• 제목/요약/키워드: Normal linear regression model

검색결과 85건 처리시간 0.024초

희귀모형의 선형성에 대한 커널붓스트랩검정 (A Bootstrap Test for Linear Relationship by Kernel Smoothing)

  • 백장선;김민수
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.95-103
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    • 1998
  • 회귀모형의 선형성을 검정하는 방법으로서 Azzalini와 Bowman은 회귀모형의 오차항이 정규분포를 따른다는 가정하에서 커널회귀추정량을 이용한 유사우도비 검정이라는 비모수적 방법을 제안하였다. 붓스트랩(bootstrap)기법을 도입하여 그들의 검정방법을 변형한 커널붓스트랩검정이라는 새로운 검정법을 제시하고 모의실험을 통해 검정력을 살펴보았다. 제안된 방법은 오차항의 분포가 정규분포가 아닌 경우에도 적용이 가능하였다.

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A study on log-density ratio in logistic regression model for binary data

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • 제22권1호
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    • pp.107-113
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    • 2011
  • We present methods for studying the log-density ratio, which allow us to select which predictors are needed, and how they should be included in the logistic regression model. Under multivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of many predictors. The linear, quadratic and crossproduct terms are required in general. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms.

Dirichlet Process Mixtures of Linear Mixed Regressions

  • Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.625-637
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    • 2015
  • We develop a Bayesian clustering procedure based on a Dirichlet process prior with cluster specific random effects. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet process was implemented to calculate posterior probabilities when the number of clusters was unknown. Our approach (unlike its counterparts) provides simultaneous partitioning and parameter estimation with the computation of the classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. We find that the proposed Dirichlet process mixture model with cluster specific random effects detects clusters sensitively by combining vague edges into different clusters. Examples are given to show how these models perform on real data.

Partially linear multivariate regression in the presence of measurement error

  • Yalaz, Secil;Tez, Mujgan
    • Communications for Statistical Applications and Methods
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    • 제27권5호
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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.

일반화 선형모형을 통한 품질개선실험 자료분석 (Generalized Linear Models for the Analysis of Data from the Quality-Improvement Experiments)

  • 이영조;임용빈
    • 품질경영학회지
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    • 제24권2호
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    • pp.128-141
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    • 1996
  • The advent of the quality-improvement movement caused a great expansion in the use of statistically designed experiments in industry. The regression method is often used for the analysis of data from such experiments. However, the data for a quality characterstic often takes the form of counts or the ratio of counts, e.g. fraction of defectives. For such data the analysis using generalized linear models is preferred to that using the simple regression model. In this paper we introduce the generalized linear model and show how it can be used for the analysis of non-normal data from quality-improvement experiments.

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분광분석법을 이용한 단립 쌀의 함수율 및 단백질 함량 예측모델 개발 (Development of Prediction Model for Moisture and Protein Content of Single Kernel Rice using Spectroscopy)

  • 김재민;최창현;민봉기;김종훈
    • Journal of Biosystems Engineering
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    • 제23권1호
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    • pp.49-56
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    • 1998
  • The objectives of this study were to develop models to predict the contents of moisture and protein of single kernel of brown rice based on visible/NIR (near-infrared) spectroscopic technique. The reflectance spectra of rice were obtained in the range of the wavelength 400 to 2,500 nm with 2 nm intervals. Multiple linear regression(MLR) and partial least squares (PLS) were used to develop the models. The MLR model using the first derivative spectra(10 nm of gap) with Standard Normal Variate and Detrending (SNV and Drt.) preprocessing showed the best results to predict moisture content of the sin린e kernel brown rice. To predict the protein content of a single kernel of brown ricer the PLS model used the raw spectra with multiplicative scatter correction(MSC) preprocessing over the wavelength of 1,100~1,500 nm.

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일반화선형모형에서 선형성의 타당성을 진단하는 그래프 (A Graphical Method of Checking the Adequacy of Linear Systematic Component in Generalized Linear Models)

  • 김지현
    • Communications for Statistical Applications and Methods
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    • 제15권1호
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    • pp.27-41
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    • 2008
  • 그림으로 일반화 선형모형의 적합성을 진단하는 방법을 제안한다. 이 그림은 일반화 선형모형에서 연결함수를 설명변수들의 선형결합으로 표현할 수 있다는 가정을 진단할 때 유용하다. 이 그림에서 연결함수와 설명변수들의 관계를 비모수적으로 추정하는 작업이 필요한데, 이를 위해 여러 가능한 기법중에서 부스팅 기법을 적용하였다. 정규분포와 이항분포 자료로 모의실험을 실시하여 새로이 제안한 진단그림의 효과성을 보였다. 그리고 진단그림의 한계와 기술적 세부사항들을 설명하였다.

