• Title/Summary/Keyword: Generalized linear models(GLM)

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Extension and Review of Restricted and Unrestricted Mixed Models in the Generalized Linear Models (GLM에서 제약과 비제약 혼합모형의 고찰 및 확장)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2009.04a
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    • pp.185-192
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    • 2009
  • The research contributes extending and reviewing of restricted (constrained) and unrestricted (unconstrained) models in GLM(Generalized Linear Models). The paper includes the methodology for finding EMS(Expected Mean Square) and $F_0$ ratio. The results can be applied to the gauge R&R(Reproducibility and Repeatability) in MSA(Measurement System Analysis).

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Cumulative Sums of Residuals in GLMM and Its Implementation

  • Choi, DoYeon;Jeong, KwangMo
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.423-433
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    • 2014
  • Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

Bootstrap Estimation for GEE Models (일반화추정방정식(GEE)에 대한 부스트랩의 적용)

  • Park, Chong-Sun;Jeon, Yong-Moon
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.207-216
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    • 2011
  • Bootstrap is a resampling technique to find an estimate of parameters or to evaluate the estimate. This technique has been used in estimating parameters in linear model(LM) and generalized linear model(GLM). In this paper, we explore the possibility of applying Bootstrapping Residuals, Pairs, and an Estimating Equation that are most widely used in LM and GLM to the generalized estimating equation(GEE) algorithm for modelling repeatedly measured regression data sets. We compared three bootstrapping methods with coefficient and standard error estimates of GEE models from one simulated and one real data set. Overall, the estimates obtained from bootstrap methods are quite comparable, except that estimates from bootstrapping pairs are somewhat different from others. We conjecture that the strange behavior of estimates from bootstrapping pairs comes from the inconsistency of those estimates. However, we need a more thorough simulation study to generalize it since those results are coming from only two small data sets.

Binary regression model using skewed generalized t distributions (기운 일반화 t 분포를 이용한 이진 데이터 회귀 분석)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.775-791
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    • 2017
  • We frequently encounter binary data in real life. Logistic, Probit, Cauchit, Complementary log-log models are often used for binary data analysis. In order to analyze binary data, Liu (2004) proposed a Robit model, in which the inverse of cdf of the Student's t distribution is used as a link function. Kim et al. (2008) also proposed a generalized t-link model to make the binary regression model more flexible. The more flexible skewed distributions allow more flexible link functions in generalized linear models. In the sense, we propose a binary data regression model using skewed generalized t distributions introduced in Theodossiou (1998). We implement R code of the proposed models using the glm function included in R base and R sgt package. We also analyze Pima Indian data using the proposed model in R.

A Financial Projection of Health Insurance Expenditures Reflecting Changes in Demographic Structure (인구구조의 변화를 반영한 건강보험 진료비 추계)

  • Lee, ChangSoo;Kwon, HyukSung;Chae, JungMi
    • Journal of Korean Public Health Nursing
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    • v.31 no.1
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    • pp.5-18
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    • 2017
  • Purpose: This study was conducted to suggest a method for financial projection of health insurance expenditures that reflects future changes in demographic structure. Methods: Using data associated with the number of patients and health insurance cost per patient, generalized linear models (GLM) were fitted with demographic explanatory variables. Models were constructed separately for individual medical departments, types of medical service, and types of public health insurance. Goodness-of-fit of most of the applied GLM models was quite satisfactory. By combining estimates of frequency and severity from the constructed models and results of the population projection, total annual health insurance expenditures were projected through year 2060. Results: Expenditures for medical departments associated with diseases that are more frequent in elderly peoples are expected to increase steeply, leading to considerable increases in overall health insurance expenditures. The suggested method can contribute to improvement of the accuracy of financial projection. Conclusion: The overall demands for medical service, medical personnel, and relevant facilities in the future are expected to increase as the proportion of elderly people increases. Application of a more reasonable estimation method reflecting changes in demographic structure will help develop health policies relevant to above mentioned resources.

