• Title/Summary/Keyword: Quantile regression

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Factors Related to Regional Variation in the High-risk Drinking Rate in Korea: Using Quantile Regression

  • Kim, Eun-Su;Nam, Hae-Sung
    • Journal of Preventive Medicine and Public Health
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    • v.54 no.2
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    • pp.145-152
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    • 2021
  • Objectives: This study aimed to identify regional differences in the high-risk drinking rate among yearly alcohol users in Korea and to identify relevant regional factors for each quintile using quantile regression. Methods: Data from 227 counties surveyed by the 2017 Korean Community Health Survey (KCHS) were analyzed. The analysis dataset included secondary data extracted from the Korean Statistical Information Service and data from the KCHS. To identify regional factors related to the high-risk drinking rate among yearly alcohol users, quantile regression was conducted by dividing the data into 10%, 30%, 50%, 70%, and 90% quantiles, and multiple linear regression was also performed. Results: The current smoking rate, perceived stress rate, crude divorce rate, and financial independence rate, as well as one's social network, were related to the high-risk drinking rate among yearly alcohol users. The quantile regression revealed that the perceived stress rate was related to all quantiles except for the 90% quantile, and the financial independence rate was related to the 50% to 90% quantiles. The crude divorce rate was related to the high-risk drinking rate among yearly alcohol users in all quantiles. Conclusions: The findings of this study suggest that local health programs for high-risk drinking are needed in areas with high local stress and high crude divorce rates.

Influence Comparison of Customer Satisfaction Factor using Quantile Regression Model (분위회귀모형을 이용한 고객만족도 요인의 영향력 비교)

  • Kim, Seong-Yoon;Kim, Yong-Tae;Lee, Sang-Jun
    • Journal of Digital Convergence
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    • v.13 no.6
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    • pp.125-132
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    • 2015
  • It is current situation that a number of issues are being raised how the weight is calculated from customer satisfaction survey. This study investigated how the weight of satisfaction for each quantile is different by comparing ordinary least square regression model to quantile regression model and carried out bootstrap verification to find the influence difference of regression coefficient for each quantile. As the analysis result of using R(Quantreg package) that is open software, it appeared that there was the influence size of satisfaction factor along study result and quantile and there was the significant difference statistically regarding regression coefficient for each quantile. So, to use quantile regression model that offers the influence of satisfaction factor for each customer group along satisfaction level would contribute to plan the quantitative convergence policy for customer satisfaction.

Variable selection with quantile regression tree (분위수 회귀나무를 이용한 변수선택 방법 연구)

  • Chang, Youngjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.6
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    • pp.1095-1106
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    • 2016
  • The quantile regression method proposed by Koenker et al. (1978) focuses on conditional quantiles given by independent variables, and analyzes the relationship between response variable and independent variables at the given quantile. Considering the linear programming used for the estimation of quantile regression coefficients, the model fitting job might be difficult when large data are introduced for analysis. Therefore, dimension reduction (or variable selection) could be a good solution for the quantile regression of large data sets. Regression tree methods are applied to a variable selection for quantile regression in this paper. Real data of Korea Baseball Organization (KBO) players are analyzed following the variable selection approach based on the regression tree. Analysis result shows that a few important variables are selected, which are also meaningful for the given quantiles of salary data of the baseball players.

Analysis of AI interview data using unified non-crossing multiple quantile regression tree model (통합 비교차 다중 분위수회귀나무 모형을 활용한 AI 면접체계 자료 분석)

  • Kim, Jaeoh;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.33 no.6
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    • pp.753-762
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    • 2020
  • With an increasing interest in integrating artificial intelligence (AI) into interview processes, the Republic of Korea (ROK) army is trying to lead and analyze AI-powered interview platform. This study is to analyze the AI interview data using a unified non-crossing multiple quantile tree (UNQRT) model. Compared to the UNQRT, the existing models, such as quantile regression and quantile regression tree model (QRT), are inadequate for the analysis of AI interview data. Specially, the linearity assumption of the quantile regression is overly strong for the aforementioned application. While the QRT model seems to be applicable by relaxing the linearity assumption, it suffers from crossing problems among estimated quantile functions and leads to an uninterpretable model. The UNQRT circumvents the crossing problem of quantile functions by simultaneously estimating multiple quantile functions with a non-crossing constraint and is robust from extreme quantiles. Furthermore, the single tree construction from the UNQRT leads to an interpretable model compared to the QRT model. In this study, by using the UNQRT, we explored the relationship between the results of the Army AI interview system and the existing personnel data to derive meaningful results.

