1999 Fiscal Year Final Research Report Summary
Theoretical Research on Graphical Modeling and New Multivariate Analysis and the Development of the Software
| Project/Area Number |
10680317
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Waseda University (1999)
Okayama University (1998) |
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Principal Investigator |
NAGATA Yasushi Waseda University, School of Sciences and Engineering, Professor, 理工学部, 教授 (30198337)
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| 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)
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| Project Period (FY) |
1998 – 1999
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| Keywords | graphical modeling / covariance selection / log linear model / partial correlation coefficient matrix / conditional independence / independent graph / directed independent graph / path diagram |
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| 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.
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