• 검색 결과가 없습니다.

Methods of Combining P-values for Multiple Endpoints of Various Data Types

N/A
N/A
Protected

Academic year: 2021

Share "Methods of Combining P-values for Multiple Endpoints of Various Data Types"

Copied!
17
0
0

로드 중.... (전체 텍스트 보기)

전체 글

(1)

=

 3… É k + š օ É k[ 1  < S" h #  Q • p @  M [ e¢ ² ºò  ӓ ¢4 É  ò  ӂ Ê k $ í ֐ _ Ù] # ×ô c Ó P ¶ ~ Ž h Ùà 7  ] # ×

^

”

à º% ò

1)

5 Å xK †† ¾ Ó

2)

כ

¹ €• ]

j 3©œ e”©œr+«>\"f u«Ñ´òõ #ŒQ ìøÍ6£xú(endpoints)–Ð 8£¤&ñ|¨c M:, s[þt ìøÍ6£x





ú @/1px > ×æכ¹ #Œ ÅÒכ¹ ìøÍ6£xú(primary endpoint)\¦ ‚×þ˜½+É Ãº \OH ©œS!s µ

1

ÏÒqt½+É Ãº e”. O0Brien (1984)“Ér s[þt ìøÍ6£xú —¸¿º\¦ 7áx½+Ë #Œ u«Ñ´òõ\ @/ôÇ éߖ8£¤



Ž

&ñ(one-tailed testing) :Ÿx>|¾Óܼ–Ð"f ìøÍ6£xú ƒ5Åq+þA(continuous) «Ñ–Ð 8£¤&ñ÷&%3

`



¦ M: Ordinary Least Square(OLS)ü< Generalized Least Square(GLS) Ž&ñ :Ÿx>|¾Ó`¦ ]

jr %i. Pocock 1px (1987)“Ér #ŒQ +þAI, 7£¤ ƒ5Åq+þA, síߖ+þA(binary), Òqt”>r(survival)



«Ñ_ ìøÍ6£xú\¦ †<Êa ìr$3½+É Ãº e”6£§`¦ ƒ/åL “¦ e”ܼ z´]j–Ð sü< °ú s #ŒQ +þA I

_ ìøÍ6£xú #î½+Ë\ @/ôÇ ëH]j&h`¦ [O"î  ½¨^‰&hܼ–Ð —¸_z´+«>ܼ–Ð"f sQôÇ â Ä

º_ OLSü< GLS :Ÿx>|¾Ó_ ´òÖ¦$í`¦ ·ú˜˜ÐtH ·ú§€Œ¤. ‘:r 7HëH\"fH :£¤y #ŒQ +þA I

_ ìøÍ6£xú\¦ 7áx½+Ë #Œ u«Ñ´òõ\ @/ôÇ :r`¦ ?/oHX< P °úכ_ #î½+Ë :Ÿx>|¾Ó`¦ ]j î

ß

–  9, sM: yŒ• ìøÍ6£xú_ u«Ñ´òõ\ @/ôÇ Ž&ñ õ“ P °úכ“Ér "f–Ð ©œ›'a$ís ”>rF 





H P °úכs. OLS x9 GLS Ž&ñ :Ÿx>|¾Ó˜Ð ©œ&h`¦ t P °úכ_ #î½+Ë~½ÓZO ×æ, ~½ÓZO Fü<

GH ]j 17áx š¸ÀÓ Ä»_úïr˜Ð &"f Ž&ñ_ :rs ¸ú˜3lw ?/9|9 ú e”H âĺ e”“¦

~

½

ÓZO BH ]j 17áx_ š¸ÀÓ ¸ú˜ :Ÿx]j÷&“¦ ¢¸ôÇ ´òÖ¦$ís Z}“Ér כ ܼ–Ð  zŒ¤.

Å

Òכ¹6 x#Q: ×æ ìøÍ6£xú, 1lqwn)a P °úכ_ #î½+Ë, ƒ›'a)a P °úכ_ #î½+Ë, OLS, GLS.

1. " V´ * 0

1 l

qwn)a ¿º çH_ u«Ñ´òõ\¦ q“§ H e”©œr+«>_ ‰&³©œ\"f yŒ• ¨8Š\>"f Ñüt s©œ_ ìøÍ 6

£

xú 8£¤&ñ÷&#Q ×æ ìøÍ6£xú(multivariate endpoints)\¦ ìr$3K H âĺ ™¥u ·ú§

>

 µ1ÏÒqtôÇ. \V\¦ [þt#Q"f, p²DG d”€•'õA(U.S. FDA)s „wn‚ q@/7£x(prostatic hyperplasia)

¨ 8

Š\ @/ôÇ u«Ñ–Ð 0A€•(placebo)õ q“§ôÇ &h&ñ|¾Ó 5mg_ finasteride\¦ 5px“Ùþ¡~ e”©œr+«>

`



¦ ¶ú˜(R˜Ð€, 8úx C”¹7£x©œ&hú(urinary symptom score), כ¹5ÅqŽ(urinary-flow rate test), „ w

n

‚ „^‰ÂÒx(total prostate volume), ïߖ”¹|¾Ó(residual volume), „wn‚ :£¤s†½Ó"é¶(prostate specific antigen) 1px_ ìøÍ6£xú–Ð u«Ñ´òõ\¦ ¨î %i. :£¤y, %ƒ6£§ [j ìøÍ6£xú_ :Ÿx>

&

h

 Ä»_$í`¦ H–Ð Õª ´òõ\¦ 7£x"î %i(Chowü< Liu, 2003). sQôÇ ×æ ìøÍ6£xú\ ›'a

1) (137-701) "¦r "í½¨ ìø͟í1lx 505, d¦aË:@<Ɠ§ _<Æ:Ÿx><Æõ, $3&ñ. E-mail: kimsuyoung@catholic.ac.kr

2) (137-701) “§’$. "¦r "í½¨ ìø͟í1lx 505, d¦aË:@<Ɠ§ _<Æ:Ÿx><Æõ, “§Ãº.

E-mail: hhsong@catholic.ac.kr

(2)

ô



Ç ìr$3 r ©œ /'îr ]XH“Ér Åқ'a&h óøÍéߖ < ʓÉr ƒ½¨3lq&h 1px\ qÆÒ#Q ˜Ð ÅÒכ¹ ìøÍ6£x Ã

º(primary endpoint)ü< ˜ÐØæ ìøÍ6£xú(subsidiary endpoint)\¦ ĺ‚&hܼ–Ð ‚×þ˜ #Œ yŒ•  Ã

º\ @/K éߖ|¾Ó ìr$3(univariate analysis)`¦ z´r H כ s. ÕªQ Pocock 1px (1987)s

ƒ



/åL %i1pws Ä»_ t ·ú§“Ér ìøÍ6£xú\¦ ]jü@†<Êܼ–Ð+‹ “0A&hܼ–Ð Ä»_ôÇ :r`¦ %3H â Ä

º•¸ µ1ÏÒqt  9, :£¤y «Ñ_ ÂÒìr&h“ :r`¦ ]jr HX< Õªu> ÷&H éߖ&hs e”. sQôÇ Ð



o|ÃÌ\"f #ŒQ ìøÍ6£xú @/1pxôÇ ×æכ¹$íܼ–Ð ìr$3÷&H ~½ÓZOs “¦9÷&#Q ôÇ.

Hotelling_ T2:Ÿx>|¾Ó“Ér ×æ ìøÍ6£xú —¸¿º\ HôÇ u«Ñ´òõ\¦ Ž&ñ tëߖ, O0Brien (1984)õ Meier (1975) t&h %i1pws 8úx K>h_ ìøÍ6£xú_ yŒ• ìøÍ6£xú ´òõß¼l(effect sizes)“ δk= µ1k− µ2k 0õ Ér\ @/ôÇ @/wn[O_ Ž&ñsÙ¼–Ð u«Ñ´òõ\¦ _p H δk > 0÷rëߖ m u«Ñ Ä»KôÇ âĺ\¦ _p H δk < 0•¸ †<Êa lyŒ• #Œ Ž&ñ§4s ±ú`¦ Ã

º µ1Ú\ \O.

