• 제목/요약/키워드: General log-linear model

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

  • 강명욱;신은영
    • Communications for Statistical Applications and Methods
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    • 제19권1호
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    • pp.1-11
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    • 2012
  • 로지스틱회귀모형에서 반응변수가 주어졌을 때 설명변수의 조건부 확률분포의 로그-밀도비는 어떤 설명변수가어떻게모형에포함되는지에대한변수선택문제에서유용한정보를제공한다. 설명변수의 조건부 확률분포가 좌우대칭이 아닌 경우 감마분포로 가정하는 것이 적절하다. 여러 가지 모의실험을 수행한 결과를 보면, $x{\mid}y$ = 0과 $x{\mid}y$ = 1의 두 분포가 겹치는 경우에서는 x항과 log(x)항 모두 필요하다. 그리고 두 분포가 분리된 경우에는 x항 또는 log(x)항 중 하나만 필요하다.

A study on log-density ratio in logistic regression model for binary data

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • 제22권1호
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    • pp.107-113
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    • 2011
  • We present methods for studying the log-density ratio, which allow us to select which predictors are needed, and how they should be included in the logistic regression model. Under multivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of many predictors. The linear, quadratic and crossproduct terms are required in general. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms.

저역필터 어셈블리에 대한 신뢰성시험 결과의 해석 (Analysis of reliability test results of low-pass filter assembly)

  • 백재욱
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제14권1호
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    • pp.45-51
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    • 2014
  • Thermal shock tests at two stress levels were performed to see the life (cycles) of LPF ASSY (low pass filter assembly) at normal stress level. In this case Coffin-Manson relationship is generally used to describe the relationship between the temperature difference and the life, together with the Weibull distribution describing the life at each stress level. So for given data Coffin-Manson is fitted to predict the life at normal stress level. However, different types of models are appropriate for this type of test. Hence, a more appropriate model such as General log-linear model which can also incorporate the duration at the highest and lowest temperatures and acceleration time will be introduced.

Non-linear modelling to describe lactation curve in Gir crossbred cows

  • Bangar, Yogesh C.;Verma, Med Ram
    • Journal of Animal Science and Technology
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    • 제59권2호
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    • pp.3.1-3.7
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    • 2017
  • Background: The modelling of lactation curve provides guidelines in formulating farm managerial practices in dairy cows. The aim of the present study was to determine the suitable non-linear model which most accurately fitted to lactation curves of five lactations in 134 Gir crossbred cows reared in Research-CumDevelopment Project (RCDP) on Cattle farm, MPKV (Maharashtra). Four models viz. gamma-type function, quadratic model, mixed log function and Wilmink model were fitted to each lactation separately and then compared on the basis of goodness of fit measures viz. adjusted $R^2$, root mean square error (RMSE), Akaike's Informaion Criteria (AIC) and Bayesian Information Criteria (BIC). Results: In general, highest milk yield was observed in fourth lactation whereas it was lowest in first lactation. Among the models investigated, mixed log function and gamma-type function provided best fit of the lactation curve of first and remaining lactations, respectively. Quadratic model gave least fit to lactation curve in almost all lactations. Peak yield was observed as highest and lowest in fourth and first lactation, respectively. Further, first lactation showed highest persistency but relatively higher time to achieve peak yield than other lactations. Conclusion: Lactation curve modelling using gamma-type function may be helpful to setting the management strategies at farm level, however, modelling must be optimized regularly before implementing them to enhance productivity in Gir crossbred cows.

The Confidence Regions for the Logistic Response Surface Model

  • Cho, Tae-Kyoung
    • 품질경영학회지
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    • 제25권2호
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    • pp.102-111
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    • 1997
  • In this paper I discuss a method of constructing the confidence region for the logistic response surface model. The construction involves a, pp.ication of a general fitting procedure because the log odds is linear in its parameters. Estimation of parameters of the logistic response surface model can be accomplished by maximum likelihood, although this requires iterative computational method. Using the asymptotic results, asymptotic covariance of the estimators can be obtained. This can be used in the construction of confidence regions for the parameters and for the logistic response surface model.

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Claims Reserving via Kernel Machine

  • Kim, Mal-Suk;Park, He-Jung;Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1419-1427
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    • 2008
  • This paper shows the kernel Poisson regression which can be applied in the claims reserving, where the row effect is assumed to be a nonlinear function of the row index. The paper concentrates on the chain-ladder technique, within the framework of the chain-ladder linear model. It is shown that the proposed method can provide better reserve estimates than the Poisson model. The cross validation function is introduced to choose optimal hyper-parameters in the procedure. Experimental results are then presented which indicate the performance of the proposed model.

