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서로 다른 산포를 갖는 이변량 음이항 회귀모형에서 산포의 동일성에 대한 검정
한상문,정병철,Han, Sang-Moon,Jung, Byoung-Cheol 한국통계학회 2011 Communications for statistical applications and me Vol.18 No.2
본 연구에서는 두 반응변수의 이질적 산포를 허용하는 좀 더 일반적인 형태의 이변량 음이항 회귀모형을 삼각소거법(trivariate reduction technique)을 이용하여 제안하였다. 이 분포에서 산포의 동일성에 대한 스코어 검정과 LR 검정을 유도하고 모의실험을 통하여 각 검정법의 효율성을 비교하였다. 모의실험 결과 스코어 검정과 LR 검정 모두 명목유의수준을 제대로 유지하고 검정력도 높게 나타나 산포의 동일성을 검정하는데 효율적인 검정법으로 나타났다. 하지만 스코어 검정은 LR 검정에 비하여 계산이 간편하다는 장점이 존재하고 모의실험을 통하여 스코어 검정이 LR 검정보다 약간 나은 효율을 보였으므로 산포의 동일성에 대한 검정에서 스코어 검정의 사용을 제안하고자 한다. 더불어 실제 사례에 두 검정법을 적용하고 그 결과를 제시하였다. In this paper, we proposed a generalized bivariate negative binomial distribution allowing heterogeneous dispersions on two dependent variables based on a trivariate reduction technique. In this model, we propose the score and LR tests for testing the equality of dispersions and compare the efficiencies of the proposed tests using a Monte Carlo study. The Monte Carlo study shows that the proposed score and LR tests prove to be an efficient test for the equality of dispersions in the view of the significance level and power. However, the score test is easier to compute than the LR test and it shows a slightly better performance than the LR test from the Monte Carlo study, we suggest the use of score tests for testing the equality of dispersions on two dependent variables. In addition, an empirical example is provided to illustrate the results.
한상문,정병철,Han Sang Moon,Jung Byoung Cheal 한국통계학회 2005 응용통계연구 Vol.18 No.1
본 연구에서는 AR(1) 과정을 따르는 시계열 모형에서 가산적 이상치(Additive Out-lier)가 존재하는 경우, 1차 자기상관계수에 대한 로버스트 추정방법으로 Rupport 와 Carroll (1980)에 의해 회귀모형에서 제안된 L-추정법 형태의 절사최소제곱추정 (PE 추정)방법을 제안하였다. 더불어 X축의 이상치에 대한 비중강하(down-weight)의 방법으로 Mallows의 가중함수를 고려한 유계영향 절사최소제곱 (bounded influence PE, BIPE)추정량을 제안하였으며 모의 실험을 통하여 각 추정량의 효율성을 비교하였다. 모의실험 결과, 다양한 자료의 오염률상에서 일반화 LAD추정치를 예비 추정치로 고려한 BIPE(LAD)-추정량의 효율이 좋은 것으로 나타났다. In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.
한상문(Sang Moon Han),김원우(Won Woo Kim),정철운(Chul Woon Chung),이경포(Kyung Po Lee),이경식(Kyung Sik Lee) 대한외과학회 2007 Annals of Surgical Treatment and Research(ASRT) Vol.72 No.6
Adult onset Still"s disease (AOSD) is a rare systemic inflammatory disorder of an unknown etiology, and its major clinical manifestations include high spiking fever, polyarthralgia, salmon-colored evanescent rash and neutrophilic leukocytosis. We describe here a 41 year old woman with AOSD who presented with non-remitting high fever, polyarthralgia, sore throat, skin rash, splenomegaly, thrombocytopenia, neutrophilic leukocytosis, hyperferritinemia and coagulopathy with disseminated intravascular coagulation (DIC). The patient had a history of laparoscopic cholecystectomy due to acalculous cholecystitis prior to admission. We suspected sepsis due to bile peritonitis after the previous laparoscopic cholecystectomy. Yet we could not detect infectious organisms on the cultures or serologic studies. Finally, we suspected AOSD-associated hemophagocytic syndrome (HS). So, intravenous immunoglobulin and pulse methylprednisolone treatment brought about transient improvement of the fever and the neutrophilic leukocytosis, but the disease progressed and the patient expired due to acute renal failure. HS is a fatal cause of AOSD. If a patient has DIC and sepsis and these fail to respond to conservative treatment, then AOSD should be added to the differential diagnosis of sepsis and DIC.