#

ŒQ ìøÍ6£xú_ ´òõß¼l_ €ªœ~½Ó†¾Ó$í ëH]j\¦ x½+É Ãº e”H ]XHܼ–Ð"f éߖ8£¤ Ž&ñ Êê Bonferroni ú&ñZOs e”. K>h_ ìøÍ6£xú "f–Ð 1lqwns &ñ½+É M:, yŒ• ìøÍ6£xú_ éߖ 8

£

¤ Ž&ñ_ õ–Ð %3“Ér P °úכ ×æ ©œ Œ•“Ér °úכ\ K\¦ YLôÇ °úכ`¦ Ä»_úïr αü< q“§ #Œ Ž&ñ





:r`¦ ?/oH ~½ÓZOs. &h6 xs çߖéߖ “¦ sK l /'îr s ~½ÓZO“Ér yŒ• ìøÍ6£xú\ @/K éߖ





|¾Ó ìr$3`¦ z´r > ÷&#Q #ŒQ SÃº_ Ä»_$í Ž&ñܼ–Ð 7£x÷&H ]j 17áx š¸ÀÓ\¦ ˜Ð&ñôÇ



H ©œ&hs e”tëߖ ìøÍ6£xú_ ©œ›'a$í(ρ)s 7£x½+Éú2Ÿ¤, :£¤y ρ ≥ 0.5“ âĺ\ Bonferroni Ã

º&ñZOs Bĺ ˜Ðú&he”`¦ Pocock 1px (1987)“Ér 7HëH_ ³ð 1\"f µ1ßy“¦ e”. sH Gupta (1963) ]jrôÇ |¾Ó &ñ½©(multivariate normal) ìrŸí_ ³ðïro)a &ñ½©¼#  ×æ, þj@/°úכ_ S

X

‰Ò¦ ìrŸí\ HôÇ α0°úכõ Bonferroni ú&ñ\ _ôÇ α00= α/K°úכ`¦ q“§†<Êܼ–Ð+‹ 7£x"î %i



. Bonferroni ú&ñZO_ ¢¸ Ér éߖ&h“Ér #ŒQ ìøÍ6£xú\ K{©œ H P °úכ ×æ ©œ Œ•“Ér P °úכ

\

 H #Œ :r`¦ ?/2;H כ s 9, "f K>h_ ìøÍ6£xú ×æ #Q‹" \"f ̺§Â ôÇ u

«

Ñ´òõ ”>rFôǍH @/wn[O \"f Bonferroni ú&ñZO“Ér Ž&ñ§4s Z}tëߖ, —¸ŽH ìøÍ6£x Ã

º\"f ̺§Â tH ·ú§Ü¼ {9Ò¦&hܼ–Ð #QÖ¼ &ñ•¸_ u«Ñ´òõ ”>rF H @/wn[O \"f





H Ž&ñ§4s Z}t ·ú§.

O0Brien (1984)“Ér —¸ŽH ìøÍ6£xú\¦ 7áx½+Ë #Œ ¿º çH_ u«Ñ´òõ\¦ q“§ H ~½ÓZOܼ–Ð"f OLSü< GLS Ž&ñ :Ÿx>|¾Ó`¦ ]jîߖ %i. s Ž&ñ :Ÿx>|¾Ó“Ér ~½Ó†¾Ó$í`¦ °úH @/wn[O \"f



Ž

&ñ§4s Z}“Ér ©œ&h`¦ tmH ìø̀, $ 1px“Ér ƒ5Åq+þA «Ñ\ @/ôÇ &h6 xëߖ`¦ “¦9 %i.

s

\ Pocock 1px (1987)“Ér ƒ5Åq+þA, síߖ+þA, Òqt”>r «Ñü< °ú s #ŒQ «Ñ +þAI_ ìøÍ6£xú

†

<

Êa ]jr)a âĺ\ GLS :Ÿx>|¾Ós 8¹¡¤ &h]X†<Ê`¦ ƒ/åL %i. GLS :Ÿx>|¾Ó“Ér ½¨^‰&hܼ–Ð y

Œ

• éߖ|¾Ó ìr$3\"f >íߖ)a Ž&ñ :Ÿx>|¾Ó`¦ #ŒQ ìøÍ6£xúçߖ_ /BNìríߖܼ–Ð ×ær& ½+Ëíߖ ô



Ç :Ÿx>|¾Ós. ÕªQ ‰&³z´&hܼ–Ð +þAI "f–Ð Ér ìøÍ6£xú_ éߖ|¾Ó ìr$3`¦ :ŸxK %3“Ér



Ž

&ñ :Ÿx>|¾Ó“Ér Bĺ €ªœ #Œ #î½+Ë\ e”#Q #Q9¹¡§s e”. ‘:r 7HëH\"fH #ŒQ +þAI_ 

×



æ ìøÍ6£xú_ ìr$3~½ÓZOܼ–Ð"f ·ú¡\"f ƒ/åLôÇ #ŒQ éߖ&hõ #Q9¹¡§s \O“¦ óøÍéߖ÷&H éߖ





|¾Ó ìr$3_ õ“ P °úכ`¦ #î½+Ë H ~½ÓZO`¦ ]jîߖôÇ. e”©œr+«>_ :rs _ P °úכܼ–Ð כ

¹€•H†ds ×æכ¹  9, #ŒQ ìøÍ6£xú\ _ôÇ "f–Ð ©œ›'a$ís ”>rF H P °úכ_ #î½+Ë~½ÓZOܼ–Ð"f

#

ŒQ s:r\ HôÇ ~½ÓZOs ]jr|¨c ú e”. ·ú¡\"f ƒ/åLôÇ OLSü< GLS_ ~½ÓZO˜Ð Ž&ñ§4 s

 Z}“Ér P °úכ #î½+Ë~½ÓZO`¦ ‘:r 7HëH\"f ]jîߖ½+É כ s.

(3)

2. • î |q @ è

O0Brien (1984)õ Pocock 1px (1987)_ OLSü< GLS :Ÿx>|¾Ó`¦ [O"î  9, 6£§Ü¼–Ð ©œ›'a

$ í

s e”H P °úכ`¦ #î½+Ë H ~½ÓZO[þt`¦ ]jîߖôÇ. sp 1lqwn&h“ P °úכ_ #î½+Ë~½ÓZOܼ–Ð Fisher (1950)_ ~½ÓZO`¦ q2Ÿ© #Œ Bĺ ´ú§“Ér ~½ÓZO[þts ]jîߖ÷&%3ܼ, ©œ›'a$ís e”H P °úכ_ #î½+Ë~½Ó Z

O

“Ér Brown (1975)õ Zaykin 1px (2002)\ Ô¦õ . s[þt_ ~½ÓZOõ Ér, e”©œr+«>_ âĺ

\

 ½+Ë{©œôÇ P °úכ_ #î½+Ë~½ÓZO`¦ [O"î½+É כ s.

2.1. OLSØþ GLS 5ùç=ˆê ïÕ65“ï| 2.1.1. OLS

OLS :Ÿx>|¾Ó`¦ [O"îv 0AK ƒ5Åq+þA «Ñ–Рئµ1Ï  9 s ƒ5Åq+þA «Ñ Yijk(i = 1, 2, j = 1, . . . , ni, k = 1, . . . , K)H iP: |9éߖ\ 5ÅqôÇ jP: >h^‰_ kP: ìøÍ6£xú\¦  ·p. "f

–

Ð Ér >h^‰_ «ÑH 1lqwnstëߖ 1lx{9 >h^‰_ #ŒQ ìøÍ6£xúH ƒ›'a÷&#Q e”“¦ |¾Ó &ñ

½

© ìrŸí  9 1lx{9 /BNìríߖ 'Ÿ§>=`¦ &’6£§`¦ &ñôÇ. 7£¤, Yij ∼ N (µi, Σ)s 9, #Œl"f Yij

= (Yij1, . . . , Yijk)T, µi = (µi1, . . . , µik)T (i = 1, 2)s“¦ Σkk = σk2–Ð"f yŒ• ìøÍ6£xú_ ìríߖ

“ É

r "f–Ð ØÔ 9 úçߖ /BNìríߖ Σkk0s ”>rF†<Ê`¦ &ñôÇ. OLS :Ÿx>|¾Ó“Ér yŒ• ìøÍ6£xú\¦ ĺ

‚



 ³ðïrorvH כ ܼ–Рئµ1ÏôÇ. 7£¤, ³ðïro)a ìøÍ6£xúH 6£§õ °ú .

Yijk =Yijk− ¯Y..k

S..k

. (2.1)

#

Œl"f ¯Y..kü< S..k2 H yŒ• ìøÍ6£xú\"f_ ¨îçHõ ½+Ë#îìríߖ(pooled variance)_ ÆÒ&ñ°úכܼ–Ð  6

£

§õ °ú .

Y¯..k = n1Y¯1.k+ n2Y¯2.k

n1+ n2 , (2.2)

S..k2 = (n1− 1)S1.k2 + (n2− 1)S2.k2

n1+ n2− 2 . (2.3)

#

Œl"f ¯Yi.kH yŒ• çH_ ¨îçHܼ–Ð"f ¯Yi.k = (1/ni)Pni

j=1Yijk–Ð &ñ_)a.

s

]j ³ðïro)a Yijk \ H #Œ yŒ• ìøÍ6£xú\ @/K u«Ñ´òõ e”H\ @/ôÇ t :Ÿx>

|

¾

Ó`¦ ½¨½+É Ãº e”ܼ 9 Lehmacher 1px (1991)_ l ñ\¦ "f s\¦ ¼#_©œ Z–Ð ³ð‰&³ôÇ.

