Korean Journal of Anesthesiology 

About: Korean Journal of Anesthesiology is an academic journal published by Korean Society of Anesthesiologists. The journal publishes majorly in the area(s): Propofol & Intubation. It has an ISSN identifier of 2005-6419. It is also open access. Over the lifetime, 5036 publications have been published receiving 28421 citations. The journal is also known as: daehan machwi gwahak hoeji.

The prevention and handling of the missing data

Abstract: Even in a well-designed and controlled study, missing data occurs in almost all research. Missing data can reduce the statistical power of a study and can produce biased estimates, leading to invalid conclusions. This manuscript reviews the problems and types of missing data, along with the techniques for handling missing data. The mechanisms by which missing data occurs are illustrated, and the methods for handling the missing data are discussed. The paper concludes with recommendations for the handling of missing data.

T test as a parametric statistic

Abstract: In statistic tests, the probability distribution of the statistics is important. When samples are drawn from population N (µ, σ(2)) with a sample size of n, the distribution of the sample mean X should be a normal distribution N (µ, σ(2)/n). Under the null hypothesis µ = µ0, the distribution of statistics [Formula: see text] should be standardized as a normal distribution. When the variance of the population is not known, replacement with the sample variance s (2) is possible. In this case, the statistics [Formula: see text] follows a t distribution (n-1 degrees of freedom). An independent-group t test can be carried out for a comparison of means between two independent groups, with a paired t test for paired data. As the t test is a parametric test, samples should meet certain preconditions, such as normality, equal variances and independence.

Multicollinearity and misleading statistical results.

Abstract: Multicollinearity represents a high degree of linear intercorrelation between explanatory variables in a multiple regression model and leads to incorrect results of regression analyses. Diagnostic tools of multicollinearity include the variance inflation factor (VIF), condition index and condition number, and variance decomposition proportion (VDP). The multicollinearity can be expressed by the coefficient of determination (Rh2) of a multiple regression model with one explanatory variable (Xh) as the model's response variable and the others (Xi [i ≠ h]) as its explanatory variables. The variance (σh2) of the regression coefficients constituting the final regression model are proportional to the VIF. Hence, an increase in Rh2 (strong multicollinearity) increases σh2. The larger σh2 produces unreliable probability values and confidence intervals of the regression coefficients. The square root of the ratio of the maximum eigenvalue to each eigenvalue from the correlation matrix of standardized explanatory variables is referred to as the condition index. The condition number is the maximum condition index. Multicollinearity is present when the VIF is higher than 5 to 10 or the condition indices are higher than 10 to 30. However, they cannot indicate multicollinear explanatory variables. VDPs obtained from the eigenvectors can identify the multicollinear variables by showing the extent of the inflation of σh2 according to each condition index. When two or more VDPs, which correspond to a common condition index higher than 10 to 30, are higher than 0.8 to 0.9, their associated explanatory variables are multicollinear. Excluding multicollinear explanatory variables leads to statistically stable multiple regression models.

What is the proper way to apply the multiple comparison test

Abstract: Multiple comparisons tests (MCTs) are performed several times on the mean of experimental conditions. When the null hypothesis is rejected in a validation, MCTs are performed when certain experimental conditions have a statistically significant mean difference or there is a specific aspect between the group means. A problem occurs if the error rate increases while multiple hypothesis tests are performed simultaneously. Consequently, in an MCT, it is necessary to control the error rate to an appropriate level. In this paper, we discuss how to test multiple hypotheses simultaneously while limiting type I error rate, which is caused by α inflation. To choose the appropriate test, we must maintain the balance between statistical power and type I error rate. If the test is too conservative, a type I error is not likely to occur. However, concurrently, the test may have insufficient power resulted in increased probability of type II error occurrence. Most researchers may hope to find the best way of adjusting the type I error rate to discriminate the real differences between observed data without wasting too much statistical power. It is expected that this paper will help researchers understand the differences between MCTs and apply them appropriately.

Central limit theorem: the cornerstone of modern statistics

Abstract: According to the central limit theorem, the means of a random sample of size, n, from a population with mean, µ, and variance, σ2, distribute normally with mean, µ, and variance, [Formula: see text]. Using the central limit theorem, a variety of parametric tests have been developed under assumptions about the parameters that determine the population probability distribution. Compared to non-parametric tests, which do not require any assumptions about the population probability distribution, parametric tests produce more accurate and precise estimates with higher statistical powers. However, many medical researchers use parametric tests to present their data without knowledge of the contribution of the central limit theorem to the development of such tests. Thus, this review presents the basic concepts of the central limit theorem and its role in binomial distributions and the Student's t-test, and provides an example of the sampling distributions of small populations. A proof of the central limit theorem is also described with the mathematical concepts required for its near-complete understanding.