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Statistical modelling to treat data with missing value

Research Project

Project/Area Number 15500187
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionNAGASAKI UNIVERSITY

Principal Investigator

KIKUCHI Yasuki  Nagasaki University, Graduate School of Biomedical Sciences, Associate Professor, 大学院・医歯薬学総合研究科, 助教授 (10124140)

Co-Investigator(Kenkyū-buntansha) MARUYAMA Yukihiro  Nagasaki University, Faculty of Economics, Professor, 経済学部, 教授 (30229629)
NOMAKUCHI Kentaro  Kochi University, Faculty of Science, Professor, 理学部, 教授 (60124806)
ANRAKU Kazuo  Seinan Gakuin University, Department of Human Sciences, Professor, 人間科学部, 教授 (90184332)
Project Period (FY) 2003 – 2005
Project Status Completed (Fiscal Year 2005)
Budget Amount *help
¥3,200,000 (Direct Cost: ¥3,200,000)
Fiscal Year 2005: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2004: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2003: ¥1,300,000 (Direct Cost: ¥1,300,000)
Keywordsincompelete information / EM-algorithm / normal mixture model / hidden Markov normal model / estimation of survival function / Gamma-Weibull distribution / observed information matrix / Bootstrap method / 不完全データ / BootStrap法 / FM-algorithm / 一般ガンマ分布 / 潜在マルコフモデル
Research Abstract

The purpose of this research was to construct the effective statistical models and to develop the effective method of estimation about the error of the estimates in statistical inference based on incomplete information such as data containing the missing value.
We compared the estimates of the variance obtained by the observed information matrix and Bootstrap method for the estimates obtained by EM-algorithm for Poisson mixture model. Kikuchi and Nomakuchi presented this result at the 17th meeting of Japanese Society of Computational Statistics (2003.05).
We studied about the estimation of the parameters for normal mixture model and hidden Markov normal model by EM-algorithm and the variance of the estimates by the observed information matrix. Kikuchi and Nomakuchi will present this result at the 20th meeting of Japanese Society of Computational Statistics (2006.06).
Kikuchi became the research partaker of the research project of Ministry of Health, Labour and Welfare since 2003. We added a new theme relevant to the application of EM-algorithm to the clinical trial. We developed the method of the estimation of the survival function assuming the Gamma-Weibull distribution and the generalized Gamma distribution. Kikuchi and Nomakuchi presented this result at the 18th meeting of Japanese Society of Computational Statistics (2004.05), and Kikuchi, Nomakuchi and Anraku presented a paper about this result entitled "Estimation of the survival function by EM-algorithm (in Japanese)" on the collected papers of the above research project.

Report

(4 results)
  • 2005 Annual Research Report   Final Research Report Summary
  • 2004 Annual Research Report
  • 2003 Annual Research Report
  • Research Products

    (35 results)

All 2005 2004 2003 Other

All Journal Article (27 results) Book (4 results) Publications (4 results)

  • [Journal Article] Does GEM converge to MLE under Wu's conditions - A counter example -2005

    • Author(s)
      K.Nomakuchi
    • Journal Title

      Bulletin of Informatics and Cybernetics Vol.37

      Pages: 65-71

    • NAID

      120001014488

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Does GEM converge to MLE under Wu's conditions - A counter example -2005

    • Author(s)
      K.Nomakuchi
    • Journal Title

      Bulletin of Informatics and Cybernetics, Vol.37

      Pages: 65-71

    • NAID

      120001014488

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] EM-algorithmによる生存関数の推定2005

    • Author(s)
      菊池泰樹, 野間口謙太郎, 安楽和夫
    • Journal Title

      平成14-16年度厚生労働省精神・神経疾患研究委託費筋ジストロフィーの治療と医学的管理に関する臨床研究 論文集

      Pages: 148-151

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Does GEM Converge to MLE under Wu's Conditions - A Counter Example -2005

    • Author(s)
      K.Nomakuchi
    • Journal Title

      Bulletin of Informatics and Cybernetics Vol. 37

      Pages: 65-71

    • NAID

      120001014488

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Does GEM Converge to MLE under Wu's Conditions A Counter Example-2005

    • Author(s)
      K.Nomakuchi
    • Journal Title

      Bulletin of Informatics and Cybernetics Vol.36(To appear)

    • NAID

      120001014488

    • Related Report
      2004 Annual Research Report
  • [Journal Article] EM-algorithmによる生存関数の推定2004

    • Author(s)
      菊池泰樹, 野間口謙太郎, 安楽和夫
    • Journal Title

      平成14-16年度 厚生労働省精神・神経疾患研究委託費「筋ジストロフィーの治療と医学的管理に関する臨床研究」論文集

      Pages: 148-151

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Associative sequential decision process2004

    • Author(s)
      Y.Maruyama
    • Journal Title

      Nonlinear Analysis and Convex Analysis, Proceedings of the International Conference (2003)

      Pages: 255-264

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Weak representation of a discrete decision process by a bitone sequential decision process2004

    • Author(s)
      Y.Maruyama
    • Journal Title

      Proceedings of the International Conference on Optimization : Techniques and Applications (2004) (CD-ROM)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 結合型逐次決定過程について2004

    • Author(s)
      丸山幸宏
    • Journal Title

      京都大学数理解析研究所講究録 Vol.1373

      Pages: 247-254

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary 2004 Annual Research Report
  • [Journal Article] Representation of Amman-Beenker tiling by automaton2004

    • Author(s)
      K.Komatsu, K.Nomakuchi, K.Sakamoto, T.Tokitou
    • Journal Title

      Nihonkai Mathematical Journal Vol.15

      Pages: 109-118

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Estimation of the survival function by EM-algorithm (in Japanese).2004

