• Analytical Science and Technology
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• v.16 no.1
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• pp.90-93
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• 2003

The standard uncertainties of two different approaches using the same data set are compared and evaluated using an example of gravimetric standard gas preparation. It is shown that the correlation between input quantities should be taken into account for the proper evaluation of uncertainty resulting from random effects.

• Communications for Statistical Applications and Methods
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• v.26 no.4
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• pp.337-346
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• 2019

This paper discusses a method for obtaining nonnegative estimates for variance components in a random effects model. A variance component should be positive by definition. Nevertheless, estimates of variance components are sometimes given as negative values, which is not desirable. The proposed method is based on two basic ideas. One is the identification of the orthogonal vector subspaces according to factors and the other is to ascertain the projection in each orthogonal vector subspace. Hence, an observation vector can be denoted by the sum of projections. The method suggested here always produces nonnegative estimates using projections. Hartley's synthesis is used for the calculation of expected values of quadratic forms. It also discusses how to set up a residual model for each projection.

• Communications for Statistical Applications and Methods
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• v.26 no.4
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• pp.371-383
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• 2019

Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

• International Journal of Highway Engineering
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• v.16 no.5
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• pp.133-142
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• 2014

PURPOSES : The objective was to develop the advanced method which could not explain each observation's specific characteristic in the present negative binomial method that results in under-estimation of the standard error(t-value inflation) and affects the confidence of whole derived results. METHODS : This study dealt with traffic accidents occurring within interchange segment on highway main line with RPNB(Random Parameter Negative Binomial) method that enables to take account of heterogeneity. RESULTS : As a result, AADT and lighting installation type on the road were revealed to have random parameter and in terms of other geometric variables, all were derived as fixed parameter(same effect on every segment). Also, marginal effects were adapted to analyze the relative effects on traffic accidents. CONCLUSIONS : This study proves that RPNB method which considers each observation's specific characteristics is better fitted to the accident data with geometrics. Thus, it is recommended that RPNB model or other methods which could consider the heterogeneity needs to be adapted in accident analysis.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2000.11a
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• pp.69-73
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• 2000

We systematically analyze the influence of fracture junction, solute transfer characteristics on transport patterns in discrete, two-dimensional fracture network models. Regular lattices and random fracture networks with power-law length distributions are considered in conjunction with particle tracking methods. Solute transfer probabilities at fracture junctions are determined from analytical considerations and from simple complete mixing and streamline routing models. For regular fracture networks, mixing conditions at fracture junctions are always dominated by either complete mixing or streamline routing end member cases. Moreover bulk transport properties such as the spreading and the dilution of solute are highly sensitive to the mixing rule. However in power-law length networks there is no significant difference in bulk transport properties, as calculated by assuming either of the two extreme mixing rules. This apparent discrepancy between the effects of mixing properties at fracture junctions in regular and random fracture networks is explained by the statistics of the coordination number and of the flow conditions at fracture intersections. We suggest that the influence of mixing rules on bulk solute transport could be important in systematic orthogonal fracture networks but insignificant in random networks.

• Structural Engineering and Mechanics
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• v.63 no.5
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• pp.659-667
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• 2017

Rail support failure is inevitably subjected to track geometric deformations. Due to the randomness and evolvements of track irregularities, it is naturally a hard work to grasp the trajectories of dynamic responses of railway systems. This work studies the influence of rail fastener failure on dynamic behaviours of wheel/rail interactions and the railway tracks by jointly considering the effects of track random irregularities. The failure of rail fastener is simulated by setting the stiffness and damping of rail fasteners to be zeroes in the compiled vehicle-track coupled model. While track random irregularities will be transformed from the PSD functions using a developed probabilistic method. The novelty of this work lays on providing a method to completely reveal the possible responses of railway systems under jointly excitation of track random irregularities and rail support failure. The numerical results show that rail fastener failure has a great influence on both the wheel/rail interactions and the track vibrations if the number of rail fastener failure is over three. Besides, the full views of time-dependent amplitudes and probabilities of dynamic indices can be clearly presented against different failing status.

• 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.

• Computers and Concrete
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• v.3 no.1
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• pp.1-15
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• 2006

The seismic safety of reinforced concrete containment building can be evaluated by probabilistic analysis considering randomness of earthquake, which is more rational than deterministic analysis. In the safety assessment of earthquake-resistant structures by the deterministic theory, it is not easy to consider the effects of random variables but the reliability theory and random vibration theory are useful to assess the seismic safety with considering random effects. The reliability assessment of reinforced concrete containment building subjected to earthquake load includes the structural analysis considering random variables such as load, resistance and analysis method, the definition of limit states and the reliability analysis. The reliability analysis procedure requires much time and labor and also needs to get the high confidence in results. In this study, random vibration analysis of containment building is performed with random variables as earthquake load, concrete compressive strength, modal damping ratio. The seismic responses of critical elements of structure are approximated at the most probable failure point by the response surface method. The response surface method helps to figure out the quantitative characteristics of structural response variability. And the limit state is defined as the failure surface of concrete under multi-axial stress, finally the limit state probability of failure can be obtained simply by first-order second moment method. The reliability analysis for the multiaxial strength limit state and the uniaxial strength limit state is performed and the results are compared with each other. This study concludes that the multiaxial failure criterion is a likely limit state to predict concrete failure strength under combined state of stresses and the reliability analysis results are compatible with the fact that the maximum compressive strength of concrete under biaxial compression state increases.

• The Korean Journal of Applied Statistics
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• v.25 no.6
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• pp.1037-1047
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• 2012

The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.31-39
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• 2015

This paper deals with a method for estimating variance components on the basis of projections under the assumption of random effects model. It discusses how to use projections for getting sums of squares to estimate variance components. The use of projections makes the vector subspace generated by the model matrix to be decomposed into subspaces that are orthogonal each other. To partition the vector space by the model matrix stepwise procedure is used. It is shown that the suggested method is useful for obtaining Type I sum of squares requisite for the ANOVA method.