Zk= Y¯1.k − ¯Y2.k

p(1/n1) + (1/n2). (2.4)

#

Œl"f ¯Yi.k = (1/ni)Pni

j=1Yijk s.

OLS :Ÿx>|¾Ó“Ér sü< °ú s ½¨ôÇ yŒ• ìøÍ6£xú_ Zk\¦ ‚+þA ½+Ëíߖr& ½¨ôÇ כ s. s]j 0A

\

"f ƒ/åLôÇ K>h_ Zk[þt–Ð sÀÒ#Q” K × 1 7˜'\¦ Z = (Z1, . . . , Zk)T–Ð, Yijk –ÐÂÒ' ÆÒ&ñ

 )

a K × K _ ©œ›'a'Ÿ§>=(correlation matrix)`¦ ˆRܼ–Ð, yŒ• "鶙è 1–Ð sÀÒ#Q” K × 1 7˜'

\



¦ J = (1, . . . , 1)T–Ð &ñ_ôÇ. OLS :Ÿx>|¾Ó“Ér 6£§õ °ú .

TOLS= JTZ p

JTRJˆ . (2.5)

(4)

s

 :Ÿx>|¾Ó TOLS_ ìr\¦ ¶ú˜(R˜Ð€ Zk\¦ éߖíH ½+Ëíߖ(unweighted sums)rv“¦ e”#Q Êê\ [O

"

î

H GLS_ ×æ ½+Ëíߖ(weighted sums)õ ØÔ.

OLS :Ÿx>|¾Ó TOLSH yŒ• ìøÍ6£xúZ>–Ð «Ñ–ÐÂÒ' ÆÒ&ñôÇ ½+Ë#îìríߖܼ–Ð ³ðïror† Yijk \ HôÇ Zk\¦ ½+ËíߖrvÙ¼–Ð ) Áº[O \"f•¸ {9ìøÍ&hܼ–Ð &ñSX‰y t ìrŸí t ·ú§ Ü

¼ 9, ¢¸ôÇ @/wn[O \"f•¸ &ñSX‰y q×æd” t ìrŸí t ·ú§H. ) Áº[O \"f :£¤Z>ôÇ

 â

ĺ\ ôÇ #Œ TOLSH &ñSX‰y t ìrŸí HX< sQôÇ âĺêøÍ —¸ŽH ìøÍ6£xú 1lx{9 8£¤&ñ°úכ

# 3

0A(same scale)\¦ t€"f 1lx{9 ìríߖ(7£¤, σk = σ, k = 1, . . . , K){9 M: Yijk\¦ S..k 



©

œÃº“ S...–Ð ¾º#Q ³ðïrorvH âĺs. O0Brien (1984)\"f ) Áº[O \"f TOLS



Ä»•¸ n1+ n2− 2_ H t ìrŸí†<Ê`¦ s6 x #Œ Ž&ñ “¦ e”ܼ 9 ‘:r 7HëH\"f•¸ s\¦ Õª@/

–

Ð G×þ˜ôÇ.

é ß

–íH > >íߖ÷&H OLS :Ÿx>|¾Ó“Ér úu&hܼ–Ð îߖ&ñ H ©œ&hs e”tëߖ @/ÂÒìr_ â Ä

º\ #ŒQ ìøÍ6£xúçߖ\ 1lx{9 ©œ›'a$í`¦ tm“¦ e”t ·ú§l M:ëH\ sQôÇ ©œ›'a$í`¦ ×æܼ

–

Ð ¿º“¦ ½+ËíߖôÇ GLS :Ÿx>|¾Ós 8 H Ž&ñ§4`¦ t> )a.

2.1.2. GLS

GLS :Ÿx>|¾Ó“Ér yŒ• ³ðïro)a &ñ½©¼#  Zk\ ³ðïro)a Yijk –ÐÂÒ' ÆÒ&ñ)a ©œ›'a'Ÿ§>=_

% i

(inverse)`¦ ×æܼ–Ð ½+ËíߖôÇ :Ÿx>|¾Ós 9, "f yŒ• ìøÍ6£xú_ l#Œ &ñ•¸ ØÔ> )a



. 7£¤, GLS :Ÿx>|¾Ó“Ér 6£§õ °ú .

TGLS= JT−1Z q

JT−1J

. (2.6)

s

 TGLS %ir O0Brien (1984)“Ér ) Áº[O \"f Ä»•¸ n1+ n2− 2_ H t ìrŸí†<Ê`¦ s 6

 

x #Œ Ž&ñ “¦ e”ܼ 9 ‘:r 7HëH\"f•¸ s\¦ Õª@/–Ð G×þ˜ôÇ. ìøÍ6£xú_ ú éߖt ¿º >h

“



 âĺ\H OLS :Ÿx>|¾Óõ GLS :Ÿx>|¾Ós {9u > ÷&tëߖ, ìøÍ6£xú !Ó s©œ“ âĺ\





H GLS :Ÿx>|¾Ó_ Ž&ñ§4s 8¹¡¤ ß¼“¦ ·ú˜94R e” (Lehmacher 1px, 1991).

OLSü< GLS :Ÿx>|¾Ó“Ér ³ðïro)a ìøÍ6£xú\ H #Œ >íߖ÷&HX< #ŒQ ìøÍ6£xú 

€ ª

œôÇ «Ñ +þAI“ âĺ, :£¤y síߖ+þAs íH"f+þA(ordinal), Òqt”>r «Ñ\¦ 1lx{9 #30A\¦ t•¸ 2

Ÿ

¤ ³ðïrorvH {9s "îu ·ú§. #ŒQ ìøÍ6£xú\¦ yŒ• ìøÍ6£xúZ> íH0A–Ð ¨8ŠôÇ“¦ K

•

¸ ëH]jH K÷&t ·ú§H. "f sQôÇ €ªœôÇ ìøÍ6£xú_ ìr$3\H 6£§ ]X\"f ™è>h

H P °úכ_ #î½+Ës 8¹¡¤ |ÃÐf” .

2.2. P ÇH?ê :…êÔ± 2.2.1. #H B‘!@ ^lv„¶Ý䟮„ÞÅ'H P ÇH?ê 5_lv Ñä=ˆê

e

”

©œr+«>\"f ú|9÷&H ìøÍ6£xú_ +þAI–ЍH ƒ5Åq+þA «Ñ–Ð"f &ñ½© ¢¸H q&ñ½© ìrŸí



«Ñ e”“¦, sü@\•¸ síߖ+þA, íH"f+þA x9 Òqt”>r «Ñ e”. u«Ñ´òõ ”>rFôǍH @/wn

[O \"f yŒ• +þAI_ ìøÍ6£xú\ @/K éߖ8£¤ Ž&ñ_ P °úכ`¦ ½¨ H õ&ñ`¦ ÷&•¸2Ÿ¤ Âúª> "f Õ

ü tôÇ.

(5)

Ä

º‚ kP: ìøÍ6£xú_ ƒ5Åq+þA «Ñ &ñ½© ¢¸H H &ñ½© ìrŸí H âĺ 6£§_ T :Ÿx

>

|¾Ós Ä»•¸ n1+ n2− 2“ t ìrŸí†<Ê`¦ s6 x #Œ Ž&ñôÇ.

Tk = Y¯1.k− ¯Y2.k

S..k

p(1/n1) + (1/n2). (2.7)

#

Œl"f S2..kH ¿º çH_ ½+Ë#îÆÒ&ñ|¾Ós 9, P °úכ“Ér Pk= Pr(T ≥ Tk)\ _K ½¨ôÇ.

ì ø

Í6£xú &ñ½© ìrŸí t ·ú§H âĺ, q—¸Ãº ~½ÓZO“ ]49q’H(Wilcoxon) íH0A½+Ë Ž&ñܼ

–

Ð ¿º çH`¦ q“§ôÇ. ]49q’H íH0A½+Ë Ž&ñ“Ér ¿º çH «Ñ\¦ íH0A–Ð ¨8ŠôÇ Êê ôÇ çH_ íH0A

½ +

Ë Wk\¦ :Ÿx>|¾Óܼ–Ð 6 x  9 ³ð‘:rú n1s n2 20˜Ð ß¼€ 6£§_ :Ÿx>|¾Ós &ñ½© H



†<Ê`¦ s6 x #Œ Ž&ñôÇ.

Zk =Wk− E(Wk)

Var(Wk) . (2.8)

#

Œl"f E(Wk< Var(Wk)H yŒ•yŒ• Wk_ ¨îçHõ ìríߖܼ–Ð"f 6£§õ °ú .

