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SIMULATION STUDY FOR UNDERSTANDING THE PERFORMANCE OF PARTIAL LEAST SQUARES–MODIFIED FUZZY CLUSTERING (PLSMFC) IN FINDING GROUPS UNDER STRUCTURAL EQUATION MODEL 为了解偏最小二乘法修正模糊聚类(plsmfc)在结构方程模型下寻找群体的性能而进行的模拟研究
Pub Date : 2023-12-04 DOI: 10.14710/medstat.16.1.76-87
M. Mukid, B. W. Otok, Suparti Suparti
In structural equation modeling (SEM), it is usually assumed that all observations follow only one model. This becomes irrelevant if the observations contain natural groups, each of which has a different SEM model. Mukid et al (2002) have proposed the partial least squares-modified fuzzy clustering method (PLSMFC) as a way to find groups of observations and at the same time estimate the parameters of the SEM model. This research aims to understand the performance of the PLSMFC method in finding groups of observations characterized by different forms of structural equation models. The goal was achieved by conducting a simulation study involving factors such as SEM model specification and number of clusters. The procedure used is to force the generated data into a different number of segments. The segment validity measures used are the fuzziness performance index (FPI) and normalized classification entropy (NCE). The correct number of segments is indicated by the smallest FPI and NCE values. Based on simulation studies, it is known that the PLSMFC method can detect segments accurately, especially if the size of the segments used to reallocate observations is larger than the number of segments used to generate the data.
在结构方程建模(SEM)中,通常假定所有观测值只遵循一个模型。如果观察结果包含自然组,而每个自然组都有不同的 SEM 模型,那么这种假设就变得无关紧要了。Mukid 等人(2002 年)提出了偏最小二乘修正模糊聚类法(PLSMFC),以此来寻找观测数据组,同时估计 SEM 模型的参数。本研究旨在了解 PLSMFC 方法在寻找以不同形式的结构方程模型为特征的观察组方面的性能。为了实现这一目标,我们进行了一项涉及 SEM 模型规格和聚类数量等因素的模拟研究。使用的程序是将生成的数据强制分为不同数量的分段。使用的分段有效性度量是模糊性能指数(FPI)和归一化分类熵(NCE)。FPI 和 NCE 的最小值表示正确的分段数。根据模拟研究可知,PLSMFC 方法能够准确检测分段,尤其是当用于重新分配观测值的分段大小大于用于生成数据的分段数量时。
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引用次数: 0
BETA-BINOMIAL MODEL IN SMALL AREA ESTIMATION USING HIERARCHICAL LIKELIHOOD APPROACH 使用分层似然法在小区域估算中使用 beta-二叉模型
Pub Date : 2023-12-01 DOI: 10.14710/medstat.16.1.88-99
E. Sunandi, K. Notodiputro, Indahwati Indahwati, A. Soleh
Small Area Estimation is a statistical method used to estimate parameters in sub-populations with small or even no sample sizes. This research aims to evaluate the Beta-Binomial model's performance for estimating small areas at the area level. The estimation method used is Hierarchical Likelihood (HL). The data used are simulation data and empirical data. Simulation studies were used to investigate the proposed model. The estimator's Mean Squared Error of Prediction (MSEP) and Absolute Bias (AB) estimator values determine the best estimation criteria. An empirical study using data on the illiteracy rate at the sub-district level in Bengkulu Province. The results of the simulation study show that, in general, the parameter estimators are nearly unbiased. Proportion prediction has the same tendency as parameters. Finally, the HL estimator has a small MSEP estimator. The results of an empirical study show that the average illiteracy rate in Bengkulu province is quite diverse. Kepahiang District has the highest average illiteracy rate in Bengkulu Province in 2021.
