• 제목/요약/키워드: Quantile-on-quantile estimation

검색결과 86건 처리시간 0.029초

분위회귀분석을 이용한 개업 치과의사의 의료수익과 소득에 미치는 요인 (Factors Associated with Dental Revenue and Income of Self-Employed Dentist by Using a Quantile Regression Method)

  • 최형길;김명기
    • 보건행정학회지
    • /
    • 제25권3호
    • /
    • pp.240-251
    • /
    • 2015
  • Background: Dentist's income is quite variable. We investigate the factors underlying the distribution of dental revenue and dentist income. Methods: Financial and structural variables of private dental practices(N=13,967) were examined with 2010 Economic Census microdata which include non-insurance revenue. We conducted quantile regression method(QRM) and ordinary least square(OLS) in treating skewness and heteroskedasticity of distributions. The effective estimation for the upper and lower range of distribution becomes possible by QRM. Results: Mid-career dentists are shown to have higher revenue and income. Male dentists achieve the higher revenue and income than female dentists in all quantiles. Group practices show lower income per owner than solo practices significantly. The revenue and income are increased with increasing size of clinics. The high cost in renting the clinic office is found to have a big positive effect on the revenue but a little positive effect on the income. Interestingly the density of dentists shows negative effect on the lowest quantile of the revenue but positive effect on the highest quantile. The lowest quantile of the revenue in the capital areas have the relatively high revenue. The lowest quantile of the income in metropolitan city show higher income than those in other areas significantly. Conclusion: The suggested QRM is shown to have more effective and efficient tool in finding out determinants of dentists' revenue and income of our concern. The results of this study are expected to be employed for dentists preparing for the opening practices in their organizational settings and locational selections. The distributional efficiency of dental human resources could be accomplished if policy makers guide dentists with this knowledge.

Expected shortfall estimation using kernel machines

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
    • /
    • 제24권3호
    • /
    • pp.625-636
    • /
    • 2013
  • In this paper we study four kernel machines for estimating expected shortfall, which are constructed through combinations of support vector quantile regression (SVQR), restricted SVQR (RSVQR), least squares support vector machine (LS-SVM) and support vector expectile regression (SVER). These kernel machines have obvious advantages such that they achieve nonlinear model but they do not require the explicit form of nonlinear mapping function. Moreover they need no assumption about the underlying probability distribution of errors. Through numerical studies on two artificial an two real data sets we show their effectiveness on the estimation performance at various confidence levels.

Regression Quantiles Under Censoring and Truncation

  • Park, Jin-Ho;Kim, Jin-Mi
    • Communications for Statistical Applications and Methods
    • /
    • 제12권3호
    • /
    • pp.807-818
    • /
    • 2005
  • In this paper we propose an estimation method for regression quantiles with left-truncated and right-censored data. The estimation procedure is based on the weight determined by the Kaplan-Meier estimate of the distribution of the response. We show how the proposed regression quantile estimators perform through analyses of Stanford heart transplant data and AIDS incubation data. We also investigate the effect of censoring on regression quantiles through simulation study.

Improving Sample Entropy Based on Nonparametric Quantile Estimation

  • Park, Sang-Un;Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
    • /
    • 제18권4호
    • /
    • pp.457-465
    • /
    • 2011
  • Sample entropy (Vasicek, 1976) has poor performance, and several nonparametric entropy estimators have been proposed as alternatives. In this paper, we consider a piecewise uniform density function based on quantiles, which enables us to evaluate entropy in each interval, and study the poor performance of the sample entropy in terms of the poor estimation of lower and upper quantiles. Then we propose some improved entropy estimators by simply modifying the quantile estimators, and compare their performances with some existing estimators.