Age Estimation with Panoramic Radiomorphometric Parameters Using Generalized Linear Models

  • Lee, Yeon-Hee;An, Jung-Sub
    • Journal of Oral Medicine and Pain
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    • v.46 no.2
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    • pp.21-32
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    • 2021
  • Purpose: The purpose of the present study was to investigate the correlation between age and 34 radiomorphometric parameters on panoramic radiographs, and to provide generalized linear models (GLMs) as a non-invasive, inexpensive, and accurate method to the forensic judgement of living individual's age. Methods: The study included 417 digital panoramic radiographs of Korean individuals (178 males and 239 females, mean age: 32.57±17.81 years). Considering the skeletal differences between the sexes, GLMs were obtained separately according to sex, as well as across the total sample. For statistical analysis and to predict the accuracy of the new GLMs, root mean squared error (RMSE) and adjusted R-squared (R2) were calculated. Results: The adjusted R2-values of the developed GLMs in the total sample, and male and female groups were 0.623, 0.637, and 0.660, respectively (p<0.001), while the allowable RMSE values were 8.80, 8.42, and 8.53 years, respectively. In the GLM of the total sample, the most influential predictor of greater age was decreased pulp area in the #36 first molar (beta=-26.52; p<0.01), followed by the presence of periodontitis (beta=10.24; p<0.01). In males, the most influential factor was the presence of periodontitis (beta=9.20; p<0.05), followed by the number of full veneer crowns (beta=2.19; p<0.001). In females, the most influential predictor was the presence of periodontitis (beta=18.10; p<0.001), followed by the tooth area of the #16 first molar (beta=-11.57; p<0.001). Conclusions: We established acceptable GLM for each sex and found out the predictors necessary to age estimation which can be easily found in panoramic radiographs. Our study provides reference that parameters such as the area of tooth and pulp, the number of teeth treated, and the presence of periodontitis should be considered in estimating age.

Estimation of the Expected Loss per Exposure of Export Insurance using GLM (일반화 선형모형을 이용한 수출보험의 지급비율 추정)

  • Ju, Hyo Chan;Lee, Hangsuck
    • The Korean Journal of Applied Statistics
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    • v.26 no.6
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    • pp.857-871
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    • 2013
  • Export credit insurance is a policy tool for export growth. In the era of free trade under the governance of WTO, export credit insurance is still allowed as one of the few instruments to increase exports. This paper, using data on short-term export insurance contracts issued to foreign subsidiaries of Korean companies, calculates the expected loss per exposure by combining the effect of risk factors (credit rate of foreign importers, size of mother company, and payment period) on loss frequency and loss severity in different levels. We, applying generalized linear models (GLM), first fit loss frequency and loss severity to negative binomial and lognormal distribution, respectively, and then estimate the loss frequency rate per contract and the ratio of loss severity to coverage amount. Finally, we calculate the expected loss per exposure for each level of risk factors by combining these two rates. Based on the result of statistical analysis, we present the implication for the current premium rate of export insurance.

Comparative studies of different machine learning algorithms in predicting the compressive strength of geopolymer concrete

  • Sagar Paruthi;Ibadur Rahman;Asif Husain
    • Computers and Concrete
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    • v.32 no.6
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    • pp.607-613
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    • 2023
  • The objective of this work is to determine the compressive strength of geopolymer concrete utilizing four distinct machine learning approaches. These techniques are known as gradient boosting machine (GBM), generalized linear model (GLM), extremely randomized trees (XRT), and deep learning (DL). Experimentation is performed to collect the data that is then utilized for training the models. Compressive strength is the response variable, whereas curing days, curing temperature, silica fume, and nanosilica concentration are the different input parameters that are taken into consideration. Several kinds of errors, including root mean square error (RMSE), coefficient of correlation (CC), variance account for (VAF), RMSE to observation's standard deviation ratio (RSR), and Nash-Sutcliffe effectiveness (NSE), were computed to determine the effectiveness of each algorithm. It was observed that, among all the models that were investigated, the GBM is the surrogate model that can predict the compressive strength of the geopolymer concrete with the highest degree of precision.

