• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.449-461
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• 1999

본 논문에서는 패널회귀모형에서 내부변환(within transformation) 추정량을 이용하여 회귀계수에 대한 정확한 신뢰구간을 제시하였다. 아울러 이러한 신뢰구간의 효율성을 신뢰계수(confidence coefficient)와 신뢰구간의 평균길이(average length of confidence interval)을 사용하여 모의실험을 통하여 다른 근사적 신뢰구간들과 비교하였다. 실험결과, 내부변환추정량을 이용한 신뢰구간은 다른 근사적 신뢰구간들에 비해 명목신뢰계수를 정확히 유지하였고, 신뢰구간의 평균길이도 다른 방법들에 비해 짧은 결과를 보았다.

• The Korean Journal of Applied Statistics
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• v.18 no.3
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• pp.701-712
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• 2005

The suppression for logistic regression models has been debated no longer than that for linear regression models since, among many other reasons, sum of squares for regression (SSR) or coefficient of determination ($R^2$) could be defined into various ways. Based on four kinds of $R^2$'s: two kinds are most preferred, and the other two are proposed by Liao & McGee (2003), four kinds of SSR's are derived so that the suppression for logistic models is explained. Many data fitted to logistic models are generated by Monte Carlo method. We explore when suppression happens, and compare with that for linear regression models.

• The Korean Journal of Applied Statistics
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• v.4 no.2
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• pp.117-127
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• 1991

Coefficient of determination $R^2$ is most frequently used descriptive measure in practical use of linear regression analysis. But there have been controversies on defining this measure in the cases of linear regression without the intercept, weighted linear regression and robust linear regression. Several authors such as Kvalseth(1985) and Willet and Singer(1988) proposed many variations of $R^2$ to meet the situations. However, theire measures are not satisfactory due to the lack of a universal principle. In this study, we propose a unfied approach to defining the coefficient of determination $R^2$ using the concept of likelihood distance. This new measure is in good accordance with typical $R^2$ in linear regression and, moreover, can be applied to nonlinear regression models and generalized linear models such as logit and log-linear models.

• The Korean Journal of Applied Statistics
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• v.32 no.2
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• pp.199-211
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• 2019

This paper is concerned with issues in the finite mixture of regression modeling as well as the simultaneous selection of the number of mixing components and relevant predictors. We propose a penalized likelihood method for both mixture components and regression coefficients that enable the simultaneous identification of significant variables and the determination of important mixture components in mixture of regression models. To avoid over-fitting and bias problems, we applied smoothly clipped absolute deviation (SCAD) penalties on the logarithm of component probabilities suggested by Huang et al. (Statistical Sinica, 27, 147-169, 2013) as well as several well-known penalty functions for coefficients in regression models. Simulation studies reveal that our method is satisfactory with well-known penalties such as SCAD, MCP, and adaptive lasso.

• Proceedings of the Acoustical Society of Korea Conference
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• 1998.06c
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• pp.103-106
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• 1998

본 논문에서는 음성인식 시스템의 인식 정도의 향상을 위해서 동적 특징으로서 K-L(Karhanen-Loeve)계수를 이용하여 음소모델을 구성하는 방법을 제안하고, 음소, 단어, 숫자음 인식 실험을 통하여 그 유효성을 검토하였다. 인식 실험을 위한 음성자료는 한국 전자통신 연구소에서 채록한 445단어와 국어정보공학연구소에서 채록한 4연속 숫자음을 사용하였으며, K-L계수 동적 특징의 유효성을 확인하기 위해 정적 특징으로서 멜-켑스트럼과 동적 특징으로서 K-L계수 및 회귀계수를 추출한 후 음소, 단어, 숫자음 인식 실험을 수행하였다. 인식의 기본 단위로는 48개의 유사음소단위(Phoneme Likely Unite ; PLUs)를 음소모델로 사용하였으며, 단어와 숫자음 인식을 위해서는 유한상태 오토마타(Finite State Automata; FSA)에 의한 구문제어를 통한 OPDP(One Pass Dynamic Programming)법을 이용하였다. 인식 실험 결과, 음소인식에 있어서는 정적특징인 멜-켑스트럼을 사용한 경우 39.8%, K-L 동적 계수를 사용한 경우가 52.4%로 12.6%의 향상된 인식률을 얻었다. 또한, 멜-켑스트럼과 회수계수를 사용한 경우 60.1%, K-L계수와 회귀계수를 결합한 경우에 있어서도 60.4%로 높은 인식률은 얻었다. 이 결과를 단어인식에 확장하여 인식 실험을 수행한 결과, 기존의 멜-켑스트럼 계수를 사용한 경우 65.5%, K-L계수를 사용한 경우 75.8%로 10.3% 향상된 인식률을 얻었으며, 멜-켑스트럼과 회귀계수를 결합한 경우 91.2%, K-L계수와 회귀계수를 결합한 경우 91.4%의 높은 인식률을 보였다. 도한, 4연속 숫자음에 적용한 경우에 있어서도 멜-켑스트럼을 사용한 경우 67.5%, K-L계수를 사용한 경우 75.3%로 7.8%의 향상된 인식률을 보였으며 K-L계수와 회귀계수를 결합한 경우에서도 비교적 높은 인식률을 보여 숫자음에 대해서도 K-L계수의 유효성을 확인할 수 있었다.

