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Theoretical Research on Graphical Modeling and New Multivariate Analysis and the Development of the Software

Research Project

Project/Area Number 10680317
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionWaseda University (1999)
Okayama University (1998)

Principal Investigator

NAGATA Yasushi  Waseda University, School of Sciences and Engineering, Professor, 理工学部, 教授 (30198337)

Co-Investigator(Kenkyū-buntansha) TSUBAKI Hiroe  Tsukuba University, Graduate School of Systems Management, Associate Professor, 大学院・社会工学系, 助教授 (30155436)
KURIKI Satoshi  The Institute of Statistical Mathematics, Department of Fundamental Statistical Theory, Associate Professor, 統計基礎研究系, 助教授 (90195545)
KANO Yutaka  Osaka University, Faculty of Human Sciences, Associate Professor, 人間科学部, 助教授 (20201436)
MIYAKAWA Masami  Tokyo Institute of Technology, Department of Industrial Engineering and Management, Graduate School of Decision Science and Technology, Professor, 大学院・社会理工学研究科, 教授 (90157595)
NISHINA Ken  Nagoya Institute of Technology, Faculty of Engineering Associate Professor, 工学部, 助教授 (60115681)
Project Period (FY) 1998 – 1999
Project Status Completed (Fiscal Year 1999)
Budget Amount *help
¥2,600,000 (Direct Cost: ¥2,600,000)
Fiscal Year 1999: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 1998: ¥1,400,000 (Direct Cost: ¥1,400,000)
Keywordsgraphical modeling / covariance selection / log linear model / partial correlation coefficient matrix / conditional independence / independent graph / directed independent graph / path diagram / 因果モデル / バス図
Research Abstract

We studied the statistical multivariate analysis, especially the graphical modeling.
The summary of theoretical research results is following : (1) multiplicity of tests and model selections ; (2) performance of deviance as a statistic for the validity of a model ; (3) a new variable selection procedure based on a path diagram ; (4) the effect of intervention on the independent variables using the directed model as a causal model ; (5) the performance of the conditional intervention ; (6) stepwise variable selection incovariance structure analysis ; (7) shrinkage estimation to smooth boundary ; (8) statistical aspect of process capability indices.
The summary of the research results from practical view points is following : (1) the development and the improvement of a computer software for the graphical modeling of continuous variables ; (2) the development and the improvement of a computer software for the graphical modeling of the discrete wariables ; (3) the applied examples on the process control, remote sensing and customer satisfaction survey.
We published the book "Introduction to graphical modeling" . This book was selected as the Nikkei Hinshitsukanri Bunkensho in 1999.

Report

(3 results)
  • 1999 Annual Research Report   Final Research Report Summary
  • 1998 Annual Research Report
  • Research Products

    (30 results)

All Other

All Publications (30 results)

  • [Publications] 永田靖: "多重比較法の実際"応用統計学. 27巻・2号. 93-108 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] 永田靖: "工程能力指数Cpkの統計的推測"福島大学経済学会商学論集. 67巻. 21-38 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kano, Yutaka and Harada, A.: "Stepwise variable selection in factor analysis"Psychometrika. Vol.65 (掲載予定). (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kuriki, S. and Takemura, A.: "Shrinkage estimation towards a closed convex set with a smooth boundary"Journal of Multivariate Analysis. (掲載予定). (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] 椿広計: "リモートセンシングにおける統計モデル(2)統計モデル構築の実際"日本リモートセンシング学会. 18巻・2号. 80-84 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] 黒木学、宮川雅巳: "因果ダイアグラムにおける介入効果の推定と工程解析への応用"日本品質管理学会誌. 29巻. 237-247 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] 宮川雅巳: "統計技法"共立出版. 211 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] 日本品質管理学会テクノメトリックス研編: "グラフィカルモデリングの実際"日科技連出版社. 241 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Yasushi Nagata: "How to use multiple comparison procedures"Japanese Journal of Applied Statistics. Vol.27, No.2. 93-108 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Yasushi Nagata: "Statistical inference on the process capability index Cpk"Journal of Commerce, Economics and Economic History. Vol.67. 21-38 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Yutaka Kano and Harada A: "Stepwise variable selection in factor analysis"Psychometrika. Vol.65, (to appear). (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Satoshi Kuriki and Takemura, A: "Shrinkage estimation towards a closed convex set with a smooth boundary"Journal of Multivariate Analysis. (to appear). (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Hiroe Tsubaki: "Statistical models in remote sensing (Part 2) Illustrative example of statistical modeling"Journal of Remote Sensing Society of Japan. Vol18, No.2. 80-84 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Manabu Kuroki and Miyakawa, M: "Estimation of causal effects in causal diagrams and its application to process analysis"Journal of the Japanese Society for Quality Control. Vol.29. 237-247 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Masami Miyakawa: "Techniques of Statistics"Kyoritsu Shuppan. 1998 (211)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Technometrics Group of Japanese Society for Quality Control: "Introduction to graphical modeling"Nikkagiren Shuppan. 1999 (241)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] 永田 靖: "工程能力指数Cpkの統計的推測"福島大学経済学会商学論集. 67巻. 21-38 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kano,Yutaka and Harada,A.: "Stepwise variable selection in factor analysis"Psychometrika. Vol.65(掲載予定). (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kuriki,S. and Takemura,A.: "Shrinkage estimation towards a closed convex set with a smooth boundary"Journal of Multivariate Analysis. Vol.28(掲載予定). (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] 椿 広計: "リモ-トセンシングにおける分類(2)ミクセルの識別に関する統計的考察"日本リモ-トセンシング学会誌. 19巻. 75-80 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 黒木 学,宮川 雅巳: "適用制御における条件付き介入効果の定式化とその推定"日本品質管理学会誌. 29巻. 476-486 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 黒木 学,宮川 雅巳: "因果ダイアグラムにおける介入効果の推定と工程解析への応用"日本品質管理学会誌. 29巻. 237-247 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 日本品質管理学会テクノメトリックス研編: "グラフィカルモデリングの実際"日科技連出版社. 241 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 永田 靖: "多重比較法の実際" 応用統計学. 27巻・2号. 93-108 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 永田 靖: "誤差分散のスタイン型改良信頼区間の最適性について" 岡山大学経済学会雑誌. 30巻・3号(掲載予定). (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] Kano,Yutaka: "More higher order efficiency" Journal of Multivariate Analysis. Vol.67,No.2. 349-366 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Kano,Yutaka: "Delta method approach in a certain irregular condition" Communication in Statistics, Theory and Methods. 掲載予定 (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] 椿 広計: "リモートセンシングにおける統計モデル(2)統計モデル構築の実際" 日本リモートセンシング学会誌. 18巻・2号. 80-84 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 仁科 健: "Waldの逐次検定に基づく累積和管理図の確率的性質" 日本品質管理学会誌. 21巻・1号. 104-110 (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] 宮川 雅巳: "統計技法" 共立出版, 211 (1998)

    • Related Report
      1998 Annual Research Report

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Published: 1998-04-01   Modified: 2016-04-21  

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