• Title/Summary/Keyword: 2변수 선형회귀분석

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깁스표본기법을 이용한 설명변수 선택문제에서 사전분포의 설정-선형회귀모형을 중심으로-

  • 박종선;남궁평;한숙영
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.333-343
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    • 1997
  • 선형회귀분석에서 변수의 선택문제는 최적의 모형을 찾는데 아주 중요한 부분을 차지한다. George와 McCulloch(1993)는 계층적 베이즈 모형과 깁스표본법을 이용하여 선형회귀모형에서 변수를 선택하는 문제를 고려하였다. 이 논문에서는 George와 McCulloch의 모형을 바탕으로 각각의 설명변수가 모형에 포함될 사전확률을 객관적인 기준에 의하여 결정하는 문제를 고려하여 보았다.

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Projection Pursuit Regression for Binary Responses using Simulated Annealing (모의 담금질을 이용한 이진반응변수 사용추적회귀)

  • 박종선
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.321-332
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    • 2001
  • 본 논문에서는 반응변수가 두 가지의 값을 갖는 회귀분석에 적용할 수 있는 사영추적회귀를 고려하였다. 회귀모형에 필요한 설명변수들의 선형결합이 하나이고 연결함수의 형태를 사전에 알지 못한다는 가정하에서 모의담금질 기법을 이용하여 모형에 필요한 선형결합을 찾는 알고리즘을 제시하였다. 이진 반응변수의 경우에는 평활모수의 값에 따라 잔차이탈도함수의 반응표면이 단봉의 형태를 갖지 않는 경우가 있어 비동질적 마코프체인을 이용한 모의담금질 기법을 적용하면 효율적으로 선형결합을 탐색할 수 있다.

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回歸分析에 있어서의 多共線性과 名稱을 保全시키는 資料變換 技法

  • 兪浣
    • Journal of the Korean Statistical Society
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    • v.8 no.2
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    • pp.109-116
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    • 1979
  • 두 개의 변수의 대체효과(substitution effect)를 연구하기 위하여 수요 또는 공급의 모형을 만들었을 경우 이에 관련된 변수들의 이름이 중요시 된다. 실제 관측 자료를 사용하였을 경우 흔히 일어나는 다공선성(multicollinearity) 문제를 다루기 위한 대안으로써 선형회귀선을 예로 들어 능형회귀기법(ridge regression technique)과 요인분석기법(factor analytic technique)을 소개하였으며 이에서 얻어지는 계수(coefficient)를 OLS 추정치로 설명하기 위하여 원래의 자료를 변환하였다. 실지 수요와 공급의 모형이 비선형일 경우 일반적으로 능형회귀나 요인분석을 쓰지 못한다는 점을 감안, 이러한 방법을 자료의 변환방법으로 설명함으로써 비선형모형에서도 다공선성문제를 위하여 능형회귀분석법이나 요인분석기법을 사용할 수 있도록 하였다.

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강우센서에서 생성된 강우정보를 이용한 선형회귀분석과 대역 통과 필터링 분석간의 정확도 비교

  • Kim, Yeong-Gon;Lee, Seok-Ho;Kim, Byeong-Sik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.172-172
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    • 2017
  • 본 연구는 차량의 AW(AutoWiping) 기능을 위해 장착된 강우센서를 이용하여 강우정보를 생산하는 기술을 개발하고자 하였다. AW(AutoWiping) 기능이란 차량 앞창(Windshield)에 빗방울이 맺히게 되면 광신호의 산란으로 인해 수광부에 들어오는 감소되는 광신호의 정도에 따라 차량 와이퍼의 속도를 결정해 주는 기능이다. 빗방울이 많이 맺힐수록 광신호는 감소되며 와이퍼는 더 빠른 속도로 작동을 하게 된다. 여기서 강우센서가 강우량이 많으면 감소된 광신호 데이터를 표출하는 현상을 이용하여 강우정보를 생산한다. 강우센서는 총 8개의 채널로 이루어져있고, 초당 250개의 광신호 데이터를 수집하며, 10분이면 약 120만 개의 데이터가 생산되게 된다. 이 대량의 데이터에서 정확한 강우량을 산출하기 위해 강우센서의 초기값과 와이퍼 이동시 발생하는 순간 이상치를 제거해야 한다. 하지만 일일이 수백만 개 이상의 데이터에서 모든 이상치를 제거하는 작업은 불가능하다. 따라서 이상치를 포함한 회귀 분석 방법을 연구하였고, 인공강우 발생기를 이용하여 광신호를 강우량으로 환산하는 2가지 회귀식이 유도되었다. 이들은 각각 이상치를 모두 포함시켜 독립변수(광신호)에 따라 종속변수(강우량)의 값이 변화하는 관계를 나타내는 선형회귀분석(model 1), 임계치를 정하여 일정 이상치가 제거된 신호만 통과시키는 대역통과 필터링 분석(model 2)으로 유도된 회귀식을 실강우에 회귀식을 적용하여 정확도를 분석하였다.

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Multivariate Analysis for Clinicians (임상의를 위한 다변량 분석의 실제)

  • Oh, Joo Han;Chung, Seok Won
    • Clinics in Shoulder and Elbow
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    • v.16 no.1
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    • pp.63-72
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    • 2013
  • In medical research, multivariate analysis, especially multiple regression analysis, is used to analyze the influence of multiple variables on the result. Multiple regression analysis should include variables in the model and the problem of multi-collinearity as there are many variables as well as the basic assumption of regression analysis. The multiple regression model is expressed as the coefficient of determination, $R^2$ and the influence of independent variables on result as a regression coefficient, ${\beta}$. Multiple regression analysis can be divided into multiple linear regression analysis, multiple logistic regression analysis, and Cox regression analysis according to the type of dependent variables (continuous variable, categorical variable (binary logit), and state variable, respectively), and the influence of variables on the result is evaluated by regression coefficient${\beta}$, odds ratio, and hazard ratio, respectively. The knowledge of multivariate analysis enables clinicians to analyze the result accurately and to design the further research efficiently.

