응용통계연구 (The Korean Journal of Applied Statistics)

  • 제17권2호
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  • Pages.337-346
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  • 2004
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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집락자료의 분할표에서 독립성검정

Testing Independence in Contingency Tables with Clustered Data

  • 정광모 (부산대학교 통계학과, 컴퓨터 및 정보통신연구소) ;
  • 이현영 (부산대학교 대학원 통계학과)
  • 발행 : 2004.07.01
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초록

랜덤표본에 관한 이원분할표의 독립성검정에는 통상 피어슨의 카이제곱적합도검정과 우도비검정을 사용한다. 그러나 랜덤표본이 아닌 집락자료에 관한 분할표의 경우에는 이들 검정법은 잘못된 결과를 나타낸다. 이러한 경우에는 공변량의 고정효과 외에 집락에 따른 변량효과를 함께 포함하는 일반화선형혼합모형을 고려함으로써 집락간의 이질성과 집락내의 종속성을 반영할 수 있다. 본 연구에서는 집락자료의 분할표에 대한 일반화선형혼합모형을 소개하고 실례를 통하여 이들 모형의 적합에 대해 논의한다.

The Pearson chi-square goodness-of-fit test and the likelihood ratio tests are usually used for testing independence in two-way contingency tables under random sampling. But both of these tests may provide false results for the contingency table with clustered observations. In this case we consider the generalized linear mixed model which includes random effects of clustering in addition to the fixed effects of covariates. Both the heterogeneity between clusters and the dependency within a cluster can be explained via generalized linear mixed model. In this paper we introduce several types of generalized linear mixed model for testing independence in contingency tables with clustered observations. We also discuss the fitting of these models through a real dataset.

키워드

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