• Journal of Preventive Medicine and Public Health
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• v.7 no.2
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• pp.299-304
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• 1974

The physical status (standing height, body weight, chest girth, sitting height, length of leg, length of thigh, thigh girth, length of crus, length of arm, brachial length, antebrachial girth and skinfold thickness) of 360 healthy middle and high school boys aged between 12 and 17 years in Taegu area was measured and evaluated by means of dispersion. For regression equation and coefficient ofidetermination of each status against standing height were computed. The growth progress of physical status had a tendency to be exponential and, generally, between 13 and 14 years of age the fastest progress was observed. The regression coefficient of body weight against standing height (0.90) was largest and that of skinfold thickness against standing height (0.09) was smallest. In general, the dimension of the regression coefficient was accordant with the dimension of respective physical status. Except in length of thigh and skinfold thickness, coefficient of determination of each physical status against standing height was almost 1 and the regression line could express the relation between standing height and each physical status very satisfactorily. But the regression curve was more desirable for the elucidation of the relation between standing height and skinfold thickness.

• The Korean Journal of Applied Statistics
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• v.18 no.2
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• pp.435-443
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• 2005

Coefficients of determination in logistic regression analysis are defined as various statistics, and their values are relatively smaller than those for linear regression model. These coefficients of determination are not generally used to evaluate and diagnose logistic regression model. Liao and McGee (2003) proposed two adjusted coefficients of determination which are robust at the addition of inappropriate predictors and the variation of sample size. In this work, these adjusted coefficients of determination are applied to variable selection method for logistic regression model and compared with results of other methods such as the forward selection, backward elimination, stepwise selection, and AIC statistic.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.533-541
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• 2013

In this study, a simple principal component analysis using Lasso is proposed. This method consists of two steps. The first step is to compute principal components by the principal component analysis. The second step is to regress each principal component on the original data matrix by Lasso regression method. Each of new principal components is computed as the linear combination of original data matrix using the scaled estimated Lasso regression coefficient as the coefficients of the combination. This method leads to easily interpretable principal components with more 0 coefficients by the properties of Lasso regression models. This is because the estimator of the regression of each principal component on the original data matrix is the corresponding eigenvector. This method is applied to real and simulated data sets with the help of an R package for Lasso regression and its usefulness is demonstrated.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.209-213
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• 2005

본 논문에서는 1차 자기회귀모형에서 자기회귀계수에 대한 여러 가지 추정량들의 분포함수에 대한 근사적추론 방법에 대해 연구하였다. 이차형식에 대한 안장점근사의 결과를 이용한 이 근사법은 여러 형태의 추정량들에 대해 근사분포의 유도과정이 불필요하며, 소표본은 물론 통계적 추론의 주요 관심영역에서의 근사정도가 매우 뛰어난 장점을 가지고 있다. 모의실험을 통해 Edgeworth근사를 비롯한 기존의 여러 근사법보다 효율이 뛰어남을 확인하였다.

• The Korean Journal of Applied Statistics
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• v.12 no.1
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• pp.109-124
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• 1999

일반적으로 오차항이 자기상관되어 있는 선형회귀 모형에서는 회귀계수에 대한 보통최소제곱추정량이 효율적이지 못 하다고 알려져 있다. 그러나 이러한 일반화선형회귀모형에서 독립변수의 형태에 따라서는 OLSE의 사용 가능성을 제시하는 모형이 있다. 본 연구에서는 오차항이 일차 이동평균 과정을 따르는 선형회귀모형에서 여러 추정량들 (GLSE, APX, MAPX)에 대한 OLSE의 상대효율함수를 유도하고 비교 분석하고자 한다. 특히 소표본에서 정확한 상대효율값을 구하여 OLSE의 효율성이 크게 떨어지지 않거나 효율성이 나은 회귀모형들을 제시한다.