• Title/Summary/Keyword: random effect model

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A case study on the random coefficient model for diet experimental data (변량계수모형의 식이요법 실험자료에 관한 사례연구)

  • Jo, Jin-Nam;Baik, Jai-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.787-796
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    • 2009
  • A random coefficient model is applied when times of the repeated measurements are not fixed in experiments with respect to the subjects. The procedures of the inference of a random coefficient model are same as those of a mixed model. Diet experimental data was used for applying the random coefficient model. Various random coefficient models are investigated for the experimental data, and are compared each other. Finally, optimal random coefficient model would be selected. It resulted from the analysis that for the fixed effect factor, the baseline, treatment, height, and time effect were very significant. The treatment effect of the diet foods and exercises were more effective in losing weight than the effect of the diet foods only. The fixed cubic time effect was very significant. The variance components corresponding to the subject effect, linear time effect, quadratic time effect, and cubic time effect of the random coefficients are all positive. When quartic time effect was added as random coefficients the model did not converge. Thus random coefficients up to the cubic terms was considered as the optimal model.

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The Development of Biomass Model for Pinus densiflora in Chungnam Region Using Random Effect (임의효과를 이용한 충남지역 소나무림의 바이오매스 모형 개발)

  • Pyo, Jungkee;Son, Yeong Mo
    • Journal of Korean Society of Forest Science
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    • v.106 no.2
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    • pp.213-218
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    • 2017
  • The purpose of this study was to develop age-biomass model in Chungnam region containing random effect. To develop the biomass model by species and tree component, data for Pinus densiflora in central region is collected to 30 plots (150 trees). The mixed model were used to fixed effect in the age-biomass relation for Pinus densiflora, with random effect representing correlation of survey area were obtained. To verify the evaluation of the model for random effect, the akaike information criterion (abbreviated as, AIC) was used to calculate the variance-covariance matrix, and residual of repeated data. The estimated variance-covariance matrix, and residual were -1.0022, 0.6240, respectively. The model with random effect (AIC=377.2) has low AIC value, comparison with other study relating to random effects. It is for this reason that random effect associated with categorical data were used in the data fitting process, the model can be calibrated to fit the Chungnam region by obtaining measurements. Therefore, the results of this study could be useful method for developing biomass model using random effects by region.

The Determinants of FDI Inflow after Reform-Opening of China (중국에서 개혁·개방이후 FDI유입에 영향을 미치는 요인들)

  • Choi, Won-Ick;Han, Jong-Soo
    • Korea Trade Review
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    • v.41 no.3
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    • pp.177-198
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    • 2016
  • China has retained economic growth rate of average 9% for more than ten years recently after China introduced capitalistic market economy system in 1979 by Deng Xiaoping. China has attracted foreign direct investment for a long time because it has retained very high economic growth rate, low labor cost, and various policies for foreign investors. This paper tries to analyse the determinants of foreign direct investment inflow after reform-opening of China with empirical analysis methods utilizing each province·city's specific characteristics by using the panel data from 1985 to 2013. For the empirical analysis we use random effect model, fixed effect model, pooled OLS, and random coefficient model. The results by pooled OLS and random coefficient model are presented for the comparison with the main results in the process of research. The research shows the results by fixed effect model are better than those by random effect model after doing Hausman's test. The results shows that GRDP, capital stock, and telecommunication exert a positive relationship with foreign direct investment, while express way variable exerts a negative one. China's education level surprisingly does not attract foreign direct investment even though it is not at a critical level. Therefore, the Chinese government should try to increase national income level as it symbolizes market size; encourage domestic investment; and construct high quality telecommunication infrastructure.

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Joint Modeling of Death Times and Counts Using a Random Effects Model

  • Park, Hee-Chang;Klein, John P.
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1017-1026
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    • 2005
  • We consider the problem of modeling count data where the observation period is determined by the survival time of the individual under study. We assume random effects or frailty model to allow for a possible association between the death times and the counts. We assume that, given a random effect, the death times follow a Weibull distribution with a rate that depends on some covariates. For the counts, given the random effect, a Poisson process is assumed with the intensity depending on time and the covariates. A gamma model is assumed for the random effect. Maximum likelihood estimators of the model parameters are obtained. The model is applied to data set of patients with breast cancer who received a bone marrow transplant. A model for the time to death and the number of supportive transfusions a patient received is constructed and consequences of the model are examined.

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A damage mechanics based random-aggregate mesoscale model for concrete fracture and size effect analysis

  • Ni Zhen;Xudong Qian
    • Computers and Concrete
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    • v.33 no.2
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    • pp.147-162
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    • 2024
  • This study presents a random-aggregate mesoscale model integrating the random distribution of the coarse aggerates and the damage mechanics of the mortar and interfacial transition zone (ITZ). This mesoscale model can generate the random distribution of the coarse aggregates according to the prescribed particle size distribution which enables the automation of the current methodology with different coarse aggregates' distribution. The main innovation of this work is to propose the "correction factor" to eliminate the dimensionally dependent mesh sensitivity of the concrete damaged plasticity (CDP) model. After implementing the correction factor through the user-defined subroutine in the randomly meshed mesoscale model, the predicted fracture resistance is in good agreement with the average experimental results of a series of geometrically similar single-edge-notched beams (SENB) concrete specimens. The simulated cracking pattern is also more realistic than the conventional concrete material models. The proposed random-aggregate mesoscale model hence demonstrates its validity in the application of concrete fracture failure and statistical size effect analysis.

