슬관절부 골절에 대한 임상적 고찰

김기용,조우신,빈성일,백승일 울산대학교 의과대학 1992 울산의대학술지 Vol.1 No.1

The knee joint is the largest weight bearing joint. As the fractures of Knee joint in volve the articular surface and the surrounding soft tissues, permanent disabilities such as deformities, joint stiffness, instability and post-traumatic arthritis may ensue following treatment. Many authors have recommended various methods of treatment for these fractures. Recently, however, a trend toward internal fixation has become evident and good results have been reported by several authors. This study is to present 40 cases of knee joint fractures which were treated at Asan Medical Center from May 1989 to April 19992. The results were as follows ; 1. The causes of injury were traffic accident(60%), fall down(12.5%), slip down(12.5%) and sports injury(10%). 2. There were 23cases in 22 males and 17 females in series and average was 46.8 years ranging from 19 years to 82 years. 3. In femoral condylar fractures, the most frequent type was C2(8 cases ; 42.2%) and in tibial condylar fractures, B1(7 vases ; 35.5%) by the A.O. classification. 4. 7 Cases were treated by conservative method 32 cases by operative method and 1 cases by amputation. 5. Satisfactory results were obtained 73.3% in femoral condylar fractures and 88.2% in tibial condylar fractures by operative treatment. We concluded that satisfactory results were obtained from operative treatment with procedures of anatomical reduction, rigid fixation and early joint motion.

절사표본에서 최적 절사점에 관한 연구

이상은,조민지,신기일,Lee, Sang Eun,Cho, Min Ji,Shin, Key-Il 한국통계학회 2014 응용통계연구 Vol.27 No.3

상당수의 사업체 조사는 절사표본설계법을 사용하고 있다. 이는 절사표본설계법에서 얻은 전수층이 많은 정보를 포함하고 있어 전체 표본크기를 최소화 할 수 있는 장점이 있기 때문이다. 그러나 최근 전수층에 포함된 사업체들의 무응답률이 높아감에 따라 전수층이 가지고 있는 장점에 한계가 나타나고 있다. 이에 Lee (2011), Shin과 Lee (2013)는 표본설계 단계에서부터 주어진 허용오차를 만족하면서 전수층 규모를 최소화하는 연구를 실시하였다. 본 연구에서는 주어진 허용오차를 만족하고 Hidiroglou (1986)가 제안한 방법으로 산출 된 표본크기를 고정한 상태에서 표본층 분산에 알려진 함수를 적합하여 전수층 크기를 최소화하는 새로운 최적 절사점을 제안하였다. 또한 Hidiroglou (1986)와 Shin과 Lee (2013)가 제안한 절단분포를 이용한 방법과 본 연구에서 제안한 방법을 모의실험과 사례연구를 통해 비교하였다. Modified cut-off sampling is widely used for highly skewed data. A serious drawback of modified cut-off sampling is the difficulty of adjustment of non-response in take-all stratum. Therefore, solutions of the problems of non-response in take-all stratum have been studied in various ways such as substitute of samples, imputation or re-weight method. In this paper, a new cut-off point based on minimizing MSE being used in exponential and power functions is suggested and it can be reduced the number of take-all stratum. We also investigate another cut-off point determination method with underlying distributions such as truncated log-normal and truncated gamma distributions. Finally we suggest the optimal cut-off point which has a minimum of take-all stratum size among suggested methods. Simulation studies are performed and Labor Survey data and simulated data are used for the case study.

A Multiple Unit Roots Test Based on Least Squares Estimator

Shin, Key-Il The Korean Statistical Society 1999 Journal of the Korean Statistical Society Vol.28 No.1

Knowing the number of unit roots is important in the analysis of k-dimensional multivariate autoregressive process. In this paper we suggest simple multiple unit roots test statistics based on least squares estimator for the multivariate AR(1) process in which some eigenvalues are one and the rest are less than one in magnitude. The empirical distributions are tabulated for suggested test statistics. We have small Monte-Calro studies to compare the powers of the test statistics suggested by Johansen(1988) and in this paper.

