• Title/Summary/Keyword: Logistic 모형

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Estimation of Logistic Regression for Two-Stage Case-Control Data (2단계 사례-대조자료를 위한 로지스틱 회귀모형의 추론)

  • 신미영;신은순
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.237-245
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    • 2000
  • In this paper we consider a logistic regression model based on two-stage case-control sampling and study the Weighted Exogeneous Sampling Maximum Likelihood(WESML) method to get an asymptotically normal estimates of the parameters in a logistic regression model. A numerical example is carried out to demonstrate the differences between the Conditional Maximum Likelihood(CML) estimates and the WESML estimates for two-stage case-control data.

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Principal Components Logistic Regression based on Robust Estimation (로버스트추정에 바탕을 둔 주성분로지스틱회귀)

  • Kim, Bu-Yong;Kahng, Myung-Wook;Jang, Hea-Won
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.531-539
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    • 2009
  • Logistic regression is widely used as a datamining technique for the customer relationship management. The maximum likelihood estimator has highly inflated variance when multicollinearity exists among the regressors, and it is not robust against outliers. Thus we propose the robust principal components logistic regression to deal with both multicollinearity and outlier problem. A procedure is suggested for the selection of principal components, which is based on the condition index. When a condition index is larger than the cutoff value obtained from the model constructed on the basis of the conjoint analysis, the corresponding principal component is removed from the logistic model. In addition, we employ an algorithm for the robust estimation, which strives to dampen the effect of outliers by applying the appropriate weights and factors to the leverage points and vertical outliers identified by the V-mask type criterion. The Monte Carlo simulation results indicate that the proposed procedure yields higher rate of correct classification than the existing method.

Development of fertilizer-distributed algorithms based on crop growth models (작물생육모형 기반 비료시비량 분배 알고리즘 개발)

  • Doyun Kim;Yejin Lee;Tae-Young Heo
    • The Korean Journal of Applied Statistics
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    • v.36 no.6
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    • pp.619-629
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    • 2023
  • Fertilizers are crucial for increasing crop yield, but using too much of them without taking into account the nutrients that the crops need can increase costs for farm management and have a negative impact on the environment. Through smart agriculture, fertilizers can be applied as needed at the right time to reflect the growth characteristics of crops, reducing the burden of fertilizer losses and providing economical nutrient management. In this study, we use the total dry weight of field-cultivated red pepper and green onion grown in various growing environments to fit a nonlinear model-based crop growth model using different growth curves (logistic, Gompertz, Richards, and double logistic curve), and we propose a fertilizer distributed algorithm based on crop growth rate.

A credit classification method based on generalized additive models using factor scores of mixtures of common factor analyzers (공통요인분석자혼합모형의 요인점수를 이용한 일반화가법모형 기반 신용평가)

  • Lim, Su-Yeol;Baek, Jang-Sun
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.235-245
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    • 2012
  • Logistic discrimination is an useful statistical technique for quantitative analysis of financial service industry. Especially it is not only easy to be implemented, but also has good classification rate. Generalized additive model is useful for credit scoring since it has the same advantages of logistic discrimination as well as accounting ability for the nonlinear effects of the explanatory variables. It may, however, need too many additive terms in the model when the number of explanatory variables is very large and there may exist dependencies among the variables. Mixtures of factor analyzers can be used for dimension reduction of high-dimensional feature. This study proposes to use the low-dimensional factor scores of mixtures of factor analyzers as the new features in the generalized additive model. Its application is demonstrated in the classification of some real credit scoring data. The comparison of correct classification rates of competing techniques shows the superiority of the generalized additive model using factor scores.

Korea-specified Maximum Expected Utility Model for the Probability of Default (기대효용최대화를 통한 한국형 기업 신용평가 모형)

  • Park, You-Sung;Song, Ji-Hyun;Choi, Bo-Seung
    • The Korean Journal of Applied Statistics
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    • v.20 no.3
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    • pp.573-584
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    • 2007
  • A well estimated probability of default is most important for constructing a good credit scoring process. The maximum expected utility (MEU) model has been suggested as an alternative of the traditional logistic regression model. Because the MEU model has been constructed using financial data arising from North America and European countries, the MEU model may not be suitable to Korean private firms. Thus, we propose a Korea-specific MEU model by estimating the parameters involved in kernel functions. This Korea-specific MEU model is illustrated using 34,057 private firms to show the performance of the MEU model relative to the usual logistic regression model.

Comparison of Bias Correction Methods for the Rare Event Logistic Regression (희귀 사건 로지스틱 회귀분석을 위한 편의 수정 방법 비교 연구)

  • Kim, Hyungwoo;Ko, Taeseok;Park, No-Wook;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.27 no.2
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    • pp.277-290
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    • 2014
  • We analyzed binary landslide data from the Boeun area with logistic regression. Since the number of landslide occurrences is only 9 out of 5000 observations, this can be regarded as a rare event data. The main issue of logistic regression with the rare event data is a serious bias problem in regression coefficient estimates. Two bias correction methods were proposed before and we quantitatively compared them via simulation. Firth (1993)'s approach outperformed and provided the most stable results for analyzing the rare-event binary data.

