• Title/Summary/Keyword: nested error regression

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Application of Generalized Maximum Entropy Estimator to the Two-way Nested Error Component Model with III-Posed Data

  • Cheon, Soo-Young
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.659-667
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    • 2009
  • Recently Song and Cheon (2006) and Cheon and Lim (2009) developed the generalized maximum entropy(GME) estimator to solve ill-posed problems for the regression coefficients in the simple panel model. The models discussed consider the individual and a spatial autoregressive disturbance effects. However, in many application in economics the data may contain nested groupings. This paper considers a two-way error component model with nested groupings for the ill-posed data and proposes the GME estimator of the unknown parameters. The performance of this estimator is compared with the existing methods on the simulated dataset. The results indicate that the GME method performs the best in estimating the unknown parameters in terms of its quality when the data are ill-posed.

CONFIDENCE INTERVALS ON THE AMONG GROUP VARIANCE COMPONENT IN A REGRESSION MODEL WITH AN UNBALANCED ONE-FOLD NESTED ERROR STRUCTURE

  • Park, Dong-Joon
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.141-146
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    • 2002
  • In this article we consider the problem of constructing confidence intervals for a linear regression model with nested error structure. A popular approach is the likelihood-based method employed by PROC MIXED of SAS. In this paper, we examine the ability of MIXED to produce confidence intervals that maintain the stated confidence coefficient. Our results suggest the intervals for the regression coefficients work well, but the intervals for the variance component associated with the primary level cannot be recommended. Accordingly, we propose alternative methods for constructing confidence intervals on the primary level variance component. Computer simulation is used to compare the proposed methods. A numerical example and SAS code are provided to demonstrate the methods.

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Alternative Confidence Intervals on the Sum of Variance Components in a Simple Regression Model with Unbalanced Nested Error Structure

  • Park Dong Joon;Lee Soo Jin
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.87-100
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    • 2005
  • In order to construct confidence intervals on the sum of variance components in a simple regression model with unbalanced nested error structure, alternative confidence intervals using Graybill and Wang(1980) and generalized inference concept introduced by Tsui and Weerahandi(1989) are proposed. Computer simulation programmed by SAS/IML is performed to compare the simulated confidence coefficients and average interval lengths of the proposed confidence intervals. A numerical example is provided to demonstrate the confidence intervals and to show consistency between the example and simulation results.

Confidence Intervals on Variance Components in Two Stage Regression Model

  • Park, Dong-Joon
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.29-36
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    • 1996
  • In regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is vased on Ting et al. (1990) method. Computer simulation is procided to show that the approximate confidence interval maintains the stated confidence coeffient.

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A Comparison of Estimation Procedures in a Nested Error Components Regression Model (내포오차성분을 가정한 패널회귀모형에서 추정량의 효율에 관한 비교)

  • 송석헌;전명식;정병철
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.55-70
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    • 2000
  • 본 논문에서는 내포오차성분을 가지는 패널회귀모형에서 회귀계수에 대하여 다양한 추정량들을 유도하고, 추정량들의 효율성을 모의실험을 통하여 평균제곱오차의 기준에서 비교하였다. 모의실험 결과, 제안된 FGLS 추정량들은 GLS추정량과 효율성에서 서로 큰 차이를 보이지 않았으며, 계산상 더욱 복잡한 ML, REML 추정량 및 MIVQUE와 거의 비슷한 효율성을 보여주었다.

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Improved Confidence Intervals on Total Variance in a Regression Model with Unbalanced Nested Error Structure

  • 박동준;이수진
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.265-270
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    • 2004
  • 불균형중첩오차구조를 갖는 단순선형회귀모형에서 나타나는 두 분산의 합에 대한 신뢰구간을 구하기 위하여 Ting et al.(1990) 방법과 Graybill and Wang(1980) 방법과 Tsui and Weerahandi(1989)가 제안한 일반화 축량(generalized pivotal quantity)방법을 이용한 두 가지 방법 등 모두 네 가지 신뢰구간을 제안한다. 신뢰구간의 적절성을 판단하기 위하여 여러 가지 불균형 설계에 대하여 SAS/IML로 시뮬레이션을 실행하고 신뢰계수와 신뢰구간의 평균 길이를 비교한다. 불균형중첩오차구조를 갖는 단순선형회귀모형의 두 분산의 합에 대한 네 가지 신뢰구간들이 주샘플링 단위의 변화에 따라 어느 방법이 적절한 신뢰구간을 구축하는지 추천하고, 실제 예제를 적용하여 시뮬레이션의 결과와 일관성이 있는지를 확인한다.

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Misleading Confidence Interval for Sum of Variances Calculated by PROC MIXED of SAS (PROC MIXED가 제시하는 분산의 합의 신뢰구간의 문제점)

  • 박동준
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.145-151
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    • 2004
  • PROC MIXED fits a variety of mixed models to data and enables one to use these fitted models to make statistical inferences about the data. However, the simulation study in this article shows that PROC MIXED using REML estimators provides one with a confidence interval, that does not keep the stated confidence coefficients, on sums of two variance components in the simple regression model with unbalanced nested error structure which is a mixed model.