小面积估算是一种统计方法,用于估算样本量较小甚至没有样本量的子人群的参数。本研究旨在评估 Beta-二叉模型在地区层面估算小地区的性能。使用的估算方法是层次似然法(HL)。使用的数据包括模拟数据和经验数据。模拟研究用于研究拟议模型。估算值的平均预测平方误差(MSEP)和绝对偏差(AB)估算值决定了最佳估算标准。使用明古鲁省县级文盲率数据进行实证研究。模拟研究结果表明,一般来说,参数估计值几乎无偏。比例预测与参数预测具有相同的趋势。最后,HL 估计器的 MSEP 估计器较小。实证研究结果表明,明古鲁省的平均文盲率差异很大。2021 年,Kepahiang 区是明古鲁省平均文盲率最高的地区。
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引用次数: 0
SURVIVAL ANALYSIS FOR RECURRENT EVENT DATA USING COUNTING PROCESS APPROACH: APPLICATION TO DIABETICS 使用计数过程方法对复发事件数据进行生存分析:在糖尿病患者中的应用
Pub Date : 2023-11-30 DOI: 10.14710/medstat.16.1.67-75
Triastuti Wuryandari, Yuciana Wilandari
Survival analysis is a branch of statistics for analyzing the duration of time until one or more events occur. Time to recurrence of diabetics including survival data. Diabetes can’t be cured but it can be controlled. Diabetics who don’t maintain their health and lifestyle will experience recurrence. Factors thought to influence the recurrence of diabetics are internal factors such as genetics and external factors such as lifestyle. The recurrence time of an object includes recurrent events because each object can experience the same recurrent event during the follow-up. One of the analysis to determine factors that are thought to influence the recurrence time of diabetics is survival analysis. Survival data can be modeled into a regression model if the survival time of an object is influenced by other factors. One of the regression models for survival data is Cox regression. One of the Cox regression models for recurrent event data is the AG model which uses a counting process approach. This study used data on the recurrence of diabetics at MH Thamrin Cileungsi Hospital. Based on data analysis, factors that influence the recurrence of diabetics are age, gender, and type of complication.
生存分析是统计学的一个分支,用于分析一个或多个事件发生前的持续时间。糖尿病患者的复发时间包括生存数据。糖尿病无法治愈,但可以控制。不保持健康和生活方式的糖尿病患者会复发。影响糖尿病复发的因素包括遗传等内部因素和生活方式等外部因素。对象的复发时间包括复发事件,因为每个对象在随访期间都可能经历相同的复发事件。生存分析是确定影响糖尿病患者复发时间的因素的分析方法之一。如果对象的存活时间受其他因素影响,则可将存活数据建模为回归模型。生存数据的回归模型之一是 Cox 回归模型。用于复发事件数据的 Cox 回归模型之一是 AG 模型,该模型采用计数过程法。本研究使用了 MH Thamrin Cileungsi 医院糖尿病患者的复发数据。根据数据分析,影响糖尿病患者复发的因素包括年龄、性别和并发症类型。
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引用次数: 0
COMPARISON OF SPATIAL WEIGHTED MATRIX BETWEEN POWER AND QUEEN ON THE SPATIAL EMPIRICAL BEST LINEAR UNBIASED PREDICTION MODEL (Study on Per Capita Expenditure in East Java Province in 2019) 空间加权矩阵在空间实证最佳线性非加权预测模型中与 "权力 "和 "女王 "的比较(2019 年东爪哇省人均支出研究)
Pub Date : 2023-09-22 DOI: 10.14710/medstat.16.1.100-111
Luthfatul Amaliana, Andi Prasetya
This study aims to make a comparison related to the spatial weighted matrix of power and queen in the SEBLUP model to estimate per capita expenditure in East Java in 2019. The data used is secondary data then the data were analyzed by the Spatial Empirical Best Linear Unbiased Prediction (SEBLUP). The results of this study indicate that the best spatial weighted matrix for estimating per capita expenditure in East Java using the SEBLUP model is the spatial weighted matrix of Queen, because it produces the smallest MSE value. In this study, the factors that significantly affect East Java's per capita expenditure are population density (X1), number of health facilities (X2), number of public elementary schools (X3), and the percentage of residents who have BPJS as the Fund Assistance Recipients (X5). The novelty of this study are combining multiple determinant factors that have demonstrated their substantial/significant effect on the average per capita expenditure and focusing on the regions characters in intermediate size (16
