• Title/Summary/Keyword: Quantile Regression Analysis

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Association of heavy metal complex exposure and neurobehavioral function of children

  • Minkeun Kim;Chulyong Park;Joon Sakong;Shinhee Ye;So young Son;Kiook Baek
    • Annals of Occupational and Environmental Medicine
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    • v.35
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    • pp.23.1-23.14
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    • 2023
  • Background: Exposure to heavy metals is a public health concern worldwide. Previous studies on the association between heavy metal exposure and neurobehavioral functions in children have focused on single exposures and clinical manifestations. However, the present study evaluated the effects of heavy metal complex exposure on subclinical neurobehavioral function using a Korean Computerized Neurobehavior Test (KCNT). Methods: Urinary mercury, lead, cadmium analyses as well as symbol digit substitution (SDS) and choice reaction time (CRT) tests of the KCNT were conducted in children aged between 10 and 12 years. Reaction time and urinary heavy metal levels were analyzed using partial correlation, linear regression, Bayesian kernel machine regression (BKMR), the weighted quantile sum (WQS) regression and quantile G-computation analysis. Results: Participants of 203 SDS tests and 198 CRT tests were analyzed, excluding poor cooperation and inappropriate urine sample. Partial correlation analysis revealed no association between neurobehavioral function and exposure to individual heavy metals. The result of multiple linear regression shows significant positive association between urinary lead, mercury, and CRT. BMKR, WQS regression and quantile G-computation analysis showed a statistically significant positive association between complex urinary heavy metal concentrations, especially lead and mercury, and reaction time. Conclusions: Assuming complex exposures, urinary heavy metal concentrations showed a statistically significant positive association with CRT. These results suggest that heavy metal complex exposure during childhood should be evaluated and managed strictly.

The Recent Increasing Trends of Exceedance Rainfall Thresholds over the Korean Major Cities (한국의 주요도시지점 기준강수량 초과 강수의 최근 증가경향 분석)

  • Yoon, Sun-Kwon;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.1
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    • pp.117-133
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    • 2014
  • In this study, we analysed impacts of the recent increasing trend of exceedance rainfall thresholds for separation of data set and different research periods using Quantile Regression (QR) approach. And also we performed significant test for time series data using linear regression, Mann-Kendall test and Sen test over the Korean major 8-city. Spring and summer precipitation was tend to significant increase, fall and winter precipitation was tend to decrease, and heavy rainy days in last 30 years have increased from 3.1 to 15 percent average. In addition, according to the annual ranking of rainfall occurs Top $10^{th}$ percentile of precipitation for 3IQR (inter quartile range) of the increasing trend, most of the precipitation at the point of increasing trend was confirmed. Quantile 90% percentile of the average rainfall 43.5mm, the increasing trend 0.1412mm/yr, Quantile 99% percentile of the average rainfall 68.0mm, the increasing trend in the 0.1314mm/yr were analyzed. The results can be used to analyze the recent increasing trend for the annual maximum value series information and the threshold extreme hydrologic information. And also can be used as a basis data for hydraulic structures design on reflect recent changes in climate characteristics.

Quantile regression analysis: A novel approach to determine distributional changes in rainfall over Sri Lanka

  • S.S.K, Chandrasekara;Uranchimeg, Sumiya;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.228-232
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    • 2017
  • Extreme hydrological events can cause serious threats to the society. Hence, the selection of probability distributions for extreme rainfall is a fundamental issue. For this reason, this study was focused on understanding possible distributional changes in annual daily maximum rainfalls (AMRs) over time in Sri Lanka using quantile regression. A simplified nine-category distributional-change scheme based on comparing empirical probability density function of two years (i.e. the first year and the last year), was used to determine the distributional changes in AMRs. Daily rainfall series of 13 station over Sri Lanka were analyzed for the period of 1960-2015. 4 distributional change categories were identified for the AMRs. 5 stations showed an upward trend in all the quantiles (i.e. 9 quantiles: from 0.05 to 0.95 with an increment of 0.01 for the AMR) which could give high probability of extreme rainfall. On the other hand, 8 stations showed a downward trend in all the quantiles which could lead to high probability of the low rainfall. Further, we identified a considerable spatial diversity in distributional changes of AMRs over Sri Lanka.

