the work of Jhun et al. (1993) to the multivariate case. Monte Carlo study shows that the proposed trimmed spatial median estimator yields better efficiency than a spatial median, while its covariance matrix based on double bootstrap overcomes the under-estimating problem occurred on single bootstrap method.

Using SEER Data to Quantify Effects of Low Income Neighborhoods on Cause Specific Survival of Skin Melanoma

  • Cheung, Min Rex
    • Asian Pacific Journal of Cancer Prevention
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    • v.14 no.5
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    • pp.3219-3221
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    • 2013
  • Background: This study used receiver operating characteristic (ROC) curves to screen Surveillance, Epidemiology and End Results (SEER) skin melanoma data to identify and quantify the effects of socioeconomic factors on cause specific survival. Methods: 'SEER cause-specific death classification' used as the outcome variable. The area under the ROC curve was to select best pretreatment predictors for further multivariate analysis with socioeconomic factors. Race and other socioeconomic factors including rural-urban residence, county level % college graduate and county level family income were used as predictors. Univariate and multivariate analyses were performed to identify and quantify the independent socioeconomic predictors. Results: This study included 49,999 parients. The mean follow up time (SD) was 59.4 (17.1) months. SEER staging (ROC area of 0.08) was the most predictive foctor. Race, lower county family income, rural residence, and lower county education attainment were significant univariates, but rural residence was not significant under multivariate analysis. Living in poor neighborhoods was associated with a 2-4% disadvantage in actuarial cause specific survival. Conclusions: Racial and socioeconomic factors have a significant impact on the survival of melanoma patients. This generates the hypothesis that ensuring access to cancer care may eliminate these outcome disparities.

Identification of the out-of-control variable based on Hotelling's T2 statistic (호텔링 T2의 이상신호 원인 식별)

  • Lee, Sungim
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.811-823
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    • 2018
  • Multivariate control chart based on Hotelling's $T^2$ statistic is a powerful tool in statistical process control for identifying an out-of-control process. It is used to monitor multiple process characteristics simultaneously. Detection of the out-of-control signal with the $T^2$ chart indicates mean vector shifts. However, these multivariate signals make it difficult to interpret the cause of the out-of-control signal. In this paper, we review methods of signal interpretation based on the Mason, Young, and Tracy (MYT) decomposition of the $T^2$ statistic. We also provide an example on how to implement it using R software and demonstrate simulation studies for comparing the performance of these methods.

Accuracy of periodontal probe visibility in the assessment of gingival thickness

  • Kim, Young-Sung;Park, Ji-Sun;Jang, Young-Hun;Son, Jung-Hun;Kim, Won-Kyung;Lee, Young-Kyoo;Kim, Su-Hwan
    • Journal of Periodontal and Implant Science
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    • v.51 no.1
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    • pp.30-39
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    • 2021
  • Purpose: The present study was undertaken to examine whether periodontal probe visibility (PV) accurately reflects gingival thickness (GT) and to identify factors affecting PV using cluster and multivariate analyses. Methods: The clinical characteristics of the maxillary central incisors (n=90 subjects) were examined. Clinical photographs, sex, PV, probing depth, gingival width, papilla height, GT as measured with an ultrasonic device, and the ratio of crown width to crown length were recorded. Multivariate analysis, using multinomial baseline-category logistic regression, was used to identify factors predictive of PV. Cluster analysis was used to identify gingival biotypes. Results: In the multivariate analysis, sex was the only significant predictor of PV (odds ratio, 6.48). Two clusters of subjects were created based on morphometric parameters. The mean GT among cluster A subjects was significantly lower than that among cluster B subjects (P=0.015). No significant difference was found between cluster A and B subjects in terms of PV score (P=0.583). Conclusions: Periodontal PV was not associated with GT as measured directly using an ultrasonic device. Sex was a highly significant predictor of periodontal PV. GT was found to be correlated with morphological characteristics of the periodontium.

MBRDR: R-package for response dimension reduction in multivariate regression

  • Heesung Ahn;Jae Keun Yoo
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.179-189
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    • 2024
  • In multivariate regression with a high-dimensional response Y ∈ ℝr and a relatively low-dimensional predictor X ∈ ℝp (where r ≥ 2), the statistical analysis of such data presents significant challenges due to the exponential increase in the number of parameters as the dimension of the response grows. Most existing dimension reduction techniques primarily focus on reducing the dimension of the predictors (X), not the dimension of the response variable (Y). Yoo and Cook (2008) introduced a response dimension reduction method that preserves information about the conditional mean E(Y | X). Building upon this foundational work, Yoo (2018) proposed two semi-parametric methods, principal response reduction (PRR) and principal fitted response reduction (PFRR), then expanded these methods to unstructured principal fitted response reduction (UPFRR) (Yoo, 2019). This paper reviews these four response dimension reduction methodologies mentioned above. In addition, it introduces the implementation of the mbrdr package in R. The mbrdr is a unique tool in the R community, as it is specifically designed for response dimension reduction, setting it apart from existing dimension reduction packages that focus solely on predictors.