• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.165-187
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• 1998

Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.481-493
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• 1995

An ARIMA signal observed with measurement error is shown to have another ARIMA representation with nonlinear restrictions on parameters. For this model, the restricted Newton-Raphson estimator(RNRE) of the unit root is shown to have the same limiting distribution as the ordinary least squares estimator of the unit root in an AR(1) model tabulated by Dickey and Fuller (1979). The RNRE of parameters of the ARIMA(p,1,k) process and unit root tests base on the RNRE are developed.

• Communications for Statistical Applications and Methods
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• v.27 no.3
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• pp.349-363
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• 2020

Penalized spline is a suitable nonparametric approach in estimating mean model in small area. However, application of the approach in informative sampling in a published article is uncommon. We propose a semiparametric mixed-model using penalized spline under informative sampling to estimate mean of small area. The response variable is explained in terms of mean model, informative sample effect, area random effect and unit error. We approach the mean model by penalized spline and utilize a penalized spline function of the inclusion probability to account for the informative sample effect. We determine the best and unbiased estimators for coefficient model and derive the restricted maximum likelihood estimators for the variance components. A simulation study shows a decrease in the average absolute bias produced by the proposed model. A decrease in the root mean square error also occurred except in some quadratic cases. The use of linear and quadratic penalized spline to approach the function of the inclusion probability provides no significant difference distribution of root mean square error, except for few smaller samples.

• Asian-Australasian Journal of Animal Sciences
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• v.16 no.5
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• pp.639-643
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• 2003

The data on 283 Sahiwal cows, sired by 16 bulls, maintained at Cattle Breeding Farm of Nagpur Veterinary College and Dairy Farm of Agricultural College, Nagpur, were considered for the estimation of genetic parameters. Variance and covariance estimates of first lactation traits were obtained using restricted maximum likelihood technique (REML). When first lactation milk yield (FLMY), first lactation length (FLL) and average daily yield (ADY) traits were considered for REML analysis, the heritabilities were $0.184{\pm}0.146$, $0.132{\pm}0.131$ and $0.141{\pm}0.133$, respectively. While, genetic and phenotypic correlations between them were medium to high except phenotypic correlations between FLL and ADY (-0.025). REML procedure considering FLMY, age at first calving (AFC) and first service period (FSP) combination exhibits heritabilities as $0.274{\pm}0.173$, $0.506{\pm}0.233$ and $0.274{\pm}0.172$, respectively. Genetic correlations were $-0.120{\pm}0.376$, $0.225{\pm}0.423$ and $0.365{\pm}0.331$ between FLMY and AFC, FLMY and FSP, AFC and FSP, respectively. Phenotypic correlations were 0.057, 0.289 and 0.123, respectively. Considering all five traits REML combination heritabilities estimated were $0.238{\pm}0.162$, $0.160{\pm}0.139$, $0.136{\pm}0.132$, $0.409{\pm}0.209$ and $0.259{\pm}0.168$ for FLMY, FLL, ADY, AFC and FSP, respectively. The genetic correlations were positive except FLMY and AFC. The phenotypic correlations were also positive except FLL and ADY, ADY and FSP. Almost all estimates were associated with high standard error.

• Animal Bioscience
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• v.34 no.4
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• pp.471-481
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• 2021

Objective: A comprehensive study was conducted to study the effects of partition of variance on accuracy of genetic parameters and genetic trends of economic traits in Vanaraja male line/project directorate-1 (PD-1) chicken. Methods: Variance component analysis utilizing restricted maximum likelihood animal model was carried out with five generations data to delineate the population status, direct additive, maternal genetic, permanent environmental effects, besides genetic trends and performance of economic traits in PD-1 chickens. Genetic trend was estimated by regression of the estimated average breeding values (BV) on generations. Results: The body weight (BW) and shank length (SL) varied significantly (p≤0.01) among the generations, hatches and sexes. The least squares mean of SL at six weeks, the primary trait was 77.44±0.05 mm. All the production traits, viz., BWs, age at sexual maturity, egg production (EP) and egg weight were significantly influenced by generation. Model four with additive, maternal permanent environmental and residual effects was the best model for juvenile growth traits, except for zero-day BW. The heritability estimates for BW and SL at six weeks (SL6) were 0.20±0.03 and 0.17±0.03, respectively. The BV of SL6 in the population increased linearly from 0.03 to 3.62 mm due to selection. Genetic trend was significant (p≤0.05) for SL6, BW6, and production traits. The average genetic gain of EP40 for each generation was significant (p≤0.05) with an average increase of 0.38 eggs per generation. The average inbreeding coefficient was 0.02 in PD-1 line. Conclusion: The population was in ideal condition with negligible inbreeding and the selection was quite effective with significant genetic gains in each generation for primary trait of selection. The animal model minimized the over-estimation of genetic parameters and improved the accuracy of the BV, thus enabling the breeder to select the suitable breeding strategy for genetic improvement.

