• 제목/요약/키워드: Generalized linear models(GLM)

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

  • 최성운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2009년도 춘계학술대회
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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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    • 제21권5호
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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.

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

  • 박종선;전용문
    • 응용통계연구
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    • 제24권1호
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    • pp.207-216
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    • 2011
  • 본 논문에서는 일반화추정방정식(GEE)모형에 대한 부스트랩 방법의 적용에 대하여 살펴본다. 다양한 부스트랩 방법들 중 GEE모형에 적용이 가능한 잔차, 쌍 및 점수함수 부스트랩 방법을 가상 및 실제 자료들에 적용한 결과 회귀계수들에 대한 추정치와 표준오차가 점근값들과 차이를 보이는 것으로 나타났다. 따라서 표본수가 크지 않은 경우 부스트랩 방법을 통하여 GEE모형에서의 회귀계수에 대한 추정치화 표준편차를 구하는 것이 효과적임을 알 수 있다.

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

  • 김미정
    • 응용통계연구
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    • 제30권5호
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    • pp.775-791
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    • 2017
  • 이진 데이터는 일상 생활에서 자주 접할 수 있는 데이터이다. 이진 데이터를 회귀 분석하는 방법으로 로지스틱(Logistic), 프로빗(Probit), Cauchit, Complementary log-log 모형이 주로 쓰이는데, 이 방법 이외에도 Liu(2004)가 제시한 t 분포를 이용한 로빗(Robit) 모형, Kim 등 (2008)에서 제시한 일반화 t-link 모형을 이용한 방법 등이 있다. 유연한 분포를 이용하면 유연한 회귀 모형이 가능해지는 점에 착안하여, 이 논문에서는 Theodossiou(1998)에서 제시된 기운 일반화 t 분포 (Skewed Generalized t Distribution)의 이용하여 우도 함수를 최대로 하는 이진 데이터 회귀 모형을 소개한다. 기운 일반화 t 분포를 R glm 함수, R sgt 패키지를 연결하여 이 논문에서 제시한 방법을 R로 분석할 수 있는 방법을 소개하고, 피마 인디언(Pima Indian) 데이터를 분석한다.

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

  • 이창수;권혁성;채정미
    • 한국보건간호학회지
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    • 제31권1호
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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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    • 제46권2호
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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.

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

  • 주효찬;이항석
    • 응용통계연구
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    • 제26권6호
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    • pp.857-871
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    • 2013
  • 한국을 비롯한 많은 국가에서 수출보험은 수출증진을 위한 수단으로 이용되어 왔다. 무역자유화를 위한 세계무역기구의 출범 이후에도 수출보험은 여전히 수출증진을 위한 주요 수단으로 인식된다. 본 논문은 국내 기업의 해외법인이 체결한 단기수출보험의 자료를 이용하여 수출보험과 관련한 위험요소(수입자의 신용등급, 결제기간, 모기업의 크기)의 각 등급에 따른 보험가입금액 대비 보험금 지급비율을 산출한다. 이를 위해 일반화 선형모형을 활용, 모델 선택과정을 거쳐 사고빈도(frequency)와 사고심도(severity)를 각각 음이항분포와 로그노말분포로 적합한다. 그리고 일반화 선형모형의 분석결과를 바탕으로 사고빈도와 사고심도에 미치는 각 위험요소의 등급에 따른 계약건수 대비 평균 사고발생 비율과 보험가입금액 대비 평균 지급비율을 제시한다. 이후 이를 통합함으로써 각 위험요소의 등급별 지급비율의 기댓값을 추정한다. 그리고 이 결과를 이용하여 요율산정에 대한 시사점을 논의한다.

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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    • 제32권6호
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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.

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

  • 서창완;최태영;최윤수;김동영
    • 한국환경복원기술학회지
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    • 제11권3호
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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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    • 제19권6호
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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.