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정상 비모수 자기상관 오차항을 갖는 회귀분석에 대한 비교 연구
유규상,Yu, Kyusang 한국통계학회 2016 응용통계연구 Vol.29 No.1
이 논문에서는 비선형 자기회귀 과정을 따르는 오차항을 포함한 회귀모형에서 계수추정법의 비교를 다룬다. 비교를 위해 통상적 최소제곱추정량, 일반화 최소제곱추정량, 모수적 회귀오차 수정법, 비모수적 회귀오차 추정법을 비교하였다. 본 논문에서는 또한 비선형 자기회귀모형의 성질을 전형적인 몇가지 비선형자기회귀 모형을 예를 들어 설명한다. 비교연구의 결과 네 가지 추정량 중에 모든 상황에서 최선인 추정량은 존재하지 않았으나 비모수 회귀오차 수정 방법이 일반적으로 우수한 성능을 보임을 알 수 있다. We compare four methods to estimate a regression coefficient under linear regression models with serially correlated errors. We assume that regression errors are generated with nonlinear autoregressive models. The four methods are: ordinary least square estimator, general least square estimator, parametric regression error correction method, and nonparametric regression error correction method. We also discuss some properties of nonlinear autoregressive models by presenting numerical studies with typical examples. Our numerical study suggests that no method dominates; however, the nonparametric regression error correction method works quite well.
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Partial linear regression of compositional data
Han Hyebin,Yu Kyusang 한국통계학회 2022 Journal of the Korean Statistical Society Vol.51 No.4
We study a partial linear model in which the response is compositional and the predictors include both compositional and Euclidean variables. We define a partial linear regression model under Aitchison geometry based on isometric log-ratio (ilr) transformation. An identification condition of linear parameters is provided in terms of expectations and conditional expectations of the response and covariates. An estimator based on the identification is developed and asymptotic properties of proposed estimators are derived. The proposed method can be implemented easily by using existing R packages such as np and compositions. The limiting distribution of the proposed estimator is provided with normal distribution in Euclidean space so that it is easy to use for inference. Also, some finite sample properties are presented via simulation studies. We also present election data as an illustrative example.
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FEM에 의한 일반냉연강판 및 고장력강판의 점용접 피로수명해석
유효선(Hyosun Yu),양성모(Sungmo Yang),강희용(Heeyong Kang),김홍건(Honggun Kim),김규상(Kyusang Kim) 한국생산제조학회 2008 한국생산제조학회지 Vol.17 No.5
Cold rolled and high strength steel were used for vehicle bodys to satisfy environmental regulation and improve fuel ratio. This paper presented a method for determining the fatigue life of cold rolled steel sheet EZNCEN and high strength steel sheet HS40R spot weldment used in vehicles. We can estimate the fatigue life of the spot weldments from the MSC/FATIGUE using the finite element method. The maximum load is found in the nugget part of both surfaces. The cold rolled steel and the high strength steel showed the maximum stress 746㎫ and 730㎫ in the effective nugget part when the weld current was 8KA and 7KA, respectively. Also the some weld current of the cold rolled steel and high strength steel is applied, the fatigue life of high strength steel is obtained about four times longer han the cold rolled steel.
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A systematic review on model selection in high-dimensional regression
Lee, Eun Ryung,Cho, Jinwoo,Yu, Kyusang Elsevier 2019 Journal of the Korean Statistical Society Vol.48 No.1
<P><B>Abstract</B></P> <P>High dimensional models are getting much attention from diverse research fields involving very many parameters with a moderate size of data. Model selection is an important issue in such a high dimensional data analysis. Recent literature on theoretical understanding of high dimensional models covers a wide range of penalized methods including LASSO and SCAD. This paper presents a systematic overview of the recent development in high dimensional statistical models. We provide a brief review on the recent development of theory, methods, and guideline on applications of several penalized methods. The review includes appropriate settings to be implemented and limitations along with potential solution for each of the reviewed method. In particular, we provide a systematic review of statistical theory of the high dimensional methods by considering a unified high-dimensional modeling framework together with high level conditions. This framework includes (generalized) linear regression and quantile regression as its special cases. We hope our review helps researchers in this field to have a better understanding of the area and provides useful information to future study.</P>
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권남훈 ( Namhoon Kwon ),권유안 ( Youan Kwon ),김대환 ( Daehwan Kim ),유규상 ( Kyusang Yu ) 한국경제학회 2016 經濟學硏究 Vol.64 No.3
본 논문에서는 실험경제학적 방법론을 이용하여 군중추종적 의사결정에 있어 개인의 가치관이나 성향 등이 미치는 영향을 분석하였다. 설문과 행동실험을 활용한 분석결과에 의하면 군중행동 성향은 외향성, 낮은 자아존중감 및 낮은 오류성향과 관련이 있었으며, 일부 정치적 가치관과도 관련이 있었다. 이러한 결과는 군중추종적 경향이 판단과정에서의 어림법(heuristics)의 사용과 관련이 있으며, 정보적 쏠림현상 이론과 같은 합리성에 기반한 군중행동 해석을 보완할 필요가 있음을 시사한다. Using experimental methodology, this paper explores how personality trait affects individuals` propensity to herd. Behavioral experiments show that herding behavior is related to personality traits such as extraversion, low self-esteem, and low likelihood of making mistakes during experiments. Some indicators of political orientation is also related. These findings suggest that herd behavior is a consequence of individuals adopting heuristics in decision making process, and that rationality based theory alone-such as information cascade theory-cannot provide satisfactory explanation.
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김예리(Yeri Kim),김가영(Gayoung Kim),김다예(Daye Kim),신혜리(Hyeri Shin),오성훈(Seonghoon Oh),유평화(Pyeonghwa Yu),정규상(Kyusang Jung),신원섭(Wonseob Shin) 물리치료재활과학회 2021 Physical therapy rehabilitation science Vol.10 No.2
Objective: This study is to investigate the effect of real-time feedback from the therapist on posture, muscle strength, pain ofsubjects with forward head posture based on a non-face-to-face complex exercise program. Design: Two-group pretest-posttest design. Methods: Thirty healthy men and women in their twenties with forward head posture with a Craniovertebral angle of 52° or less were targeted, the final selection was made as 15 experimental groups who performed the non-face-to-face intervention programwhile receiving real-time feedback and 15 control subjects who performed the non-face-to-face intervention program withoutproviding feedback. Six of them were eliminated, and a total of 24 were conducted as subjects. All exercise groups performed an exercise program three times a week, 30 minutes each, for a total of two weeks. Before and after exercise, Craniovertebral angle(CVA), CranioRotation angle (CRA), muscle strength, and tenderness threshold were evaluated. Results: Significant differences were shown in both groups in CVA, and tenderness threshold before and after exercise (p<0.05),and CRA, the left middle trapezius muscle strength, only in the experimental group (p<0.05). In the comparison of theamount ofchange between exercise groups, the group that received feedback on CVA, CRA and tenderness threshold showed a significantchange than the group without feedback (p<0.05). Conclusions: As a result of this study, it can be seen that the therapist s real-time feedback is more effective in improving theforward head posture. This requires feedback from the therapist on posture correction during non-face-to-face exerciseintervention.
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