Comparison of Development Length Equation of Bottom and Top GFRP Bars with Splitting Failure (쪼갬파괴된 GFRP 하부근과 상부근의 정착길이 산정식 비교)

  • Ha, Sang-Su;Yoon, Joon-Sun
    • Journal of the Korea Institute of Building Construction
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    • v.9 no.6
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    • pp.141-149
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    • 2009
  • The objective of this study was to propose a development length equation for bottom and top GFRP bars. Including the bottom and top GRPP bars, a total of 104 modified pullout tests were completed. The test variables were embedment length (15, 30, 45db), net cover thickness (0.5~2.0db), different GFRP bar types, and bar diameters (10, 13, 16mm). The average bond stresses were determined based on the modified pullout test results. Two variable linear regression analyses were performed on the results of the average bond stresses. Utilizing the 5% fractile concept, a conservative development length design equation was derived. The design equation of the development length for bottom and top GFRP bars was proposed and the design equation derived in this study was compared to the ACI 440.1R-06 committee equation.

Estimating Design Hour Factor Using Permanent Survey (상시 교통량 자료를 이용한 설계시간계수 추정)

  • Ha, Jung Ah;Kim, Sung Hyun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.2D
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    • pp.155-162
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    • 2008
  • This study shows how to estimate the design hour factor when the counting stations don't have all of the hourly volumes such as in a coverage survey. A coverage survey records traffic volume from 1 to 5 times in a year so it lacks the detailed information to calculate the design hour factor. This study used the traffic volumes of permanent surveys to estimate the design hour factor in coverage surveys using correlation and regression analysis. A total 7 independent variables are used : the coefficient of variance of hourly volume, standard deviation of hourly volume, peak hour volume, AADT, heavy traffic volume proprotion, day time traffic volume proportion and D factor. All of variables are plotted on a curve, so it must use non-linear regression to analyze the data. As a result the coefficient of determination and MAE are good at logarith model using AADT.

Study on the Estimation of Duncan & Chang Model Parameters-initial Tangent Modulus and Ultimate Deviator Stress for Compacted Weathered Soil (다짐 풍화토의 Duncan & Chang 모델 매개변수-초기접선계수와 극한축차응력 산정에 관한 연구)

  • Yoo, Kunsun
    • Journal of the Korean GEO-environmental Society
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    • v.19 no.12
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    • pp.47-58
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    • 2018
  • Duncan & Chang(1970) proposed the Duncan-Chang model that a linear relation of transformed stress-strain plots was reconstituted from a nonlinear relation of stress-strain curve of triaxial compression test using hyperbolic theory so as to estimate an initial tangent modulus and ultimate deviator stress for the soil specimen. Although the transformed stress-strain plots show a linear relationship theoretically, they actually show a nonlinearity at both low and high values of strain of the test. This phenomenon indicates that the stress-strain curve is not a complete form of a hyperbola. So, if linear regression analyses for the transformed stress-strain plot are performed over a full range of strain of a test, error in the estimation of their linear equations is unavoidable depending on ranges of strain with non-linearity. In order to reduce such an error, a modified regression analysis method is proposed in this study, in which linear regression analyses for transformed stress-strain plots are performed over the entire range of strain except the range the non-linearity is shown around starting and ending of the test, and then the initial tangent modulus and ultimate deviator stresses are calculated. Isotropically consolidated-drained triaxial compression tests were performed on compacted weathered soil with a modified Proctor density to obtain their model parameters. The modified regression analyses for transformed stress-strain plots were performed and analyzed results are compared with results estimated by 2 points method (Duncan et al., 1980). As a result of analyses, initial tangent moduli are about 4.0% higher and ultimate deviator stresses are about 2.9% lower than those values estimated by Duncan's 2 points method.

An educational tool for binary logistic regression model using Excel VBA (엑셀 VBA를 이용한 이분형 로지스틱 회귀모형 교육도구 개발)

  • Park, Cheolyong;Choi, Hyun Seok
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.403-410
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    • 2014
  • Binary logistic regression analysis is a statistical technique that explains binary response variable by quantitative or qualitative explanatory variables. In the binary logistic regression model, the probability that the response variable equals, say 1, one of the binary values is to be explained as a transformation of linear combination of explanatory variables. This is one of big barriers that non-statisticians have to overcome in order to understand the model. In this study, an educational tool is developed that explains the need of the binary logistic regression analysis using Excel VBA. More precisely, this tool explains the problems related to modeling the probability of the response variable equal to 1 as a linear combination of explanatory variables and then shows how these problems can be solved through some transformations of the linear combination.

Asymptotic Test for Dimensionality in Sliced Inverse Regression (분할 역회귀모형에서 차원결정을 위한 점근검정법)

  • Park, Chang-Sun;Kwak, Jae-Guen
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.381-393
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    • 2005
  • As a promising technique for dimension reduction in regression analysis, Sliced Inverse Regression (SIR) and an associated chi-square test for dimensionality were introduced by Li (1991). However, Li's test needs assumption of Normality for predictors and found to be heavily dependent on the number of slices. We will provide a unified asymptotic test for determining the dimensionality of the SIR model which is based on the probabilistic principal component analysis and free of normality assumption on predictors. Illustrative results with simulated and real examples will also be provided.