• Title/Summary/Keyword: 일반화선형모형

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SRC-Stat Package for Fitting Double Hierarchical Generalized Linear Models (이중 다단계 일반화 선형모형 적합을 위한 SRC-stat의 사용)

  • Noh, Maengseok;Ha, Il Do;Lee, Youngjo;Lim, Johan;Lee, Jaeyong;Oh, Heeseok;Shin, Dongwan;Lee, Sanggoo;Seo, Jinuk;Park, Yonhtae;Cho, Sungzoon;Park, Jonghun;Kim, Youkyung;You, Kyungsang
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.343-351
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    • 2015
  • We introduce how to fit random effects models via a SRC-Stat statistical package. This package has been developed to fit double hierarchical generalized linear models where mean and dispersion parameters for the variance of random effects and residual variance (overdispersion) can be modeled as random-effect models. The estimates of fixed effects, random effects and variances are calculated by a hierarchical likelihood method. We illustrate the use of our package with practical data-sets.

Estimation and Prediction of the Heat Load Profile Using Weather and Heating/Cooling Data : An Application of the Multilevel Model (기상자료와 냉난방 실측자료를 이용한 열부하 추정과 예측: 다계층모형의 활용)

  • Moon, Choon-Geol;Kim, Suduk
    • Environmental and Resource Economics Review
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    • v.16 no.4
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    • pp.803-832
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    • 2007
  • Electricity and heat load profiles by use types on an hourly basis at the least are essential for assessing economic viability of new cogeneration and CES projects and for optimally operating existing cogeneration and CES facilities. We adopt a multilevel model to specify heat load profiles so as to utilize in a flexible manner the panel nature of our data on weather and heating/cooling use. Converting the multilevel model to the linear mixed-effects model, we estimate the model by panel FGLS. The estimated load profile model for each distinct use type accounts for the effects of temperature, humidity, each hour over the year, each day of the week, each type of legal holidays, and heating/cooling area on energy use. To save space, we feature in detail the heating profile of the household.

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Design of Experiment Using Design Matrix in Terms of Generalized Linear Model (일반화 선형모형의 디자인 행렬을 이용한 품질 실험 설계)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2009.04a
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    • pp.423-427
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    • 2009
  • This study proposes the generation mechanism of various design matrix using generalized linear model for design of experiment. Design generation method of GLM analysis, factorial design(FD) with center points, ANOVA design with lack-of-fit test, and response surface design are introduced. In central composite(CC) design, orthogonal blocking and fractional factorial design(FFD) are presented. We compare the design of Box-Benhken(BB) and face-centred central compsite design.

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The factors of insurance solicitor's turnovers of life insurance using Poisson regression (포아송회귀 모형을 활용한 생명보험 설계사들의 이직 요인 분석)

  • Chun, Heuiju
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1337-1347
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    • 2016
  • This study investigates factors affecting the number of insurance solicitor's turnovers of life insurance companies based on questionnaire about them. Since the response variable which is the number of insurance solicitor's turnovers is count data, it is analyzed by Poisson regression which is one of generalized regression. When work year in current company, which is direct influential factor on the number of insurance solicitor's turnovers, is controlled, affiliated corporation has been found to be the most influential factor. In addition, age, motivation to work as financial planner, monthly income, a number of average new contract per month, and final education have been identified to be important factors. If insurance solicitor's occupant organization is large company, the number of turnovers becomes small, but if the organization is general agent(GA), it becomes larger. When insurance solicitor's age is high, the number of insurance solicitor's turnovers are reduced. If the motivation to become a financial planner is due to acquaintance such as family and relatives, the number of turnovers becomes small.

Asymptotic Relative Efficiency for New Score Functions in Rank Regression Models (순위회귀모형의 새로운 스코어 함수의 효율성 연구)

  • 최영훈
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.269-280
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    • 2004
  • We explore the selection of r and s that provides improvement over the Wilcoxon scores under the asymmetric distributions we encounter in practice. We select 0 〈 r 〈 1, s 〉 1 for right-skewed distribution and r 〉 1,0 〈 s 〈 1 for left-skewed distributions from the perspective plots. We also study the association between the desirable r and s and the test statistic for skewness.

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.

Long term trend for particular matters in Seoul (서울 지역에서 분진에 대한 장기 추세 연구)

  • Park, Hye-Ryun;Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.765-777
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    • 2009
  • Our study aimed to illustrate long term trend in 10 micrometer particular matters excluding confounding effect. Daily 10 micrometer particular matters data were measured in 27 places and meteorological data (maximum temperature, humidity and maximum wind speed, solar radiation) were obtained from the national institute of environmental research for the period from January, 1996 to December 2000. To estimate the increasing and decreasing long term trend in a set of observed data, set up the model. The model included regression spline smooth function on the time and meteorological factors to capture the seasonal time trend and any possible nonlinear relationship. The result was estimated to decrease slightly after adjusting for meteorological factors and seasonal time trend.

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The Temporal Disaggregation Model for Nonlinear Pan Evaporation Estimation (비선형 증발접시 증발량 산정을 위한 시간적 분해모형)

  • Kim, Sungwon;Kim, Jung-Hun;Park, Ki-Bum;Kim, Hung Soo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.4B
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    • pp.399-412
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    • 2010
  • The goal of this research is to apply the neural networks models for the temporal disaggregation of the yearly pan evaporation (PE) data, Republic of Korea. The neural networks models consist of multilayer perceptron neural networks model (MLP-NNM) and generalized regression neural networks model (GRNNM), respectively. And, for the performances evaluation of the neural networks models, they are composed of training and test performances, respectively. The three types of data such as the historic, the generated, and the mixed data are used for the training performance. The only historic data, however, is used for the testing performance. From this research, we evaluate the application of MLP-NNM and GRNNM for the temporal disaggregation of nonlinear time series data. We should, furthermore, construct the credible monthly PE data from the temporal disaggregation of the yearly PE data, and can suggest the available data for the evaluation of irrigation and drainage networks system.