• 제목/요약/키워드: statistical error

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A Note on Disturbance Variance Estimator in Panel Data with Equicorrelated Error Components

  • Seuck Heun Song
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.129-134
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    • 1995
  • The ordinary least square estimator of the disturbance variance in the pooled cross-sectional and time series regression model is shown to be asymptotically unbiased without any restrictions on the regressor matrix when the disturbances follow an equicorrelated error component models.

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Minimum Mean Squared Error Invariant Designs for Polynomial Approximation

  • Joong-Yang Park
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.376-386
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    • 1995
  • Designs for polynomial approximation to the unknown response function are considered. Optimality criteria are monotone functions of the mean squared error matrix of the least squares estimator. They correspond to the classical A-, D-, G- and Q-optimalities. Optimal first order designs are chosen from the invariant designs and then compared with optimal second order designs.

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On Fitting Polynomial Measurement Error Models with Vector Predictor -When Interactions Exist among Predictors-

  • Myung-Sang Moon
    • Communications for Statistical Applications and Methods
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    • 제2권1호
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    • pp.1-12
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    • 1995
  • An estimator of coefficients of polynomial measurement error model with vector predictor and first-order interaction terms is derived using Hermite polynomial. Asymptotic normality of estimator is provided and some simulation study is performed to compare the small sample properties of derived estimator with those of OLS estimator.

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The Effect of First Observation in Panel Regression Model with Serially Correlated Error Components

  • Song, Seuck-Heun
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.667-676
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    • 1999
  • We investigate the effects of omission of initial observations in each individuals in the panel data regression model when the disturbances follow a serially correlated one way error components. We show that the first transformed observation can have a relative large hat matrix diagonal component and a large influence on parameter estimates when the correlation coefficient is large in absolute value.

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한국 어린이의 연령에 따른 굴절이상 분석 (Analysis of Refractive Error according to Aging in Young Children in South Korea)

  • 김덕훈;김대년
    • 한국임상보건과학회지
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    • 제2권4호
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    • pp.239-246
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    • 2014
  • Purpose. to describe the prevalence of refractive error according to aging in young children in South Korea. Methods : From July 2013 to June 2014, five hundred subjects( 250 male subjects, 250 female subjects; aged between 7 and 12 years) were performed in refraction test using the Auto-Refraction. Myopia, hyperopia, astigmatism, and anisometropia were defined as spherical equivalent(SE)${\leq}-0.50$ diopters, SE ${\geq}+2.00$ D, cylinder error ${\geq}0.75$ D and SE difference${\geq}1.00$ D between binocular eyes, respectively. Results. The refractive error by spherical equivalent among all subjects was myopia 80.41%, astigmatism 44.89%, emmetropia 18.27%, anisometropia 16.92%, and hyperopia 1.32%. The prevalence of myopia increased with age. but hyperopia was decrease. Myopia and astigmatism were much more common in male than females although the difference was not statically significant. Emmetropia and hyperopia were much more common in female than males although the difference was not statically significant. The prevalence of spherical equivalent was much common from -1.00 diopter to 0.99 diopter. On the other hand, the prevalence of myopia was much more than hyperopia. There was a statistical significance between 9 year and 10 year of female in the spherical equivalent power(p>0.05). In all another group of age, there was not a statistical significance as aging in spherical equivalent power(p>0.5). However, there was a statistical significance between male and female as age in the spherical equivalent power(P>0.01). Conclusions: Myopia was the most common refractive error in Korea young children, while hyperopia was decreased after 7 years. There was a statistical significance as age between male and female at spherical equivalent power(P> 0.01). these results suggested that the analysis of the refractive error as age at young children can give the useful diagnosis data for the correction of visual function.

Asymptotic Distribution of the LM Test Statistic for the Nested Error Component Regression Model

  • Jung, Byoung-Cheol;Myoungshic Jhun;Song, Seuck-Heun
    • Journal of the Korean Statistical Society
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    • 제28권4호
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    • pp.489-501
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    • 1999
  • In this paper, we consider the panel data regression model in which the disturbances have nested error component. We derive a Lagrange Multiplier(LM) test which is jointly testing for the presence of random individual effects and nested effects under the normality assumption of the disturbances. This test extends the earlier work of Breusch and Pagan(1980) and Baltagi and Li(1991). Further, it is shown that this LM test has the same asymptotic distribution without normality assumption of the disturbances.

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Model Selection for Tree-Structured Regression

  • Kim, Sung-Ho
    • Journal of the Korean Statistical Society
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    • 제25권1호
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    • pp.1-24
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    • 1996
  • In selecting a final tree, Breiman, Friedman, Olshen, and Stone(1984) compare the prediction risks of a pair of tree, where one contains the other, using the standard error of the prediction risk of the larger one. This paper proposes an approach to selection of a final tree by using the standard error of the difference of the prediction risks between a pair of trees rather than the standard error of the larger one. This approach is compared with CART's for simulated data from a simple regression model. Asymptotic results of the approaches are also derived and compared to each other. Both the asymptotic and the simulation results indicate that final trees by CART tend to be smaller than desired.

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On statistical properties of some dierence-based error variance estimators in nonparametric regression with a finite sample

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • 제22권3호
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    • pp.575-587
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    • 2011
  • We investigate some statistical properties of several dierence-based error variance estimators in nonparametric regression model. Most of existing dierence-based methods are developed under asymptotical properties. Our focus is on the exact form of mean and variance for the lag-k dierence-based estimator and the second-order dierence-based estimator in a nite sample size. Our approach can be extended to Tong's estimator (2005) and be helpful to obtain optimal k.

Weighted Least Absolute Error Estimation of Regression Parameters

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • 제8권1호
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    • pp.23-36
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    • 1979
  • In the multiple linear regression model a class of weighted least absolute error estimaters, which minimize the sum of weighted absolute residuals, is proposed. It is shown that the weighted least absolute error estimators with Wilcoxon scores are equivalent to the Koul's Wilcoxon type estimator. Therefore, the asymptotic efficiency of the proposed estimator with Wilcoxon scores relative to the least squares estimator is the same as the Pitman efficiency of the Wilcoxon test relative to the Student's t-test. To find the estimates the iterative weighted least squares method suggested by Schlossmacher is applicable.

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Bootstrap Confidence Intervals of Classification Error Rate for a Block of Missing Observations

  • Chung, Hie-Choon
    • Communications for Statistical Applications and Methods
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    • 제16권4호
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    • pp.675-686
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    • 2009
  • In this paper, it will be assumed that there are two distinct populations which are multivariate normal with equal covariance matrix. We also assume that the two populations are equally likely and the costs of misclassification are equal. The classification rule depends on the situation when the training samples include missing values or not. We consider the bootstrap confidence intervals for classification error rate when a block of observation is missing.