A Study on Developing Crash Prediction Model for Urban Intersections Considering Random Effects (임의효과를 고려한 도심지 교차로 교통사고모형 개발에 관한 연구)

  • Lee, Sang Hyuk;Park, Min Ho;Woo, Yong Han
    • 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.

Modified partial least squares method implementing mixed-effect model

  • Kyunga Kim;Shin-Jae Lee;Soo-Heang Eo;HyungJun Cho;Jae Won Lee
    • Communications for Statistical Applications and Methods
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    • v.30 no.1
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    • pp.65-73
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    • 2023
  • Contemporary biomedical data often involve an ill-posed problem owing to small sample size and large number of multi-collinear variables. Partial least squares (PLS) method could be a plausible alternative to an ill-conditioned ordinary least squares. However, in the case of a PLS model that includes a random-effect, how to deal with a random-effect or mixed effects remains a widely open question worth further investigation. In the present study, we propose a modified multivariate PLS method implementing mixed-effect model (PLSM). The advantage of PLSM is its versatility in handling serial longitudinal data or its ability for taking a randomeffect into account. We conduct simulations to investigate statistical properties of PLSM, and showcase its real clinical application to predict treatment outcome of esthetic surgical procedures of human faces. The proposed PLSM seemed to be particularly beneficial 1) when random-effect is conspicuous; 2) the number of predictors is relatively large compared to the sample size; 3) the multicollinearity is weak or moderate; and/or 4) the random error is considerable.

Genetic Parameters for Litter Size in Pigs Using a Random Regression Model

  • Lukovic, Z.;Uremovic, M.;Konjacic, M.;Uremovic, Z.;Vincek, D.
    • Asian-Australasian Journal of Animal Sciences
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    • v.20 no.2
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    • pp.160-165
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    • 2007
  • Dispersion parameters for the number of piglets born alive were estimated using a repeatability and random regression model. Six sow breeds/lines were included in the analysis: Swedish Landrace, Large White and both crossbred lines between them, German Landrace and their cross with Large White. Fixed part of the model included sow genotype, mating season as month-year interaction, parity and weaning to conception interval as class effects. The age at farrowing was modelled as a quadratic regression nested within parity. The previous lactation length was fitted as a linear regression. Random regressions for parity on Legendre polynomials were included for direct additive genetic, permanent environmental, and common litter environmental effects. Orthogonal Legendre polynomials from the linear to the cubic power were fitted. In the repeatability model estimate of heritability was 0.07, permanent environmental effect as ratio was 0.04, and common litter environmental effect as ratio was 0.01. Estimates of genetic parameters with the random regression model were generally higher than in the repeatability model, except for the common litter environmental effect. Estimates of heritability ranged from 0.06 to 0.10. Permanent environmental effect as a ratio increased along a trajectory from 0.03 to 0.11. Magnitudes of common litter effect were small (around 0.01). The eigenvalues of covariance functions showed that between 7 and 8 % of genetic variability was explained by individual genetic curves of sows. This proportion was mainly covered by linear and quadratic coefficients. Results suggest that the random regression model could be used for genetic analysis of litter size.

Applicability Evaluation of a Mixed Model for the Analysis of Repeated Inventory Data : A Case Study on Quercus variabilis Stands in Gangwon Region (반복측정자료 분석을 위한 혼합모형의 적용성 검토: 강원지역 굴참나무 임분을 대상으로)

  • Pyo, Jungkee;Lee, Sangtae;Seo, Kyungwon;Lee, Kyungjae
    • Journal of Korean Society of Forest Science
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    • v.104 no.1
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    • pp.111-116
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    • 2015
  • The purpose of this study was to evaluate mixed model of dbh-height relation containing random effect. Data were obtained from a survey site for Quercus variabilis in Gangwon region and remeasured the same site after three years. The mixed model were used to fixed effect in the dbh-height relation for Quercus variabilis, with random effect representing correlation of survey period were obtained. To verify the evaluation of the model for random effect, the akaike information criterion (abbreviated as, AIC) was used to calculate the variance-covariance matrix, and residual of repeated data. The estimated variance-covariance matrix, and residual were -0.0291, 0.1007, respectively. The model with random effect (AIC = -215.5) has low AIC value, comparison with model with fixed effect (AIC = -154.4). It is for this reason that random effect associated with categorical data is used in the data fitting process, the model can be calibrated to fit repeated site by obtaining measurements. Therefore, the results of this study could be useful method for developing model using repeated measurement.

Maximum likelihood estimation of Logistic random effects model (로지스틱 임의선형 혼합모형의 최대우도 추정법)

  • Kim, Minah;Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.957-981
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    • 2017
  • A generalized linear mixed model is an extension of a generalized linear model that allows random effect as well as provides flexibility in developing a suitable model when observations are correlated or when there are other underlying phenomena that contribute to resulting variability. We describe maximum likelihood estimation methods for logistic regression models that include random effects - the Laplace approximation, Gauss-Hermite quadrature, adaptive Gauss-Hermite quadrature, and pseudo-likelihood. Applications are provided with social science problems by analyzing the effect of mental health and life satisfaction on volunteer activities from Korean welfare panel data; in addition, we observe that the inclusion of random effects in the model leads to improved analyses with more reasonable inferences.