E(Wk) = n1(n1+ n2+ 1)

2 , Var(Wk) = n1n2

12 (n1+ n2+ 1). (2.9) 1

l

x&h «Ñ e”€, 0A_ ìríߖ /BNd”“Ér ˜Ð&ñ ÷&#Q ôÇ (Hollanderü< Wolfe, 1999). P °úכ

“ É

r Pk = Pr(Z ≥ Zk)\ _K ½¨ôÇ.

s

íߖ+þA ìøÍ6£xú“ âĺ\H qÖ¦  Ž&ñܼ–Ð ³ð‘:rú Œ•t ·ú§€ qÖ¦ _ H &ñ

½

© ìrŸí†<Ê`¦ s6 xôÇ. ˆP1kü< ˆP2k ¿º çH_ |  µ1ÏÒqt_ SX‰Ò¦s“¦, ˆPpH —¸qÖ¦_ ½+Ë#î ÆÒ

&

ñ

|¾Ó{9 M:, qÖ¦  Ž&ñ :Ÿx>|¾Ó“Ér

Zk = Pˆ1k− ˆP2k

qPˆp(1 − ˆPp)(n1

1 +n1

2)

(2.10)

s

 9, P °úכ“Ér Pk= Pr(Z ≥ Zk)\ _K ½¨ôÇ.

] X

éߖ «Ñ(censored data) e”H Òqt”>r «Ñ_ âĺH Gehan (1965)_ :Ÿx>|¾Ó Ws=

n1

X

j=1

|uj| (2.11)

`



¦ s6 xôÇ. #Œl"f ujH Mantel (1966)_ Û¼ï–Ð"f 'Í P: |9éߖ_ jP: ›'a8£¤°úכ˜Ð H

¿

ºP: |9éߖ_ ›'a8£¤°úכ\"f 'Í P: |9éߖ_ jP: ›'a8£¤°úכ˜Ð Œ•“Ér ¿ºP: |9éߖ_ ›'a8£¤°úכ`¦

 É

™ °úכs. Ws_ l@/°úכ“Ér 0s“¦, ìríߖ“Ér Var(Ws) = n1n2

(n1+ n2)(n1+ n2− 1)

nX1+n2

j=1

(uj)2 (2.12)

s

 9, ujH ™D¥½+Ë ³ð‘:r_ jP: ›'a8£¤°úכ˜Ð H ›'a8£¤°úכ\"f jP: ›'a8£¤°úכ˜Ð Œ•“Ér ›'a8£¤°úכ`¦

 É

™ °úכܼ–Ð &ñ_ôÇ. n1, n2 Øæìry ß¼€ :Ÿx>|¾Ó Zk = Ws/p

Var(Ws)s H &ñ½© ìr

Ÿ

í†<Ê`¦ s6 x #Œ Ž&ñ  9, P °úכ“Ér Pk = Pr(Z ≥ Zk)\ _K ½¨ôÇ.

s

ü< °ú s #ŒQ +þAI ìøÍ6£xú–ÐÂÒ' ½¨ôÇ P °úכ“Ér ©œ›'a$ís e”H P °úכܼ–Ð"f K × 1 7˜ '

 P = (P1, . . . , Pk)T–Ð ³ð‰&³ôÇ. s]j, #ŒQ P °úכ`¦ #î½+Ë #Œ _ 7áx½+˝)a P °úכ(global P -value)`¦ ]jr H ~½ÓZO`¦ [O"îôÇ.

(6)

2.2.2. æÐüÊPèh²¿ P ÇH?ê :…êÔ± 1

l

qwn)a P °úכ_ #î½+Ëܼ–Ð #ŒQ t ~½ÓZO[þts ]jr÷&%3ܼ 9 ‘:r 7HëH\"fH ©œ V,o æ¼ s

H Fisher (1950)_ ~½ÓZOõ Good (1958)_ ›¸o¨îçH(harmonic mean)`¦ s6 xôÇ ~½ÓZO`¦ “¦



9ôÇ. ‘:r 7HëH_ ÅÒ 3lq&h“Ér 1lqwn)a P °úכ_ #î½+Ës m ƒ›'a)a P °úכ_ #î½+Ëܼ–Ð"f s\¦ /

B

I [O"î > )a.

Fisher (1950)_ P °úכ #î½+Ë~½ÓZO“Ér Littellõ Folk (1971, 1973) t&h %i1pws 1lqwn)a Ž

&

ñ

ܼ–ÐÂÒ' ½¨K” P °úכ_ #î½+Ë~½ÓZO îrX< ´òÖ¦$ís Z}“¦ ·ú˜94R e”. P °úכ“Ér {9€ªœ ìr

Ÿ

í Ù¼–Ð, Pr(−2 loge P > t) = Pr(P < e−t/2) = e−t/2–ÐÂÒ' Ä»•¸ 2_ s]jYL ìrŸí\¦



2£§`¦ ·ú˜ ú e”. "f 1lqwn)a #ŒQ P °úכ_ ½+˓Ér Ä»•¸ 2K“ s]jYL ìrŸí\¦ Ér.

X2= XK k=1

−2 logePk. (2.13)

Õ

ªQÙ¼–Ð 7áx½+˝)a P °úכ“Ér PFisher= Pr(χ2(2K)≥ X2)s )a. #Œl"f χ2(2K)H Ä»•¸ 2K_  s

]jYL ìrŸís.

Good (1958)“Ér 6£§õ °ú s ìøÍ6£xú_ ú\¦ 1lqwn)a P °úכ_ %iú_ ½+Ëܼ–Ð èH °úכ`¦ 7

á

x½+˝)a P °úכܼ–Ð &ñôÇ.

PGood= K XK k=1

Pk−1

. (2.14)

2.2.3. –î|fy;ˆêc ÎPòKûý P ÇH?ê †Ã=ˆêh²¿  כƒ¬˜Þ2 cëàf£­ :…êÔ±

Brown (1975)“Ér ©œ›'a$ís e”H P °úכ_ #î½+Ë~½ÓZOܼ–Ð ·ú¡\"f ƒ/åLôÇ Fisher (1950)_ ~½ÓZO

`



¦ ú&ñ #Œ &h6 xôÇ. ©œ›'a$ís e”H P °úכ`¦ #î½+Ë H âĺ 0A_ d” (2.13)\ ]jr)a X2_

¨ î

çHõ ìríߖ`¦ ½¨K˜Ð€ 6£§õ °ú .

E(X2) = 2K, (2.15)

Var(X2) = XK i=1

Var(−2 logePi) + 2 XK XK

i<j

Cov(−2 logePi, −2 logePj)

= 4K + 2 XK XK

i<j

Cov(−2 logePi, −2 logePj). (2.16)

Brown (1975)“Ér ìríߖ_ š¸ÉrAᤠ†½Ó\ e”H Cov(−2 logePi, −2 logePj)\¦ iP:ü< jP: ìøÍ 6

£

xú_ ©œ›'a>ú ρij_ †<Êú–Ð ³ð‰&³ #Œ, ρij €ªœÃº{9 M: ρij(3.25 + 0.75 × ρij)–Ð, 6£§Ãº {

9

 M: ρij(3.27 + 0.71 × ρij)–Ð ]jr %i. ÕªQÙ¼–Ð õ ƒ½¨–ÐÂÒ' ρij_ °úכ`¦ ·ú˜> ÷&€ Var(X2)\¦ ½¨½+É Ãº e”. s]j X2_ ¨îçHõ ìríߖs ½¨K&’“¦, s]jYL ìrŸíü< ƒ›'a f± H {

9

s zŒ™ e”.

(7)

χ2(f ) Ä»•¸ f _ s]jYL ìrŸí{9 M: d” (2.13)_ X2\¦ cχ2(f )–Ð Hr~´ ú e”“¦ 

&

ñ

€, X2_ ¨îçHõ ìríߖ“Ér 6£§õ °ú .

E(X2) = cf, Var(X2) = 2c2f. (2.17) Õ

ªQÙ¼–Ð d” (2.15), (2.16)õ (2.17)`¦ s6 x € cü< f H 6£§õ °ú s &ño)a.

c = Var(X2)

2E(X2), f =2[E(X2)]2

Var(X2) . (2.18) s

]j E(X2< Var(X2)\¦ s6 x #Œ cü< f _ °úכ`¦ ½¨ “¦, s–ÐÂÒ' Ä»•¸ f _ s]jYL ì



rŸí\¦ ØԍH 6£§_ :Ÿx>|¾Ó`¦ %3H.

X2

c ≈ χ2(f ) (2.19)



"f 7áx½+˝)a P °úכ“Ér PBrown = Pr(χ2(f ) ≥ X2/c)s. sü< °ú s ©œ›'a$ís e”H #ŒQ P °úכ`¦ #î½+Ë #Œ PBrown`¦ Ä»•¸ H ~½ÓZO`¦ ĺoH ¼#_©œ ‘~½ÓZO B’ ÂÒØÔ’x.

