• 제목/요약/키워드: random-effect model

검색결과 790건 처리시간 0.023초

Exact Tests for Variance Ratios in Unbalanced Random Effect Linear Models

  • Huh, Moon-Yul;Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.457-469
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    • 1996
  • In this paper, we propose a method for an exact test of H : $p_i$ = $r_i$ for all i against K : $p_i$ $\neq$ $r_i$ for some i in an unbalanced random effect linear model, where $p_i$ denotes the ratio of the i-th variance component to the error variance. Then we present a method to test H : $p_i$ $\leq$ r against K : $p_i$> r for some specific i by applying orthogonal projection on the model. We also show that any test statistic that follows an F-distribution on the boundary of the hypotheses is equal to the one given here.

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Application of Linkage Disequilibrium Mapping Methods to Detect QTL for Carcass Quality on Chromosome 6 Using a High Density SNP Map in Hanwoo

  • Lia, Y.;Lee, J.H.;Lee, Y.M.;Kim, J.J.
    • Asian-Australasian Journal of Animal Sciences
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    • 제24권4호
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    • pp.457-462
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    • 2011
  • The purpose of this study was to detect QTL for carcass quality on bovine chromosome (BTA) 6 using a high density SNP map in a Hanwoo population. The data set comprised 45 sires and their 427 Hanwoo steers that were born between spring of 2005 and fall of 2007. The steers that were used for progeny testing in the Hanwoo Improvement Center in Seosan, Korea, were genotyped with the 2,535SNPs on BTA6 that were embedded in the Illumina bovine SNP 50K chip. Four different linkage disequilibrium (LD) mapping models were applied to detect significant SNPs for carcass quality traits; the fixed model with a single marker, the random model with a single marker, the random model with haplotype effects using two adjacent markers, and the random model at hidden state. A total of twelve QTL were detected, for which four, one, three and four SNPs were detected on BTA6 under the respective models (p<0.001). Among the detected QTL, four, two, five and one QTL were associated with carcass weight, backfat thickness, longissimus dorsi muscle area, and marbling score, respectively (p<0.001). Our results suggest that the use of multiple LD mapping approaches may be beneficial in increasing power to detect QTL given a limited sample size and magnitude of QTL effect.

Random dynamic analysis for simplified vehicle model based on explicit time-domain method

  • Huan Huang;Yuyu Li;Wenxiong Li;Guihe Tang
    • Coupled systems mechanics
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    • 제12권1호
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    • pp.1-20
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    • 2023
  • On the basis of the explicit time-domain method, an investigation is performed on the influence of the rotational stiffness and rotational damping of the vehicle body and front-rear bogies on the dynamic responses of the vehicle-bridge coupled systems. The equation of motion for the vehicle subsystem is derived employing rigid dynamical theories without considering the rotational stiffness and rotational damping of the vehicle body, as well as the front-rear bogies. The explicit expressions for the dynamic responses of the vehicle and bridge subsystems to contact forces are generated utilizing the explicit time-domain method. Due to the compact wheel-rail model, which reflects the compatibility requirement of the two subsystems, the explicit expression of the evolutionary statistical moment for the contact forces may be performed with relative ease. Then, the evolutionary statistical moments for the respective responses of the two subsystems can be determined. The numerical results indicate that the simplification of vehicle model has little effect on the responses of the bridge subsystem and the vehicle body, except for the responses of the rotational degrees of freedom for the vehicle subsystem, regardless of whether deterministic or random analyses are performed.

Prediction of random-regression coefficient for daily milk yield after 305 days in milk by using the regression-coefficient estimates from the first 305 days

  • Yamazaki, Takeshi;Takeda, Hisato;Hagiya, Koichi;Yamaguchi, Satoshi;Sasaki, Osamu
    • Asian-Australasian Journal of Animal Sciences
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    • 제31권10호
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    • pp.1542-1549
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    • 2018
  • Objective: Because lactation periods in dairy cows lengthen with increasing total milk production, it is important to predict individual productivities after 305 days in milk (DIM) to determine the optimal lactation period. We therefore examined whether the random regression (RR) coefficient from 306 to 450 DIM (M2) can be predicted from those during the first 305 DIM (M1) by using a RR model. Methods: We analyzed test-day milk records from 85,690 Holstein cows in their first lactations and 131,727 cows in their later (second to fifth) lactations. Data in M1 and M2 were analyzed separately by using different single-trait RR animal models. We then performed a multiple regression analysis of the RR coefficients of M2 on those of M1 during the first and later lactations. Results: The first-order Legendre polynomials were practical covariates of RR for the milk yields of M2. All RR coefficients for the additive genetic (AG) effect and the intercept for the permanent environmental (PE) effect of M2 had moderate to strong correlations with the intercept for the AG effect of M1. The coefficients of determination for multiple regression of the combined intercepts for the AG and PE effects of M2 on the coefficients for the AG effect of M1 were moderate to high. The daily milk yields of M2 predicted by using the RR coefficients for the AG effect of M1 were highly correlated with those obtained by using the coefficients of M2. Conclusion: Milk production after 305 DIM can be predicted by using the RR coefficient estimates of the AG effect during the first 305 DIM.

