• Communications for Statistical Applications and Methods
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• v.21 no.4
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• pp.285-296
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• 2014

The quantile residual life function has been effectively used to interpret results from the analysis of the proportional hazards model for censored survival data; however, the quantile residual life function is not always estimable with currently available semi-parametric regression methods in the presence of heavy censoring. A parametric regression approach may circumvent the difficulty of heavy censoring, but parametric assumptions on a baseline hazard function can cause a potential bias. This article proposes a Bayesian semi-parametric regression approach for inference on an unknown baseline hazard function while adjusting for available covariates. We consider a model-based approach but the proposed method does not suffer from strong parametric assumptions, enjoying a closed-form specification of the parametric regression approach without sacrificing the flexibility of the semi-parametric regression approach. The proposed method is applied to simulated data and heavily censored survival data to estimate various quantile residual lifetimes and adjust for important prognostic factors.

• Communications for Statistical Applications and Methods
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• v.26 no.5
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• pp.519-526
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• 2019

Response dimension reduction in a sufficient dimension reduction (SDR) context has been widely ignored until Yoo and Cook (Computational Statistics and Data Analysis, 53, 334-343, 2008) founded theories for it and developed an estimation approach. Recent research in SDR shows that a semi-parametric approach can outperform conventional non-parametric SDR methods. Yoo (Statistics: A Journal of Theoretical and Applied Statistics, 52, 409-425, 2018) developed a semi-parametric approach for response reduction in Yoo and Cook (2008) context, and Yoo (Journal of the Korean Statistical Society, 2019) completes the semi-parametric approach by proposing an unstructured method. This paper theoretically discusses and provides insightful remarks on three versions of semi-parametric approaches that can be useful for statistical practitioners. It is also possible to avoid numerical instability by presenting the results for an orthogonal transformation of the response variables.

• Communications for Statistical Applications and Methods
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• v.29 no.5
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• pp.615-627
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• 2022

Principal Fitted Component (PFC) is a semi-parametric sufficient dimension reduction (SDR) method, which is originally proposed in Cook (2007). According to Cook (2007), the PFC has a connection with other usual non-parametric SDR methods. The connection is limited to sliced inverse regression (Li, 1991) and ordinary least squares. Since there is no direct comparison between the two approaches in various forward regressions up to date, a practical guidance between the two approaches is necessary for usual statistical practitioners. To fill this practical necessity, in this paper, we newly derive a connection of the PFC to covariance methods (Yin and Cook, 2002), which is one of the most popular SDR methods. Also, intensive numerical studies have done closely to examine and compare the estimation performances of the semi- and non-parametric SDR methods for various forward regressions. The founding from the numerical studies are confirmed in a real data example.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.389-401
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• 2012

This paper derives a benchmark dose(BMD) and its 95% lower confidence limit(BMDL) using a semi-parametric regression model for small lead based changes in attention-deficit hyperactivity disorder(ADHD) scores in the first wave of the Children's Health and Environment Research(CHEER) survey data, which have been regularly collected in South Korea since 2005. Ha et al. (2009) showed that the appearance of ADHD symptoms had a borderline trend of increasing with the blood lead concentration. Butdz-J${\o}$rgensen (EFSA, 2010a) derived the BMDL of lead corresponding to a benchmark region of 1 full intelligent quotient (IQ) score using the raw data in Lanphear et al. (2005, EHP). European Food Safety Authority (EFSA, 2010b) determined the BMDL of $1.2{\mu}g/dl$ as a reference point for the characterization of lead when assessing the risk of the intellectual deficit measured by IQ scores. Kim et al. (2011) indicated that an even lower BMDL could be obtained based on the ADHD score; however, the BMDLs depended heavily upon the model assumptions. We show in this paper that a semi-parametric approach resolves the model dependence of BMDLs.

• Proceedings of the Korea Technology Innovation Society Conference
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• 2006.11b
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• pp.411-416
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• 2006

• Proceedings of the Korean Institute of Communication Sciences Conference
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• 2006.07a
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• pp.304-304
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• 2006

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.371-381
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• 2000

In this paper, we describes smoothing spline in nonparametric regression and some asymptotic results for estimates of the regression cofficients in the parametric part were biased on semi parametric regression estimator.

• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.225-234
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• 1999

We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.303-312
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• 1995

We consider the following type of general semi-parametric non-linear regression model : $y_i = f_i(\theta) + \epsilon_i, i=1, \cdots, n$ where ${f_i(\cdot)}$ represents the set of non-linear functions of the unknown parameter vector $\theta' = (\theta_1, \cdots, \theta_p)$ and ${\epsilon_i}$ represents the set of measurement errors with unknown distribution. Under suitable finite-sample, small-dispersion asymptotic framework, we derive a general lower bound for the asymptotic mean squared error (AMSE) matrix of the Gauss-consistent estimator of $\theta$. We then prove the fundamental result that the general non-linear least squares estimator (NLSE) is an optimal estimator within the class of all regular Gauss-consistent estimators irrespective of the type of the distribution of the measurement errors.

• Asian Pacific Journal of Cancer Prevention
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• v.17 no.sup3
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• pp.311-316
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• 2016

Breast cancer is one of the most common causes of cancer mortality in Iran. Social determinants of health are among the key factors affecting the pathogenesis of diseases. This cross-sectional study aimed to determine the social determinants of breast cancer survival time with parametric and semi-parametric regression models. It was conducted on male and female patients diagnosed with breast cancer presenting to the Cancer Research Center of Shohada-E-Tajrish Hospital from 2006 to 2010. The Cox proportional hazard model and parametric models including the Weibull, log normal and log-logistic models were applied to determine the social determinants of survival time of breast cancer patients. The Akaike information criterion (AIC) was used to assess the best fit. Statistical analysis was performed with STATA (version 11) software. This study was performed on 797 breast cancer patients, aged 25-93 years with a mean age of 54.7 (${\pm}11.9$) years. In both semi-parametric and parametric models, the three-year survival was related to level of education and municipal district of residence (P<0.05). The AIC suggested that log normal distribution was the best fit for the three-year survival time of breast cancer patients. Social determinants of health such as level of education and municipal district of residence affect the survival of breast cancer cases. Future studies must focus on the effect of childhood social class on the survival times of cancers, which have hitherto only been paid limited attention.