• Title/Summary/Keyword: random effects

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Hurdle Model for Longitudinal Zero-Inflated Count Data Analysis (영과잉 경시적 가산자료 분석을 위한 허들모형)

  • Jin, Iktae;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.923-932
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    • 2014
  • The Hurdle model can to analyze zero-inflated count data. This model is a mixed model of the logit model for a binary component and a truncated Poisson model of a truncated count component. We propose a new hurdle model with a general heterogeneous random effects covariance matrix to analyze longitudinal zero-inflated count data using modified Cholesky decomposition. This decomposition factors the random effects covariance matrix into generalized autoregressive parameters and innovation variance. The parameters are modeled using (generalized) linear models and estimated with a Bayesian method. We use these methods to carefully analyze a real dataset.

The Usage of an SNP-SNP Relationship Matrix for Best Linear Unbiased Prediction (BLUP) Analysis Using a Community-Based Cohort Study

  • Lee, Young-Sup;Kim, Hyeon-Jeong;Cho, Seoae;Kim, Heebal
    • Genomics & Informatics
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    • v.12 no.4
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    • pp.254-260
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    • 2014
  • Best linear unbiased prediction (BLUP) has been used to estimate the fixed effects and random effects of complex traits. Traditionally, genomic relationship matrix-based (GRM) and random marker-based BLUP analyses are prevalent to estimate the genetic values of complex traits. We used three methods: GRM-based prediction (G-BLUP), random marker-based prediction using an identity matrix (so-called single-nucleotide polymorphism [SNP]-BLUP), and SNP-SNP variance-covariance matrix (so-called SNP-GBLUP). We used 35,675 SNPs and R package "rrBLUP" for the BLUP analysis. The SNP-SNP relationship matrix was calculated using the GRM and Sherman-Morrison-Woodbury lemma. The SNP-GBLUP result was very similar to G-BLUP in the prediction of genetic values. However, there were many discrepancies between SNP-BLUP and the other two BLUPs. SNP-GBLUP has the merit to be able to predict genetic values through SNP effects.

Study of Virtual Goods Purchase Model Applying Dynamic Social Network Structure Variables (동적 소셜네트워크 구조 변수를 적용한 가상 재화 구매 모형 연구)

  • Lee, Hee-Tae;Bae, Jungho
    • Journal of Distribution Science
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    • v.17 no.3
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    • pp.85-95
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    • 2019
  • Purpose - The existing marketing studies using Social Network Analysis have assumed that network structure variables are time-invariant. However, a node's network position can fluctuate considerably over time and the node's network structure can be changed dynamically. Hence, if such a dynamic structural network characteristics are not specified for virtual goods purchase model, estimated parameters can be biased. In this paper, by comparing a time-invariant network structure specification model(base model) and time-varying network specification model(proposed model), the authors intend to prove whether the proposed model is superior to the base model. In addition, the authors also intend to investigate whether coefficients of network structure variables are random over time. Research design, data, and methodology - The data of this study are obtained from a Korean social network provider. The authors construct a monthly panel data by calculating the raw data. To fit the panel data, the authors derive random effects panel tobit model and multi-level mixed effects model. Results - First, the proposed model is better than that of the base model in terms of performance. Second, except for constraint, multi-level mixed effects models with random coefficient of every network structure variable(in-degree, out-degree, in-closeness centrality, out-closeness centrality, clustering coefficient) perform better than not random coefficient specification model. Conclusion - The size and importance of virtual goods market has been dramatically increasing. Notwithstanding such a strategic importance of virtual goods, there is little research on social influential factors which impact the intention of virtual good purchase. Even studies which investigated social influence factors have assumed that social network structure variables are time-invariant. However, the authors show that network structure variables are time-variant and coefficients of network structure variables are random over time. Thus, virtual goods purchase model with dynamic network structure variables performs better than that with static network structure model. Hence, if marketing practitioners intend to use social influences to sell virtual goods in social media, they had better consider time-varying social influences of network members. In addition, this study can be also differentiated from other related researches using survey data in that this study deals with actual field data.

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.

A New Space Vector Random PWM Scheme for Inverter Fed Drive Systems (인버터 구동 시스템을 위한 새로운 공간벡터 Random PWM기법)

  • 나석환;정영국;임영철
    • The Transactions of the Korean Institute of Power Electronics
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    • v.6 no.6
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    • pp.525-537
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    • 2001
  • In this paper a new space vector RPPWM(Random Position PWM) is proposed. In the propsed RPPWM each of three phase pulses is located randomly in each switching interval. Based on the Space vector modulation technique the duty ratio of the pulses is calculated Along with the randomization of the PWM pulses. we can obtain the effects of spread spectra of votlage, current as in the case of randomly changed switching frequency, To verify the validity of the proposed RPPWM simulation study was tried using Matlab/Simulink The main model described in Simulink block diagrams includes the space vector modulation block pulse position randomization block inverter block 3 phase induction motor block and so on By the simulation study, the harmonics of the output voltage and the current of inverter are predicted in different PWM methods- SVPWM, LLPWM proposed RPPWM.

