• Title/Summary/Keyword: Linear models

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On statistical Computing via EM Algorithm in Logistic Linear Models Involving Non-ignorable Missing data

  • Jun, Yu-Na;Qian, Guoqi;Park, Jeong-Soo
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.181-186
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    • 2005
  • Many data sets obtained from surveys or medical trials often include missing observations. When these data sets are analyzed, it is general to use only complete cases. However, it is possible to have big biases or involve inefficiency. In this paper, we consider a method for estimating parameters in logistic linear models involving non-ignorable missing data mechanism. A binomial response and normal exploratory model for the missing data are used. We fit the model using the EM algorithm. The E-step is derived by Metropolis-hastings algorithm to generate a sample for missing data and Monte-carlo technique, and the M-step is by Newton-Raphson to maximize likelihood function. Asymptotic variances of the MLE's are derived and the standard error and estimates of parameters are compared.

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Assessing Local Influence in Linear Regression Models with Second-Order Autoregressive Error Structure (이차 자기회구오차 구조를 갖는 선형회귀모형의 자료영향도 평가)

  • Kim, Soon-Kwi;Lee, Young-Hoon;Jeong, Dong-Bin
    • Journal of Korean Society for Quality Management
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    • v.28 no.2
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    • pp.57-69
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    • 2000
  • This paper discusses the local influence approach to the linear regression models with AR(2) errors. Diagnostics for the linear regression models with AR(2) errors are proposed and developed when simultaneous perturbations of the response vector are allowed- That is, the direction of maximum curvature of local influence analysis is obtained by studying the curvature of a surface associated with the overall discrepancy measure.

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Teaching-Learning Method for Plane Transformation Geometry with Mathematica (평면변환기하에 있어서 Mathematica를 이용한 교수-학습방법)

  • 김향숙
    • The Mathematical Education
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    • v.40 no.1
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    • pp.93-102
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    • 2001
  • The world we live in is called the age of information. Thus communication and computers are doing the central role in it. When one studies the mathematical problem, the use of tools such as computers, calculators and technology is available for all students, and then students are actively engaged in reasoning, communicating, problem solving, and making connections with mathematics, between mathematics and other disciplines. The use of technology extends to include computer algebra systems, spreadsheets, dynamic geometry software and the Internet and help active learning of students by analyzing data and realizing mathematical models visually. In this paper, we explain concepts of transformation, linear transformation, congruence transformation and homothety, and introduce interesting, meaningful and visual models for teaching of a plane transformation geomeoy which are obtained by using Mathematica. Moreover, this study will show how to visualize linear transformation for student's better understanding in teaching a plane transformation geometry in classroom. New development of these kinds of teaching-learning methods can simulate student's curiosity about mathematics and their interest. Therefore these models will give teachers the active teaching and also give students the successful loaming for obtaining the concept of linear transformation.

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Identification of Fuzzy Dynamic Model for Fault Diagnosis of Nonlinear System (비선형계통 고장진단을 위한 온-라인 퍼지동적모델 식별)

  • 이종렬;배상욱;이기상;박귀태
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.10a
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    • pp.204-210
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    • 1998
  • This paper discusses an on-line fuzzy dynamic model(FDM) identification of nonlinear processes for the design of fuzzy model based fault detection and isolation(FDI). The dynamic behavior of a nonlinear process is represented by a fuzzy aggregation of a set of local linear models. The identification is divided into two procedures. The first is the off-line identification of membership function. The second is the on-line identification of the local linear models. Then, we propose a residual generation scheme based on the parameters of local linear models and show that the scheme can be used for the design of FDI

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Collapsibility and Suppression for Cumulative Logistic Model

  • Hong, Chong-Sun;Kim, Kil-Tae
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.313-322
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    • 2005
  • In this paper, we discuss suppression for logistic regression model. Suppression for linear regression model was defined as the relationship among sums of squared for regression as well as correlation coefficients of. variables. Since it is not common to obtain simple correlation coefficient for binary response variable of logistic model, we consider cumulative logistic models with multinomial and ordinal response variables rather than usual logistic model. As number of category of a response variable for the cumulative logistic model gets collapsed into binary, it is found that suppressions for these logistic models are changed. These suppression results for cumulative logistic models are discussed and compared with those of linear model.

Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation

  • Lee, Juhee;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.627-641
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    • 2021
  • An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

Matrix Formation in Univariate and Multivariate General Linear Models

  • Arwa A. Alkhalaf
    • International Journal of Computer Science & Network Security
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    • v.24 no.4
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    • pp.44-50
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    • 2024
  • This paper offers an overview of matrix formation and calculation techniques within the framework of General Linear Models (GLMs). It takes a sequential approach, beginning with a detailed exploration of matrix formation and calculation methods in regression analysis and univariate analysis of variance (ANOVA). Subsequently, it extends the discussion to cover multivariate analysis of variance (MANOVA). The primary objective of this study was to provide a clear and accessible explanation of the underlying matrices that play a crucial role in GLMs. Through linking, essentially different statistical methods, by fundamental principles and algebraic foundations that underpin the GLM estimation. Insights presented here aim to assist researchers, statisticians, and data analysts in enhancing their understanding of GLMs and their practical implementation in diverse research domains. This paper contributes to a better comprehension of the matrix-based techniques that can be extended to GLMs.

Review of Mixed-Effect Models (혼합효과모형의 리뷰)

  • Lee, Youngjo
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.123-136
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    • 2015
  • Science has developed with great achievements after Galileo's discovery of the law depicting a relationship between observable variables. However, many natural phenomena have been better explained by models including unobservable random effects. A mixed effect model was the first statistical model that included unobservable random effects. The importance of the mixed effect models is growing along with the advancement of computational technologies to infer complicated phenomena; subsequently mixed effect models have extended to various statistical models such as hierarchical generalized linear models. Hierarchical likelihood has been suggested to estimate unobservable random effects. Our special issue about mixed effect models shows how they can be used in statistical problems as well as discusses important needs for future developments. Frequentist and Bayesian approaches are also investigated.

Korean Welfare Panel Data: A Computational Bayesian Method for Ordered Probit Random Effects Models

  • Lee, Hyejin;Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.45-60
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    • 2014
  • We introduce a MCMC sampling for a generalized linear normal random effects model with the ordered probit link function based on latent variables from suitable truncated normal distribution. Such models have proven useful in practice and we have observed numerically reasonable results in the estimation of fixed effects when the random effect term is provided. Applications that utilize Korean Welfare Panel Study data can be difficult to model; subsequently, we find that an ordered probit model with the random effects leads to an improved analyses with more accurate and precise inferences.

Developing Rear-End Collision Models of Roundabouts in Korea (국내 회전교차로의 추돌사고 모형 개발)

  • Park, Byung Ho;Beak, Tae Hun
    • Journal of the Korean Society of Safety
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    • v.29 no.6
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    • pp.151-157
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    • 2014
  • This study deals with the rear-end collision at roundabouts. The purpose of this study is to develop the accident models of rear-end collision in Korea. In pursuing the above, this study gives particular attention to developing the appropriate models using Poisson, negative binomial model, ZAM, multiple linear and nonlinear regression models, and statistical analysis tools. The main results are as follows. First, the Vuong statistics and overdispersion parameters indicate that ZIP is the most appropriate model among count data models. Second, RMSE, MPB, MAD and correlation coefficient tests show that the multiple nonlinear model is the most suitable to the rear-end collision data. Finally, such the independent variables as traffic volume, ratio of heavy vehicle, number of circulatory roadway lane, number of crosswalk and stop line are adopted in the optimal model.