• Title/Summary/Keyword: 이항로지스틱모형

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A Bayesian zero-inflated negative binomial regression model based on Pólya-Gamma latent variables with an application to pharmaceutical data (폴랴-감마 잠재변수에 기반한 베이지안 영과잉 음이항 회귀모형: 약학 자료에의 응용)

  • Seo, Gi Tae;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.311-325
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    • 2022
  • For count responses, the situation of excess zeros often occurs in various research fields. Zero-inflated model is a common choice for modeling such count data. Bayesian inference for the zero-inflated model has long been recognized as a hard problem because the form of conditional posterior distribution is not in closed form. Recently, however, Pillow and Scott (2012) and Polson et al. (2013) proposed a Pólya-Gamma data-augmentation strategy for logistic and negative binomial models, facilitating Bayesian inference for the zero-inflated model. We apply Bayesian zero-inflated negative binomial regression model to longitudinal pharmaceutical data which have been previously analyzed by Min and Agresti (2005). To facilitate posterior sampling for longitudinal zero-inflated model, we use the Pólya-Gamma data-augmentation strategy.

Estimation of Asymmetric Bell Shaped Probability Curve using Logistic Regression (로지스틱 회귀모형을 이용한 비대칭 종형 확률곡선의 추정)

  • 박성현;김기호;이소형
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.71-80
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    • 2001
  • Logistic regression model is one of the most popular linear models for a binary response variable and used for the estimation of probability function. In many practical situations, the probability function can be expressed by a bell shaped curve and such a function can be estimated by a second order logistic regression model. However, when the probability curve is asymmetric, the estimation results using a second order logistic regression model may not be precise because a second order logistic regression model is a symmetric function. In addition, even if a second order logistic regression model is used, the interpretation for the effect of second order term may not be easy. In this paper, in order to alleviate such problems, an estimation method for asymmetric probabiity curve based on a first order logistic regression model and iterative bi-section method is proposed and its performance is compared with that of a second order logistic regression model by a simulation study.

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Comparison of Bias Correction Methods for the Rare Event Logistic Regression (희귀 사건 로지스틱 회귀분석을 위한 편의 수정 방법 비교 연구)

  • Kim, Hyungwoo;Ko, Taeseok;Park, No-Wook;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.27 no.2
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    • pp.277-290
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    • 2014
  • We analyzed binary landslide data from the Boeun area with logistic regression. Since the number of landslide occurrences is only 9 out of 5000 observations, this can be regarded as a rare event data. The main issue of logistic regression with the rare event data is a serious bias problem in regression coefficient estimates. Two bias correction methods were proposed before and we quantitatively compared them via simulation. Firth (1993)'s approach outperformed and provided the most stable results for analyzing the rare-event binary data.

Comparison of Methodologies for Characterizing Pedestrian-Vehicle Collisions (보행자-차량 충돌사고 특성분석 방법론 비교 연구)

  • Choi, Saerona;Jeong, Eunbi;Oh, Cheol
    • Journal of Korean Society of Transportation
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    • v.31 no.6
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    • pp.53-66
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    • 2013
  • The major purpose of this study is to evaluate methodologies to predict the injury severity of pedestrian-vehicle collisions. Methodologies to be evaluated and compared in this study include Binary Logistic Regression(BLR), Ordered Probit Model(OPM), Support Vector Machine(SVM) and Decision Tree(DT) method. Valuable insights into applying methodologies to analyze the characteristics of pedestrian injury severity are derived. For the purpose of identifying causal factors affecting the injury severity, statistical approaches such as BLR and OPM are recommended. On the other hand, to achieve better prediction performance, heuristic approaches such as SVM and DT are recommended. It is expected that the outcome of this study would be useful in developing various countermeasures for enhancing pedestrian safety.

Variable Selection with Log-Density in Logistic Regression Model (로지스틱회귀모형에서 로그-밀도비를 이용한 변수의 선택)

  • Kahng, Myung-Wook;Shin, Eun-Young
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.1-11
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    • 2012
  • We present methods to study the log-density ratio of the conditional densities of the predictors given the response variable in the logistic regression model. This allows us to select which predictors are needed and how they should be included in the model. If the conditional distributions are skewed, the distributions can be considered as gamma distributions. A simulation study shows that the linear and log terms are required in general. If the conditional distributions of xjy for the two groups overlap significantly, we need both the linear and log terms; however, only the linear or log term is needed in the model if they are well separated.