本研究旨在对 SEBLUP 模型中的权力和皇后空间加权矩阵进行比较,以估算 2019 年东爪哇的人均支出。使用的数据是二手数据,然后通过空间经验最佳线性无偏预测(SEBLUP)对数据进行分析。研究结果表明,使用 SEBLUP 模型估算东爪哇人均支出的最佳空间加权矩阵是 Queen 空间加权矩阵,因为它产生的 MSE 值最小。在本研究中,对东爪哇省人均支出有显著影响的因素包括人口密度(X1)、医疗设施数量(X2)、公立小学数量(X3)以及将 BPJS 作为基金援助对象的居民比例(X5)。本研究的新颖之处在于将已证明对人均支出有重大影响的多个决定因素结合起来,并将重点放在中等规模的地区(16 个)。
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引用次数: 0
GEOGRAPHICALLY WEIGHTED PANEL LOGISTIC REGRESSION SEMIPARAMETRIC MODELING ON POVERTY PROBLEM 关于贫困问题的地理加权面板逻辑回归半参数模型
Pub Date : 2023-09-20 DOI: 10.14710/medstat.16.1.47-58
Aliyah Husnun Azizah, Nurjannah Nurjannah, A. Fernandes, Rosita Hamdan
Regression analysis is a statistical method used to investigate and model the relationship between variables. Furthermore, a regression analysis was developed that involved spatial aspects, namely Geographically Weighted Regression (GWR). GWR modeling consists of various types, one of which is Geographically Weighted Logistic Regression Semiparametric (GWLRS), an extension of the Logistic GWR model that produces local and global parameter estimators. In this study, it is proposed to combine the GWLRS model using panel data or Geographically Weighted Panel Logistic Regression Semiparametric (GWPLRS). The case study used in this research is the problem of poverty in 38 regions/cities in East Java, Indonesia, in 2018 – 2022 as seen from the Poverty Gap Index. The weights used in this research are the adaptive gaussian kernel weighting functions. The results of the parameter significance test show that the Human Development Index as global variable has a significant effect on each region/city.
回归分析是一种统计方法,用于研究变量之间的关系并建立模型。此外,还开发了一种涉及空间方面的回归分析,即地理加权回归(GWR)。GWR 模型包括多种类型,其中一种是地理加权逻辑回归半参数模型(GWLRS),它是逻辑 GWR 模型的扩展,可产生局部和全局参数估计值。本研究建议将 GWLRS 模型与面板数据或地理加权面板逻辑回归半参数模型(GWPLRS)相结合。本研究使用的案例研究是印度尼西亚东爪哇岛 38 个地区/城市在 2018 - 2022 年的贫困差距指数所反映的贫困问题。本研究使用的权重是自适应高斯核加权函数。参数显著性检验结果表明,人类发展指数作为全局变量对各地区/城市有显著影响。
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引用次数: 0
MAX-STABLE PROCESS WITH GEOMETRIC GAUSSIAN MODEL ON RAINFALL DATA IN SEMARANG CITY 采用几何高斯模型的最大稳定过程与塞玛琅市的降雨量数据
Pub Date : 2023-09-20 DOI: 10.14710/medstat.16.1.59-66
Arief Rachman Hakim, R. Santoso, H. Yasin, Masithoh Yessi Rochayani
Spatial extreme value (SEV) is a statistical technique for modeling extreme events at multiple locations with spatial dependencies between locations. High intensity rainfall can cause disasters such as floods and landslides. Rainfall modelling is needed as an early detection step. SEV was developed from the univariate Extreme Value Theory (EVT) method to become multivariate. This work uses the SEV approach, namely the Max-stable process, which is an extension of the multivariate EVT into infinite dimensions. There are 4 Max-stable process models, namely Smith, Schlater, Brown Resnik, and Geometric Gaussian, which have the Generalized Extreme Value (GEV) distribution. This study models extreme rainfall, using rainfall data in the city of Semarang. This research was carried out by modeling data using the Geometric Gaussian model. This method is developed from the Smith and Schlater model, so this model can get better modeling results than the previous model. The maximum extreme rainfall prediction results for the next two periods are Semarang climatology station 129.30 mm3, Ahmad Yani 121.40 mm3, and Tanjung Mas 111.00 mm3. The result from this study can be used as an alternative for the government for early detection of the possibility of extreme rainfall.