• Animal Bioscience
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• v.37 no.3
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• pp.419-427
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• 2024

Objective: The objective of this study was to obtain (co) variance components and genetic parameter estimates for post-weaning body measurements such as body length (BL), height at withers (HW), and chest girth (HG) recorded at six (SBL, SHW, and SHG), nine (NBL, NHW, and NHG) and twelve (YBL, YHW, and YHG) months of age along with yearling weight (YW) in Nellore sheep maintained at livestock research station, Palamaner, Andhra Pradesh, India and also the association among body measurements with YW was studied. Methods: Data on 2,076 Nellore sheep (descended from 75 sires and 522 dams) recorded between 2007 and 2016 (10 years) were utilized in the study. Lambing year, sex of lamb, season of lambing and parity of dam were included in the model as fixed effects and ewe weight was kept as a covariate. Analyses were conducted with six animal models with different combinations of direct and maternal genetic effects using restricted maximum likelihood procedure. Best model for each trait was determined based on Akaike's information criterion. Results: Moderate estimates of direct heritability were obtained for the studied traits viz., BL (0.02 to 0.24), HW (0.31 to 0.49), and CG (0.08 to 0.35) and their corresponding maternal heritability estimates were in the range of 0.00 to 0.07 (BL), 0.13 to 0.17 (HW), and 0.07 to 0.13 (CG), respectively. Positive direct genetic and phenotypic correlations among the traits and they ranged from 0.07 (YBL-YW) to 0.99 (SBL-SHG, SHG-YW, and NBL-YBL) and 0.01 (SBL-YBL) to 0.99 (NBL-NHG), respectively. Further, the genetic correlations among all the body measurements and YW were positive and ranged from 0.07 (YW and YBL) to 0.99 (YW and SHG). Conclusion: There was a strong association of chest girth at six months with YW. Further, it is indicated that moderate improvement of post-weaning body measurements in Nellore sheep would be possible through selection.

• The Journal of the Korea Contents Association
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• v.11 no.5
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• pp.9-14
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• 2011

This paper presents a new fast motion estimation method where search ranges are determined by the probabilities of motion vector differences (MVDs), which is an adaptive/dynamic search range (ASR) method. The MVDs' distribution is investigated and its parameter is estimated by the maximum likelihood estimator. With the estimated distribution, we show that the search ranges can be efficiently restricted by a prefixed probability for MVDs. Experimental results showed that the performance of the proposed method is very similar to that of the full search algorithm in PSNR but it enables significant reduction in the computational complexity. In addition, they revealed that the proposed method determine the search ranges much more efficiently than the conventional ASR methods.

• Asian-Australasian Journal of Animal Sciences
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• v.24 no.10
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• pp.1335-1340
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• 2011

Different genetic parameters for weaning weight and wool traits were estimated using restricted maximum likelihood (REML) in Angora rabbits. Total wool yield of first (I), second (II) and third (III) clips were taken as a separate trait under study. The records from more than 2,700 animals were analysed through fitting six animal models with various combinations of direct and maternal effects. A log likelihood ratio test was used to select the most appropriate model for each trait. Direct heritability estimates for the wool traits were found to be moderate to high across different models. Heritability estimates obtained from the best model were 0.24, 0.22, 0.20 and 0.21 for weaning weight, clip I, II and III; respectively. Maternal effects especially due to permanent environment had higher importance at clip I and found to be declining in subsequent clips. The estimates of repeatability of doe effect on wool traits were 0.44, 0.26 and 0.18 for clip I, II and III; respectively. Weaning weight had moderately high genetic correlations with clip I (0.57) and II (0.45), but very low (0.11) with clip III. Results indicated that genetic improvement for wool yield in Angora rabbit is possible through direct selection. Further, weaning weight could be considered as desirable trait for earliest indirect selection for wool yield in view of its high genetic correlation with wool traits.

• Asian-Australasian Journal of Animal Sciences
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• v.13 no.5
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• pp.575-579
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• 2000

First lactation records of 683 Murrah buffaloes maintained at NDRI, Karnal which were progeny of 84 sires used for comparing the heritability estimates of age at first calving, first lactation milk yield and first service period under single and multiple trait models using restricted maximum likelihood (REML) method of estimation under an individual animal model. The results indicated that the heritability estimates may vary under single and multiple trait models depending upon the magnitude of genetic and environmental correlation among the traits being considered. Therefore, a single or multiple trait model is recommended for estimation of variance components depending upon the goal of breeding programme. However, there may not be any advantage of considering a trait with zero or near zero heritability and having no or very low genetic correlation with other traits in the model. Lower heritability estimates of part lactation yield (120-day milk yield) implied that there may not be any advantage of considering this trait in place of actual 305-day milk yield, whereas, comparable heritability estimates of predicted 305-day milk yield suggested that it could be used for sire evaluation to reduce the cost of milk recording under field conditions.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.1093-1107
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• 2008

In this study, we considered linear regression model with various spatial dependency structures in order to make more reliable prediction of precipitation in South Korea. The prediction approaches are based on semi-variogram models fitted by least-squares estimation method and restricted maximum likelihood estimation method. We validated some candidate models from the two different estimation methods in terms of cross-validation and comparison between predicted values and observed values measured at different locations.