• Title/Summary/Keyword: Generalized estimating equation

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Generalized kernel estimating equation for panel estimation of small area unemployment rates (소지역 실업률의 패널추정을 위한 일반화커널추정방정식)

  • Shim, Jooyong;Kim, Youngwon;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1199-1210
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    • 2013
  • The high unemployment rate is one of the major problems in most countries nowadays. Hence, the demand for small area labor statistics has rapidly increased over the past few years. However, since sample surveys for producing official statistics are mainly designed for large areas, it is difficult to produce reliable statistics at the small area level due to small sample sizes. Most of existing studies about the small area estimation are related with the estimation of parameters based on cross-sectional data. By the way, since many official statistics are repeatedly collected at a regular interval of time, for instance, monthly, quarterly, or yearly, we need an alternative model which can handle this type of panel data. In this paper, we derive the generalized kernel estimating equation which can model time-dependency among response variables and handle repeated measurement or panel data. We compare the proposed estimating equation with the generalized linear model and the generalized estimating equation through simulation, and apply it to estimating the unemployment rates of 25 areas in Gyeongsangnam-do and Ulsan for 2005.

INFLUENCE ANALYSIS FOR GENERALIZED ESTIMATING EQUATIONS

  • Jung Kang-Mo
    • Journal of the Korean Statistical Society
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    • v.35 no.2
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    • pp.213-224
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    • 2006
  • We investigate the influence of subjects or observations on regression coefficients of generalized estimating equations using the influence function and the derivative influence measures. The influence function for regression coefficients is derived and its sample versions are used for influence analysis. The derivative influence measures under certain perturbation schemes are derived. It can be seen that the influence function method and the derivative influence measures yield the same influence information. An illustrative example in longitudinal data analysis is given and we compare the results provided by the influence function method and the derivative influence measures.

Bootstrap Estimation for GEE Models (일반화추정방정식(GEE)에 대한 부스트랩의 적용)

  • Park, Chong-Sun;Jeon, Yong-Moon
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.207-216
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    • 2011
  • Bootstrap is a resampling technique to find an estimate of parameters or to evaluate the estimate. This technique has been used in estimating parameters in linear model(LM) and generalized linear model(GLM). In this paper, we explore the possibility of applying Bootstrapping Residuals, Pairs, and an Estimating Equation that are most widely used in LM and GLM to the generalized estimating equation(GEE) algorithm for modelling repeatedly measured regression data sets. We compared three bootstrapping methods with coefficient and standard error estimates of GEE models from one simulated and one real data set. Overall, the estimates obtained from bootstrap methods are quite comparable, except that estimates from bootstrapping pairs are somewhat different from others. We conjecture that the strange behavior of estimates from bootstrapping pairs comes from the inconsistency of those estimates. However, we need a more thorough simulation study to generalize it since those results are coming from only two small data sets.

Small Area Estimation via Generalized Estimating Equations and the Panel Analysis of Unemployment Rates (일반화추정방정식을 활용한 소지역 추정과 실업률패널분석)

  • Yeo, In-Kwon;Son, Kyoung-Jin;Kim, Young-Won
    • The Korean Journal of Applied Statistics
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    • v.21 no.4
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    • pp.665-674
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    • 2008
  • Most of existing studies about the small area estimation deal with the estimation of parameters based on cross-sectional data. However, since many official statistics are repeatedly collected at a regular interval of time, for instance, monthly, quarterly, or yearly, we need an alternative model which can handle characteristics of these kinds of data. In this paper, we investigate the generalized estimating equation which can model time-dependency among response variables and is useful to analyze repeated measurement or longitudinal data. We compare with the generalized linear model and the generalized estimating equation through the estimation of unemployment rates of 25 areas in Gyeongsangnam-do and Ulsan. The data consist of the status of employment and some covariates from January to December 2005.

Trend of Unmet Medical Need and Related Factors Using Panel Data (패널 자료를 이용한 미충족 의료의 추세와 관련요인)

  • Kim, Eun-Su;Eun, Sang-Jun
    • Journal of Convergence for Information Technology
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    • v.10 no.9
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    • pp.229-236
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    • 2020
  • The purpose of this study was to investigate the current status of unmet medical need using data from the Korea Health Panel study from 2009 to 2013 (excluding 2010), and to analyze the trends of unmet medical need and related factors. The subjects of this study were 11,598 in 2009, 11,035 in 2011, 10,584 in 2012, 10,099 in 2013, and 7,144 people in panel data, and conducted frequency analysis, chi-square test and generalized estimating equation. As a result of the analysis by year, it was found that women, under middle school graduation, medical aid, the lowest household income and low subjective health status experienced more unmet medical need. As a result of analysis using generalized estimating equation, women, under 40 years of age, under elementary school graduation, lowest quartile household income, subjective health status of less than 20 points, and activity restrictions are more likely to experience unmet medical need. Based on these results, we intend to provide basic data for establishing policies on the use of medical services.

