• 제목/요약/키워드: Intercept Model

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Note on Use of $R^2$ for No-intercept Model

  • Do, Jong-Doo;Kim, Tae-Yoon
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.661-668
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    • 2006
  • There have been some controversies on the use of the coefficient of determination for linear no-intercept model. One definition of the coefficient of determination, $R^2={\sum}\;{\widehat{y^2}}\;/\;{\sum}\;y^2$, is being widely accepted only for linear no-intercept models though Kvalseth (1985) demonstrated some possible pitfalls in using such $R^2$. Main objective of this note is to report that $R^2$ is not a desirable measure of fit for the no-intercept linear model. In fact it is found that mean square error(MSE) could replace $R^2$ efficiently in most cases where selection of no-intercept model is at issue.

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준모수적 방법을 이용한 랜덤 절편 로지스틱 모형 분석 (Semiparametric Approach to Logistic Model with Random Intercept)

  • 김미정
    • 응용통계연구
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    • 제28권6호
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    • pp.1121-1131
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    • 2015
  • 의학이나 사회과학에서 이진 데이터 분석 시 랜덤 절편(random intercept)을 갖는 로지스틱 모형이 유용하게 쓰이고 있다. 지금까지는 이러한 로지스틱 모형에서 랜덤 절편이 정규분포와 같은 모수 모형(parametric model)을 따른다는 가정과 설명변수와 랜덤 절편이 독립이라는 가정 하에 실행된 데이터 분석이 전반적이었다. 그러나 이러한 두 가지 가정은 다소 무리가 있다. 이 연구에서는 설명 변수와 랜덤 절편의 독립성을 가정하지 않고, 비모수 랜덤 절편을 따르는 로지스틱 모형의 방법론을 기존에 널리 쓰인 방법과 비교하여 설명하도록 한다. 케냐의 초등학생들의 영양 섭취 및 질병의 발병을 조사한 데이터에 이 방법을 적용하였다.

수리모형을 이용한 요격확률 및 비용 기반의 다층 방어 요격미사일 운용방법 연구 (A Study on Intercept Probability and Cost based Multi-layer Defense Interceptor Operating Method using Mathematical Model)

  • 서민수;마정목
    • 한국시뮬레이션학회논문지
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    • 제29권2호
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    • pp.49-61
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    • 2020
  • 탄도미사일 위협에 대응하기 위해 제한된 수량의 요격미사일을 효율적으로 운용하는 것은 중요하다. 기존 요격미사일 운용방법은 방호목표에 적용하는 교전효과수준에 따라 요격미사일 수를 결정한다. 이는 요격확률에 비해 과도한 요격미사일 소모 또는 요격확률 감소를 초래할 수 있다. 따라서 탄도미사일 수와 요격확률 및 비용을 고려하여 요격미사일 운용방법을 결정해야한다. 본 연구는 요격미사일 운용방법을 개선하기 위한 수리모형을 제안한다. 또한, 요격확률과 비용의 절충을 위해 효율성 지표를 제시하였다. 시뮬레이션 결과 수리모형 기반 요격미사일 운용방법이 기존 요격미사일 운용방법에 비해 우수한 결과를 달성할 수 있었다.

Study on $R^2$ for no-intercept Model

  • Do, Jong-Doo;Song, Gyu-Moon;Kim, Tae-Yoon
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 춘계학술대회
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    • pp.145-154
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    • 2005
  • There have been some controversies on the use of the coefficient of determination for linear no-intercept model. One definition of the coefficient of determination, $R^2=\sum\;{y}{^{\hat{2}}/\sum\;{y^2}$, is being widely accepted only for linear no-intercept models though Kvalseth(1985) demonstrated some possible pitfalls in using such $R^2$. Main objective of this article is to provide a cautionary notice for use of the $R^2$ by pointing out its tricky aspects by means of empirical simulations.

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The Impact of Mergers on the Financial Performance of Jordanian Public Shareholding Companies

  • AYOUSH, Maha;RABAYAH, Hesham;JIBREEL, Thaer
    • The Journal of Asian Finance, Economics and Business
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    • 제7권10호
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    • pp.751-759
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    • 2020
  • This study examines the impact of mergers on the financial performance of the Jordanian public shareholding companies. The study employs data collected for a sample of 10 Jordanian non-financial public firms that were engaged in legal horizontal merger deals between 2000 and 2013. The data was collected from the published annual financial reports of the merging companies and comparative companies for three years before the merger and three years after the merger. Event study methodology was applied to examine the data. Four measures of financial performance (FP) were used, which are return on assets (ROA), return on equity (ROE), earnings per share (EPS), and net profit margin (NPM). Two methods were used in the analysis - the change model and the intercept model using financial performance raw data and industry-adjusted data. The findings in general showed no significant impact of mergers on the financial performance of merging firms using the change model. However, by using the intercept model, significant impact of mergers on the financial performance was found on the sample of the study. The significant impact was found for mergers on the raw ROE of the merging firms, and on the ROA and NPM of the industry-adjusted firms.