2.2.4. –î|fy;ˆêc ÎPòKûý P ÇH?ê æÐüÊPè Ýäsìë ¦Í :…êÔ±



©

œ›'a$ís e”H P °úכ_ #î½+˘ÐH 1lqwn)a P °úכ_ #î½+Ë\ @/ôÇ s:r[þts 8¹¡¤ ´ú§s ]jr

÷

&%36£§s z´s. ÕªQÙ¼–Ð ©œ›'a$ís e”H P °úכ`¦ 1lqwn)a P °úכܼ–Ð ¨8Šr& s\¦ #î½+Ë 





H ~½ÓZO•¸ ¢¸ôÇ 0px . Zaykin 1px (2002)“Ér Ä»„†<Æ_ ©œS!, 7£¤ úëߖ>h_ Ä»„ &ñ˜Ð\¦ ì



r$3K H âĺ\ Bĺ &h]XôÇ Wilkinson (1951)_ #QÖ¼ °úכ s _ P °úכëߖ`¦ YL #Œ 7áx

½ +

Ë H Truncation Product ~½ÓZO`¦ ]jîߖ H õ&ñ\"f ¢¸ôÇ 1lqwn)a P °úכܼ–Ð_ ¨8Š`¦ [O

"

î

%i. ‘:r 7HëH\"fH e”©œr+«>\_ &h6 xܼ–Ð ©œ›'a$ís e”H P °úכ`¦ 1lqwn)a P °úכܼ–Ð 

¨ 8

Šr† Êê\ ´òÖ¦$ís Z}“¦ µ1ß)€” Fisher (1950)_ ~½ÓZOõ Good (1958)_ ~½ÓZO`¦ ]X3lq r

†.

#

ŒQ ìøÍ6£xú_ ©œ›'a'Ÿ§>= Rs €ªœ&ñu 'Ÿ§>=(positive definite matrix){9 M:, R = MMT`¦ ë

ß

–7ᤠH c+tYUÛ¼v כ¹™è(Cholesky factor)“ K × K'Ÿ§>= Ms ”>rFôÇ. 1lqwn)a K>h_ P °úכ Ü

¼–Ð sÀÒ#Q” K × 1 7˜'\¦ PI–Ð &ñ_ €, s\ ©œ6£x H ³ðïr &ñ½© ìrŸí_ Z°úכ 7˜'H ZI = Φ−1(J − PI)s )a. #Œl"f Φ(·)H ³ðïr &ñ½© ìrŸí_ SX‰Ò¦ìrŸí †<Êús 9, JH 1]X\

"

f &ñ_ %i1pws K ×1 7˜' J = (1, . . . , 1)Ts. s]j ©œ›'a$ís e”H P °úכ 7˜'\¦ P–Ð &ñ_

€ sH ĺ‚ MZI ¨îçHs 0s“¦, ìríߖs Var(MZI) = MVar(ZI)MT = MMT = R“



†½Ó &ñ½© ìrŸí\¦ ÉrH כ `¦ s6 x #Œ ½¨ôÇ.

P = J − Φ{MZI}

= J − Φ{MΦ−1(J − PI)}. (2.20)

#

Œl"f P °úכ\ ©œ6£x H Z°úכ 7˜'_ ©œ›'a'Ÿ§>= Var(ZI)H #ŒQ ìøÍ6£xú_ ©œ›'a'Ÿ§>=õ 1lx {

9

 “¦ &ñ %iHX<, sH ©œ›'a>úH éߖ›¸ ¨8Š(monotone transformation)\ _K H



&hܼ–Ð Ô¦ H z´, 7£¤, Corr{g(Pi), g(Pj)} ≈ Corr{Pi, Pj}`¦ s6 xôÇ כ s (Zaykin 1

p x, 2002).

(8)

s

–ÐÂÒ' 1lqwn)a P °úכ 7˜' PIH 6£§õ °ú s ½¨K”.

PI = J − Φ{M−1Φ−1(J − P)}. (2.21) s

ü< °ú s ©œ›'a$ís e”H P °úכ_ 7˜' P\¦ ¨8Š #Œ 1lqwn)a P °úכ_ 7˜' PI\¦ ½¨ %i“¦ s ]

j PI_ yŒ• כ¹™è“ 1lqwn)a P °úכ_ #î½+Ëܼ–Ð"f ·ú¡\"f ™è>hôÇ Fisher (1950)_ P °úכ #î½+Ëõ Good (1958)s ]jrôÇ ›¸o¨îçH ~½ÓZO`¦ &h6 xôÇ. yŒ•yŒ•_ ~½ÓZO\ _ôÇ 7áx½+˝)a P °úכ_ #î½+Ë

`



¦ ¼#_©œ ‘~½ÓZO F’ü< ‘~½ÓZO G’ ÂÒØÔ’x.

3. = . ãë à  N M

#

ŒQ +þAI_ ìøÍ6£xú–ÐÂÒ' 7áx½+˝)a :r`¦ ?/9 H âĺ ™¥y µ1ÏÒqt  9 6£§_

\

V]j Õª ôÇt âĺs. _†<Æ&h lÕütµ1τ x9 ²DG_ “¦§îo 1pxܼ–Ð “ #Œ _«Ñq6 xs ß

¼> /åL7£x €"f s\ @/ôÇ ŽžÐ ƒ½¨[þt\ _K #ŒQ ~½Ó€\"f sÀÒ#Qt“¦ e”. :£¤y



H tئ†½Ó3lqܼ–Ð #î"é¶ {9"é¶u«Ñ t&h÷&€"f @"é¶_ Ô¦€9כ¹ôÇ tƒ, q´òÖ¦&h“ u«Ñ ƒ

>

 rÛ¼%7›Ü¼–Ð “ôÇ {9"é¶{9ú_ 7£x 1px, ÂÒ&h&ñ {9"é¶{9ú\¦ צe”ܼ–Ð+‹ q6 x`¦ צs“¦

H ”¸§4s ÂÒyŒ•÷&“¦ e”.

‘ :

r 7HëH\"f ]jr H «ÑH 2002¸ ¿º ²ú˜ 1lxîߖ @/†<Æíߖ  #î"é¶\"f ú|9÷&%3ܼ 9, 50- 59[j zŒ™$í ¨8Š ×æ 63"î_ Iõ ¨8Šü< 47"î_ Sõ ¨8Š_ {9"é¶u«Ñ\¦ ìr$3 #Œ ¿º ”«Ñõ\¦ q

“§½+É 3lq&hܼ–Ð ÂÒ&h&ñ {9"é¶{9ú\¦ ú|9 %i (Kim, 2004). ÂÒ&h&ñ {9"é¶{9“Ér Gertmanõ Restuccia (1981)\ _K >hµ1ϝ)a Appropriate Evaluation Protocol(AEP)`¦ s6 x #Œ &ñ_

 9, 11>h_ _«Ñ "fqÛ¼ x9 ”'Ÿ\ ›'aº)a †½Ó3lq, 7>h_ çߖ ñ 1px_ ˜Ð›¸ "fqÛ¼\ ›'aº)a

†

½

Ó3lq, 8>h_ ¨8Š_ e”©œ&h :£¤fç\ ›'aº)a †½Ó3lqܼ–Ð ½¨$í)a 8úx 27>h †½Ó3lq\ H #Œ &h&ñ {

9

"é¶{9`¦ ¨îôÇ. ü@²DGõ Ér ôDzDG _«ÑrÛ¼%7›_ :£¤fç`¦ ìøÍ%ò l 0AK ²DG?/ _«Ñ ƒ½¨



[þt\ _K Y> YV ú&ñ`¦ •2; •¸½¨–Ð {9"é¶{9s 0A_ †½Ó3lq ×æ #QÖ¼ כ \•¸ ÂÒ½+Ë÷&t ·ú§

`



¦ M:\¦ ÂÒ&h&ñ{9–Ð &ñ_ %i. ¨8Š_ ÂÒ&h&ñ{9 «Ñ–ÐÂÒ' #ŒQ ÂÒ&h&ñ$í ¨î'‘•¸

í ß

–ئ÷& 9, ©œ ™¥y æ¼sH '‘•¸H yŒ• ¨8Š_ 8úx {9"é¶{9ú ×æ ÂÒ&h&ñ {9"é¶ {9ú_ qÖ¦s



. ÕªQ ƒ5Åqú“ s ÂÒ&h&ñÖ¦“Ér @/|ÄÌ&h“ '‘•¸–Ð"f Øæìry [jÂÒ&hst 3lw . ÂÒ&h

&

ñ

{9s ÷&l /'îr {9"é¶ 'Í ±ú˜õ @"é¶ „±ú˜“Ér _«Ñ ›'ao[þt\> :£¤Z>ôÇ _p\¦ t 9 s yŒ• y

Œ

•“Ér síߖ+þA ús. %ƒ6£§ ÂÒ&h&ñ{9s rŒ•)a sÊê–Ð 6£§ ÂÒ&h&ñ{9s  l „t

\



¦ _  :Ÿx>|¾Ó(run statistics)ܼ–Ð &ñ_ #Œ ú(run number)\¦  ?/H íH"f+þA  Ã

º ¢¸ôÇ _p e”. ôÇ \V–Ð"f, {9"é¶lçߖs 8úx 21{9s ÷&H ¨8Š_ «Ñ\"f 0`¦ &h&ñ {

9

–Ð, 1`¦ ÂÒ&h&ñ{9–Ð ³ð‰&³ #Œ 0-0-0-1-1-1-1-1-1-0-0-0-1-1-1-1-0-1-0-0-0ü< °ú “¦ . 8úx 11{9_ ÂÒ&h&ñ {9ú–Ð {9"é¶{9\ @/ôÇ ÂÒ&h&ñÖ¦“Ér 11/21=0.524s ÷& 9, úH 4s. ¢¸ôÇ {

9

"é¶ 'Í ±ú˜õ @"é¶ „±ú˜ —¸¿º &h&ñôÇ u«Ñ\¦ ~Ã΀Œ¤. #ŒQ ú †<Êa ÂÒ&h&ñôÇ &ñ•¸\¦ 

·p.

