• Title/Summary/Keyword: Multivariate Regression

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Comparison of Principal Component Regression and Nonparametric Multivariate Trend Test for Multivariate Linkage (다변량 형질의 유전연관성에 대한 주성분을 이용한 회귀방법와 다변량 비모수 추세검정법의 비교)

  • Kim, Su-Young;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.21 no.1
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    • pp.19-33
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    • 2008
  • Linear regression method, proposed by Haseman and Elston(1972), for detecting linkage to a quantitative trait of sib pairs is a linkage testing method for a single locus and a single trait. However, multivariate methods for detecting linkage are needed, when information from each of several traits that are affected by the same major gene are available on each individual. Amos et al. (1990) extended the regression method of Haseman and Elston(1972) to incorporate observations of two or more traits by estimating the principal component linear function that results in the strongest correlation between the squared pair differences in the trait measurements and identity by descent at a marker locus. But, it is impossible to control the probability of type I errors with this method at present, since the exact distribution of the statistic that they use is yet unknown. In this paper, we propose a multivariate nonparametric trend test for detecting linkage to multiple traits. We compared with a simulation study the efficiencies of multivariate nonparametric trend test with those of the method developed by Amos et al. (1990) for quantitative traits data. For multivariate nonparametric trend test, the results of the simulation study reveal that the Type I error rates are close to the predetermined significance levels, and have in general high powers.

A Comparison Study of Multivariate Binary and Continuous Outcomes

  • Pak, Dae-Woo;Cho, Hyung-Jun
    • The Korean Journal of Applied Statistics
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    • v.25 no.4
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    • pp.605-612
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    • 2012
  • Multivariate data are often generated with multiple outcomes in various fields. Multiple outcomes could be mixed as continuous and discrete. Because of their complexity, the data are often dealt with by separately applying regression analysis to each outcome even though they are associated the each other. This univariate approach results in the low efficiency of estimates for parameters. We study the efficiency gains of the multivariate approaches relative to the univariate approach with the mixed data that include continuous and binary outcomes. All approaches yield consistent estimates for parameters with complete data. By jointly estimating parameters using multivariate methods, it is generally possible to obtain more accurate estimates for parameters than by a univariate approach. The association between continuous and binary outcomes creates a gap in efficiency between multivariate and univariate approaches. We provide a guidance to analyze the mixed data.

Evaluation of mental and physical load using inverse regression on sinus arrhythmia scores

  • Lee, Dhong-H.;Park, Kyung-S.
    • Journal of the Ergonomics Society of Korea
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    • v.6 no.1
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    • pp.3-8
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    • 1987
  • This paper develops a statistical mode which estimates mental and physical loads of light work from sinus arrhythmia (SA) scores. During experiments, various levels of mental and physical loads (respectively scored by information processing and finger tapping rates) were imposed on subjects and SA scores were measured from the subjects. Two methods were used in developing workload estimation model. One is an algebraic inverse function of a multivariate regression equation, where mental and physical loads are independent variables and SA scores are dependent variables. The other is a statistical multivariate inverse regression. Of the two methods, inverse function resulted in larger mean squqre error in predicting mental and physical loads. Hence, inverse regression model is recommended for precise workload estimation.

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Multioutput LS-SVR based residual MCUSUM control chart for autocorrelated process

  • Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.523-530
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    • 2016
  • Most classical control charts assume that processes are serially independent, and autocorrelation among variables makes them unreliable. To address this issue, a variety of statistical approaches has been employed to estimate the serial structure of the process. In this paper, we propose a multioutput least squares support vector regression and apply it to construct a residual multivariate cumulative sum control chart for detecting changes in the process mean vector. Numerical studies demonstrate that the proposed multioutput least squares support vector regression based control chart provides more satisfying results in detecting small shifts in the process mean vector.

Partially linear multivariate regression in the presence of measurement error

  • Yalaz, Secil;Tez, Mujgan
    • Communications for Statistical Applications and Methods
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    • v.27 no.5
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    • pp.511-521
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    • 2020
  • In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

On an Approximation for Calculating Multivariate t Orthant Probabilities

  • Hea Jung Kim
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.629-635
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    • 1997
  • An approximation for multivariate t probability for an orhant region(i.e., a rectangular resion with lower limits of $-\infty$ for all margins) is proposed. It is based on conditional expectations, a regression with binary variables, and the exact formula for the evalution of the bivariate t integrals by Dunnett and Sobel. It is noted that the proposed approximation method is espicially useful for evaluating the multivariate t integrals where there is no simple method available until now.

