• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.625-637
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• 2015

We develop a Bayesian clustering procedure based on a Dirichlet process prior with cluster specific random effects. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet process was implemented to calculate posterior probabilities when the number of clusters was unknown. Our approach (unlike its counterparts) provides simultaneous partitioning and parameter estimation with the computation of the classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. We find that the proposed Dirichlet process mixture model with cluster specific random effects detects clusters sensitively by combining vague edges into different clusters. Examples are given to show how these models perform on real data.

• Korean Medical Education Review
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• v.12 no.1
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• pp.3-8
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• 2010

This study is designed to evaluate the effectiveness of teaching or studying programs, and thus to overcome the selectionbias in studies. Selection-bias derived from unobservable characteristics in the course of participants selection of the teaching or studying programs, in the case of cross-section data instrumental variable(IV) method and two stage least square estimation were suggested as an analysis tool. Panel data were analyzed by using both fixed effect in which individual effects are captured by intercept terms and random effect estimation where an unobserved effect can be characterized as being randomly drawn from a given distribution.

• International Journal of Precision Engineering and Manufacturing
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• v.4 no.6
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• pp.12-19
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• 2003

This paper presents the effect of boundary conditions in various failure pressure models published for the estimation of failure pressure. Furthermore, this approach is extended to the failure prediction with the aid of a failure probability model. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with each corrosion defect in buried pipelines for long exposure period with unit of years. A failure probability model based on the von-Mises failure criterion is adapted. The log-normal and standard normal probability functions for varying random variables are adapted. The effects of random variables such as defect depth, pipe diameter, defect length, fluid pressure, corrosion rate, material yield stress, material ultimate tensile strength and pipe thickness on the failure probability of the buried pipelines are systematically investigated for the corrosion pipeline by using an adapted failure probability model and varying failure pressure model.

• Journal of Positioning, Navigation, and Timing
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• v.8 no.3
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• pp.107-117
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• 2019

When a vehicle moves with a high rotation rate, it is not easy to measure the angular velocity using an off-the-shelf gyroscope. If the angular velocity is estimated using the extended Kalman filter in the gyro-free inertial navigation system, the effect of the accelerometer error and initial angular velocity error can be reduced. In this paper, in order to improve the navigation performance of the gyro-free inertial navigation system, an angular velocity estimation method is proposed based on an extended Kalman filter with an accelerometer random bias error model. In order to show the validity of the proposed estimation method, angular velocities and navigation outputs of a vehicle with 3 rev/s rotation rate are estimated. The results are compared with estimates by other methods such as the integration and an extended Kalman filter without an accelerometer random bias error model. The proposed method gives better estimation results than other methods.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.14 no.1
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• pp.85-93
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• 2015

Previous studies have estimated crash prediction models with the fixed effect model which assumes the fixed value of coefficients without considering characteristics of each intersections. However the fixed effect model would estimate under estimation of the standard error resulted in over estimation of t-value. In order to overcome these shortcomings, the random effect model can be used with considering heterogeneity of AADT, geometric information and unobserved factors. In this study, data collections from 89 intersections in Daejeon and estimates of crash prediction models were conducted using the random and fixed effect negative binomial regression model for comparison and analysis of two models. As a result of model estimates, AADT, speed limits, number of lanes, exclusive right turn pockets and front traffic signal were found to be significant. For comparing statistical significance of two models, the random effect model could be better statistical significance with -1537.802 of log-likelihood at convergence comparing with -1691.327 for the fixed effect model. Also likelihood ration value was computed as 0.279 for the random effect model and 0.207 for the fixed effect model. This mean that the random effect model can be improved for statistical significance of models comparing with the fixed effect model.