³

ð 3.1\ Iõü< Sõ ¨8Š_ yŒ• ú\ @/ôÇ כ¹€• úu ]jr÷&%3ܼ 9, #ŒQ '‘•¸\¦ 7áx

½ +

Ë #Œ"f ¿º ”«Ñõ\¦ q“§ “¦ ôÇ. {9"é¶ 'Í ±ú˜, @"é¶ „±ú˜“Ér „^‰ ¨8Š ×æ\"f ÂÒ&h&ñ {

9

`¦ ” ¨8Šú ]jr÷&%3“¦, ú_ 4H Õª s©œ`¦ Ÿí†<Ê H #3ÅҖÐ"f ú\ ]jr)a

(9)

³

ð 3.1: yŒ• ú\ @/ôÇ כ¹€• úu

¨ 8

Šº {9"é @"é º

 Ò&h&ñÖ¦ '

Í

±ú˜ „ú˜ 1 2 3 4

 47 25 27 11 13 16 7

(53%) (57%) (23%) (28%) (34%) (15%) 0.22

 63 15 25 30 19 7 7

(24%) (40%) (48%) (30%) (11%) (11%) 0.20

110 40 52 41 32 23 14

(36%) (47%) (37%) (29%) (21%) (13%) 0.21

Ã

ºH yŒ• #3ÅÒ\ 5Åq H ¨8Šú\¦  ·p. síߖ+þAõ íH"f+þA ú_ âĺ\ F‹c ñ îߖ\ q Ö



¦`¦ ]jr %i. Sõ\"f {9"é¶ 'Í ±ú˜ ÂÒ&h&ñ{9_ qÖ¦s Z}ܼ 9 ¢¸ôÇ ú H âĺ_ q Ö



¦•¸ Z}. ÕªQ ÂÒ&h&ñÖ¦“Ér Sõ Iõ˜Ð ÂÒ&h&ñôÇ &ñ•¸ Z}H z´`¦ ìøÍ%ò t 3lw

“¦ e”.

y

Œ

• úZ>–Ð Sõ Iõ˜Ð ÂÒ&h&ñ '‘•¸ Z}H כ `¦ Ž&ñ½+É 3lq&hܼ–Ð z´rôÇ éߖ

|

¾

Ó ìr$3\"f {9"é¶ 'Í ±ú˜õ @"é¶ „±ú˜ úH qÖ¦  Ž&ñܼ–Ð Z°úכs yŒ•yŒ• 3.169õ 1.846s

“

¦, úH ]49q’H íH0A½+Ë Ž&ñܼ–Ð Z°úכs 2.797s. ƒ5Åq+þA“ ÂÒ&h&ñÖ¦“Ér —¸¨îçH q“§–Ð t Ž&ñ`¦ z´r “¦ @/³ð‘:r H Z:Ÿx>|¾Óܼ–Ð 0.39s ½¨K&’. Ä»_úïr 5%\"f ÂÒ&h&ñÖ¦

“ É

r Sõ_ ÂÒ&h&ñôÇ u«Ñ\ @/ôÇ Ä»_ôÇ H ÷&t 3lw H ìø̀,  Qt [j úH Ä»_ôÇ





H\¦ ]jrôÇ.

‘ :

r 7HëH\"f [O"îôÇ ×æ ìøÍ6£xú\¦ 7áx½+ËôÇ Ž&ñ~½ÓZO`¦ &h6 xK ‘:r. yŒ• úçߖ ©œ›'a '

Ÿ

§>=“Ér õ ƒ½¨–ÐÂÒ' ½¨ H כ s þj&hstëߖ s ”«Ñõ ìr$3\"fH ³ð‘:r\"f ÆÒ&ñôÇ

 כ

`¦ 6 xôÇ.

R =





1 0.2306 0.4970 0.5612 1 0.5298 0.5387 1 0.4111 1



.



©

œ›'a$í e”H P °úכ #î½+Ë~½ÓZO“ ~½ÓZO B\"f ½¨ôÇ X2x9 ¨îçH E(X2)õ ìríߖ Var(X2)H 6£§ õ

 °ú .

X2 = XK k=1

−2 logePk = 14.352 + 6.857 + 11.92 + 2.106 = 35.235, E(X2) = 2K = 8,

Var(X2) = 4K + 2 XK XK

i<j

Cov(−2 logePi, −2 logePj)

= 16 + 2 × (0.791 + 1.801 + 2.06 + 1.933 + 1.97 + 1.462)

= 36.026.

(10)

³

ð 3.2: 7áx½+˝)a ìr$3 õ

OLS GLS ~½ÓZO B ~½ÓZO G ~½ÓZO F



Ž

&ñ :Ÿx>|¾Ó 2.656 2.957 15.648 - 26.185 7

á

+˝)a P °úכ 0.004 0.0016 0.0023 0.0004 0.001



"f c = Var(X2)/2E(X2) = 36.026/(2 × 8) = 2.252, f = 2E(X2)2/Var(X2) = (2 × 82)/36.026 = 3.553`¦ s6 x #Œ %3“Ér X2/c = 15.648H Ä»•¸ f “ s]jYL ìrŸí\¦ Ér.

s

 M: PBrown°úכ“Ér 0.0023ܼ–Ð, Ä»_úïr 5%\"f Iõü< Sõ {9"鶨8Š_ ÂÒ&h&ñôÇ &ñ•¸\  s

 \OH ) Áº[O`¦ lyŒ•ôÇ.



6£§“Ér ~½ÓZO Fü< G_ >íߖ\"f כ¹½¨÷&H Mõ M−1s.

M =





1 0.2306 0.4970 0.5612 0 0.9731 0.4267 0.4206 0 0 0.7556 −0.0625 0 0 0 0.7101



,

M−1=





1 −0.2369 −0.5240 −0.6960 0 1.0277 −0.5803 −0.6599 0 0 1.3234 0.1165 0 0 0 1.4082



.

s

]j éߖ|¾Óܼ–ÐÂÒ' ½¨K” P °úכ 7˜' P = (0.0008, 0.0324, 0.0026, 0.3488)Tõ s\ K{©œ

H Z°úכ 7˜' Φ−1(J−P) = (3.1690, 1.8461, 2.7968, 0.3885)T\ _K Φ{M−1Φ−1(J−P)} = (0.8403, 0.5071, 0.9999, 0.7079)Ts >íߖ÷&#Q, 1lqwn ¨8Š)a P °úכ 7˜' PI = (0.1597, 0.4929, 0.0001, 0.2921)T\¦ Ä»•¸ôÇ.

PI\¦ s6 x #Œ P

Pk−1 = 6.2617 + 2.0288 + 10000 + 3.4235 = 10011.71`¦ ìr—¸–Ð 





H PGood = 4/10011.71 = 0.0004s >íߖ)a. Õªo“¦ Ä»•¸ 8_ s]jYL ìrŸí\¦ ØԍH XFisher2 = 3.6692 + 1.4148 + 18.6401 + 2.4610 = 26.1851_ PFisher°úכ“Ér 0.0010s. ~½ÓZO G ü

< F ¢¸ôÇ Ä»_úïr 5%\"f Iõü< Sõ_ ÂÒ&h&ñôÇ &ñ•¸\ s \OH ) Áº[O`¦ lyŒ• ô

 Ç.

OLSü< GLS :Ÿx>|¾Ó“Ér éߖ|¾Ó ìr$3 õ Ä»•¸ôÇ Ž&ñ :Ÿx>|¾Ó Z 7˜'–ÐÂÒ' TOLS= JTZ/

p

JTRJ = 8.2013/3.0881 = 2.656õˆ  TGLS = JT−1Z/

q

JT−1J = 3.8574/1.3045 = 2.957`¦ yŒ•yŒ• >íߖôÇ. —¸ŽH ~½ÓZO\"f 7áx½+˝)a P °úכs Ä»_úïr 5% \"f Ä»_ . ³ð 3.2\ OLS, GLS x9 ~½ÓZO B, G, F_ õ\¦ כ¹€• %i.