A Symmetric Type Multivariate Unit Roots Test for AR(1) Model

Shin, Key-Il 한국외국어대학교 외국학종합연구센터 부설 기초과학연구소 1999 기초과학연구 Vol.7 No.-

Finding cointegration vectors is important in analysis of economic data. Due to the close relation between cointegration and mutiple unit roots test, multiple unit roots tests are greatly studied by many researchers. In this paper we suggest symmetric type unit roots test statistics based on ordinary least squares estimator and we study the properties of the suggested test statistics.

Model- Data Based Small Area Estimation

Shin, Key-Il,Lee, Sang Eun 한국통계학회 2003 Communications for statistical applications and me Vol.10 No.3

Small area estimation had been studied using data-based methods such as Direct, Indirect, Synthetic methods. However recently, model-based such as based on regression or time series estimation methods are applied to the study. In this paper we investigate a model-data based small area estimation which takes into account the spatial relation among the areas. The Economic Active Population Survey in 2001 are used for analysis and the results from the model based and model-data based estimation are compared with using MSE(Mean squared error), MAE(Mean absolute error) and MB(Mean bias).

A Study on the Selection of Variogram Using Spatial Correlation

Shin, Key-Il,Back, Ki-Jung,Park, Jin-Mo 한국통계학회 2003 Communications for statistical applications and me Vol.10 No.3

A difficulty in spatial data analysis is to choose a suitable theoretical variogram. Generally mean squares error(MSE) is used as a criterion of selection. However researchers encounter the case that the values of MSE are almost the same whereas the estimates of parameters are different. In this case, the selection criterion based on MSE should take into account the parameter estimates. In this paper we study on the method of selecting a variogram using spatial correlation.

Testing a Multivariate Process for Multiple Unit Roots

Key Il Shin(신기일) 한국통계학회 1994 응용통계연구 Vol.7 No.1

본 논문에서는 비정상(단위근) 시계열이 포함된 다변량 시계열 자료에서 단위근에 해당되는 계수행렬 추정량의 극한분포가 정상시계열의 유무에 상관없이 일정하다는 것을 밝혔다. 또한 단위근만 존재하는 다변량 시계열에서 다중단위근을 검정하는 검정 통계량을 제안하였다. An asymptotic property of the estimated eigenvalues for multivariate AR(p) process which consists of vector of nonstationary process and vector of stationary process is developed. All components of the nonstationary process are assumed to reveal random walk behavior. The asymptotic property is helpful in understanding multiple unit roots. In this paper we show the stationary part in multivariate AR(p) process does not affect the limiting distribution of estimated eigenvalues associated with the nonstationary process. A test statistic based on the ordinary least squares estimator for testing a certain number of multiple unit roots is suggested.

Testing for Multiple Unit Roots in Multivariate First Order Autoregressive Model

Shin, Key-Il,Woo, Shang Soo 한국외국어대학교 외국학종합연구센터 부설 기초과학연구소 1997 기초과학연구 Vol.6 No.-

We consider k- dimensional first order autoregressive process which has all roots one in magnitude. We suggest multivariate unit root test statistics which are easily calculated. The empirical distributions are tabulated for both cases of mean known and mean estimated. We compare powers of the suggested test statistics and Wald type test statistics developed by Phillips and Durlauf (1986).

On the Effect of Estimated Mean for the Weighted Symmetric Estimator

Key Il Shin,Hee Jeong Kang 한국통계학회 1997 Communications for statistical applications and me Vol.4 No.3

A Unit Root Test Based on Bootstrapping

Shin, Key-Il,Kang, Hee-Jeong The Korean Statistical Society 1996 Communications for statistical applications and me Vol.3 No.1

We consider nonstationary autoregressive autoregressive process with infinite variance of error. In the case of infinite cariance, the limiting distribution of the estimated coefficient is different from that under the finite cariance assumption. In this paper we show that the bootstrap method can be used to approximate the distribution of ordinary least squares estimator of the coefficient in the first order random walk process with infinite variance through some empirical studies and we suggest a test procedure based on bootstrap method for the unit root test.