• Water Engineering Research
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• v.3 no.1
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• pp.31-44
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• 2002

The effect of diurnal cycle, intermittent visit of observation satellite, sensor installation, partial coverage of remote sensing, heterogeneity of soil properties and precipitation to the soil moisture estimation error were analyzed to present the global sampling strategy of soil moisture. Three models, the theoretical soil moisture model, WGR model proposed Waymire of at. (1984) to generate rainfall, and Turning Band Method to generate two dimensional soil porosity, active soil depth and loss coefficient field were used to construct sufficient two-dimensional soil moisture data based on different scenarios. The sampling error is dominated by sampling interval and design scheme. The effect of heterogeneity of soil properties and rainfall to sampling error is smaller than that of temporal gap and spatial gap. Selecting a small sampling interval can dramatically reduce the sampling error generated by other factors such as heterogeneity of rainfall, soil properties, topography, and climatic conditions. If the annual mean of coverage portion is about 90%, the effect of partial coverage to sampling error can be disregarded. The water retention capacity of fields is very important in the sampling error. The smaller the water retention capacity of the field (small soil porosity and thin active soil depth), the greater the sampling error. These results indicate that the sampling error is very sensitive to water retention capacity. Block random installation gets more accurate data than random installation of soil moisture gages. The Walnut Gulch soil moisture data show that the diurnal variation of soil moisture causes sampling error between 1 and 4 % in daily estimation.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.8C
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• pp.814-821
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• 2009

In an ultrawide band (UWB) indoor wireless localization, time of arrival (TOA) parameter estimation techniques have some difficulties in acquiring a reasonable TOA estimate because of the clustered multipath components overlapping or random time intervals mainly due to non line-of-sight (NLOS) environment. In order to solve that problem and achieve an excellent UWB indoor wireless localization, we propose a UWB signal model and a robust TOA parameter estimation technique that has little effect on the clustered problems unlike the conventional technique. Through simulation studies, the validity of the proposed model and the TOA estimation technique are examined. The performance of estimation error is also analyzed.

• Journal of the Korea Safety Management & Science
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• v.12 no.1
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• pp.199-205
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• 2010

The research proposes the three-factor random measurement models for estimating the precision about operator, part, tool, and various measurement environments. The combined model with crossed and nested factors is developed to analyze the approximate F test by degrees of freedom given by Satterthwaite and point estimation of precisions from expected mean square. The model developed in this paper can be extended to the three useful models according to the type of nested designs. The study also provides the three-step procedures to evaluate the measurement precisions using three indexes such as SNR(Signal-To-Noise Ratio), R&R TR(Reproducibility&Repeatability-To-Total Precision Ratio), and PTR(Precision-To-Tolerance Ratio), The procedures include the identification of resolution, the improvement of R&R reduction, and the evaluation of precision effect.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.801-810
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• 2018

Diffusion is a random process used to model financial and physical phenomena. When we construct statistical models for repeatedly observed diffusion processes, the idea of random effects needs to be considered. In this research, we introduce random parameters for an Ornstein-Uhlenbeck diffusion model and geometric Brownian motion diffusion model. In order to apply the maximum likelihood estimation method, we tried to build likelihoods in closed-forms, by assuming appropriate distributions for random effects. We applied the random effect models to data consisting of Dow Jones Industrial Average indices recorded daily over 27 years from 1991 to 2017.

• Asia-Pacific Journal of Business
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• v.10 no.4
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• pp.87-118
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• 2019

The purpose of this study is to examine the effects of person-job fit, which consists of educational fit and skill fit, on employees' intrinsic job satisfaction. To the end, the 10-year balanced panel data of the Korean Labor and Income Panel Study(KLIPS) by the Korea Labor Institute (KLI) for 2008-2017 are utilized. This study analyzes 12,730 observations by 1,273 employees by using fixed effect model, random effect model, and pooled OLS estimation method. The empirical results are as follows: First, it is founded that educational fit and skill fit seem affect job satisfaction positively. Second, the negative effects of over-education are clear and the negative effects of under-education are unclear, while the effects of over-skilled and under-skilled are insignificant statistically. Third, the results imply that the size of effect of over-education on intrinsic job satisfaction is larger than that of the effect of over-skilled. Forth, it is shown that the use of fixed effect model is more effective and trustworthy than that of random effect model and pooled OLS estimation method, implying that the effect size of coefficients which are estimated by pooled OLS method and random effect model are likely over-estimated. The empirical results above imply that firms and employees should focus on solving over-education issue before all in order to enhance employees' job satisfaction and it is needed to monitor regularly whether systemic job assignment process is done based on the employees' educational attainment and skill level and to provide more chances for job re-allocation and job rotation.