空间极值(SEV)是一种统计技术,用于模拟多个地点发生的极端事件,这些地点之间存在空间依赖关系。高强度降雨可引发洪水和山体滑坡等灾害。需要建立降雨模型作为早期检测步骤。SEV 由单变量极值理论 (EVT) 方法发展成为多变量方法。本研究采用的 SEV 方法,即最大稳定过程,是多元 EVT 向无限维度的扩展。有 4 种最大稳定过程模型,即 Smith、Schlater、Brown Resnik 和几何高斯模型,它们都具有广义极值(GEV)分布。本研究利用三宝垄市的降雨数据建立极端降雨模型。本研究使用几何高斯模型对数据进行建模。该方法是从 Smith 和 Schlater 模型发展而来的,因此与之前的模型相比,该模型能获得更好的建模效果。未来两个时期的最大极端降雨量预测结果分别为三宝垄气候站 129.30 mm3、艾哈迈德-亚尼 121.40 mm3 和丹戎马斯 111.00 mm3。这项研究的结果可作为政府及早发现极端降雨可能性的备选方案。
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引用次数: 0
KAPLAN-MEIER AND NELSON-AALEN ESTIMATORS FOR CREDIT SCORING 用于信用评分的 Kaplan-meier 和 Nelson-Aalen 估计器
Pub Date : 2023-07-24 DOI: 10.14710/medstat.16.1.37-46
T. Widiharih, Agus Rusgiyono, S. Sudarno, Bagus Arya Saputra
Financial institutions use credit scoring analysis to predict the probability that a customer will default. In this paper, we determine the probability of default using nonparametric survival analysis that are Kaplan-Meier and Nelson-Aalen. The analysis is based on survival function curves, cumulative hazard function curves, mean survival time, and standard error of estimators. Based on the curves of survival function for both Kaplan Meier and Nelson Aalen estimators relatively the same. Based on the curves of cumulative hazard function, mean survival time, and standard error the Nelson-Aalen estimators are slightly higher than Kaplan-Meier.
金融机构使用信用评分分析来预测客户违约的概率。在本文中,我们使用 Kaplan-Meier 和 Nelson-Aalen 等非参数生存分析法来确定违约概率。该分析基于生存函数曲线、累积危害函数曲线、平均生存时间和估计值的标准误差。Kaplan Meier 和 Nelson Aalen 估计器的生存函数曲线相对相同。根据累积危害函数曲线、平均存活时间和标准误差,纳尔逊-阿伦估计值略高于卡普兰-迈尔估计值。
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引用次数: 0
SUPPORT VECTOR REGRESSION (SVR) METHOD FOR PADDY GROWTH PHASE MODELING USING SENTINEL-1 IMAGE DATA 利用哨兵 1 号图像数据进行水稻生长期建模的支持向量回归(SVR)方法
Pub Date : 2023-06-10 DOI: 10.14710/medstat.16.1.25-36
Hengki Muradi, A. Saefuddin, I. Sumertajaya, A. Soleh, Dede Dirgahayu Domiri
Support Vector Machines (SVMs) have received extensive attention over the last decade because it is claimed to be able to produce models that are accurate and have good predictions in various situations. This study aims to test the SVR (Support Vector Regression) method for modeling the growth phase of paddy using sentinel-1 image data. This method was compared for its accuracy with the LR (Linear Model) method using RMSE and R2 statistics and model stability using 10 repetitions. The accuracy of the model with the two best predictors is when the NDPI and API Polarization Index are the predictors. The paddy age model from the SVR method is better than the paddy age model from the LR method, where the SVR method produces a model with an average RMSE of 11.13 and an average coefficient of determination of 88.10%. The accuracy of the SVR model with NDPI and API predictors can be improved by adding VH polarization to the model, where the average RMSE statistic decreases to 11.0 and the average coefficient of determination becomes 88.42%. In this scenario, the best model gives a minimum RMSE value of 10.35 and a coefficient of determination of 90.05%.