Trends and Causes of Poverty among Urban Wage Earners' Households (도시 근로자 가구의 빈곤 추이(推移)와 원인에 관한 연구: 조세와 이전소득의 빈곤완화효과를 포함하여)

  • Kim, Kyo-Seong
    • Korean Journal of Social Welfare
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    • v.59 no.2
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    • pp.143-169
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    • 2007
  • The major purpose of this study was to offer a comprehensive analysis of the changing trends and causes of poverty among urban wage earners' households from 1995 to 2005. In order to do that, this study used the micro data of "Income and Expenditure Survey of Urban Households" by the National Statistical Office(NSO) and GEE(Generalized estimating equation) regression model which is know as an appropriate method for the longitudinal and clustering data. The results show that (1) the numbers of poverty rate and poverty gap in recent years are even getting seriously worse than those in the IMF crisis. (2) Main characteristics of poor are female headed, old aged, low educated households, and having atypical working position. (3) Major determinants of poverty are also related to the variables as mentioned the above. (4) However, poverty reduction effect of public transfer increased preferably in recent years.

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Validity of the scoring system for traumatic liver injury: a generalized estimating equation analysis

  • Lee, Kangho;Ryu, Dongyeon;Kim, Hohyun;Jeon, Chang Ho;Kim, Jae Hun;Park, Chan Yong;Yeom, Seok Ran
    • Journal of Trauma and Injury
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    • v.35 no.1
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    • pp.25-33
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    • 2022
  • Purpose: The scoring system for traumatic liver injury (SSTLI) was developed in 2015 to predict mortality in patients with polytraumatic liver injury. This study aimed to validate the SSTLI as a prognostic factor in patients with polytrauma and liver injury through a generalized estimating equation analysis. Methods: The medical records of 521 patients with traumatic liver injury from January 2015 to December 2019 were reviewed. The primary outcome variable was in-hospital mortality. All the risk factors were analyzed using multivariate logistic regression analysis. The SSTLI has five clinical measures (age, Injury Severity Score, serum total bilirubin level, prothrombin time, and creatinine level) chosen based on their predictive power. Each measure is scored as 0-1 (age and Injury Severity Score) or 0-3 (serum total bilirubin level, prothrombin time, and creatinine level). The SSTLI score corresponds to the total points for each item (0-11 points). Results: The areas under the curve of the SSTLI to predict mortality on post-traumatic days 0, 1, 3, and 5 were 0.736, 0.783, 0.830, and 0.824, respectively. A very good to excellent positive correlation was observed between the probability of mortality and the SSTLI score (γ=0.997, P<0.001). A value of 5 points was used as the threshold to distinguish low-risk (<5) from high-risk (≥5) patients. Multivariate analysis using the generalized estimating equation in the logistic regression model indicated that the SSTLI score was an independent predictor of mortality (odds ratio, 1.027; 95% confidence interval, 1.018-1.036; P<0.001). Conclusions: The SSTLI was verified to predict mortality in patients with polytrauma and liver injury. A score of ≥5 on the SSTLI indicated a high-risk of post-traumatic mortality.

수정된 FS방법을 이용한 일반화된 지수생존모형의 추정

  • 하일도;조건호
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 1999.05a
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    • pp.205-209
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    • 1999
  • 일반화된 지수생존모형(generalized exponential survival model)을 고려하여 이 모형의 모수를 추정하는 수정된 FS(modified Fisher scoring)방법을 제안한다. 이를 위해 우도방정식(likelihood equation)을 유도하고 초기추정치 (initial estimate)를 포함한 추정알고리즘(estimating algorithm)을 개발한다.

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Regression Analysis of Longitudinal Data Based on M-estimates

  • Jung, Sin-Ho;Terry M. Therneau
    • Journal of the Korean Statistical Society
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    • v.29 no.2
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    • pp.201-217
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    • 2000
  • The method of generalized estimating equations (GEE) has become very popular for the analysis of longitudinal data. We extend this work to the use of M-estimators; the resultant regression estimates are robust to heavy tailed errors and to outliers. The proposed method does not require correct specification of the dependence structure between observation, and allows for heterogeneity of the error. However, an estimate of the dependence structure may be incorporated, and if it is correct this guarantees a higher efficiency for the regression estimators. A goodness-of-fit test for checking the adequacy of the assumed M-estimation regression model is also provided. Simulation studies are conducted to show the finite-sample performance of the new methods. The proposed methods are applied to a real-life data set.

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Semiparametric support vector machine for accelerated failure time model

  • Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.765-775
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    • 2010
  • For the accelerated failure time (AFT) model a lot of effort has been devoted to develop effective estimation methods. AFT model assumes a linear relationship between the logarithm of event time and covariates. In this paper we propose a semiparametric support vector machine to consider situations where the functional form of the effect of one or more covariates is unknown. The proposed estimating equation can be computed by a quadratic programming and a linear equation. We study the effect of several covariates on a censored response variable with an unknown probability distribution. We also provide a generalized approximate cross-validation method for choosing the hyper-parameters which affect the performance of the proposed approach. The proposed method is evaluated through simulations using the artificial example.