Adaptive L-Estimation for Regression Slope under Asymmetric Error Distributions
Sang Moon Han(한상문) 한국통계학회 1993 응용통계연구 Vol.6 No.1
회귀모형에 있어서의 Ruppert와 Carroll의 절사 회귀 추정법을 확장하여 회귀 분위 수에 의한 두개의 부분으로 관측치를 분할하여 각 부분마다 가중치를 달리 부여하는 방법으로 적합된 L-추정법을 제안하였다. 이 제안된 L-추정법은 특히 비대칭적인 오차분포하에서 좋은 효율을 가지고 있었다. We consider adaptive L-estimation of estimating slope parameter in regression model. The proposed estimator is simple extension of trimmed least squares estimator proposed by Ruppert and Carroll. The efficiency of the proposed estimator is especially well compared with usual least squares estimator, least absolute value estimator, and M-estimators designed for asymmetric distributions under asymmetric error distributions.
Asymptotically Efficient L-Estimation for Regression Slope When Trimming is Given
Sang Moon Han(한상문) 한국통계학회 1994 응용통계연구 Vol.7 No.2
Han (1993)의 임의의 오차분포하에서 회귀모형에의 기울기 추정법을 응용하여 회귀분위선(regression quantile)에 의해 적당한 상·하위절사가 주어질때 점근적으로 최량의 회귀모형에서의 기울기 추정량을 구성할 수 있음을 보였다. By applying slope estimator under the arbitrary error distributions proposed by Han(1993), if we define regression quantiles to give upper and lower trimming part and blocks of data, we show the proposed slope estimator has asymptotically efficient slope estimator when the number of regression quantiles to from blocks of data goes to sufficiently large.
한국인 고도비만 환자의 치료에 있어 복강경하 위소매절제술의 3년 결과
한상문(Sang Moon Han),김원우(Won Woo Kim) 대한외과학회 2007 Annals of Surgical Treatment and Research(ASRT) Vol.73 No.5
Purpose: In Asia, the types and the main causes of morbid obesity are different from those in western society. Therefore, the treatment plan should be different, and surgery for morbid obesity should be carefully chosen. The 3-year results for isolated laparoscopic sleeve gastrectomy (LSG) performedin the Korean population are reported. Methods: We retrospectively reviewed 112 patients that underwent LSG from January 2003 to July 2006. Eighty-three of these patients had more than 3 years follow-up, and represent the subjects of this report. Sleeve gastrectomy was performed laparoscopicaly using the Endo-GIA stapler to create a lesser curve gastric tube over a 48-Fr bougie. Results: The preoperative body mass index (BMI) was 36.4±5.2 (30.0∼56.1). The mean excess BMI was 13.4±5.2. The percentage of excess weight loss (%EWL) in the postoperative first, second, and third year was 72.4±23.5, 69.5±29.4, and 66.8±33.4. The percentage of excess BMI loss (%EBMIL) was 74.1±25.6, 71.4±32.0, and 68.7±32.7. In 83 patients postoperatively after 3 years, 37 patients (44.6%) had >75% EBMIL, 22 patients (26.5%) had 50∼75% EBMIL, 14 patients (16.9%) had 25∼50% EBMIL, and 10 patients (12.0%) had less than 25% EBMIL. There was no 30-day peri-operative mortality. Two major complications (1 delayed bleeding, 1 leakage) occurred. Conclusion: LSG without the duodenal switch operation has been an effective single weight reducing surgical procedure thus far in most of the Korean patients.