• 제목/요약/키워드: nonparametric regression

검색결과 191건 처리시간 0.027초

CONVERGENCE PROPERTIES FOR THE PARTIAL SUMS OF WIDELY ORTHANT DEPENDENT RANDOM VARIABLES UNDER SOME INTEGRABLE ASSUMPTIONS AND THEIR APPLICATIONS

  • He, Yongping;Wang, Xuejun;Yao, Chi
    • 대한수학회보
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    • 제57권6호
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    • pp.1451-1473
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    • 2020
  • Widely orthant dependence (WOD, in short) is a special dependence structure. In this paper, by using the probability inequalities and moment inequalities for WOD random variables, we study the Lp convergence and complete convergence for the partial sums respectively under the conditions of RCI(α), SRCI(α) and R-h-integrability. We also give an application to nonparametric regression models based on WOD errors by using the Lp convergence that we obtained. Finally we carry out some simulations to verify the validity of our theoretical results.

Penalized maximum likelihood estimation with symmetric log-concave errors and LASSO penalty

  • Seo-Young, Park;Sunyul, Kim;Byungtae, Seo
    • Communications for Statistical Applications and Methods
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    • 제29권6호
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    • pp.641-653
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    • 2022
  • Penalized least squares methods are important tools to simultaneously select variables and estimate parameters in linear regression. The penalized maximum likelihood can also be used for the same purpose assuming that the error distribution falls in a certain parametric family of distributions. However, the use of a certain parametric family can suffer a misspecification problem which undermines the estimation accuracy. To give sufficient flexibility to the error distribution, we propose to use the symmetric log-concave error distribution with LASSO penalty. A feasible algorithm to estimate both nonparametric and parametric components in the proposed model is provided. Some numerical studies are also presented showing that the proposed method produces more efficient estimators than some existing methods with similar variable selection performance.

기술 중소기업의 경영 특성에 대한 고성장 기업 결정 영향 요인분석: 4차 산업혁명기업과 일반 중소기업을 중심으로 (Analysis of the Factors Influencing the Management Characteristics of Tech SMEs in Determination of High-growth Firms: Focusing on Fourth Industrial Revolution Related Businesses and General SMEs)

  • 윤선중;서종현
    • 벤처창업연구
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    • 제16권6호
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    • pp.157-175
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    • 2021
  • 본 연구는 기술보증기금이 2017년부터 2019년까지 기술평가를 통하여 보증 지원한 기술 중소기업 중 3,214개 기업을 대상으로 4차 산업혁명 기업과 일반 중소기업으로 구분한 후 경영 특성이 고성장 기업 결정에 미치는 영향을 실증 분석하였다. 고성장 기업 판단은 OECD(2007)의 정의를 적용하여 최근 2년간 매출액 증가율이 연간 평균 20% 이상인 기업이다. 표본 대상의 두집단이 비정규분포를 따르고 있어 Mann-Whitney U test 비모수 검증으로 평균치 차이 분석을 하였다. 또한 정규성 가정이 덜 엄격한 이변량 로지스틱 회귀분석을 실시하였다. 독립변수는 대표자 역량, 인적자본 역량, 기술혁신 역량, 기본 특성, 지역더미, 기술수준 더미이다. 이에 대응하는 하위변수는 대표자 학력, 대표자 동업종 경험 수준, 상시 종업원, 연구 인력, 지식 재산권 수, 연구개발 투자금액, 기업 업력, 총자산, 지역_수도권, 지역_중부권, 기술수준_첨단기술, 기술수준_중기술이다. 분석결과, 4차 산업혁명 기업은 대표자 동업종 경험수준, 상시종업원, 기업업력, 총자산, 기술수준_첨단기술의 연구가설이 지지되었다. 일반 중소기업은 대표자 동업종 경험수준, 연구인력, 총자산, 지역_수도권의 연구가설이 지지되었다.

유용성과 노출 위험성 지표를 이용한 재현자료 기법 비교 연구 (A comparison of synthetic data approaches using utility and disclosure risk measures)

  • 안성빈;트랑 도안;이주희;김지우;김용재;김윤지;윤창원;정성규;김동하;권성훈;김항준;안정연;박철우
    • 응용통계연구
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    • 제36권2호
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    • pp.141-166
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    • 2023
  • 재현자료를 생성하여 배포하는 것은 데이터 공개에 따른 정보 유출의 위험을 방지하는 대표적인 방법이다. 최근 산업에서 데이터의 활용이 중요해진 만큼 한국을 포함한 많은 국가 및 기관에서 재현자료에 관한 연구가 활발히 진행되고 있다. 본 논문에서는 대표적인 재현자료 생성 기법들과 평가 지표들을 소개한다. 전통적인 재현자료 생성 방법인 다중대체와 최근 제시된 인공신경망 기반의 재현자료 생성 방법 등을 활용하여 재현자료를 생성하는 과정을 기술함에 따라 재현자료 생성 방법에 대한 전반적인 이해를 돕는다. 이에 더해 다양한 재현자료 평가 지표를 바탕으로 생성된 재현자료들을 분석 및 비교함에 따라 앞으로의 연구에 대한 방향을 제시하고 그에 대한 토대를 마련하고자 한다.