전통적인 통계와 기계학습 기반 중국 문화산업 기업의 재무적 곤경 예측모형 연구 (Research on Financial Distress Prediction Model of Chinese Cultural Industry Enterprises Based on Machine Learning and Traditional Statistical)

  • 원도;왕콘;란희;배기형
    • 한국콘텐츠학회논문지
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    • 제22권2호
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    • pp.545-558
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    • 2022
  • 본 연구의 목적은 전통적인 통계과 기계학습(Machine Learning)을 통해 중국 문화산업 기업의 재무적 곤경을 정확하게 예측하는 분석 모형을 탐색하는 데 있다. 예측모형을 구축하기 위하여 중국 128개 문화산업상장 기업의 데이터를 수집하였다. 25개 설명변수로 이뤄진 데이터베이스를 토대로 판별분석과 로지스틱 회귀(Logistic) 등 전통적인 통계 방법과 서포트 벡터 기계(SVM), 결정 트리(Decision Tree)와 랜덤 포레스트(Random Forest) 등 기계학습을 이용한 예측모형을 구축하고 각 모형의 성능 평가를 위해 Python 소프트웨어를 사용한다. 분석 결과, 예측 성능이 가장 좋은 모형은 랜덤 포레스트(Random Forest) 모형으로 95%의 정확도를 보였다. 그 다음은 서포트 벡터 기계(SVM) 모형으로 93%의 정확도를 보였다. 그 다음은 결정 트리(Decision Tree) 모형으로 92%의 정확도를 보였다. 그 다음은 판정분석 모형으로 89%의 정확도를 보였다. 예측 효과가 가장 낮은 모형은 로지스틱 회귀(Logistic) 모형으로 88%의 정확도를 보였다. 이는 중국 문화산업 기업의 재무적 곤경을 예측하면서 기계학습 모형이 전통적인 통계 모형보다 더 좋은 예측 효과를 얻을 수 있음을 설명한다.

Effect of Pore Geometry on Gas Adsorption: Grand Canonical Monte Carlo Simulation Studies

  • Lee, Eon-Ji;Chang, Rak-Woo;Han, Ji-Hyung;Chung, Taek-Dong
    • Bulletin of the Korean Chemical Society
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    • 제33권3호
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    • pp.901-905
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    • 2012
  • In this study, we investigated the pure geometrical effect of porous materials in gas adsorption using the grand canonical Monte Carlo simulations of primitive gas-pore models with various pore geometries such as planar, cylindrical, and random pore geometries. Although the model does not possess atomistic level details of porous materials, our simulation results provided many insightful information in the effect of pore geometry on the adsorption behavior of gas molecules. First, the surface curvature of porous materials plays a significant role in the amount of adsorbed gas molecules: the concave surface such as in cylindrical pores induces more attraction between gas molecules and pore, which results in the enhanced gas adsorption. On the contrary, the convex surface of random pores gives the opposite effect. Second, this geometrical effect shows a nonmonotonic dependence on the gas-pore interaction strength and length. Third, as the external gas pressure is increased, the change in the gas adsorption due to pore geometry is reduced. Finally, the pore geometry also affects the collision dynamics of gas molecules. Since our model is based on primitive description of fluid molecules, our conclusion can be applied to any fluidic systems including reactant-electrode systems.

Effects of Manual Therapy on Chemotherapy-Induced Peripheral Neuropathy: A Systematic Review and Meta-Analysis of Randomized Controlled Trials

  • Eunsang Lee;Hyunjoong Kim
    • Physical Therapy Rehabilitation Science
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    • 제12권1호
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    • pp.12-18
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    • 2023
  • Objective: Chemotherapy is usually given to inhibit cancer progression. It is the most common side effect of chemotherapyinduced peripheral neuropathy (CIPN) after chemotherapy, and its symptoms include pain such as paresthesia, dysesthesia, allodynia, hyperalgesia, and electrical stimulation. Therefore, in this review, randomized controlled trials (RCTs) were combined to analyze the effect qualitatively and quantitatively in order to find out the effect of manual therapy on patients with CIPN through a meta-analysis. Design: A systematic review and meta-analysis Methods: This review conducted a literature search through international databases (CINAHL, Embase, MEDLINE, Web of Science) in December 2022 to synthesize the effect of manual therapy on the symptomatic improvement of CIPN. Qualitative evaluation (risk of bias) and quantitative evaluation using ReVMan provided by the Cochrane Group were expressed as a random effect model and standardized mean difference (SMD). Results: In four RCTs 165 patients with CIPN were evaluated for symptoms of neuropathy. The experimental group consisting of manual therapy and its subcategories showed significant improvement compared to the control group. The results analyzed through the random effects model were SMD=-1.11; 95% confidence interval, -1.97 to -0.24. Conclusions: We came to the conclusion that manual therapy could significantly contribute to improving the symptoms of CIPN, and since it may vary depending on the technique of manual therapy, further studies on manual therapy suitable for neuropathy are needed.