4. … ¬? êÍ P æB  

4.1. …¬?êÍPæB 5¨ÉÌ

#

ŒQ +þAI_ |¾Ó ìøÍ6£xú–Ð u«Ñ´òõ 8£¤&ñ)a âĺ, 1lqwn)a ¿º çH_ q“§\ @/ôÇ Ž

(11)

&

ñ

ZOܼ–Ð ‘:r 7HëH\"f #ŒQ ~½ÓZOs ]jr÷&%3“¦, s\¦ q“§ H —¸_z´+«>`¦ z´r %i. ©œ

› '

a$ís e”H 4>h_ |¾Ó ìøÍ6£xú\¦ Òqt$í  9 yŒ• çH\"f 1lx{9 ³ð‘:rú n(= n1= n2)=20, 50“ âĺ\¦ “¦9ôÇ. ¿º |9éߖ ×æ u«ÑçH(treatment group)“Ér T –Ð, @/›¸çH(control group)“Ér Ð ³ðr “¦, T çH_ ìøÍ6£x°úכs CçH˜Ð ß¼H @/wn[O \"f éߖ8£¤ Ž&ñ`¦ 1000 ìøÍ 4

Ÿ

¤ #Œ ]j 17áx š¸ÀÓü< Ž&ñ§4`¦ q“§ôÇ.

‘ :

r 7HëH\"f ]jîߖôÇ P °úכ_ #î½+Ë~½ÓZOs OLSü< GLS :Ÿx>|¾Ó\ q #Œ {©œôÇt ·ú˜?/ l

 0AK ĺ‚ —¸ŽH ~½ÓZO`¦ ƒ5Åq+þA ìøÍ6£xú\ &h6 x #Œ q“§ôÇ. ƒ5Åq+þAܼ–ЍH |¾Ó &ñ

½

©ü< q&ñ½© ìrŸí\¦ Òqt$í  9 q&ñ½© ìrŸí–Ð š¸%i)a &ñ½©(contaminated normal) ìrŸíü< –Ð Õ

ª &ñ½©(log-normal) ìrŸí\¦ “¦9ôÇ.



|¾Ó &ñ½© ìrŸí\¦ N s tgA “¦, N “Ér Yijk = cXij0+

1 − c2Xijk\ lœí #Œ ½™ ü

 > Òqt$íôÇ. #Œl"f Xij0õ XijkH yŒ•yŒ• 1lqwn)a ³ðïr &ñ½© |¾Ós. |¾Ó &ñ½© ìr

Ÿ

í_ ©œ›'a'Ÿ§>= R“Ér 6£§õ °ú Ü¼ 9, —¸_z´+«>\"f c2= 1/2`¦ &ñôÇ.

R =





1 c2 c2 c2 1 c2 c2 1 c2 1



.

š

¸%i)a &ñ½© ìrŸí_ Òqt$í“Ér ³ð‘:rú_ 95%H N (0, 1)\"f,  Qt 5%H N (0, 25)\"f Òqt$í ô



Ç. 4>h ú ×æ 2>hH &ñ½© ìrŸí–Ð,  Qt 2>h úH š¸%i)a &ñ½© ìrŸí–Ð Òqt$í)a âĺ

\



¦ CN s tgAôÇ. @/wn[O_ Ž&ñ“Ér T çH_ &ñ½© ìrŸí_ ¨îçH`¦ 0.5–Ð ¿º“¦ z´r %i



. q&ñ½© ìrŸí–Ð"f –ÐÕª &ñ½© ìrŸí_ Òqt$í“Ér N õ °ú “Ér ~½ÓZOܼ–Ð Òqt$í)a «Ñ\ tú

¨ 8

Š(exp(Yijk))`¦ 5g %3H. |¾Ó &ñ½© ìrŸí\"f 3>h ú –ÐÕª &ñ½© ìrŸí–Ð @/u)a

 â

ĺ\¦ LN s tgAôÇ.

ƒ



5Åq+þA «Ñ\ —¸ŽH Ž&ñZO, 7£¤, OLSü< GLS :Ÿx>|¾Óõ ~½ÓZO B, F, G\¦ q“§ l 0AK ĺ

‚



&hܼ–Ð úZ>–Ð ³ðïro\¦ z´rôÇ. ³ðïro)a «Ñ\ OLSü< GLS :Ÿx>|¾Ó“Ér t :Ÿx>|¾Ó`¦

½

¨ #Œ #î½+Ë “¦, ~½ÓZO B, F, GH yŒ• ú —¸¿º t Ž&ñ`¦ z´r #Œ ½¨ôÇ P °úכ`¦ #î½+ËôÇ.

³

ð‘:r\"f >íߖ)a ©œ›'a>ú 'Ÿ§>=`¦ /BNìríߖ 'Ÿ§>= R–Ð 6 x #Œ P °úכ`¦ #î½+ËôÇ.

#

ŒQ +þAI ìøÍ6£xú_ «Ñ Òqt$í“Ér 6£§õ °ú . 4>h_ ú\¦ íH"f@/–Ð 0A\"f ƒ/åLôÇ

ƒ



5Åq+þA ìrŸí N, CN, LN ܼ–Ð Òqt$íôÇ Êê, [j P: úH síߖ+þAܼ–Ð, W1 P: úH íH"f +

þ

Aܼ–Ð ¨8ŠôÇ. síߖ+þA úH T çH\"f po t&ñôÇ síߖ qÖ¦(binary property)\ ©œ6£x

H ìr0Aú\¦ ]Xéߖ&h(cutoff point)ܼ–Ð #Œ, T çHõ CçH_ «Ñ ]Xéߖ&hõ °ú  Œ•`¦

 â

ĺ\¦ 0ܼ–Ð, H âĺ\¦ 1–Ð ¨8ŠôÇ. síߖ qÖ¦`¦ 0.3, 0.5, 0.8–Ð 7£xr& —¸_z´+«>`¦ z´ r

ôÇ. íH"f+þA «ÑH #3ÅÒú“ m`¦ po &ñôÇ Êê, ¿º çH „^‰ «Ñ\¦ 1/mm”ܼ–Ð ¾º#Q í



H0A\¦ ÂÒ#Œ†<Êܼ–Ð"f ¨8ŠôÇ. #3ÅÒú\¦ 3, 5, 7>h–Ð 7£xr& —¸_z´+«>`¦ z´rôÇ.

P °úכ_ ¨8Š r\ כ¹½¨÷&H ©œ›'a'Ÿ§>=“Ér "é¶A_ ƒ5Åq+þA «Ñ–ÐÂÒ' ÆÒ&ñ)a כ `¦ 6 xôÇ



.

(12)

³

ð 4.1: 4 "é¶ ƒ5Åq+þA ìrŸí\"f_ ]j 17áx š¸ÀÓ

ì



í ³ð‘:º OLS GLS ~½ÓZO B ~½ÓZO F ~½ÓZO G

α = 0.05



|¾Ó &ñ½© ìí 20 0.051 0.050 0.053 0.070 0.103 50 0.056 0.057 0.056 0.070 0.098

š

¸%i)a &ñ½© ìí 20 0.052 0.052 0.053 0.071 0.109 50 0.056 0.055 0.059 0.067 0.094

–

ÐÕª &ñ½© ìí 20 0.055 0.058 0.055 0.072 0.100 50 0.052 0.051 0.050 0.057 0.080

α = 0.01



|¾Ó &ñ½© ìí 20 0.013 0.012 0.015 0.027 0.040 50 0.013 0.013 0.013 0.025 0.026

š

¸%i)a &ñ½© ìí 20 0.010 0.010 0.010 0.027 0.038 50 0.013 0.013 0.013 0.020 0.028

–

ÐÕª &ñ½© ìí 20 0.010 0.010 0.011 0.021 0.031 50 0.011 0.010 0.010 0.013 0.018

–

ÐÕª &ñ½© ìí : ôÇ ºH &ñ½© ìí, [j ºH –ÐÕª &ñ½© ìí.

4.2. …¬?êÍPæB l5æÑä

³

ð 4.1“Ér ƒ5Åq+þA «Ñ N, CN, LN yŒ•yŒ•\"f Ä»_úïrõ ³ð‘:r_ ß¼l\¦ ²ú˜o #Œ, u«Ñ

´

òõ \OH ) Áº[O \"f_ ]j 17áx š¸ÀÓ\¦  ·p כ s. OLSü< GLS_ ]j 17áx š¸ À

ӍH &ñK” Ä»_úïr\ q“§&h H “¦ P °úכ_ #î½+Ë~½ÓZO ×æ ~½ÓZO B s ¿º ~½ÓZOõ q5pw ô



Ç õ\¦ ˜Ðstëߖ, ~½ÓZO Fü< GH Ä»_úïr˜Ð H úu\¦ ˜Ðs“¦ e”#Q |ÃÐf” t ·ú§.

