• Title/Summary/Keyword: 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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    • v.17 no.2
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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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Semiparametric Approach to Logistic Model with Random Intercept (준모수적 방법을 이용한 랜덤 절편 로지스틱 모형 분석)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1121-1131
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    • 2015
  • Logistic models with a random intercept are useful to analyze longitudinal binary data. Traditionally, the random intercept of the logistic model is assumed to be parametric (such as normal distribution) and is also assumed to be independent to variables. Such assumptions are very strong and restricted for application to real data. Recently, Garcia and Ma (2015) derived semiparametric efficient estimators for logistic model with a random intercept without these assumptions. Their estimator shows the consistency where we do not assume any parametric form for the random intercept. In addition, the method is computationally simple. In this paper, we apply this method to analyze toenail infection data. We compare the semiparametric estimator with maximum likelihood estimator, penalized quasi-likelihood estimator and hierarchical generalized linear estimator.

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

  • Seo, Minsu;Ma, Jungmok
    • Journal of the Korea Society for Simulation
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    • v.29 no.2
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    • pp.49-61
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    • 2020
  • It is important to operate a limited number of interceptors effectively to counter ballistic missile threats. The existing interceptor operating method determines the number of interceptors according to the level of TBM (Theater Ballistic Missile) engagement effectiveness applied to a defended asset. It can cause either excessive interceptor waste compared to the intercept probability or the intercept probability decrease. Thus, interceptor operating method must be decided considering the number of ballistic missiles, intercept probability and cost. This study proposes a mathematical model to improve the existing interceptor operating method. In addition, the efficiency indicator is proposed for trade-off between intercept probability and cost. As a result of the simulations, the mathematical model-based interceptor operating method can achieve better results than the existing interceptor operating method.

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

  • Do, Jong-Doo;Song, Gyu-Moon;Kim, Tae-Yoon
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.04a
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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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    • v.7 no.10
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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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    • v.18 no.4
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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.

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

  • Choi, Hyun Seok;Park, Cheolyong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.411-422
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    • 2014
  • This study analyzed how average GPA (grade point average) changes as the number of completed semesters increases based on the estimates of intercept, slope, and quadratic term. The students included in this study are those who was admitted in 2011 and took 6 consecutive semesters. More precisely, it was analyzed if intercept, slope and quadratic term of average GPA were different between gender and selection method. The results showed that the intercept was different between selection method, the slope was different between gender, but the quadratic term was different between neither selection method nor gender.

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

  • Lee, Dong-Gwan;Cho, Kil-Seok;Shin, Jin-Hwa;Kim, Ji-Eun
    • Journal of the Korea Institute of Military Science and Technology
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    • v.17 no.2
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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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    • v.26 no.6
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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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    • v.3 no.2
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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.