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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Korean Journal of Applied Statistics
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Journal DOI :
The Korean Statistical Society
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Volume & Issues
Volume 21, Issue 6 - Dec 2008
Volume 21, Issue 5 - Oct 2008
Volume 21, Issue 4 - Aug 2008
Volume 21, Issue 3 - Jun 2008
Volume 21, Issue 2 - Apr 2008
Volume 21, Issue 1 - Feb 2008
Selecting the target year
Nonignorable Nonresponse Imputation and Rotation Group Bias Estimation on the Rotation Sample Survey
Choi, Bo-Seung ; Kim, Dae-Young ; Kim, Kee-Whan ; Park, You-Sung ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 361~375
DOI : 10.5351/KJAS.2008.21.3.361
We propose proper methods to impute the item nonresponse in 4-8-4 rotation sample survey. We consider nonignorable nonresponse mechanism that can happen when survey deals with sensitive question (e.g. income, labor force). We utilize modeling imputation method based on Bayesian approach to avoid a boundary solution problem. We also estimate a interview time bias using imputed data and calculate cell expectation and marginal probability on fixed time after removing estimated bias. We compare the mean squared errors and bias between maximum likelihood method and Bayesian methods using simulation studies.
Multivariate Stratification under Consideration of Outliers
Park, Jin-Woo ; Yun, Seok-Hoon ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 377~385
DOI : 10.5351/KJAS.2008.21.3.377
Most of the sample surveys conducted by several statistics preparation agencies are multipurpose surveys inquiring into several distinguishing items through a single sample. In a multipurpose sample design, the stratification tends to be very complex since the stratification variables which are both multivariate and heterogeneous must be considered collectively. In this paper we point out an outlier effect in a multivariate stratification to which the K-means clustering method is applied and propose to consider outliers prior to the stratification step. We also show an empirical stratification effect under consideration of outliers through a case study of sample design for The Rural Living Indicators.
Comparison of Neighborhood Information Systems for Lattice Data Analysis
Lee, Kang-Seok ; Shin, Key-Il ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 387~397
DOI : 10.5351/KJAS.2008.21.3.387
Recently many researches on data analysis using spatial statistics have been studied in various field and the studies on small area estimations using spatial statistics are in actively progress. In analysis of lattice data, defining the neighborhood information system is the most crucial procedure because it also determines the result of the analysis. However the used neighborhood informal ion system is generally defined by sharing the common border lines of small areas. In this paper the other neighborhood information systems are introduced and those systems are compared with Moran's I statistic and for the comparisons, Economic Active Population Survey (2001) is used.
Application Scheme of Hybrid Data Mining for Fused Data in Statistical Survey
Park, Hee-Chang ; Cho, Kwang-Hyun ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 399~411
DOI : 10.5351/KJAS.2008.21.3.399
Today, the statistical survey has been carried out variously for the decision-making and administration of the organization. We use the different items in the statistical survey according to the purpose of study. Currently, Gyeongnam province is executing the social index survey to the provincials every year. But, this survey has the limit of the analysis as execution of the different survey per 3 year cycles. The solution for this problem is data fusion technique. Data fusion is generally defined as the use of techniques that collect to combine data including multiple sources in order to raise the quality of information. But, data fusion doesn't mean the ultimate result. Therefor, efficient analysis for the fused data is also important. In this study, we suggest the application methodology of neural network by latent variable through the fused data in statistical survey.
Comparison of Estimation on Sample Survey: Focusing on Weight Adjustment
Lee, Sang-Eun ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 413~427
DOI : 10.5351/KJAS.2008.21.3.413
In sample design, it is usually planned by purpose and the range of the announcing statistics from the survey. After survey, getting a proper and decent statistics, applying the proper weights on the results of survey is very important and necessary. Therefore in this study, three estimation methods which are raking, BLS and general linear regression method are compared with MSE, Coverage, CV, LE and NC.
A Study on the Relationship between Skill and Competition Score Factors of KLPGA Players Using Canonical Correlation Biplot and Cluster Analysis
Choi, Tae-Hoon ; Choi, Yong-Seok ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 429~439
DOI : 10.5351/KJAS.2008.21.3.429
Canonical correlation biplot is 2-dimensional plot for investigating the relationship between two sets of variables and the relationship between observations and variables in canonical correlation analysis graphically. In general, biplot is useful for giving a graphical description of the data. However, this general biplot and also canonical correlation biplot do not give some concise interpretations between variables and observations when the number of observations are large. Recently, for overcoming this problem, Choi and Kim (2008) suggested a method to interpret the biplot analysis by applying the K-means clustering analysis. Therefore, in this study, we will apply their method for investigating the relationship between skill and competition score factors of KLPGA players using canonical correlation biplot and cluster analysis.
A Multivariate Analysis of Korean Professional Players Salary
Song, Jong-Woo ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 441~453
DOI : 10.5351/KJAS.2008.21.3.441
We analyzed Korean professional basketball and baseball players salary under the assumption that it depends on the personal records and contribution to the team in the previous year. We extensively used data visualization tools to check the relationship among the variables, to find outliers and to do model diagnostics. We used multiple linear regression and regression tree to fit the model and used cross-validation to find an optimal model. We check the relationship between variables carefully and chose a set of variables for the stepwise regression instead of using all variables. We found that points per game, number of assists, number of free throw successes, career are important variables for the basketball players. For the baseball pitchers, career, number of strike-outs per 9 innings, ERA, number of homeruns are important variables. For the baseball hitters, career, number of hits, FA are important variables.
