• Title/Summary/Keyword: 로그다항회귀모형

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Selection of extra support points for polynomial regression (다항회귀모형에서의 추가받힘점 선택)

  • Kim, Young-Il;Jang, Dae-Heung
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1491-1498
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    • 2014
  • The major criticism of optimal experimental design is that it depends heavily on the model and its accompanying assumption that often leads the number of support points equal to the number of parameters in the model. Often in the past, a polynomial model of higher degree is assumed to handle the experimental design for the polynomial regression of lower degree. In this paper we searched the possible set of designs which are robust to the departure of the assumed model. The designs are categorized with respect to D-efficiency. The approach by O'Brien (1995) was discussed in univariate polynomial regression model setting.

Testing of a discontinuity point in the log-variance function based on likelihood (가능도함수를 이용한 로그분산함수의 불연속점 검정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.1-9
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    • 2009
  • Let us consider that the variance function in regression model has a discontinuity/change point at unknown location. Yu and Jones (2004) proposed the local polynomial fit to estimate the log-variance function which break the positivity of the variance. Using the local polynomial fit, Huh (2008) estimate the discontinuity point of the log-variance function. We propose a test for the existence of a discontinuity point in the log-variance function with the estimated jump size in Huh (2008). The proposed method is based on the asymptotic distribution of the estimated jump size. Numerical works demonstrate the performance of the method.

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Estimation of the number of discontinuity points based on likelihood (가능도함수를 이용한 불연속점 수의 추정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.1
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    • pp.51-59
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    • 2010
  • In the case that the regression function has a discontinuity point in generalized linear model, Huh (2009) estimated the location and jump size using the log-likelihood weighted the one-sided kernel function. In this paper, we consider estimation of the unknown number of the discontinuity points in the regression function. The proposed algorithm is based on testing of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size described in Huh (2009). The finite sample performance is illustrated by simulated example.

Relation between Highway Improvement and Induced Travel Demand, and Estimate the Demand Elasticity (A Seoul Metropolitan Area Case) (도로환경개선과 집합적 개념의 유발통행수요와의 관련성 규명 및 수요탄력성 추정(수도권을 중심으로))

  • Lee, Gyu-Jin;Choe, Gi-Ju;Sim, Sang-U;Kim, Sang-Su
    • Journal of Korean Society of Transportation
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    • v.24 no.4 s.90
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    • pp.7-17
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    • 2006
  • The purpose or this paper is to investigate the relationship between highway improvement and Induced Travel Demand(ITD) focusing on the Seoul metropolitan area data. In addition, authors tried to estimate basic unit of demand elasticity focusing on zone and trip purpose which can be applied for the ITD forecasting. The results are based on the 2002 Metropolitan Household Transportation Survey Data, where the demand elasticity (DE) is -0.582 in Seoul, -0.597 in Incheon and -0.559 in Gyounggi province, respectively. This study revealed part of the relationship between highway improvement and ITD for metropolitan region and provided the framework for yielding real estimated values by applying the concept of demand elasticity in terms of the relationship by using regional and long-term data. We expect that the basic unit of demand elasticity focusing on zone and trip purpose can be applied for the ITD forecasting to analyze the whole demand exactly The estimated DE's for age group and day of week can also be used for Proper transportation management and transport Policy making. Some limitations have also been discussed.