랜덤효과를 포함한 영과잉 포아송 회귀모형에 대한 베이지안 추론: 흡연 자료에의 적용 (A Bayesian zero-inflated Poisson regression model with random effects with application to smoking behavior)

  • 김연경;황범석
    • 응용통계연구
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    • 제31권2호
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    • pp.287-301
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    • 2018
  • 0이 과도하게 많이 나타나는 자료는 여러 다양한 분야에서 흔히 볼 수 있다. 이러한 자료들을 분석할 때 대표적으로 영과잉 포아송 모형이 사용된다. 특히 반응변수들 사이에 상관관계가 존재할 때에는 랜덤효과를 영과잉 포아송 모형에 도입해서 분석해야 한다. 이러한 모형은 주로 빈도론자들의 접근방법으로 분석되어왔는데, 최근에는 베이지안 기법을 사용한 분석도 다양하게 발전되어 왔다. 본 논문에서는 반응변수들 사이에 상관관계가 존재하는 경우 랜덤효과가 포함된 영과잉 포아송 회귀모형을 베이지안 추론 방법을 토대로 제안하였다. 이 모형의 적합성을 판단하기 위해 모의 실험을 통해 랜덤효과를 고려하지 않은 모형과 비교 분석하였다. 또한, 실제 지역사회 건강조사 흡연 자료에 직접 응용하여 그 결과를 살펴보았다.

Prediction of spatio-temporal AQI data

  • KyeongEun Kim;MiRu Ma;KyeongWon Lee
    • Communications for Statistical Applications and Methods
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    • 제30권2호
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    • pp.119-133
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    • 2023
  • With the rapid growth of the economy and fossil fuel consumption, the concentration of air pollutants has increased significantly and the air pollution problem is no longer limited to small areas. We conduct statistical analysis with the actual data related to air quality that covers the entire of South Korea using R and Python. Some factors such as SO2, CO, O3, NO2, PM10, precipitation, wind speed, wind direction, vapor pressure, local pressure, sea level pressure, temperature, humidity, and others are used as covariates. The main goal of this paper is to predict air quality index (AQI) spatio-temporal data. The observations of spatio-temporal big datasets like AQI data are correlated both spatially and temporally, and computation of the prediction or forecasting with dependence structure is often infeasible. As such, the likelihood function based on the spatio-temporal model may be complicated and some special modelings are useful for statistically reliable predictions. In this paper, we propose several methods for this big spatio-temporal AQI data. First, random effects with spatio-temporal basis functions model, a classical statistical analysis, is proposed. Next, neural networks model, a deep learning method based on artificial neural networks, is applied. Finally, random forest model, a machine learning method that is closer to computational science, will be introduced. Then we compare the forecasting performance of each other in terms of predictive diagnostics. As a result of the analysis, all three methods predicted the normal level of PM2.5 well, but the performance seems to be poor at the extreme value.

ARIMA모형을 이용한 2011년 BDI의 예측 (Forecasts of the 2011-BDI Using the ARIMA-Type Models)

  • 모수원
    • 한국항만경제학회지
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    • 제26권4호
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    • pp.207-218
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    • 2010
  • 2011년 세계경기는 그리 밝지 않은 것으로 전망되고 있다. 금년 11월 미국 정부가 6,000억 달러라는 천문학적 규모의 양적 완화를 발표하였음에도 별다른 효과를 기대하지 않을 정도로 세계경제에 대한 전망이 흐린 것이다. 글로벌 불균형과 환율문제에서의 국가간 갈등, 국제통화제도의 불안정 등도 경기회복을 더디게 하는 요인으로 지목되고 있다. 그런데 해운경기와 세계경제는 밀접한 연관성을 갖기 때문에 당연히 해운경기에 대한 전망이 밝지 않다. 본고는 2011년의 해운경기를 예측하기 위하여 단변량 모형인 4개의 ARIMA 모형과 6개의 개입ARIMA모형을 이용한다. 먼저 사후적 예측을 하여 10개의 모형의 RMSPE가 비교적 높을 뿐만 아니라 RW 모형의 그것보다 높아 동 모형을 이용한 예측이 부정확할 수 있음을 보인다. 그러나 이러한 점은 예측치에 대한 부정확을 의미하는 것이지 2011년 해운경기의 흐름에 대한 예측을 거부하는 것은 아니다. 사전적 예측을 통해 모형간 예측치가 비교적 큰 차이를 보이나 2011년 내내 침체 상태에 있거나 2011년 후반기에 침체상태로 접어든다는 것을 밝힌다. 해운업계에 어려운 시기가 될 수 있다는 것을 시사한다.