Minimum-Energy Spacecraft Intercept on Non-coplanar Elliptical Orbits Using Genetic Algorithms

  • Oghim, Snyoll;Lee, Chang-Yull;Leeghim, Henzeh
    • International Journal of Aeronautical and Space Sciences
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    • 제18권4호
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    • pp.729-739
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    • 2017
  • The objective of this study was to optimize minimum-energy impulsive spacecraft intercept using genetic algorithms. A mathematical model was established on two-body system based on f and g solution and universal variable to address spacecraft intercept problem for non-coplanar elliptical orbits. This nonlinear problem includes many local optima due to discontinuity and strong nonlinearity. In addition, since it does not provide a closed-form solution, it must be solved using a numerical method. Therefore, the initial guess is that a very sensitive factor is needed to obtain globally optimal values. Genetic algorithms are effective for solving these kinds of optimization problems due to inherent properties of random search algorithms. The main goal of this paper was to find minimum energy solution for orbit transfer problem. The numerical solution using initial values evaluated by the genetic algorithm matched with results of Hohmann transfer. Such optimal solution for unrestricted arbitrary elliptic orbits using universal variables provides flexibility to solve orbit transfer problems.

잠재성장모형을 이용한 성별과 모집단위별 학업성취도에 관한 연구: K대학교 사례 (A study on academic achievement by gender and selection method based on latent growth model: K university case)

  • 최현석;박철용
    • Journal of the Korean Data and Information Science Society
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    • 제25권2호
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    • pp.411-422
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    • 2014
  • 본 연구는 2011학년도 입학하여 여섯 학기 연속 이수한 학생을 대상으로 평균 GPA의 초기값(intercept), 기울기 (slope), 2차항 (quadratic term)을 구하여 이수학기가 늘어나면서 평균 GPA가 어떻게 변화하는지 분석하였다. 구체적으로 이수학기가 늘어나면서 성별과 모집단위에 따라 평균 GPA의 초기값, 기울기, 2차항에 차이가 있는지 분석하였다. 그 결과 초기값에 영향을 주는 변수는 모집단위, 기울기에 영향을 주는 변수는 성별이며 2차항에 영향을 미치는 변수는 하나도 없었다.

초고속 표적의 탄도계수와 예상요격지점 정확도의 상관관계 분석 연구 (An Analysis Study about Relationship between Ballistic Coefficient and Accuracy of Predicted Intercept Point of Super-High Speed Targets)

  • 이동관;조길석;신진화;김지은
    • 한국군사과학기술학회지
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    • 제17권2호
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    • pp.265-274
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    • 2014
  • A recent air defense missile system(ADMS) is required to have a capability to intercept super-high speed targets such as tactical ballistic missiles(TBMs) by performing engagement control efficiently. The air defense missile system should be ready to engage the TBMs as soon as the ADMS detects TBMs because falling velocity of TBM is very high and remaining time interval to engage TBM is very short. As a result, the ADMS has to predict the trajectories of TBMs accurately with estimated states of dynamics to generate predicted intercept point(PIP). In addition, it is needed to engage TBMs accurately via transmitting the obtained PIP data to the corresponding intercept missiles. In this paper, an analysis about the relationship between ballistic coefficient and PIP accuracy which is depending on geodetic height of the first detection of TBM is included and an issue about effective engagement control for the TBM is considered.

On study for change point regression problems using a difference-based regression model

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.539-556
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    • 2019
  • This paper derive a method to solve change point regression problems via a process for obtaining consequential results using properties of a difference-based intercept estimator first introduced by Park and Kim (Communications in Statistics - Theory Methods, 2019) for outlier detection in multiple linear regression models. We describe the statistical properties of the difference-based regression model in a piecewise simple linear regression model and then propose an efficient algorithm for change point detection. We illustrate the merits of our proposed method in the light of comparison with several existing methods under simulation studies and real data analysis. This methodology is quite valuable, "no matter what regression lines" and "no matter what the number of change points".

Prediction of Possible Intercept Time by Considering Flight Trajectory of Nodong Missile

  • Lee, Kyounghaing;Oh, Kyunngwon
    • International Journal of Aerospace System Engineering
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    • 제3권2호
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    • pp.14-21
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    • 2016
  • This paper presents research on predicting the possible intercept time for a Nodong missile based on its flight trajectory. North Korea possesses ballistic missiles of various ranges, and nuclear warhead miniaturization tests and ballistic missile launch tests conducted last year and in previous years have made these missiles into a serious security threat for the international community. With North Korea's current miniaturization skills, the range of the nuclear capable Nodong missiles can be adjusted according to their use goals and operating environment by using a variety of adjustment methods such as payload, fuel mass, Isp, loft angle, cut-off, etc., and therefore precise flight trajectory prediction is difficult. In this regards, this research performs model simulations of the flight trajectory of North Korea's domestically developed Nodong missiles and uses these as a basis for predicting the possible intercept times for major ballistic missile defense systems such as PAC-3, THAAD, and SM-3.