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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 27, Issue 7 - Dec 2014
Volume 27, Issue 6 - Dec 2014
Volume 27, Issue 5 - Oct 2014
Volume 27, Issue 4 - Aug 2014
Volume 27, Issue 3 - Jun 2014
Volume 27, Issue 2 - Apr 2014
Volume 27, Issue 1 - Feb 2014
Selecting the target year
A Comparison of Survival Distributions with Unequal Censoring Distributions
Song, Sujeong ; Lee, Jae Won ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 1~11
DOI : 10.5351/KJAS.2014.27.1.001
The Weighted Logrank test and its special case, Logrank test are widely used to compare survival distributions; however, these methods are inappropriate when the sample size is small or censoring distributions are not equal since they use test statistics from approximate distributions. A permutation test can be an alternative for small sample cases; however, this should be used only when censoring distributions are equal. To handle cases with small sample size and unequal censoring distributions, the permutation-imputation method was developed to compare two survival distributions. In this paper, approximate method, permutation method and permutation-imputation method were compared using a Logrank test and Prentice-Wilcoxon test for three or more survival distributions comparison.
Maximum Tolerated Dose Estimation by Stopping Rule and SM3 Design in a Phase I Clinical Trial
Kim, Byoungchan ; Kim, Dongjae ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 13~20
DOI : 10.5351/KJAS.2014.27.1.013
Phase I Clinical Trials estimate a Maximum Tolerated Dose(MTD). In this paper, an MTD estimation method applied stopping rule is proposed for Phase I Clinical Trials. The suggested MTD estimation method is compared to the Continual Reassessment Method(CRM) method using a Monte Carlo simulation study.
Cure Rate Model with Clustered Interval Censored Data
Kim, Yang-Jin ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 21~30
DOI : 10.5351/KJAS.2014.27.1.021
Ordinary survival analysis cannot be applied when a significant fraction of patients may be cured. A cure rate model is the combination of cure fraction and survival model and can be applied to several types of cancer. In this article, the cure rate model is considered in the interval censored data with a cluster effect. A shared frailty model is introduced to characterize the cluster effect and an EM algorithm is used to estimate parameters. A simulation study is done to evaluate the performance of estimates. The proposed approach is applied to the smoking cessation study in which the event of interest is a smoking relapse. Several covariates (including intensive care) are evaluated to be effective for both the occurrence of relapse and the smoke quitting duration.
Independent Component Biplot
Lee, Su Jin ; Choi, Yong-Seok ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 31~41
DOI : 10.5351/KJAS.2014.27.1.031
Biplot is a useful graphical method to simultaneously explore the rows and columns of a two-way data matrix. In particular, principal component factor biplot is a graphical method to describe the interrelationship among many variables in terms of a few underlying but unobservable random variables called factors. If we consider the unobservable variables (which are mutually independent and also non-Gaussian), we can apply the independent component analysis decomposing a mixture of non-Gaussian in its independent components. In this case, if we apply the principal component factor analysis, we cannot clearly describe the interrelationship among many variables. Therefore, in this study, we apply the independent component analysis of Jutten and Herault (1991) decomposing a mixture of non-Gaussian in its independent components. We suggest an independent component biplot to interpret the independent component analysis graphically.
A Composite Estimator for Cut-off Sampling using Cost Function
Sim, Hyo-Seon ; Shin, Key-Il ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 43~59
DOI : 10.5351/KJAS.2014.27.1.043
Cut-off sampling has been widely used for a highly skewed population like a business survey by discarding a part of the population, so called a take-nothing stratum. For a more accurate estimate of the population total, Hwang and Shin (2013) suggested a composite estimator of a take-nothing stratum total that combined the survey results of a take-nothing stratum and a take-some sub-stratum (a part of take-some stratum). In this paper we propose a new cut-off sampling scheme by considering a cost function and a composite estimator based on the proposed sampling scheme. Small simulation studies compared the performances of known composite estimators and the new composite estimator suggested in this study. We also use Briquette Consumption Survey data for real data analysis.
Nonparametric Method for Ordered Alternative in Randomized Block Design
Kang, Yuhyang ; Kim, Dongjae ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 61~70
DOI : 10.5351/KJAS.2014.27.1.061
A randomized block design is a method to apply a treatment into the experimental unit of each block after dividing into several blocks with a binded homogeneous experimental unit. Jonckheere (1964) and Terpstra (1952), Page (1963), Hollander (1967) proposed various methods of ordered alternative in randomized block design. Especially, Page (1963) test is a weighted combination of within block rank sums for ordered alternatives. In this paper, we suggest a new nonparametric method expanding the Page test for an ordered alternative. A Monte Carlo simulation study is also adapted to compare the power of the proposed methods with previous methods.
A Study on the Determination of the Risk-Loaded Premium using Risk Measures in the Credibility Theory
Kim, Hyun Tae ; Jeon, Yongho ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 71~87
DOI : 10.5351/KJAS.2014.27.1.071
The Bayes premium or the net premium in the credibility theory does not reflect the underlying tail risk. In this study we examine how the tail risk measures can be utilized in determining the risk premium. First, we show that the risk measures can not only provide the proper risk loading, but also allow the insurer to avoid the wrong decision made with the Bayesian premium alone. Second, it is illustrated that the rank of the tail thickness among different conditional loss distributions does not preserve for the corresponding predictive distributions, even if they share the identical prior variable. The implication of this result is that the risk loading for a contract should be based on the risk measure of the predictive loss distribution not the conditional one.