支持向量机(SVM)在过去十年中受到了广泛关注,因为它被认为能够在各种情况下生成准确且具有良好预测能力的模型。本研究旨在测试利用哨兵-1 图像数据建立水稻生长阶段模型的 SVR(支持向量回归)方法。使用 RMSE 和 R2 统计量比较了该方法与 LR(线性模型)方法的准确性,并使用 10 次重复对模型的稳定性进行了比较。当 NDPI 和 API 偏振指数作为预测因子时,两个最佳预测因子的模型准确性最高。SVR 方法得出的稻龄模型优于 LR 方法得出的稻龄模型,其中 SVR 方法得出的模型平均 RMSE 为 11.13,平均决定系数为 88.10%。通过在模型中加入 VH 极化,使用 NDPI 和 API 预测因子的 SVR 模型的准确性得到提高,平均 RMSE 统计量降至 11.0,平均判定系数变为 88.42%。在这种情况下,最佳模型的最小均方根误差值为 10.35,判定系数为 90.05%。
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引用次数: 0
MODELING OF FARMER EXCHANGE RATE IN ACEH PROVINCE USING LONGITUDINAL DATA ANALYSIS 利用纵向数据分析建立亚齐省农民汇率模型
Pub Date : 2023-06-09 DOI: 10.14710/medstat.16.1.13-24
M. Miftahuddin, Ziqratul Husna, Eddy Gunawan, Syawaliah Muchtar
Farmer's Exchange Rate (FER) is one indicator to see the level of farmers' welfare. From 2014 to 2020, Aceh Province's FER was below 100 which indicates that farmers have not yet reached the level of welfare. This happens because of various factors including the price received by farmers (IR) is smaller than the price paid by farmers (IP). To find out the factors that influence the FER, it is necessary to do an analysis by forming a model. In this study, modeling of the FER data will be carried out, and see the factors that influence the index number with the longitudinal data regression approach. There are three estimation models, i.e. Common Effect Model, Fixed Effect Model, and Random Effect Model. Model selection of the best model is by using the Chow, Hausman, and Lagrange Multiplier tests. Furthermore, test the significance of the parameters using the simultaneous and partial tests and also see the value of the coefficient of determination (R2). The results obtained indicate that the appropriate model for the IR and IP data is the Random Effect Model where the R2for the IR and IP models are 67.06% and 85.42 respectively.
农民汇率(FER)是衡量农民福利水平的指标之一。从 2014 年到 2020 年,亚齐省的 FER 一直低于 100,这表明农民尚未达到福利水平。出现这种情况的原因有很多,包括农民获得的价格(IR)低于农民支付的价格(IP)。为了找出影响 FER 的因素,有必要通过建立模型来进行分析。本研究将对 FER 数据进行建模,通过纵向数据回归法了解影响指数的因素。有三种估计模型,即共同效应模型、固定效应模型和随机效应模型。通过周检验、豪斯曼检验和拉格朗日乘数检验来选择最佳模型。此外,还使用同时检验和部分检验来测试参数的显著性,并查看决定系数(R2)的值。结果表明,适合 IR 和 IP 数据的模型是随机效应模型,其中 IR 和 IP 模型的 R2 分别为 67.06% 和 85.42。
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引用次数: 0
MANAGING HEART RELATED DISEASE RISKS IN BPJS KESEHATAN USING COLLECTIVE RISK MODELS 使用集体风险模型管理BPJS患者心脏相关疾病风险
Pub Date : 2023-04-06 DOI: 10.14710/medstat.15.2.175-185
Gede Ary Prabha Yogesswara, D. Qoyyimi, Abdurakhman Abdurakhman
BPJS Kesehatan is a legal entity established to administer the health service program using the insurance system. Heart related diseases is a disease with the largest coverage cost in Indonesia. It can be calculated by using the collective risk model as an approximation of the aggregate loss model. This model is a compound distribution from claim frequency and claim severity, where claim frequency be the primary distributions. The Poisson distribution can be used to the distribution of the heart disease claim frequency. Whereas, the distribution of the heart disease claim severity has a lognormal distribution. The model obtained can explain the aggregate loss of heart disease claims properly.
BPJS Kesehatan是一个使用保险系统管理医疗服务项目的法律实体。心脏相关疾病是印尼医保费用最高的疾病。它可以通过使用集体风险模型作为总损失模型的近似来计算。该模型是索赔频率和索赔严重性的复合分布,其中索赔频率是主要分布。泊松分布可用于心脏病索赔频率的分布。而心脏病索赔严重程度的分布呈对数正态分布。所得到的模型可以很好地解释心脏病索赔的总损失。
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引用次数: 0
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