DEA모형을 이용한 종합병원의 효율성 측정과 영향요인 (An Investigation of Factors Affecting Management Efficiency in Korean General Hospitals Using DEA Model)

  • 안인환;양동현
    • 한국병원경영학회지
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    • 제10권1호
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    • pp.71-92
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    • 2005
  • The purpose of this study is to analyze the efficiency in management of general hospitals and investigate the major factors on efficiency. Specifically, the management of each general hospital is evaluated by using Data Envelopment Analysis(DEA) technique which is a nonparametric statistical method for measurement of efficiency. Then, the influencing factors are investigated through analyses of Decision-Tree Model and Tobit Regression. The target hospitals were general hospitals in which bed sizes are between 200 and 500 among a total of 276 general hospitals. The main data of financial indicators were collected from 48 hospitals, and it was analyzed by using two statistical models. For Model I, three input and two output variables were used for efficiency evaluation. In particular, three input variables were the number of medical doctors, the number of paramedical personnel, and the bed size. And, two output variables were the numbers of inpatients and outpatients per year, adjusted by bed-size. The results of DEA analysis showed that only seven out of 48 hospitals(15%) turned out to be efficient. The decision-tree analysis also showed that there were six significant influencing factors for Model I. Six factors for Model I were Bed Occupancy Rate, Cost per Adjusted Inpatient, New Visit Ratio of Outpatients, Retired Ratio, Net Profit to Gross Revenues, Net Profit to Total Assets. In addition, the management efficiency of hospital is proved to increase as profit and patient-induced indicators increase and cost-related indicators decrease, by the Tobit regression model of independent variables derived from the decision-tree analysis. This study may be contributable to the development of analytic methodology regarding the efficiency of hospital management in that it suggests the synthetic measures by utilizing DEA model instead of suggesting simple ratio-analyzing results.

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Survey of the use of statistical methods in Journal of the Korean Association of Oral and Maxillofacial Surgeons

  • Choi, Yong-Geun
    • Journal of the Korean Association of Oral and Maxillofacial Surgeons
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    • 제44권1호
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    • pp.25-28
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    • 2018
  • Objectives: This study aimed to describe recent patterns in the types of statistical test used in original articles that were published in Journal of the Korean Association of Oral and Maxillofacial Surgeons. Materials and Methods: Thirty-six original articles published in the Journal in 2015 and 2016 were ascertained. The type of statistical test was identified by one researcher. Descriptive statistics, such as frequency, rank, and proportion, were calculated. Graphical statistics, such as a histogram, were constructed to reveal the overall utilization pattern of statistical test types. Results: Twenty-two types of statistical test were used. Statistical test type was not reported in four original articles and classified as unclear in 5%. The four most frequently used statistical tests constituted 47% of the total tests and these were the chi-square test, Student's t-test, Fisher's exact test, and Mann-Whitney test in descending order. Regression models, such as the Cox proportional hazard model and multiple logistic regression to adjust for potential confounding variables, were used in only 6% of the studies. Normality tests, including the Kolmogorov-Smirnov test, Levene test, Shapiro-Wilk test, and $Scheff{\acute{e}}^{\prime}s$ test, were used diversely but in only 10% of the studies. Conclusion: A total of 22 statistical tests were identified, with four tests occupying almost half of the results. Adoption of a nonparametric test is recommended when the status of normality is vague. Adjustment for confounding variables should be pursued using a multiple regression model when the number of potential confounding variables is numerous.

Source Identification and Estimation of Source Apportionment for Ambient PM10 in Seoul, Korea

  • Yi, Seung-Muk;Hwang, InJo
    • Asian Journal of Atmospheric Environment
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    • 제8권3호
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    • pp.115-125
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    • 2014
  • In this study, particle composition data for $PM_{10}$ samples were collected every 3 days at Seoul, Korea from August 2006 to November 2007, and were analyzed to provide source identification and apportionment. A total of 164 samples were collected and 21 species (15 inorganic species, 4 ionic species, OC, and EC) were analyzed by particle-induced x-ray emission, ion chromatography, and thermal optical transmittance methods. Positive matrix factorization (PMF) was used to develop source profiles and to estimate their mass contributions. The PMF modeling identified nine sources and the average mass was apportioned to secondary nitrate (9.3%), motor vehicle (16.6%), road salt (5.8%), industry (4.9%), airborne soil (17.2 %), aged sea salt (6.2%), field burning (6.0%), secondary sulfate (16.2%), and road dust (17.7%), respectively. The nonparametric regression (NPR) analysis was used to help identify local source in the vicinity of the sampling area. These results suggest the possible strategy to maintain and manage the ambient air quality of Seoul.

