• Title/Summary/Keyword: nonparametric method

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A Nonparametric Additive Risk Model Based on Splines

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.97-105
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    • 2007
  • We consider a nonparametric additive risk model that is based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huller and Mckeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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A Nonparametric Additive Risk Model Based On Splines

  • Park, Cheol-Yong
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.49-50
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    • 2006
  • We consider a nonparametric additive risk model that are based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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Nonparametric Test for Money and Income Causality

  • Jeong, Ki-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.485-493
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    • 2004
  • This paper considers the test of money and income causality. Jeong (1991, 2003) developed a nonparametric causality test based on the kernel estimation method. We apply the nonparametric test to USA data of money and income. We also compare the test results with ones of the conventional parametric test.

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Nonparametric Regression with Genetic Algorithm (유전자 알고리즘을 이용한 비모수 회귀분석)

  • Kim, Byung-Do;Rho, Sang-Kyu
    • Asia pacific journal of information systems
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    • v.11 no.1
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    • pp.61-73
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    • 2001
  • Predicting a variable using other variables in a large data set is a very difficult task. It involves selecting variables to include in a model and determining the shape of the relationship between variables. Nonparametric regression such as smoothing splines and neural networks are widely-used methods for such a task. We propose an alternative method based on a genetic algorithm(GA) to solve this problem. We applied GA to regression splines, a nonparametric regression method, to estimate functional forms between variables. Using several simulated and real data, our technique is shown to outperform traditional nonparametric methods such as smoothing splines and neural networks.

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Local Bandwidth Selection for Nonparametric Regression

  • Lee, Seong-Woo;Cha, Kyung-Joon
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.453-463
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    • 1997
  • Nonparametric kernel regression has recently gained widespread acceptance as an attractive method for the nonparametric estimation of the mean function from noisy regression data. Also, the practical implementation of kernel method is enhanced by the availability of reliable rule for automatic selection of the bandwidth. In this article, we propose a method for automatic selection of the bandwidth that minimizes the asymptotic mean square error. Then, the estimated bandwidth by the proposed method is compared with the theoretical optimal bandwidth and a bandwidth by plug-in method. Simulation study is performed and shows satisfactory behavior of the proposed method.

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Nonparametric Method Using an Alignment Method in a Randomized Block Design with Replications (반복이 있는 랜덤화 블록 계획법에서 정렬 방법을 이용한 비모수 검정법)

  • Lee, Min-Hee;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.77-84
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    • 2012
  • Mack and Skillings (1980) proposed a typical nonparametric method in a randomized block design with replications. However, this method may lose information because of the use of average observations instead of individual observations. In this paper, we proposed a nonparametric method that employed an aligned method suggested by Hodges and Lehmann (1962) under a randomized block design with replications. In addition, the comparative results of a Monte Carlo power study are presented.

Semiparametric and Nonparametric Modeling for Matched Studies

  • Kim, In-Young;Cohen, Noah
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.179-182
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    • 2003
  • This study describes a new graphical method for assessing and characterizing effect modification by a matching covariate in matched case-control studies. This method to understand effect modification is based on a semiparametric model using a varying coefficient model. The method allows for nonparametric relationships between effect modification and other covariates, or can be useful in suggesting parametric models. This method can be applied to examining effect modification by any ordered categorical or continuous covariates for which cases have been matched with controls. The method applies to effect modification when causality might be reasonably assumed. An example from veterinary medicine is used to demonstrate our approach. The simulation results show that this method, when based on linear, quadratic and nonparametric effect modification, can be more powerful than both a parametric multiplicative model fit and a fully nonparametric generalized additive model fit.

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Statistical Bias and Inflated Variance in the Genehunter Nonparametric Linkage Test Statistic

  • Song, Hae-Hiang;Choi, Eun-Kyeong
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.373-381
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    • 2009
  • Evidence of linkage is expressed as a decreasing trend of the squared trait difference of two siblings with increasing identical by descent scores. In contrast to successes in the application of a parametric approach of Haseman-Elston regression, notably low powers are demonstrated in the nonparametric linkage analysis methods for complex traits and diseases with sib-pairs data. We report that the Genehunter nonparametric linkage statistic is biased and furthermore the variance formula that they used is an inflated one, and this is one reason for a low performance. Thus, we propose bias-corrected nonparametric linkage statistics. Simulation studies comparing our proposed nonparametric test statistics versus the existing test statistics suggest that the bias-corrected new nonparametric test statistics are more powerful and attains efficiencies close to that of Haseman-Elston regression.

A General Semiparametric Additive Risk Model

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.2
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    • pp.421-429
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    • 2008
  • We consider a general semiparametric additive risk model that consists of three components. They are parametric, purely and smoothly nonparametric components. In parametric component, time dependent term is known up to proportional constant. In purely nonparametric component, time dependent term is an unknown function, and time dependent term in smoothly nonparametric component is an unknown but smoothly function. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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