    • Author(s)
      Y.Kikuchi, K.Nomakuchi, K.Anraku
    • Journal Title

      Collected papers of the research project of Ministry of Health, Labor and Welfare,

      Pages: 148-151

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Associative sequential decision process.2004

    • Author(s)
      Y.Maruyama
    • Journal Title

      Nonlinear Analysis and Convex Analysis, Proceedings of the International Conference (2003),

      Pages: 255-264

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Weak representation of a discrete decision process by a bitone sequential decision process.2004

    • Author(s)
      Y.Maruyama
    • Journal Title

      Proceedings of the International Conference on Optimization : Techniques and Applications (2004), (CD-ROM)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] On associative sequential decision process (in Japanese).2004

    • Author(s)
      Y.Maryama
    • Journal Title

      Research Institute for Mathematical Sciences, Kyoto University, Kokyuroku, Vol.1373

      Pages: 247-254

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Representation of Amman-Beenker tiling by automaton.2004

    • Author(s)
      K.Komatsu, K.Nomakuchi, K.Sakamoto, T.Tokitou
    • Journal Title

      Nihonkai Mathematical Journal, Vol.15

      Pages: 109-118

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Representation of Ammann Beenker tilings by automaton2004

    • Author(s)
      K.Komatsu, K.Nomakuchi, K.Sakamoto, T.Tokitou
    • Journal Title

      Nihonkai Mathematical Journal Vol.15

      Pages: 109-118

    • NAID

      110001839657

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Associative sequential decision process2004

    • Author(s)
      Y.Maruyama
    • Journal Title

      In Nonlinear Analysis and Convex Analysis, Prpceedings of the International Conference(2003)

      Pages: 255-264

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Weak representation of a discrete decision process by a bitone sequential decision process2004

    • Author(s)
      Y.Maruyama
    • Journal Title

      In Proceedings of the International Conference on Optimization : Techniques and Applications (2004) (CD-ROM)

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Strong representation of a discrete decision process by a bitone sequantial decision process2003

    • Author(s)
      Y.Murayama
    • Journal Title

      Nonlinear Analysis and Convex Analysis, Proceedings of the International Conference, Yokohama Pub.

      Pages: 263-273

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Strong representation theorems for bitone sequential decision processes2003

    • Author(s)
      Y.Maruyama
    • Journal Title

      Optimization Methods and Software 18・4

      Pages: 475-489

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Strong representation of a discrete decision process by a bitone sequential decision process.2003

    • Author(s)
      Y.Maruyama
    • Journal Title

      Nonlinear Analysis and Convex Analysis, Proceedings of the International Conference, (Yokohama Pub.)

      Pages: 263-273

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Strong representation theorems for bitone sequential decision processes.2003

    • Author(s)
      Y.Maruyama
    • Journal Title

      Optimization Methods and Software, Vol.18, No.4

      Pages: 475-489

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Positively sequential decision oricess

    • Author(s)
      Y.Maruyama
    • Journal Title

      Proceedings of the Fourth International Conference on Nonlinear Analysis and Convex Analysis (Submitted)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] On an AIC-type criterion for ordered parameters

    • Author(s)
      K.Anraku, K.Nomakuchi
    • Journal Title

      Annals of the Institute of Statistical Mathematics (Submitted)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Positively sequential decision orices.

    • Author(s)
      Y.Maruyama
    • Journal Title

      Proceedings of the Fourth International Conference on Nonlinear Analysis and Convex Analysis, (Submitted)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] On an AIC-type criterion for ordered parameter.

    • Author(s)
      K.Anraku, K.Nomakuchi
    • Journal Title

      Annals of the Institute of Statistical Mathematics, (Submitted)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Positively sequential decision oricess

    • Author(s)
      Y.Maruyama
    • Journal Title

      Proceedings of the Fourth International Conference on Nonlinear Analysis and Convex Analysis (Submitted)

    • Related Report
      2005 Annual Research Report
  • [Book] 統計科学の最前線(柳川隆堯偏)第4章 最大無影響量の決定2003

    • Author(s)
      菊池泰樹
    • Total Pages
      17
    • Publisher
      九州大学出版会
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 統計科学の最前線(柳川隆堯偏)第5章 順序制約下での母数の推定とモデル選択2003

    • Author(s)
      安楽和夫
    • Total Pages
      26
    • Publisher
      九州大学出版会
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Forefront of Statistical Science, chpter 4 Determination of the No-Observed-Adverse-Effect Levels.(in Japanese)(T.Yanagawa ed.)2003

    • Author(s)
      Y.Kikuchi
    • Publisher
      Kyushu Daigaku Shuppankai,
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Forefront of Statistical Science, chpter 5 Estimation of the parameter and model selection under ordered constraints.(in Japanese)(T.Yanagawa ed.)2003

    • Author(s)
      K.Anraku
    • Publisher
      Kyushu Daigaku Shuppankai,
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Publications] Y Murayama: "Strong representaion of a discrete decision process by a bione sequantial decision process"Nonlinear Analysis and Convex Analysis, Proceedings of the International Conference, Yokohama Pub.. 263-273 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Y.Maruyama: "Strong representation theorems for bitone sequential decision processes"Optimization Methods and Software. 18・4. 475-489 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 菊池泰樹: "最大無影響量の決定 (柳川堯編, 統計科学の最前線)"九州大学出版会. 17 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 安楽和夫: "順序制約下での母数の推定とモデル選択 (柳川堯編, 統計科学の最前線)"九州大学出版会. 26 (2003)

    • Related Report
      2003 Annual Research Report

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Published: 2003-04-01   Modified: 2016-04-21  

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