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The Effect of Foreign Ownership and Product Market Competition on Firm Performance: Empirical Evidence from Vietnam

  • HA, Thach Xuan;TRAN, Thu Thi
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.11
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    • pp.79-86
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    • 2021
  • In recent years, firm performance has been a topic that attracts many researchers. It is extremely important to identify the factors that change firm performance. In the current trend of competition and integration, foreign ownership, product market competition is found to reduce agency costs and impact firm performance. The purpose of this research is to investigate the relationship between foreign ownership, product market competition, and firm performance. Our research using a quantile regression model, through panel data of 290 companies listed on the Vietnam stock exchange (include Ho Chi Minh and Hanoi stock exchanges) from 2017 to 2019 that was collected by Thomson - Reuters DataStream has shown that foreign ownership and product market competition have a positive impact on Tobin's Q but are not statistically significant with ROA. Critically, our quantile regression results suppose foreign ownership, product market competition have a significantly larger positive impact in high-performing firms relative to low-performing firms. The results help propose solutions to planners and managers to change foreign ownership and product market competition to increase business performance. Besides, through quantile regression analysis, managers need to pay attention to the impact on foreign ownership, product market competition; there will be a difference between high-performing firms relative to low-performing firms.

Comparison of estimation methods for expectile regression (평률 회귀분석을 위한 추정 방법의 비교)

  • Kim, Jong Min;Kang, Kee-Hoon
    • The Korean Journal of Applied Statistics
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    • v.31 no.3
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    • pp.343-352
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    • 2018
  • We can use quantile regression and expectile regression analysis to estimate trends in extreme regions as well as the average trends of response variables in given explanatory variables. In this paper, we compare the performance between the parametric and nonparametric methods for expectile regression. We introduce each estimation method and analyze through various simulations and the application to real data. The nonparametric model showed better results if the model is complex and difficult to deduce the relationship between variables. The use of nonparametric methods can be recommended in terms of the difficulty of assuming a parametric model in expectile regression.

A Development of Nonstationary Frequency Analysis Model using a Bayesian Multiple Non-crossing Quantile Regression Approach (베이지안 다중 비교차 분위회귀 분석 기법을 이용한 비정상성 빈도해석 모형 개발)

  • Uranchimeg, Sumiya;Kim, Yong-Tak;Kwon, Young-Jun;Kwon, Hyun-Han
    • Journal of Coastal Disaster Prevention
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    • v.4 no.3
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    • pp.119-131
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    • 2017
  • Global warming under the influence of climate change and its direct impact on glacial and sea level are known issue. However, there is a lack of research on an indirect impact of climate change such as coastal structure design which is mainly based on a frequency analysis of water level under the stationary assumption, meaning that maximum sea level will not vary significantly over time. In general, stationary assumption does not hold and may not be valid under a changing climate. Therefore, this study aims to develop a novel approach to explore possible distributional changes in annual maximum sea levels (AMSLs) and provide the estimate of design water level for coastal structures using a multiple non-crossing quantile regression based nonstationary frequency analysis within a Bayesian framework. In this study, 20 tide gauge stations, where more than 30 years of hourly records are available, are considered. First, the possible distributional changes in the AMSLs are explored, focusing on the change in the scale and location parameter of the probability distributions. The most of the AMSLs are found to be upward-convergent/divergent pattern in the distribution, and the significance test on distributional changes is then performed. In this study, we confirm that a stationary assumption under the current climate characteristic may lead to underestimation of the design sea level, which results in increase in the failure risk in coastal structures. A detailed discussion on the role of the distribution changes for design water level is provided.