³

ð 4.2H ƒ5Åq+þA «Ñ N , CN , LN yŒ•yŒ•\"f éߖ8£¤ @/wn[O \"f_ Ž&ñ§4s. —¸ŽH



Ž

&ñ~½ÓZO\"f ìrŸí N õ CN {9 M: Ž&ñ§4s @/^‰–Ð Z}. :£¤y 1>h_ úëߖs &ñ½© ìr

Ÿ

í “¦  Qt 3>h_ ú –ÐÕª &ñ½© ìrŸí H LN \"f ©œ ±ú“Ér Ž&ñ§4`¦ ˜Ð“. 





|¾Ó &ñ½© ìrŸí\"f 2>h_ úëߖs –ÐÕª &ñ½© ìrŸí–Ð @/u÷&#Q q@/gA_ ú W= [O“

 â

啸 —¸_z´+«>`¦ z´r %iܼ ·ú¡\"f_ –ÐÕª &ñ½© ìrŸí˜Ð Ž&ñ§4s €•çߖ Z}`¦ ÷rs

#

Q"f ]jru ·ú§H. sQôÇ ƒ5Åq+þA «Ñ\"f_ yŒ• ~½ÓZO_ Ž&ñ§4`¦ {9ÂÒ ú\¦ síߖ+þAõ í



H"f+þA «Ñ–Ð ¨8ŠôÇ Êê &h6 xôÇ P °úכ #î½+Ë~½ÓZO_ Ž&ñ§4õ q“§½+É כ s.

s

]j N, CN, LN «Ñ\"f [jP: ú\¦ síߖ+þAܼ–Ð, W1P: ú\¦ íH"f+þAܼ–Ð ¨8Š r

† âĺ_ ]j 17áx š¸ÀÓ ³ð 4.3\ ]jr÷&%3. @/gA ìrŸí“ N õ CN ìrŸí\"f ³ð‘:rú

50“ âĺ\ ~½ÓZO B Ä»_úïr\ îr °úכ`¦ ˜Ðs“¦, q@/gA ìrŸí“ ú [O“ LN _

 â

ĺ\ ³ð‘:rú 20ܼ–Ð Œ•8•¸ ~½ÓZO B_ 17áx š¸ÀӍH Ä»_úïr\ ¾úš. ÕªQ ~½ÓZO F ü

< GH ]j 17áx š¸ÀÓ Ä»_úïr˜Ð ß¼ 9, :£¤y ~½ÓZO GH t&ñ)a Ä»_úïr_ 2C\  î



r H °úכ`¦ ”. ¢¸ôÇ, @/gA“ N õ CN ìrŸí\"f ~½ÓZO Fü< G_ ]j 17áx š¸ÀӍH ³ð‘:rú\



 †<Ê\Os #Œ„y ß¼ 9, LN ìrŸí\"fH Œ•“Ér ³ð‘:rú 20“ âĺ\ H °úכ`¦ ”. sü<

° ú

 s síߖ+þA, íH"f+þAܼ–Ð ¨8Šr† âĺ_ #ŒQ ~½ÓZO_ Ž&ñ§4s ³ð 4.4\ ]jr÷&%3. —¸

Ž



H âĺ\ 5g síߖ qÖ¦s 7£x½+Éú2Ÿ¤, Õªo“¦ #3ÅÒú 7£x½+Éú2Ÿ¤ Ž&ñ§4s 7£x “¦ e

”

.

³

ð 4.4_ P °úכ #î½+Ë_ Ž&ñ§4`¦ ³ð 4.2\ ]jr)a ƒ5Åq+þA ìrŸí_ âĺü< q“§K ˜Ð€ @/gA

(13)

³

ð 4.2: 4 "é¶ ƒ5Åq+þA ìrŸí\"f_ Ž&ñ§4

ì



í ³ð‘:º OLS GLS ~½ÓZO B ~½ÓZO F ~½ÓZO G

α = 0.05



|¾Ó &ñ½© ìí 20 0.647 0.637 0.649 0.677 0.662 50 0.938 0.934 0.935 0.938 0.911

š

¸%i)a &ñ½© ìí 20 0.637 0.632 0.639 0.665 0.658 50 0.936 0.933 0.932 0.934 0.910

–

ÐÕª &ñ½© ìí 20 0.436 0.421 0.455 0.484 0.471 50 0.695 0.682 0.724 0.732 0.647

α = 0.01



|¾Ó &ñ½© ìí 20 0.381 0.373 0.384 0.488 0.442 50 0.790 0.789 0.792 0.836 0.769

š

¸%i)a &ñ½© ìí 20 0.375 0.369 0.384 0.492 0.453 50 0.798 0.793 0.802 0.834 0.749

–

ÐÕª &ñ½© ìí 20 0.203 0.196 0.218 0.274 0.239 50 0.450 0.435 0.486 0.495 0.349

–

ÐÕª &ñ½© ìí : ôÇ ºH &ñ½© ìí, [j ºH –ÐÕª &ñ½© ìí.

³

ð 4.3: 4 "é¶ ƒ5Åq+þA ìøÍ6£xú\¦ #ŒQ +þAI–Ð ¨8Š Êê_ ]j 17áx š¸ÀÓ

³

ð‘:r #3Ò sߖ &ñ½© ìí š¸%i)a &ñ½© ìí –ÐÕª&ñ½© ìí Ã

º ú q¦ ~½ÓZOB ~½ÓZOF ~½ÓZOG ~½ÓZOB ~½ÓZOF ~½ÓZOG ~½ÓZOB ~½ÓZOF ~½ÓZOG

20 3

0.3 0.042 0.064 0.103 0.041 0.064 0.108 0.046 0.074 0.113 0.5 0.043 0.066 0.107 0.041 0.063 0.106 0.048 0.077 0.116 0.8 0.043 0.065 0.103 0.038 0.063 0.105 0.042 0.078 0.116

5

0.3 0.044 0.064 0.106 0.039 0.061 0.105 0.050 0.077 0.113 0.5 0.045 0.065 0.104 0.042 0.062 0.103 0.052 0.080 0.112 0.8 0.043 0.062 0.106 0.039 0.059 0.100 0.047 0.079 0.110

7

0.3 0.044 0.067 0.105 0.042 0.066 0.105 0.048 0.077 0.111 0.5 0.046 0.068 0.108 0.042 0.066 0.101 0.050 0.079 0.112 0.8 0.042 0.066 0.105 0.040 0.063 0.099 0.049 0.076 0.110

50 3

0.3 0.046 0.066 0.106 0.047 0.065 0.098 0.044 0.061 0.088 0.5 0.048 0.068 0.105 0.048 0.064 0.100 0.045 0.060 0.092 0.8 0.044 0.067 0.110 0.044 0.065 0.100 0.042 0.062 0.096

5

0.3 0.049 0.068 0.110 0.046 0.063 0.096 0.049 0.064 0.085 0.5 0.051 0.069 0.109 0.050 0.064 0.099 0.051 0.065 0.087 0.8 0.048 0.066 0.113 0.047 0.062 0.095 0.048 0.066 0.090

7

0.3 0.047 0.066 0.105 0.049 0.063 0.097 0.051 0.063 0.086 0.5 0.050 0.068 0.104 0.051 0.065 0.098 0.051 0.065 0.083 0.8 0.048 0.066 0.108 0.047 0.063 0.093 0.049 0.066 0.089

ì



rŸí“ N õ CN ìrŸí_ âĺ ³ð 4.2_ Ž&ñ§4\H 3lw putëߖ #3ÅÒú &t€"f Bĺ 



îr °úכ`¦  ?/ ˜Ð“. sü< ìøÍ@/–Ð q@/gA ìrŸí“ LN ìrŸí\"fH š¸y9 P °úכ #î½+Ë_



Ž

&ñ§4s ³ð 4.2_ ƒ5Åq+þA ìrŸí_ OLSü< GLS_ Ž&ñ§4˜Ð Z}. sH síߖ qÖ¦õ yŒ• #3 Å

Ò_ qÖ¦\  yŒ•yŒ•_ :Ÿx>|¾Ó\ _ôÇ õ 8¹¡¤ Ä»_ “¦ "f P °úכ #î½+Ë~½ÓZOs 8

참조

관련 문서

2. No chain length effect.. 2-6 Molecular Weight Control in Linear Polymerization i) Quenching the reaction.. =&gt; Subsequent heat can change the Molecular Weight

Especially, our current labor world still have a number of assignments to solve such as problems of non-regular worker by various recruits and hiring

1 John Owen, Justification by Faith Alone, in The Works of John Owen, ed. John Bolt, trans. Scott Clark, &#34;Do This and Live: Christ's Active Obedience as the

•Web Log Mining ( Zaïane, Xin and Han, 1998 ) Uses KDD techniques to understand general access patterns and trends.

3.. Monthly Energy Statistics contains basic data on the supply and demand statistics of major energy sources such as oil, gas, coal, and electricity as well

► Excess enthalpy data plays an important role in chemical engineering process design and operation.... Types

Competition on the Labour Market: An Analysis of the Position of Types of Training... Competition on the Labour Market: An Analysis of the Position of Types

§ Careful integration of the data from multiple sources may help reduce/avoid redundancies and inconsistencies and improve mining speed and