Bayesian Semi-Parametric Regression for Quantile Residual Lifetime

  • Park, Taeyoung;Bae, Wonho
    • Communications for Statistical Applications and Methods
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    • v.21 no.4
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    • pp.285-296
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    • 2014
  • The quantile residual life function has been effectively used to interpret results from the analysis of the proportional hazards model for censored survival data; however, the quantile residual life function is not always estimable with currently available semi-parametric regression methods in the presence of heavy censoring. A parametric regression approach may circumvent the difficulty of heavy censoring, but parametric assumptions on a baseline hazard function can cause a potential bias. This article proposes a Bayesian semi-parametric regression approach for inference on an unknown baseline hazard function while adjusting for available covariates. We consider a model-based approach but the proposed method does not suffer from strong parametric assumptions, enjoying a closed-form specification of the parametric regression approach without sacrificing the flexibility of the semi-parametric regression approach. The proposed method is applied to simulated data and heavily censored survival data to estimate various quantile residual lifetimes and adjust for important prognostic factors.

Analysis of Long-term Linear Trends of the Sea Surface Height Along the Korean Coast based on Quantile Regression (분위회귀를 이용한 한반도 연안 해면 고도의 장주기 선형 추세 분석)

  • LIM, BYEONG-JUN;CHANG, YOU-SOON
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.23 no.2
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    • pp.63-75
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    • 2018
  • This study analyzed the long-term linear trends of the sea surface height around the Korea marginal seas for the period of 1993~2016 by using quantile regression. We found significant difference about 2~3 mm/year for the linear trend between OLS (ordinary least square) and median (50%) quantile regression especially in the Yellow Sea, which is affected by extreme events. Each area shows different trend for each quantile (lower (1%), median (50%) and upper (99%)). Most areas of the Yellow Sea show increasing trend in both low and upper quantile, but significant "upward divergence tendency". This implies that significant increasing trend of upper quantile is higher than that of lower quantile in this area. Meanwhile, South Sea of Korea generally shows "upward convergence tendency" representing that increasing trend of upper quantile is lower than that of lower quantile. This study also confirmed that these tendencies can be eliminated by removing major tidal components from the harmonic analysis. Therefore, it is assumed that the regional characteristics are related to the long term change of tide amplitude.

Stepwise Estimation for Multiple Non-Crossing Quantile Regression using Kernel Constraints (커널 제약식을 이용한 다중 비교차 분위수 함수의 순차적 추정법)

  • Bang, Sungwan;Jhun, Myoungshic;Cho, HyungJun
    • The Korean Journal of Applied Statistics
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    • v.26 no.6
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    • pp.915-922
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    • 2013
  • Quantile regression can estimate multiple conditional quantile functions of the response, and as a result, it provide comprehensive information of the relationship between the response and the predictors. However, when estimating several conditional quantile functions separately, two or more estimated quantile functions may cross or overlap and consequently violate the basic properties of quantiles. In this paper, we propose a new stepwise method to estimate multiple non-crossing quantile functions using constraints on the kernel coefficients. A simulation study are presented to demonstrate satisfactory performance of the proposed method.