The Comparison Analysis of an Estimators of Nonlinear Regression Model using Monte Carlo Simulation (몬테칼로 시뮬레이션을 이용한 비선형회귀추정량들의 비교 분석)

  • 김태수;이영해
    • Journal of the Korea Society for Simulation
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    • v.9 no.3
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    • pp.43-51
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    • 2000
  • In regression model, we estimate the unknown parameters by using various methods. There are the least squares method which is the most general, the least absolute deviation method, the regression quantile method and the asymmetric least squares method. In this paper, we will compare each others with two cases: firstly the theoretical comparison in the asymptotic sense and then the practical comparison using Monte Carlo simulation for a small sample size.

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A Study on the Outward Foreign Direct Investment and Psychic Distance of Spanish Companies (스페인 기업의 해외투자 진출과 심리적 거리에 관한 연구)

  • Jae-won Lyu;Yong-Duk Kim
    • Korea Trade Review
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    • v.48 no.2
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    • pp.71-94
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    • 2023
  • The purpose of this study is to prove the effect of psychic distance between home country and host country on overseas foreign direct investment(OFDI) of Spanish companies through panel analysis. The panel data was based on cultural, institutional, economic, and geographical distance data over the past decade between Spain and Spain's OFDI countries. According to the Random Effect Model(REM) analysis, cultural distance(CULD) had a negative effect on OFDI, while institutional distance(INSD) had a positive effect. Among economic distances, income size distance(GDP) had a positive effect on OFDI, but export size distance(EXPO) had a negative effect. Geographic distance(PKM) had a negative impact. Meanwhile, according to the results of quantile regression analysis to prove the psychic distance effect by OFDI size, the effects of CULD and INSD in the quartile (75%) to which Korea belongs were the same as the REM analysis results. In addition, GDP and EXPO had a positive effect, and PKM had a negative effect but EXPO had a positive effect. Therefore, FDI host countries need to establish differentiated strategies through quantile analysis while making continuous efforts to improve the system.

Using R Software for Reliability Data Analysis

  • Shaffer, Leslie B.;Young, Timothy M.;Guess, Frank M.;Bensmail, Halima;Leon, Ramon V.
    • International Journal of Reliability and Applications
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    • v.9 no.1
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    • pp.53-70
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    • 2008
  • In this paper, we discuss the plethora of uses for the software package R, and focus specifically on its helpful applications in reliability data analyses. Examples are presented; including the R coding protocol, R code, and plots for various statistical as well as reliability analyses. We explore Kaplan-Meier estimates and maximum likelihood estimation for distributions including the Weibull. Finally, we discuss future applications of R, and usages of quantile regression in reliability.

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New Normalization Methods using Support Vector Machine Regression Approach in cDNA Microarray Analysis

  • Sohn, In-Suk;Kim, Su-Jong;Hwang, Chang-Ha;Lee, Jae-Won
    • Proceedings of the Korean Society for Bioinformatics Conference
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    • 2005.09a
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    • pp.51-56
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    • 2005
  • There are many sources of systematic variations in cDNA microarray experiments which affect the measured gene expression levels like differences in labeling efficiency between the two fluorescent dyes. Print-tip lowess normalization is used in situations where dye biases can depend on spot overall intensity and/or spatial location within the array. However, print-tip lowess normalization performs poorly in situation where error variability for each gene is heterogeneous over intensity ranges. We proposed the new print-tip normalization methods based on support vector machine regression(SVMR) and support vector machine quantile regression(SVMQR). SVMQR was derived by employing the basic principle of support vector machine (SVM) for the estimation of the linear and nonlinear quantile regressions. We applied our proposed methods to previous cDNA micro array data of apolipoprotein-AI-knockout (apoAI-KO) mice, diet-induced obese mice, and genistein-fed obese mice. From our statistical analysis, we found that the proposed methods perform better than the existing print-tip lowess normalization method.

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