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

  • 장영재
    • 응용통계연구
    • /
    • 제29권6호
    • /
    • pp.1095-1106
    • /
    • 2016
  • Koenker 등 (1978)에 의해 제안 된 분위수 회귀분석법은 독립변수들이 주어졌을 때, 종속변수의 조건부 분위수에 초점을 맞추어 독립변수들과 종속변수의 해당 특정 분위수와의 관계를 분석하는 방법이다. 선형프로그래밍법 등을 이용한 분위수 회귀의 추정 과정을 생각해 볼 때, 고차원 대용량 자료의 경우에는 모형 적합에 어려움을 겪을 수 밖에 없다. 따라서 분위수 회귀의 문제에 있어서도 차원 축소의 문제, 조금 더 폭을 좁혀 생각해보면 변수선택의 문제를 통해 의사 결정에 영향을 미치는 주요 요인들을 파악하거나 적절한 규모의 모형을 적합하는 과정이 중요하다고 할 수 있다. 본 논문에서는 분위수 회귀의 변수선택의 문제를 보다 직관적이고 간단하게 해결하기 위한 방법으로서 회귀나무 모형을 응용하여 한국야구위원회에 등록된 선수들의 연봉과 기록 데이터를 분석해 보았다. 분석 결과, 각 분위수 별로 소수의 주요 변수가 선택되어 차원축소의 효과를 얻을 수 있었다. 또한 해당 분위수별로 선택된 변수도 해석상 의미 있는 것으로 평가할 수 있었다.

Asymmetric linkages between nuclear energy and environmental quality: Evidence from Top-10 nuclear energy consumer countries

  • Jinglei Zhang;Sajid Ali;Lei Ping
    • Nuclear Engineering and Technology
    • /
    • 제55권5호
    • /
    • pp.1878-1884
    • /
    • 2023
  • To lay a solid basis for prosperity and competitiveness, countries should achieve balance in the three fundamental aspects: energy availability, energy affordability and ecological balance. Nuclear energy has attracted international interest as one of the most crucial environmental quality strategies. The objective of this study is to analyze the non-linear link between nuclear energy and environmental quality in the top-10 nuclear energy consumer countries (USA, China, Russia, France, Canada, Spain, Sweden, South Korea, Ukraine, and Germany). Earlier research employed panel data methodologies to examine the linkage between nuclear energy and the environment, despite the fact that many nations did not independently demonstrate such a correlation. On the alternative, this study uses a novel approach known as 'Quantile-on-Quantile,' which allows for the analysis of time-series dependence in each country by giving universal yet country-specific insights into the relationship between the variables. Estimates show that the consumption of nuclear energy improves environmental quality by lowering ecological footprint in the majority of the nations studied at certain quantiles of data. Moreover, the data demonstrate that the degree of asymmetries between our variables changes by nation, emphasizing the importance of policymakers exercising caution when adopting nuclear energy and environmental quality regulations.

A Nonparametric Procedure for Bioassay by using Conditional Quantile Processes

  • Kim, Ho
    • Communications for Statistical Applications and Methods
    • /
    • 제3권3호
    • /
    • pp.179-186
    • /
    • 1996
  • Bioequivanence models arise typically in bioassays when new preparations are compared against standard ones by means of responses on some biological organisms. Relative potency measures provide nice interpretations for such bioequivalence and their estimation constitutes the prime interest of such studies. A conditional quantile process based on the k-nearest neighbor method is proposed for this purpose. An alternative procedure based on Kolmogrov-Smirnov type estimator has also been considered along with. ARIC ultrasound data are analyzed as examples.

  • PDF

A Reference Value for Cook's Measure

  • Lee, Jae-Jun
    • Communications for Statistical Applications and Methods
    • /
    • 제6권1호
    • /
    • pp.25-32
    • /
    • 1999
  • A single outlier can influence on the least squares estimators and can invalidate analysis based on these estimators. The Cook's statistic has been introduced to measure influence of individual data point on parameter estimation and the quantile of the F distribution is recommended as a reference value. but in practice subjective judgement is applied in the choice of appropriate quantile. A simple reference value is introduced in this paper which is developed by approximating conditional quantities of Cook's measure. The performance of the proposed criterion is evaluated through analysis of real data set.

  • PDF

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
    • /
    • 제9권1호
    • /
    • pp.53-70
    • /
    • 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.

  • PDF