Intergenerational economic mobility in Korea using a quantile regression analysis (한국의 세대 간 경제적 이동성 - 분위수회귀분석을 중심으로 -)

  • Richey, Jeremiah;Jeong, Kiho
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.715-725
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    • 2014
  • This study uses a quantile regression analysis to investigate intergenerational economic mobility in Korea. The analysis is based on data from the 1st through 11th waves of the Korean Labor and Income Panel Study (KLIPS) conducted from 1998-2008. The household nature of the data allows us to link parents' incomes to children's incomes at different points in time. Using a quantile regression analysis instead of mean one reveals that the effect of fathers' earnings are different across the conditional distribution of sons' earnings, particularly being larger on the upper quantile than on the lower quantile. After controlling effect of sons' college education by including a dummy variable for the degree, however, the pattern among quantile effects for fathers' earnings is no longer clear. Instead a new pattern emerges that education has a much larger effect on the upper quantiles than on the lower ones. Using nonparametric estimates of conditional density curves based on the quantile regression results, we derive some interesting features in graphical forms, which are not obvious in numerical analysis.

Characterization of low frequency between Droughts and Meteorological factor in Korea (우리나라 가뭄특성과 기상인자간의 저빈도 특성 분석)

  • So, Byung-Jin;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.418-418
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    • 2012
  • 현재 전 세계적으로 온실가스 농도 증가로 호우나 가뭄, 대설 등 지역에 따라 서로 상반되는 변화를 가져올 수 있다고 경고되고 있으며, 우리나라에서도 남해안지역과 경기북부지역에서 호우빈도가 증가하는 반면, 충정도 내륙지역과 경상북도에서는 호우빈도가 감소하고 5일 누적 강수량 또한 감소하여, 해당지역에서 가뭄이 발생할 경우 심화될 가능성이 높아진다고 보고된 바 있다. 기후변화 시나리오에 분석결과에서도 우리나라의 경우 평균적으로 강우일수는 작아지며, 강우강도는 커지는 결과들이 도출되었다. 이러한 결과들은 가뭄의 발생가능성이 높아지고 있음을 보여주고 있다. 본 연구에서는 우리나라에서 발생된 가뭄의 특성을 분석하고 가뭄의 특성과 기상인자간의 관계를 Quantile regression 분석을 통해 살펴보고자 한다. 가뭄의 특성과 기상인자(엘니뇨, 강수량 등)의 관계에 있어서 기상인자들의 평균을 이용하는 일반적인 회귀분석은 전체 데이터의 영향에 따른 가뭄특성인자와의 관계를 보여준다. 하지만 강수량과 가뭄과의 관계에서와 같이 강수량의 극값보다는 적은 강수량 혹은 무강우일수가 가뭄과 밀접한 관련을 보여준다. 이러한 점에서 이상치들에 영향을 배재할 수 있는 Quantile regression을 사용하여 Quantile에 따른 기상인자와 가뭄특성과의 관계를 규명하고 평가해 보고자 한다. 본 연구에서 적용한 Quantile Regression 기법은 회귀계수의 추정에 있어서 회귀인자의 신뢰성을 아래와 같은 Quantile-회귀계수 그래프를 통해 분석할 수 있으며, 로버스트 통계량의 특징인 분산이 적은 안정적인 추정량을 확보할 수 있는 장점을 갖는다. 아래식은 Quantile regression의 회귀계수 추정식을 나타낸다. $$arg\;in\;{n\\\;p(y_i-f(x_i,\;z_i,\;{\cdots}))\\ =1}$$ 여기서, $y_i$는 가뭄특성값을 $x_i$, $z_i$, $\cdots$는 기상인자를 나타낸다. $$p(y-q)={{\beta}(y-q)\;y{\geq_-}q \\ (1-{\beta})(q-y)\;y<q}$$ ${\beta}$는 quantile을 나타내며 0< ${\beta}$ <1범위를 갖는다.

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Support vector quantile regression for longitudinal data

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.309-316
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    • 2010
  • Support vector quantile regression (SVQR) is capable of providing more complete description of the linear and nonlinear relationships among response and input variables. In this paper we propose a weighted SVQR for the longitudinal data. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of SVQR. Experimental results are the presented, which illustrate the performance of the proposed SVQR.