대한침구학회지 논문의 통계적 오류에 관한 연구 (An Assessment of Statistical Validity of Articles Published in the Journal of Korean Acupuncture & Moxibusition Society - from 1984 to 2002 -)

  • 이승덕
    • Journal of Acupuncture Research
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    • 제21권1호
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    • pp.176-188
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    • 2004
  • This study was carried out to investigate statistical validity of medical articles that used various statistical techniques such as t-test, analysis of variance, correlation analysis, regression analysis and chi-square test. For study 429 original articles using those statistical methods were selected from Journal of Korean Acupuncture & Moxibusition Society published from 1984 to 2002. 429 original articles were reviewed to analyzed the statistical procedures. Results are summarized as follows : 1. In this study 93 articles(21.68%) of 429 ones didn't report statement of statistical method in detail. 2. 53 articles(12.53%) didn't report p-value in correctly, and 245 articles(57.11 %) used mean${\pm}$standard error (Mean${\pm}$SEM.) and 109 articles used mean${\pm}$standard deviation(Mean${\pm}$SD.). All of 23 articles using nonparametric statistical techniques made an error to central tendency or dispersion. 3. 175 articles(59.93%) and 14 articles(4.79%) of 292 ones made an error to description of equal variances and normal distribution. 4. 99 articles(50%) of 185 ones misused t-test and 4 articles of 5 ones misused chi-square test. 5. 28 articles(73.68%) of 38 ones using discrete variable misused parametric technique such as t-test or ANOVA. 2 articles and 1 article of 125 ones choosing paired samples misused independent t-test and Mann-Whitney U test. 6. 20 articles using analysis of variance didn't use multiple comparison.

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충수돌기염 환자에서 겐타마이신의 임상약물동태 (Clinical Pharmacokinetics of Gentamicin in Appendicitis Patients)

  • 최준식;정해광;범진필;이진환;김성환
    • 한국임상약학회지
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    • 제5권2호
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    • pp.1-12
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    • 1995
  • The purpose of this investigation was to determine pharmacokinetic parameters of gentamicin using linear least square regression(LLSR) and Bayesian analysis in Korean normal volunteers and appendicitis patients. Nonparametric expected maximum(NPEM) algorithm for population pharmacokinetic parameters was used. Gentamicin was administered every 8 hours for 3 days by infusion over 30 minutes. The volume of distribution(V) and elimination rate constant(K) of gentamicin were $0.215\pm0.0562,\;0.226\pm0.0325L/kg\;and\;0.339\pm0.0443,\;0.357\pm0.0243hr^{-1}$ for normal volunteers and appendicitis patients using LLSR analysis. Population pharmacokinetic parameters, VS and KS were $0.228\pm0.0614L/kg\;and\;0.00356\pm0.00041(hr{\cdot}mL/min/1.73m^2)^{-1}$ for appendicitis patients using NPEM algorithm. The V and K were $0.232\pm0.0568L/kg\;and\;0.337\pm0.0385hr^{-1}$ for appendicitis patients using Bayesian analysis. There were no differences in gentamicin pharmacokinetics between LLSR and Bayesian analysis.

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조건부 분위수의 중도절단을 고려한 비모수적 추정 (Nonparametric estimation of conditional quantile with censored data)

  • 김은영;최혜미
    • Journal of the Korean Data and Information Science Society
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    • 제24권2호
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    • pp.211-222
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    • 2013
  • 중도절단된 자료가 있을 경우 조건부 분위수함수를 비모수적으로 추정하는 문제에 대하여 다루고 있다. 역함수에 근거한 방법인 Yu와 Jones (1998)에 의해 제안된 중복커널기법 추정량과 Lee 등(2006)의 국소로지스틱기법 추정량을 중도절단된 자료가 있는 경우로 수정하여 새롭게 제안하고, 이들을 기존의 Koenker와 Bassett (1978)의 점검함수에 근거한 커널평활 추정량들과 모의실험을 통해 비교해 보았다. 모의실험을 통하여 역함수에 근거한 추정량들은 조건부 분포가 대칭인 모형에서, 점검함수기법 추정량들은 한쪽으로 치우친 분포인 경우에 조건부 분위수를 대체로 더 잘 추정하고 있음을 알 수 있었다.