A Study of Effect on the Smoking Status using Multilevel Logistic Model
Lee, Ji Hye ; Heo, Tae-Young ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 89~102
DOI : 10.5351/KJAS.2014.27.1.089
In this study, we analyze the effect on the smoking status in the Seoul Metropolitan area using a multilevel logistic model with Community Health Survey data from the Korea Centers for Disease Control and Prevention. Intraclass correlation coefficient (ICC), profiling analysis and two types of predicted value were used to determine the appropriate multilevel analysis level. Sensitivity, specificity, percentage of correctly classified observations (PCC) and ROC curve evaluated model performance. We showed the applicability for multilevel analysis allowed for the possibility that different factors contribute to within group and between group variability using survey data.
A Statistical Testing of the Consistency Index in Analytic Hierarchy Process
Lee, Jong Chan ; Jhun, Myoungshic ; Jeong, Hyeong Chul ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 103~114
DOI : 10.5351/KJAS.2014.27.1.103
Significant research has been devoted to the consistency index of the Analytic Hierarchy Process(AHP) from several perspectives. Critics of the consistency index in AHP state that the critical value of consistency index depends on an average of the random index based simulation study using a 9 scale comparison matrix. We found that the distribution of the consistency index followed the skew distribution according to the dimension of the comparison matrix based on a simulation study with a 9 scale comparison matrix. From the simulation study, we suggest a consistency index quantile table to assist the decision-making process in AHP; in addition, we can approximate the distribution of the consistency index to the gamma distribution under the limited assumptions.
A Test for Randomness of the Binary Random Sequence
Yeo, In-Kwon ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 115~122
DOI : 10.5351/KJAS.2014.27.1.115
A test for randomness of the binary random sequence is proposed in this paper. The proposed test statistic is based on the mean length of runs distributed with truncated geometric distribution and asymptotically
-distributed when the size of the sequences is large. A small Monte Carlo simulation compared the size of the test with a significant level as well as evaluated the test power. We applied the proposed method to the sequence of yes or no numbers in Lotto 6/45 and concluded that the randomness of Lotto is retained.
Asymmetric Effects of Inflation Uncertainty on Facilities Investment
Son, Minkyu ; Chang, Youngjae ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 123~132
DOI : 10.5351/KJAS.2014.27.1.123
Inflation uncertainty is known to have deleterious effects on facilities investment by disturbing the corporate decision on the opportunity cost of investment. In this paper, we test the validity of this hypothesis in Korea by estimating the inflation uncertainty with both a time-varing parameter model with GARCH disturbances and the relative price volatility and then, estimate the facilities investment equation which includes those uncertainty indicators. The uncertainty indexes estimated by the above-mentioned methods continue to fluctuate even after the inflation rate has dropped dramatically reflecting the structural changes of Korea`s economy since the financial crisis in 1997. As a result of estimation of the investment equation by both OLS and GMM, we find the inflation uncertainty has a negative effect on facilities investment with a statistical significance. Moreover, by means of Markov-switching regression model utilized to verify the non-linearity of this relationship, we draw a conclusion that this negative effect of inflation uncertainty heightens asymmetrically during the downturn periods of business cycle.
A Comparison Study of Seasonal Adjusted Series using the X-13ARIMA-SEATS
Lee, Geung-Hee ; Lee, Hyeyoung ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 133~146
DOI : 10.5351/KJAS.2014.27.1.133
The United States Census Bureau released a new version of X-13ARIMA-SEATS that integrates X-12-ARIMA with TRAMO-SEATS. This paper compares a seasonal adjusted series from X-13ARIMA-SEATS and those from X-12-ARIMA. An X11 filter and SEATS filter were used for the X-13ARIMA-SEATS. The result of the comparison suggests that seasonal adjusted series using X-13ARIMA-SEATS with the X11 filter are similar to those of X-12-ARIMA.
An Analysis on the Gender Differences in the Level of Accident Risk using Generalized Linear and Heckman Methods
Kim, DaeHwan ; Park, HwaGyu ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 147~157
DOI : 10.5351/KJAS.2014.27.1.147
Women`s roles have changed substantially in economically developed countries; subsequently, the ratio of female drivers has also increased. In such countries, there has been considerable interest in assessing gender differences in vehicle accident risks and reasons to explain the gender differences. This study investigates the gender differences in vehicle accident risk based on 500,000 drivers randomly selected from a population sample. A Heckman model is used for accident damage and a negative binomial model is used for the accident frequency. Empirical results show that male drivers are 8.3% riskier than female drivers in terms of accident damage; however, female drivers are 113% risker than male drivers in term of accident frequency. We can implement more practical policies to reduce vehicle accidents if we can understand the reasons for the gender differences.
News Impact Curves of Volatility for Asymmetric GARCH via LASSO
Yoon, J.E. ; Lee, J.W. ; Hwang, S.Y. ;
Korean Journal of Applied Statistics, volume 27, issue 1, 2014, Pages 159~168
DOI : 10.5351/KJAS.2014.27.1.159
The news impact curve(NIC) originally proposed by Engle and Ng (1993) is a graphical representation of volatility for financial time series. The NIC is a simple but a powerful tool for identifying variability of a given time series. It is noted that the NIC is suited to symmetric volatility. Recently a lot of attention has been paid to asymmetric volatility models and therefore asymmetric version of the NIC would be useful in the field of financial time series. In this article, we propose to incorporate LASSO in constructing asymmetric NICs based on asymmetric GARCH models. In particular, bilinear GARCH models are considered and illustrated via KOSDAQ data.