Steal Success Model for 2007 Korean Professional Baseball Games
Hong, Chong-Sun ; Choi, Jeong-Min ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 455~468
DOI : 10.5351/KJAS.2008.21.3.455
Based on the huge baseball game records, the steal plays an important role to affect the result of games. For the research about success or failure of the steal in baseball games, logistic regression models are developed based on 2007 Korean professional baseball games. The analyses of logistic regression models are compared of those of the discriminant models. It is found that the performance of the logistic regression analysis is more efficient than that of the discriminant analysis. Also, we consider an alternative logistic regression model based on categorical data which are transformed from uneasy obtainable continuous data.
A Study on Work and Environmental Variables Explaining Newcomers' Turnover Intentions
Tak, Jin-Kook ; Lee, Dong-Ha ; Park, Ji-Hyun ; Kim, Hyun-Hae ; Jung, Byung-Suk ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 469~484
DOI : 10.5351/KJAS.2008.21.3.469
This study was intended to examine various work and environmental variables explaining newcomers' turnover intentions. Data were collected from 901 newcomers using online survey. Results of multiple regression analyses showed that individual-job fit, reward dissatisfaction, fringe benefit dissatisfaction, vision in organization, participation in decision making, realistic job preview, leader dissatisfaction, co-worker relationship and work environment explained significant variances of turnover intentions. Data were classified into full-time and part time employees based on employment type and into a large and a small-medium company based on company size. There were small differences in significant variables explaining turnover intentions based on company size as well as employment type. Finally implications and future research were discussed.
PRICING FLOATING-STRIKE LOOKBACK OPTIONS WITH FLEXIBLE MONITORING PERIODS
Lee, Hang-Suck ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 485~495
DOI : 10.5351/KJAS.2008.21.3.485
A floating-strike lookback call option gives the holder the right to buy at the lowest price of the underlying asset. Similarly, a floating-strike lookback put option gives the holder the right to sell at the highest price. This paper will present explicit pricing formulas for these floating-strike lookback options with flexible monitoring periods. The monitoring periods of these options start at an arbitrary date and end at another arbitrary date before maturity. Sections 3 and 4 assume that the underlying assets pay no dividends. In contrast, Section 5 will derive explicit pricing formulas for these options when their underlying asset pays dividends continuously at a rate proportional to its price.
Testing for the Statistical Interrelationship between the Real Estate and the Stock Markets
Kim, Tae-Ho ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 497~508
DOI : 10.5351/KJAS.2008.21.3.497
As important markets have been closely connected in the opening and globalizing process, the instability in one market is increasingly possible to spread in other markets, which necessarily leads to careful investigations. In analyzing the short and the long run dynamics between the stock and the real estate markets, which are the two major investment options, this study conducts the statistical tests for the interrelationships between the two markets and the possibility of their substitution effect. In addition, the estimation results appear to be consistent with the simple causal relationship among the markets in the high interest rate period and the relatively complex relationship in the low interest rate period.
Procedures for Monitoring the Process Mean and Variance with One Control Chart
Jung, Sang-Hyun ; Lee, Jae-Heon ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 509~521
DOI : 10.5351/KJAS.2008.21.3.509
Two control charts are usually required to monitor both the process mean and variance. In this paper, we introduce control procedures for jointly monitoring the process mean and variance with one control chart, and investigate efficiency of the introduced charts by comparing with the combined two EWMA charts. Our numerical results show that the GLR chart, the Omnibus EWMA chart, and the Interval chart have good ARL properties for simultaneous changes in the process mean and variance.
Gene Set Analysis - Absolute and Trim
Lee, Kwang-Hyun ; Lee, Sun-Ho ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 523~535
DOI : 10.5351/KJAS.2008.21.3.523
Initial work of microarray data analysis focused on identification of differentially expressed genes, and recently, the focus has moved to discovering significant sets of functionally related genes. We describe some problems of GSEA and PAGE, and propose a modified method to identify significant gene sets. The results based on a simulated experiment and real data analysis using a set of publicly available data show the superiority of the newly proposed method, GSA-AT, in detecting significant pathways with the accurate prediction.
Estimation of Prediction Values in ARMA Models via the Transformation and Back-Transformation Method
Yeo, In-Kwon ; Cho, Hye-Min ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 537~546
DOI : 10.5351/KJAS.2008.21.3.537
One of main goals of time series analysis is to estimate prediction of future values. In this paper, we investigate the bias problem when the transformation and back- transformation approach is applied in ARMA models and introduce a modified smearing estimation to reduce the bias. An empirical study on the returns of KOSDAQ index via Yeo-Johnson transformation was executed to compare the performance of existing methods and proposed methods and showed that proposed approaches provide a bias-reduced estimation of the prediction value.
Classification of Precipitation Data Based on Smoothed Periodogram
Park, Man-Sik ; Kim, Hee-Young ;
Korean Journal of Applied Statistics, volume 21, issue 3, 2008, Pages 547~560
DOI : 10.5351/KJAS.2008.21.3.547
It is well known that spectral density function determines auto-covariance function of stationary time-series data and smoothed periodogram is a consistent estimator of spectral density function. Recently, Kim and Park (2007) showed that smoothed- periodogram based distances performs very well for the classification. In this paper, we introduce classification methods with smoothed periodogram and apply the approaches to the monthly precipitation measurements obtained from January, 1987 through December, 2007 at 22 locations in South Korea.