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Control of Real-Time Systems with Random Time-Delays

  • Choi, Hyoun-Chul;Hong, Suk-Kyo
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.348-353
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    • 2003
  • This paper considers the optimal control problem in real-time control systems with random time-delays. It proposes an algorithm which uses the linear quadratic (LQ) control method and a dedicated technique to compensate for the time-delay effects. Since it is assumed that the time-delays are unknown but the probability distribution of the delays are known a priori, the algorithm considers the mean value of the time-delays as a nominal value for random delay compensation. An example is given to show the performance of the proposed algorithm, where an inverted pendulum system is controlled over a controller-area network (CAN). Simulation results show that the proposed algorithm provides good performance results. It is shown that our algorithm is comparable to existing algorithms in both computation cost and performance.

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Derivative Evaluation and Conditional Random Selection for Accelerating Genetic Algorithms

  • Jung, Sung-Hoon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.5 no.1
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    • pp.21-28
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    • 2005
  • This paper proposes a new method for accelerating the search speed of genetic algorithms by taking derivative evaluation and conditional random selection into account in their evolution process. Derivative evaluation makes genetic algorithms focus on the individuals whose fitness is rapidly increased. This accelerates the search speed of genetic algorithms by enhancing exploitation like steepest descent methods but also increases the possibility of a premature convergence that means most individuals after a few generations approach to local optima. On the other hand, derivative evaluation under a premature convergence helps genetic algorithms escape the local optima by enhancing exploration. If GAs fall into a premature convergence, random selection is used in order to help escaping local optimum, but its effects are not large. We experimented our method with one combinatorial problem and five complex function optimization problems. Experimental results showed that our method was superior to the simple genetic algorithm especially when the search space is large.

Bayesian estimation of median household income for small areas with some longitudinal pattern

  • Lee, Jayoun;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.3
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    • pp.755-762
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    • 2015
  • One of the main objectives of the U.S. Census Bureau is the proper estimation of median household income for small areas. These estimates have an important role in the formulation of various governmental decisions and policies. Since direct survey estimates are available annually for each state or county, it is desirable to exploit the longitudinal trend in income observations in the estimation procedure. In this study, we consider Fay-Herriot type small area models which include time-specific random effect to accommodate any unspecified time varying income pattern. Analysis is carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. We have evaluated our estimates by comparing those with the corresponding census estimates of 1999 using some commonly used comparison measures. It turns out that among three types of time-specific random effects the small area model with a time series random walk component provides estimates which are superior to both direct estimates and the Census Bureau estimates.

Statistical Analysis of Degradation Data under a Random Coefficient Rate Model (확률계수 열화율 모형하에서 열화자료의 통계적 분석)

  • Seo, Sun-Keun;Lee, Su-Jin;Cho, You-Hee
    • Journal of Korean Society for Quality Management
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    • v.34 no.3
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    • pp.19-30
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    • 2006
  • For highly reliable products, it is difficult to assess the lifetime of the products with traditional life tests. Accordingly, a recent approach is to observe the performance degradation of product during the test rather than regular failure time. This study compares performances of three methods(i.e. the approximation, analytical and numerical methods) to estimate the parameters and quantiles of the lifetime when the time-to-failure distribution follows Weibull and lognormal distributions under a random coefficient degradation rate model. Numerical experiments are also conducted to investigate the effects of model error such as measurements in a random coefficient model.

Dynamic Response Analysis of Composite H-Type Cross-Section Beams to Random Loads (랜덤하중이 가해진 복합재료 H-형 보의 동적 응답 해석)

  • Kim, Sung-Kyun;Song, Pong-Gun;Song, Oh-Seop
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2011.10a
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    • pp.130-135
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    • 2011
  • A study of the bending-extension-transverse shear coupled random response of the composite beams with thin-walled open sections subjected to various types of concentrated and distributed random excitations is dealt with in this paper. First of all, equations of motion of thin-walled composite H-type cross-section beams incorporating a number of nonclassical effects of transverse shear and primary and secondary warping, and anisotropy of constituent materials are derived. On the basis of derived equations of motion, analytical expressions for the displacement response of the composite beams are derived by using normal mode method combined with frequency response function method.

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