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Voice Conversion Using Linear Multivariate Regression Model and LP-PSOLA Synthesis Method (선형다변회귀모델과 LP-PSOLA 합성방식을 이용한 음성변환)

  • 권홍석;배건성
    • The Journal of the Acoustical Society of Korea
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    • v.20 no.3
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    • pp.15-23
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    • 2001
  • This paper presents a voice conversion technique that modifies the utterance of a source speaker as if it were spoken by a target speaker. Feature parameter conversion methods to perform the transformation of vocal tract and prosodic characteristics between the source and target speakers are described. The transformation of vocal tract characteristics is achieved by modifying the LPC cepstral coefficients using Linear Multivariate Regression (LMR). Prosodic transformation is done by changing the average pitch period between speakers, and it is applied to the residual signal using the LP-PSOLA scheme. Experimental results show that transformed speech by LMR and LP-PSOLA synthesis method contains much characteristics of the target speaker.

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An evolutionary hybrid optimization of MARS model in predicting settlement of shallow foundations on sandy soils

  • Luat, Nguyen-Vu;Nguyen, Van-Quang;Lee, Seunghye;Woo, Sungwoo;Lee, Kihak
    • Geomechanics and Engineering
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    • v.21 no.6
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    • pp.583-598
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    • 2020
  • This study is attempted to propose a new hybrid artificial intelligence model called integrative genetic algorithm with multivariate adaptive regression splines (GA-MARS) for settlement prediction of shallow foundations on sandy soils. In this hybrid model, the evolution algorithm - Genetic Algorithm (GA) was used to search and optimize the hyperparameters of multivariate adaptive regression splines (MARS). For this purpose, a total of 180 experimental data were collected and analyzed from available researches with five-input variables including the bread of foundation (B), length to width (L/B), embedment ratio (Df/B), foundation net applied pressure (qnet), and average SPT blow count (NSPT). In further analysis, a new explicit formulation was derived from MARS and its accuracy was compared with four available formulae. The attained results indicated that the proposed GA-MARS model exhibited a more robust and better performance than the available methods.

Pan evaporation modeling using multivariate adaptive regression splines (다변량 적응 회귀 스플라인을 이용한 증발접시 증발량 모델링)

  • Seo, Youngmin;Kim, Sungwon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.351-354
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    • 2018
  • 본 연구에서는 일 증발접시 증발량 모델링을 위한 다변량 적응 회귀 스플라인 (multivariate adaptive regression splines, MARS) 모델의 성능을 평가하였다. 모델 입력변수 집합은 부산 관측소 (기상청)로부터 수집된 기상자료를 활용하여 증발접시 증발량과의 상관성이 높은 변수들의 조합으로 구성되었으며, 일사량, 일조시간, 평균지상온도, 최대기온의 조합으로 구성된 세 가지 입력집합이 결정되었다. MARS 모델의 성능은 네 가지의 모델성능평가지표를 활용하여 정량적으로 산출되었으며, 그 결과를 인공신경망 (artificial neural network, ANN) 모델과 비교하였다. 입력변수로서 일사량 및 일조시간을 가지는 Set 1의 경우 MARS1 모델이 ANN1 모델보다 우수한 성능을 나타내었으며, Set 2 (일사량, 일조시간, 평균지상온도)의 경우 ANN2 모델, Set 3 (일사량, 일조시간, 평균지상온도, 최대기온)의 경우 MARS3 모델이 상대적으로 우수한 모델 성능을 나타내었다. 모든 분석 모델들을 비교하였을 때, MARS3, ANN2, ANN3, MARS2, MARS1, ANN1 모델의 순서로 우수한 모델 성능을 나타내었으며, 특히 MARS3 모델은 CE = 0.790, $r^2=0.800$, RMSE = 0.762, MAE = 0.587로서 가장 우수한 일 증발접시 증발량 모델링 성능을 나타내었다. 따라서 본 연구에서 적용한 MARS 모델은 지상관측 기상자료를 활용한 일 증발접시 증발량 모델링에서 효과적인 대안이 될 수 있을 것으로 판단된다.

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MBRDR: R-package for response dimension reduction in multivariate regression

  • Heesung Ahn;Jae Keun Yoo
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.179-189
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    • 2024
  • In multivariate regression with a high-dimensional response Y ∈ ℝr and a relatively low-dimensional predictor X ∈ ℝp (where r ≥ 2), the statistical analysis of such data presents significant challenges due to the exponential increase in the number of parameters as the dimension of the response grows. Most existing dimension reduction techniques primarily focus on reducing the dimension of the predictors (X), not the dimension of the response variable (Y). Yoo and Cook (2008) introduced a response dimension reduction method that preserves information about the conditional mean E(Y | X). Building upon this foundational work, Yoo (2018) proposed two semi-parametric methods, principal response reduction (PRR) and principal fitted response reduction (PFRR), then expanded these methods to unstructured principal fitted response reduction (UPFRR) (Yoo, 2019). This paper reviews these four response dimension reduction methodologies mentioned above. In addition, it introduces the implementation of the mbrdr package in R. The mbrdr is a unique tool in the R community, as it is specifically designed for response dimension reduction, setting it apart from existing dimension reduction packages that focus solely on predictors.