A Study on Wildlife Habitat Suitability Modeling for Goral (Nemorhaedus caudatus raddeanus) in Seoraksan National Park (설악산 산양을 대상으로 한 야생동물 서식지 적합성 모형에 관한 연구)

  • Seo, Chang Wan;Choi, Tae Young;Choi, Yun Soo;Kim, Dong Young
    • Journal of the Korean Society of Environmental Restoration Technology
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    • v.11 no.3
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    • pp.28-38
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    • 2008
  • The purpose of this study are to compare existing presence-absence predictive models and to predict suitable habitat for Goral (Nemorhaedus caudatus raddeanus) that is an endangered and protected species in Seoraksan national park using the best model among existing predictive models. The methods of this study are as follows. First, 375 location data and 9 environmental data layers were implemented to build a model. Secondly, 4 existing presence-absence models : Generalized Linear Model (GLM), Generalized Addictive Model (GAM), Classification and Regression Tree (CART), and Artificial Neural Network (ANN) were tested to predict the Goal habitat. Thirdly, ROC (Receiver Operating Characteristic) and Kappa statistics were used to calculate a model performance. Lastly, we verified models and created habitat suitability maps. The ROC AUC (Area Under the Curve) and Kappa values were 0.697/0.266 (GLM), 0.729/0.313 (GAM), 0.776/0.453 (CART), and 0.858/0.559 (ANN). Therefore, ANN was selected as the best model among 4 models. The models showed that elevation, slope, and distance to stream were the significant factors for Goal habitat. The ratio of predicted area of ANN using a threshold was 31.29%, but the area decreased when human effect was considered. We need to investigate the difference of various models to build a suitable wildlife habitat model under a given condition.

Development and Validation of Generalized Linear Regression Models to Predict Vessel Enhancement on Coronary CT Angiography

  • Masuda, Takanori;Nakaura, Takeshi;Funama, Yoshinori;Sato, Tomoyasu;Higaki, Toru;Kiguchi, Masao;Matsumoto, Yoriaki;Yamashita, Yukari;Imada, Naoyuki;Awai, Kazuo
    • Korean Journal of Radiology
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    • v.19 no.6
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    • pp.1021-1030
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    • 2018
  • Objective: We evaluated the effect of various patient characteristics and time-density curve (TDC)-factors on the test bolus-affected vessel enhancement on coronary computed tomography angiography (CCTA). We also assessed the value of generalized linear regression models (GLMs) for predicting enhancement on CCTA. Materials and Methods: We performed univariate and multivariate regression analysis to evaluate the effect of patient characteristics and to compare contrast enhancement per gram of iodine on test bolus (${\Delta}HUTEST$) and CCTA (${\Delta}HUCCTA$). We developed GLMs to predict ${\Delta}HUCCTA$. GLMs including independent variables were validated with 6-fold cross-validation using the correlation coefficient and Bland-Altman analysis. Results: In multivariate analysis, only total body weight (TBW) and ${\Delta}HUTEST$ maintained their independent predictive value (p < 0.001). In validation analysis, the highest correlation coefficient between ${\Delta}HUCCTA$ and the prediction values was seen in the GLM (r = 0.75), followed by TDC (r = 0.69) and TBW (r = 0.62). The lowest Bland-Altman limit of agreement was observed with GLM-3 (mean difference, $-0.0{\pm}5.1$ Hounsfield units/grams of iodine [HU/gI]; 95% confidence interval [CI], -10.1, 10.1), followed by ${\Delta}HUCCTA$ ($-0.0{\pm}5.9HU/gI$; 95% CI, -11.9, 11.9) and TBW ($1.1{\pm}6.2HU/gI$; 95% CI, -11.2, 13.4). Conclusion: We demonstrated that the patient's TBW and ${\Delta}HUTEST$ significantly affected contrast enhancement on CCTA images and that the combined use of clinical information and test bolus results is useful for predicting aortic enhancement.