CNC 공작기계에서 열변형 오차 보정 시스템의 고장진단 및 복구 (Fault Diagnosis and Recovery of a Thermal Error Compensation System in a CNC Machine Tool)

  • 황석현;이진현;양승한
    • 한국정밀공학회지
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    • 제17권4호
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    • pp.135-141
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    • 2000
  • The major role of temperature sensors in thermal error compensation system of machine tools is improving machining accuracy by supplying reliable temperature data on the machine structure. This paper presents a new method for fault diagnosis of temperature sensors and recovery of faulted data to establish the reliability of thermal error compensation system. The detection of fault and its location is based on the correlation coefficients among temperature data from the sensors. The multiple linear regression model which is prepared using complete normal data is also used fur the recovery of faulted data. The effectiveness of this method was tested by comparing the computer simulation results and measured data in a CNC machining center.

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기후 변화를 고려한 홍수 위험도 평가 (Flood Risk Assessment with Climate Change)

  • 정대일;제리 스테딘져;성장현;김영오
    • 대한토목학회논문집
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    • 제28권1B호
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    • pp.55-64
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    • 2008
  • 기후변화에 대한 명백한 증거가 전 세계적으로 관찰되고 있음에도 불구하고 현재 사용 중인 홍수 빈도분석 방법은 이러한 기후변화나 장기변동성을 고려할 요소를 갖추지 못하고 있다. 본 연구에서는 관측된 연최대 일강우량과 일유출량 시계열을 대상으로 추세분석을 실시하여 전 지구적으로 나타난 기온상승과 같은 증가추세가 존재하는지 linear regression과 Mann-Kendall 기법을 이용하여 살펴보았으며, 나아가 기후의 변동성으로 인해 발생할 수 있는 홍수량의 증가추세를 반영한 빈도분석 방안을 제시하였다. 5개 대상지점(서울, 인천, 울릉도, 전주, 강릉)의 연최대 일강우량 모두 시간에 따른 증가추세를 일관되게 보이고 있었으나, 통계적인 유의성이 검증되지는 않았다. 홍수량도 3개의 대상지점(안동댐, 소양강댐, 대청댐) 모두에서 시간에 따른 증가추세가 관찰되었으나, 안동댐의 상향추세만이 통계적인 유의성을 내포하였다. 선형추세를 가진 홍수량의 빈도분석 및 위험도를 추정할 수 있는 대수정규 추세모형(log-normal trend model)을 소개하고, 안동댐과 소양강댐의 홍수 빈도분석을 위해 적용하였다. 적용결과 대수정규 추세모형의 2005년 50년 빈도 홍수량은 안동댐과 소양강댐 모두 대수정규 모형보다 각각 41%와 21% 증가하였으며, 목표연도가 증가함에 따라 추정되는 홍수량 역시 함께 증가함을 확인하였다.

Relationship between vertical components of maxillary molar and craniofacial frame in normal occlusion: Cephalometric calibration on the vertical axis of coordinates

  • Han, Ah-Reum;Kim, Jongtae;Yang, Il-Hyung
    • 대한치과교정학회지
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    • 제51권1호
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    • pp.15-22
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    • 2021
  • Objective: The aim of this study was to evaluate the correlation between the vertical position of maxillary first molar and vertical skeletal measurements in lateral cephalograms by using new linear measurements on the vertical axis of coordinates with calibration. Methods: The vertical position of maxillary first molar (U6-SN), and the conventionally used variables (ConV) and the newly derived linear variables (NwLin) for vertical skeletal patterns were measured in the lateral cephalograms of 103 Korean adults with normal occlusions. Pearson correlation analyses and multiple linear regression analyses were performed with and without calibration using the anterior and posterior cranial base (ACB and PCB, respectively) lengths to identify variables related to U6-SN. Results: The PCB-calibrated statistics showed the best power of explanation. ConV indicating skeletal hyperdivergency was significantly correlated with U6-SN. Six NwLin regarding the position of palatal plane were positively correlated with U6-SN. Each multiple linear regression analysis generated a two-variable model: sella and nasion to palatal plane. Among the three models, the PCB-calibrated model yielded highest adjusted R2 value, 0.880. Conclusions: U6-SN could be determined by the vertical position of the maxilla, which could then be used to plan the amount of molar intrusion and estimate its clinical stability. Cephalometric calibration on the vertical axis of coordinates by using PCB for vertical linear measurements could strengthen the analysis itself.