• Communications for Statistical Applications and Methods
• /
• v.17 no.4
• /
• pp.515-525
• /
• 2010

We investigated design-based properties of the ordinary least square estimator(OLSE) and the weighted least square estimator(WLSE) in a panel regression model. Given a complex data we derive the magnitude of the design-based bias of two estimators and show that the bias of WLSE is smaller than that of OLSE. We also conducted a simulation study using Korean welfare panel data in order to compare design-based properties of two estimators numerically. In the study we found the followings. First, the relative bias of OLSE is nearly two times larger than that of WLSE and the bias ratio of OLSE is greater than that of WLSE. Also the relative bias of OLSE remains steady but that of WLSE becomes smaller as the sample size increases. Next, both the variance and mean square error(MSE) of two estimators decrease when the sample size increases. Also there is a tendency that the proportion of squared bias in MSE of OLSE increases as the sample size increase, but that of WLSE decreases. Finally, the variance of OLSE is smaller than that of WLSE in almost all cases and the MSE of OLSE is smaller in many cases. However, the number of cases of larger MSE of OLSE increases when the sample size increases.

• Survey Research
• /
• v.12 no.3
• /
• pp.49-62
• /
• 2011

In this paper we investigate design-based properties of both the ordinary least square estimator and the weighted least square estimator for regression coefficients in panel regression model. We derive formulas of approximate bias, variance and mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator after linearization of least square estimators. Also we compare their magnitudes each other numerically through a simulation study. We consider a three years data of Korean Welfare Panel Study as a finite population and take household income as a dependent variable and choose 7 exploratory variables related household as independent variables in panel regression model. Then we calculate approximate bias, variance, mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator based on several sample sizes from 50 to 1,000 by 50. Through the simulation study we found some tendencies as follows. First, the mean square error of the ordinary least square estimator is getting larger than the variance of the weighted least square estimator as sample sizes increase. Next, the magnitude of mean square error of the ordinary least square estimator is depending on the magnitude of the bias of the estimator, which is large when the bias is large. Finally, with regard to approximate variance, variances of the ordinary least square estimator are smaller than those of the weighted least square estimator in many cases in the simulation.

• Journal of Cadastre & Land InformatiX
• /
• v.45 no.2
• /
• pp.117-130
• /
• 2015

A least squares method for adjusting the horizontal network satisfies the conditions which is minimizing the sum of the squares of errors based on probability theory. This research compared accuracy of 3rd cadastral control points adjusted by traditional and least square method with respect to the result of Network-RTK. Test results showed the least square method more evenly distribute closure error than traditional method. Mean errors of least square and traditional adjusting method are 2.7cm, 2.2cm respectively. In addition, blunder in angle observations can be detected by comparing position errors which calculated by forward and backward initial coordinates. However, distance blunder cannot offer specific observation line occurred mistake because distance error propagates several observation lines which have similar directions.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.16 no.1
• /
• pp.97-105
• /
• 2015

Multiresponse optimization (MRO) seeks to find the setting of input variables, which optimizes the multiple responses simultaneously. The approach of weighted mean squared error (WMSE) minimization for MRO imposes a different weight on the squared bias and variance, which are the two components of the mean squared error (MSE). To date, a weighted sum-based method has been proposed for WMSE minimization. On the other hand, this method has a limitation in that it cannot find the most preferred solution located in a nonconvex region in objective function space. This paper proposes a Tchebycheff metric-based method to overcome the limitations of the weighted sum-based method.

• Communications for Statistical Applications and Methods
• /
• v.15 no.2
• /
• pp.255-264
• /
• 2008

It is common in practice to use mean squared error(MSE) for prediction. Recently, Park and Shin (2005) and Jones et al. (2007) studied prediction based on mean squared relative error(MSRE). We proposed a new nonparametric way of prediction based on MSRE substituting Jones et al. (2007) and provided a small simulation study which highly supports the proposed method.

• Journal of the Institute of Electronics Engineers of Korea SP
• /
• v.37 no.6
• /
• pp.70-75
• /
• 2000

This paper examines the performance of adaptive filtering algorithms in relation to the asymptotic relative efficiency (ARE) of estimators. The adaptive filtering algorithms are Hybrid II and modified zero forcing (MZF) algorithms. The Hybrid II and MZF algorithms are simplified forms of the LMS algorithm, which use the polarity of the input signal, and polarities of the error and input signals, respectively. The ARE of estimators for each algorithm is analyzed under the condition of the same convergence speed. Computer simulations for adaptive equalization are performed to check the validity of the theory. The explicit expressions for the ARE values of the Hybrid II and MZF algorithms are derived, and its results have similar values to the results of computer simulation. It also revealed that the ARE values depend on the correlation coefficients between input signal and error signal.

• Proceedings of the Korean Society of Computer Information Conference
• /
• 2021.07a
• /
• pp.201-202
• /
• 2021

본 논문에서는 다중 엑세스 포인트 환경에서 전송전력, 수신필터, 엑세스 포인트 선정 최적화 알고리즘을 제안한다. 최종목적은 신호대간섭비를 유지하면서, 전송전력의 총합을 최소화하는 것이다. 증명을 통해서 제안하는 알고리즘은 최소전력에 수렴함을 보인다. 제안하는 알고리즘이 기존에 제안되었던 두 개의 알고리즘인 1)전송전력과 최소제곱평균오차(MMSE) 수신필터 최적화 알고리즘, 2) 전송전력 최적화 알고리즘보다 전송전력 소모량에서 성능이 우수함을 실험을 통해서 확인하였다.

• Journal of KIISE
• /
• v.45 no.1
• /
• pp.69-75
• /
• 2018

In the streaming data where data samples arrive sequentially in time, it is difficult to apply the dimension reduction method based on batch learning. Therefore an incremental dimension reduction method for the application to streaming data has been studied. In this paper, we propose an incremental linear discriminant analysis method using the least squared error solution. Instead of computing scatter matrices directly, the proposed method incrementally updates the projective direction for dimension reduction by using the information of a new incoming sample. The experimental results demonstrate that the proposed method is more efficient compared with previously proposed incremental dimension reduction methods.

• Journal of Advanced Navigation Technology
• /
• v.28 no.2
• /
• pp.172-177
• /
• 2024

This paper presents a method to overcome the problem of increasing elevation estimation error when estimating elevation in a multipath situation with radar. A multipath situation means that radar reception signals reflected from the same target come from multiple paths. In non-multipath, the monopulse method is accurate. For the opposite case, the least square error method is accurate. In multipath situation and when the elevation angle is very low, a singular occurs where the least square error estimate diverges. This singular was identified based on the propagation factor, and monopulse and least square error estimation methods were selectively used. As a result, we succeeded in increasing the accuracy of elevation estimation. MATLAB simulations were performed to verify the method proposed in this paper.

• Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
• /
• 2010.04a
• /
• pp.349-353
• /
• 2010

The existing calculation methods of the cadastral traverse survey was established in 1910s and are mostly outdated. The quality of these methods are not adequate to satisfy today's surveyor's needs that use a simple calculation method to distribute the error values. Thus, the main objective of this research is to find a methodology for appropriate calculation methods of the cadastral traverse survey that uses the general least square adjustment method with weight. Consequently, least square adjustment method has a better result than the previous one.