Estimation of Freeway Accident Likelihood using Real-time Traffic Data (실시간 교통자료 기반 고속도로 교통사고 발생 가능성 추정 모형)

  • Park, Joon-Hyung;Oh, Cheol;NamKoong, Seong
    • Journal of Korean Society of Transportation
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    • v.26 no.2
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    • pp.157-166
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    • 2008
  • This study proposed a model to estimate traffic accident likelihood using real-time traffic data obtained from freeway traffic surveillance systems. Traffic variables representing spatio-temporal variations of traffic conditions were utilized as independent variables in the proposed models. Binary logistics regression modelings were conducted to correlate traffic variables and accident data that were collected from the Seohaean freeway during recent three years, from 2004 to 2006. To apply more reliable traffic variables, outlier filtering and data imputation were also performed. The outcomes of the model that are actually probabilistic measures of accident occurrence would be effectively utilized not only in designing warning information systems but also in evaluating the effectiveness of various traffic operations strategies in terms of traffic safety.

On sampling algorithms for imbalanced binary data: performance comparison and some caveats (불균형적인 이항 자료 분석을 위한 샘플링 알고리즘들: 성능비교 및 주의점)

  • Kim, HanYong;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.681-690
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    • 2017
  • Various imbalanced binary classification problems exist such as fraud detection in banking operations, detecting spam mail and predicting defective products. Several sampling methods such as over sampling, under sampling, SMOTE have been developed to overcome the poor prediction performance of binary classifiers when the proportion of one group is dominant. In order to overcome this problem, several sampling methods such as over-sampling, under-sampling, SMOTE have been developed. In this study, we investigate prediction performance of logistic regression, Lasso, random forest, boosting and support vector machine in combination with the sampling methods for binary imbalanced data. Four real data sets are analyzed to see if there is a substantial improvement in prediction performance. We also emphasize some precautions when the sampling methods are implemented.

Parameter estimation for the imbalanced credit scoring data using AUC maximization (AUC 최적화를 이용한 낮은 부도율 자료의 모수추정)

  • Hong, C.S.;Won, C.H.
    • The Korean Journal of Applied Statistics
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    • v.29 no.2
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    • pp.309-319
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    • 2016
  • For binary classification models, we consider a risk score that is a function of linear scores and estimate the coefficients of the linear scores. There are two estimation methods: one is to obtain MLEs using logistic models and the other is to estimate by maximizing AUC. AUC approach estimates are better than MLEs when using logistic models under a general situation which does not support logistic assumptions. This paper considers imbalanced data that contains a smaller number of observations in the default class than those in the non-default for credit assessment models; consequently, the AUC approach is applied to imbalanced data. Various logit link functions are used as a link function to generate imbalanced data. It is found that predicted coefficients obtained by the AUC approach are equivalent to (or better) than those from logistic models for low default probability - imbalanced data.

An Analysis for Influencing Factors in Purchasing Electric Vehicle using a Binomial Logistic Regression Model (Focused on Suwon City) (이항로지스틱 회귀모형을 이용한 전기차 구매 영향요인 분석 (수원시를 중심으로))

  • Kim, Sukhee;Jeong, Gahyung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.38 no.6
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    • pp.887-894
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    • 2018
  • An electric vehicle is emerging as an alternative to the response of global climate change and sustainability. However, an Electric vehicle has not been popular due to the constraints such as its price or technical limitations. In order to analyze the effect of purchasing electric vehicles, this study conducted a binary logistic regression model that demonstrates the relation between purchasing and influencing variables. Variables which have high correlation were excluded from the model through the correlation analysis to prevent multicollinearity. Socio-economic variables such as the number of owned vehicles, sex, ages are not significant. On the other hand, Variables related to prices, charging and policy are found to have a significant to effect on the purchase of electric vehicles. In accordance with the model estimated result, it seems to be necessary to improve the charging incentives, or to provide electric car information and to expand opportunities for experience electric vehicles. The result is also expected to be helpful for spreading electric vehicles and formulating policies.

Various Graphical Methods for Assessing a Logistic Regression Model (로지스틱회귀모형의 평가를 위한 그래픽적 방법)

  • Kim, Kyung Jin;Kahng, Myung Wook
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1191-1208
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    • 2015
  • Most statistical methods are dependent on the summary statistic. However, with graphical approaches, it is easier to identify the characteristics of the data and detect information that cannot be obtained by the summary statistic. We present various graphical methods to assess the adequacy of models in logistic regression that include checking log-density ratio, structural dimension, marginal model plot, chi-residual plot, and CERES plot. Through simulation data, we investigate and compare the results of graphical approaches under diverse conditions.