Interval Estimation in Mixed Model by Use of PROC MIXED (PROC MIXED를 활용한 혼합모형의 신뢰구간추정)

  • Park Dong-Joon
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.349-360
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    • 2006
  • PROC MIXED in SAS can be utilized to make inferences on parameters in a mixed model by use of Restricted Maximum Likelihood Estimation Method or Maximum Likelihood Estimation Method which has more merits than ANOVA method. A regression model with unbalanced nested error structure that belongs to a mixed model is used to construct confidence intervals on variances among groups, within groups, and regression coefficients in the model. PROC MIXED is applied to three different sample sizes for simulation. As a result of the simulation study, PROC MIXED generates confidence intervals on parameters that maintain the stated confidence coefficient in a large sample size. However, it does not generate confidence intervals that maintain the stated confidence coefficient for variance components among groups and intercept in a small sample size.

An examination of Akers' Social Strcture and Social Learning Model with PHDCN Data (미국의 PHDCN 데이터를 사용한 Akers의 사회구조 및 사회학습이론에 대한 다층적 회귀분석연구)

  • Kim, Eunyoung;Park Junseok
    • Journal of the Society of Disaster Information
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    • v.8 no.4
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    • pp.384-390
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    • 2012
  • This study attempts to test the effects of neighborhoods on children and adolescents' alcohol, cigarette and marijuana use. Theoretically, this study was guided by Akers' (1998) SSSL model as potential explanations for understanding the linkage and provided partial test of the model. More specifically, it aims to test the mediation effects of one of core propositions of the SSSL model; whether differential association with deviant peers as well as with conforming peers mediates social disorganization of neighborhoods on adolescent substance and drug use in a different direction. Using multilevel regression techniques with robust standard error, this study utilized data from 1,791 children and adolescents who were nested in 80 neighborhoods in Chicago. The findings of the study provide mixed supports for the SSSL model. That is, it found that there are not only mediation effects but also moderation effects of differential association on children and adolescents' substance and drug use.

Lung cancer, chronic obstructive pulmonary disease and air pollution (대기오염에 의한 폐암 및 만성폐색성호흡기질환 -개인 흡연력을 보정한 만성건강영향평가-)

  • Sung, Joo-Hon;Cho, Soo-Hun;Kang, Dae-Hee;Yoo, Keun-Young
    • Journal of Preventive Medicine and Public Health
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    • v.30 no.3 s.58
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    • pp.585-598
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    • 1997
  • Background : Although there are growing concerns about the adverse health effect of air pollution, not much evidence on health effect of current air pollution level had been accumulated yet in Korea. This study was designed to evaluate the chronic health effect of ai. pollution using Korean Medical Insurance Corporation (KMIC) data and air quality data. Medical insurance data in Korea have some drawback in accuracy, but they do have some strength especially in their national coverage, in having unified ID system and individual information which enables various data linkage and chronic health effect study. Method : This study utilized the data of Korean Environmental Surveillance System Study (Surveillance Study), which consist of asthma, acute bronchitis, chronic obstructive pulmonary diseases (COPD), cardiovascular diseases (congestive heart failure and ischemic heart disease), all cancers, accidents and congenital anomaly, i. e., mainly potential environmental diseases. We reconstructed a nested case-control study wit5h Surveillance Study data and air pollution data in Korea. Among 1,037,210 insured who completed? questionnaire and physical examination in 1992, disease free (for chronic respiratory disease and cancer) persons, between the age of 35-64 with smoking status information were selected to reconstruct cohort of 564,991 persons. The cohort was followed-up to 1995 (1992-5) and the subjects who had the diseases in Surveillance Study were selected. Finally, the patients, with address information and available air pollution data, left to be 'final subjects' Cases were defined to all lung cancer cases (424) and COPD admission cases (89), while control groups are determined to all other patients than two case groups among 'final subjects'. That is, cases are putative chronic environmental diseases, while controls are mainly acute environmental diseases. for exposure, Air quality data in 73 monitoring sites between 1991 - 1993 were analyzed to surrogate air pollution exposure level of located areas (58 areas). Five major air pollutants data, TSP, $O_3,\;SO_2$, CO, NOx was available and the area means were applied to the residents of the local area. 3-year arithmetic mean value, the counts of days violating both long-term and shot-term standards during the period were used as indices of exposure. Multiple logistic regression model was applied. All analyses were performed adjusting for current and past smoking history, age, gender. Results : Plain arithmetic means of pollutants level did not succeed in revealing any relation to the risk of lung cancer or COPD, while the cumulative counts of non-at-tainment days did. All pollutants indices failed to show significant positive findings with COPD excess. Lung cancer risks were significantly and consistently associated with the increase of $O_3$ and CO exceedance counts (to corrected error level -0.017) and less strongly and consistently with $SO_2$ and TSP. $SO_2$ and TSP showed weaker and less consistent relationship. $O_3$ and CO were estimated to increase the risks of lung cancer by 2.04 and 1.46 respectively, the maximal probable risks, derived from comparing more polluted area (95%) with cleaner area (5%). Conclusions : Although not decisive due to potential misclassication of exposure, these results wert drawn by relatively conservative interpretation, and could be used as an evidence of chronic health effect especially for lung cancer. $O_3$ might be a candidate for promoter of lung cancer, while CO should be considered as surrogated measure of motor vehicle emissions. The control selection in this study could have been less appropriate for COPD, and further evaluation with another setting might be necessary.

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