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방화 발생에 영향을 미치는 요인에 관한 연구 (A Study on the Factors Affecting the Arson)

  • 김영철;박우성;이수경
    • 한국화재소방학회논문지
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    • 제28권2호
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    • pp.69-75
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    • 2014
  • 본 연구에서는 방화발생에 영향을 미치는 요인을 도출하기 위하여 발생건수를 종속변수로 하고 경제 인구 사회적 요인을 독립변수로 하는 다중회귀분석을 실시하였다. 다중회귀분석은 선형함수, 준로그함수, 역준로그함수, 이중로그함수 4가지 함수형태에 대해 적용하였으며, 각 단계별로 변수의 선택과 제외를 고려하는 단계적선택 방식을 적용하였다. 다중공선성 문제와 자기상관 문제를 해결하기 위하여 분산확대지수(VIF)와 Durbin-Watson 계수 이용하였으며, 4가지 함수모형에 대하여 수정된 R 제곱(설명력) 값이 0.935 (93.5%)로 가장 값이 높고 통계적으로 유의한 선형함수모형을 최적의 모형으로 결정하고 모형에 대한 해석을 진행하였다. 선형함수모형 결과 방화발생에 영향을 미치는 요인은 범죄발생건수(0.829), 일반이혼율(0.151), 재정자주도(0.149), 소비자물가상승률(0.099) 순으로 도출되었다.

유연한 절삭가공을 위한 절삭가공계획에 관한 연구 (A Study on the Machining Operations Planning for the Flexible Machining Process)

  • 장윤상
    • 한국정밀공학회지
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    • 제14권7호
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    • pp.99-107
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    • 1997
  • An algorithm is developed to find optimal machining parameters for multiple machining environments. The cutting rate-tool life (R-T) characteristic curve presents the general loci of optima and is useful for the flexible machining operations planning. The R-T characteristic curve for the machining economics prob- lems with linear-logarithmic tool lofe model may be determined by applying sensitivity analysis to log-dual problems. Three cases of the change of machining environments are considered. An end milling example is constructed to illustrate the algorithm.

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GLFP 모형하에서의 가속수명시험 데이터 분석 (Analyses of Accelerated Life Tests Data from General Limited Failure Population)

  • 김종만
    • 품질경영학회지
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    • 제36권1호
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    • pp.31-39
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    • 2008
  • This paper proposes a method of estimating the lifetime distribution at use condition for constant stress accelerated life tests when an infant-mortality failure mode as well as wear-out one exists. General limited failure population model is introduced to describe these failure modes. It is assumed that the log lifetime of each failure mode follows a location-scale distribution and a linear relation exists between the location parameter and the stress. An estimation procedure using the expectation and maximization algorithm is proposed. Specific formulas for Weibull distribution are obtained. An illustrative example and the simulation results are given.

개별관로 정의 방법을 이용한 상수관로 파손율 모형화 및 경제적 교체시기의 산정 (Modeling of the Failure Rates and Estimation of the Economical Replacement Time of Water Mains Based on an Individual Pipe Identification Method)

  • 박수완;이형석;배철호;김규리
    • 한국수자원학회논문집
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    • 제42권7호
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    • pp.525-535
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    • 2009
  • 본 연구에서는 상수관망에서 개별적으로 노후도가 심하여 개량이 필요한 구간을 보다 정확하게 구분하기 위해 새로운 개별관로 정의 방법이 개발되었다. 적절한 관로 최소구성성분 길이를 결정하기 위하여 여러 가지 관로 최소구성성분 길이에 대한 평균 누적파손횟수경사선의 분산값을 비교하여 가장 큰 분산값을 나타내는 관로 최소구성성분 길이인 4 m 를 연구대상 지역의 상수관망에 적용하였으며 관로 ID는 39개로 구분되어졌다. 관로의 경제적 최적교체 시기는 한계파손율과 관로의 파손경향모형을 이용하여 결정되었는데, 각 관로 ID에 대하여 관로의 선형적 파손경향, 지수적 파손경향 또는 선형과 지수형 사이에 있는 파손경향 모두에 적용될 수 있는 General Pipe Break Prediction Model(Park and Loganathan, 2002)과 수정된 시간척도를 이용한 ROCOF(Park et al., 2007)를 적용하여 연구대상 상수관망의 최적교체시기를 산정 및 분석하였다. ROCOF 모형화 과정에서 대수-선형과 와이블 ROCOF를 적용 후 최대로그우도 추정값을 비교하여 최대로그우도가 큰 값을 가지는 ROCOF를 각 관로 ID의 ROCOF로 사용하였다. 관로파손으로 인한 사회적 비용이 관로의 최적교체시기에 미치는 영향도 분석되었다.