• Journal of the Korean Data and Information Science Society
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• v.22 no.3
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• pp.381-387
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• 2011

This paper suggests a method for estimating components of variance in one-factor random model. Estimates of variance components are given by the method of moments. Sums of squares due to variance sources are obtained by projections. This paper also shows how to use eigenvalues for getting the coefficients of variance components in the expression of the expectations of the mean squares. The suggested method shows easier and faster than the method of Harley's synthesis.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.75-78
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• 2003

Those who are interested in making inferences concerning linear combination of variance components in a simple linear regression model with unbalanced nested error structure can use the confidence intervals proposed in this paper. Two approximate confidence intervals for the sum of two variance components in the model are proposed. Simulation study is peformed to compare the methods.

• Communications for Statistical Applications and Methods
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• v.25 no.3
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• pp.275-282
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• 2018

This paper discusses the use of projections for the sums of squares in the analyses of variance for two-way nested design data. The model for this data is assumed to only have random effects. Two different sizes of experimental units are required for a given experimental situation, since nesting is assumed to occur both in the treatment structure and in the design structure. So, variance components are coming from the sources of random effects of treatment factors and error terms in different sizes of experimental units. The model for this type of experimental situation is a random effects model with more than one error terms and therefore estimation of variance components are concerned. A projection method is used for the calculation of sums of squares due to random components. Squared distances of projections instead of using the usual reductions in sums of squares that show how to use projections to estimate the variance components associated with the random components in the assumed model. Expectations of quadratic forms are obtained by the Hartley's synthesis as a means of calculation.

• Asian-Australasian Journal of Animal Sciences
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• v.10 no.5
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• pp.510-513
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• 1997

This study examined the effects of ignoring inbreeding depression on (co)variance components for weaning weight through the use of Monte Carlo simulation. Weaning weight is of particular interest as a trait for which additive direct and maternal genetic components exist and there then is the potential for a direct-maternal genetic covariance. Ignoring inbreeding depression in the analytical model (.8 kg reduction of phenotypic value per 1% inbreeding) led to biased estimates of all genetic (co) variance components, all estimates being larger than the true values of the parameters. In particular, a negative bias in the direct-maternal genetic covariance was observed in analyses that ignored inbreeding depression. A small spurious sire-by-year interaction variance was also observed.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.667-675
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• 2001

The usefulness of analysis of variance(ANOVA) estimates of variance components is impaired by the frequent occurrence of negative values. The probability of such an occurrence is therefore of interest. In this paper, we investigate a variety of reasons for negative estimates under one way random effects model. It can be shown, through simulation, that this probability increases when the number of treatments is too small for fixed total observations, unbalancedness of data is severe, ratio of variance components is too small, and data may contain many outliers.

• Communications for Statistical Applications and Methods
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• v.23 no.1
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• pp.33-45
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• 2016

Variance components should be estimated based on mean change when the mean of the observations drift gradually over time. Consistent estimators for the variance components are studied for a particular modeling situation with some underlying functions or drift. We propose a new variance estimator with Fourier estimation of variations. The consistency of the proposed estimator is proved asymptotically. The proposed procedures are studied and compared empirically with the variance estimators removing trends. The result shows that our variance estimator has a smaller mean square error and depends on drift patterns. We estimate and apply the variance to Nile River flow data and resting state fMRI data.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.361-370
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• 2003

Those who are interested in making inferences concerning linear combination of valiance components in a simple linear regression model with unbalanced nested error structure can use the confidence intervals proposed in this paper. Two approximate confidence intervals for the sum of two variance components in the model are proposed. Simulation study is peformed to compare the methods. The methods are applied to a numerical example and recommendations are given for choosing a proper interval.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2002.05a
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• pp.281-285
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• 2002

The observation fuzzy data in random effect and balanced designs for one way classification by using a the matrix formulation, we can estimate the fuzzy variance components for the ozone depletion example and test by the agreement index.

• Journal of Korean Institute of Industrial Engineers
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• v.29 no.2
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• pp.179-189
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• 2003

Gate poly-silicon critical dimension is a prime characteristic of a metal-oxide-semiconductor field effect transistor. It is important to achieve the uniformity of gate poly-silicon critical dimension in order that a semiconductor device has acceptable electrical test characteristics as well as a semiconductor wafer fabrication process has a competitive net-die-per-wafer yield. However, on gate poly-silicon critical dimension, the complexity associated with a semiconductor wafer fabrication process entails hierarchical variance components according to run-to-run, wafer-to-wafer and even die-to-die production unit changes. Specifically, estimates of the hierarchical variance components are required not only for disclosing dominant sources of the variation but also for testing the wafer-level uniformity. In this paper, two experimental designs, a two-stage nested design and a randomized complete block design are considered in order to estimate the hierarchical variance components. Since gate poly-silicon critical dimensions are collected from fixed die positions within wafers, a factor representing die positions can be regarded as fixed in linear statistical models for the designs. In this context, the two-stage nested design also checks the wafer-level uniformity taking all sampled runs into account. In more detail, using variance estimates derived from randomized complete block designs, Duncan's multiple range test examines the wafer-level uniformity for each run. Consequently, a framework presented in this study could provide guidelines to practitioners on estimating the hierarchical variance components and testing the wafer-level uniformity in parallel for any characteristics concerned in semiconductor wafer fabrication processes. Statistical analysis is illustrated for an experimental dataset from a real pilot semiconductor wafer fabrication process.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.559-568
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• 2006

In this paper, we develop the noninformative priors for the linear mixed models when the parameter of interest is the ratio of variance components. We developed the first and second order matching priors. We reveal that the one-at-a-time reference prior satisfies the second order matching criterion. It turns out that the two group reference prior satisfies a first order matching criterion, but Jeffreys' prior is not first order matching prior. Some simulation study is performed.