Research on Financial Distress Prediction Model of Chinese Cultural Industry Enterprises Based on Machine Learning and Traditional Statistical (전통적인 통계와 기계학습 기반 중국 문화산업 기업의 재무적 곤경 예측모형 연구)

  • Yuan, Tao;Wang, Kun;Luan, Xi;Bae, Ki-Hyung
    • The Journal of the Korea Contents Association
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    • v.22 no.2
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    • pp.545-558
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    • 2022
  • The purpose of this study is to explore a prediction model for accurately predicting Financial Difficulties of Chinese Cultural Industry Enterprises through Traditional Statistics and Machine Learning. To construct the prediction model, the data of 128 listed Cultural Industry Enterprises in China are used. On the basis of data groups composed of 25 explanatory variables, prediction models using Traditional Statistical such as Discriminant Analysis and logistic as well as Machine Learning such as SVM, Decision Tree and Random Forest were constructed, and Python software was used to evaluate the performance of each model. The results show that the Random Forest model has the best prediction performance, with an accuracy of 95%. The SVM model was followed with 93% accuracy. The Decision Tree model was followed with 92% accuracy.The Discriminant Analysis model was followed with 89% accuracy. The model with the lowest prediction effect was the Logistic model with an accuracy of 88%. This shows that Machine Learning model can achieve better prediction effect than Traditional Statistical model when predicting financial distress of Chinese cultural industry enterprises.

Study on Detection Technique for Cochlodinium polykrikoides Red tide using Logistic Regression Model and Decision Tree Model (로지스틱 회귀모형과 의사결정나무 모형을 이용한 Cochlodinium polykrikoides 적조 탐지 기법 연구)

  • Bak, Su-Ho;Kim, Heung-Min;Kim, Bum-Kyu;Hwang, Do-Hyun;Unuzaya, Enkhjargal;Yoon, Hong-Joo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.13 no.4
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    • pp.777-786
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    • 2018
  • This study propose a new method to detect Cochlodinium polykrikoides on satellite images using logistic regression and decision tree. We used spectral profiles(918) extracted from red tide, clear water and turbid water as training data. The 70% of the entire data set was extracted and used for model training, and the classification accuracy of the model was evaluated by using the remaining 30%. As a result of the accuracy evaluation, the logistic regression model showed about 97% classification accuracy, and the decision tree model showed about 86% classification accuracy.

The probabilistic estimation of inundation region using a multiple logistic regression analysis (다중 Logistic 회귀분석을 통한 침수지역의 확률적 도출)

  • Jung, Minkyu;Kim, Jin-Guk;Uranchimeg, Sumiya;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.53 no.2
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    • pp.121-129
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    • 2020
  • The increase of impervious surface and development along the river due to urbanization not only causes an increase in the number of associated flood risk factors but also exacerbates flood damage, leading to difficulties in flood management. Flood control measures should be prioritized based on various geographical information in urban areas. In this study, a probabilistic flood hazard assessment was applied to flood-prone areas near an urban river. Flood hazard maps were alternatively considered and used to describe the expected inundation areas for a given set of predictors such as elevation, slope, runoff curve number, and distance to river. This study proposes a Bayesian logistic regression-based flood risk model that aims to provide a probabilistic risk metric such as population-at-risk (PAR). Finally, the logistic regression model demonstrates the probabilistic flood hazard maps for the entire area.

Building a Nonlinear Relationship between Air and Water Temperature for Climate-Induced Future Water Temperature Prediction (기후변화에 따른 미래 하천 수온 예측을 위한 비선형 기온-수온 상관관계 구축)

  • Lee, Khil-Ha
    • Journal of Environmental Policy
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    • v.13 no.2
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    • pp.21-38
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    • 2014
  • In response to global warming, the effect of the air temperature on water temperature has been noticed. The change in water temperature in river environment results in the change in water quality and ecosystem, especially Dissolved Oxygen (DO) level, and shifts in aquatic biota. Efforts need to be made to predict future water temperature in order to understand the timing of the projected river temperature. To do this, the data collected by the Ministry of Environment and the Korea Meteororlogical Administration has been used to build a nonlinear relationship between air and water temperature. The logistic function that includes four different parameters was selected as a working model and the parameters were optimized using SCE algorithm. Weekly average values were used to remove time scaling effect because the time scale affects maximum and minimum temperature and then river environment. Generally speaking nonlinear logistic model shows better performance in NSC and RMSE and nonlinear logistic function is recommendable to build a relationship between air and water temperature in Korea. The results will contribute to determine the future policy regarding water quality and ecosystem for the decision-driving organization.

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