• Title/Summary/Keyword: Regression Testing

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Effect of Liquidity, Profitability, Leverage, and Firm Size on Dividend Policy

  • PATTIRUHU, Jozef R.;PAAIS, Maartje
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.10
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    • pp.35-42
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    • 2020
  • This study aims to investigate the relationship between the variables of Current Ratio (CR), Return-on-Equity (ROE), Return-on-Assets (ROA), Debt-to-Equity Ratio (DER), and Firm Size (FS) on Dividend Policy (DP) in real estate and property companies listed on the Indonesia Stock Exchange in the period 2016-2019, looking at nine real estate companies in Indonesia. The research methodology uses an explanatory analysis approach and linear regression. Based on the eligibility and homogeneity of the data, the number of sample companies selected was nine companies. The company's financial statement data derived from primary data obtained on the Indonesia Stock Exchange, such as current ratio (CR), return-on-equity (ROE), return-on-assets (ROA), debt-to-equity ratio (DER) and firm size and dividend policy variables. The data analysis procedure is first to transform financial data from the original ratio data into interval data and, then, transform it to ordinal data. Furthermore, the validity and reliability process are ignored because the data is primary. Finally, regression testing is part of the hypothesis testing stage. The results of this study showed that the CR, ROE, and firm size had no positive and significant effect on dividend policy. In contrast, DER and ROA have a positive and significant impact on dividend policy.

Quality Variable Prediction for Dynamic Process Based on Adaptive Principal Component Regression with Selective Integration of Multiple Local Models

  • Tian, Ying;Zhu, Yuting
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.4
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    • pp.1193-1215
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    • 2021
  • The measurement of the key product quality index plays an important role in improving the production efficiency and ensuring the safety of the enterprise. Since the actual working conditions and parameters will inevitably change to some extent with time, such as drift of working point, wear of equipment and temperature change, etc., these will lead to the degradation of the quality variable prediction model. To deal with this problem, the selective integrated moving windows based principal component regression (SIMV-PCR) is proposed in this study. In the algorithm of traditional moving window, only the latest local process information is used, and the global process information will not be enough. In order to make full use of the process information contained in the past windows, a set of local models with differences are selected through hypothesis testing theory. The significance levels of both T - test and χ2 - test are used to judge whether there is identity between two local models. Then the models are integrated by Bayesian quality estimation to improve the accuracy of quality variable prediction. The effectiveness of the proposed adaptive soft measurement method is verified by a numerical example and a practical industrial process.

EPB-TBM performance prediction using statistical and neural intelligence methods

  • Ghodrat Barzegari;Esmaeil Sedghi;Ata Allah Nadiri
    • Geomechanics and Engineering
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    • v.37 no.3
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    • pp.197-211
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    • 2024
  • This research studies the effect of geotechnical factors on EPB-TBM performance parameters. The modeling was performed using simple and multivariate linear regression methods, artificial neural networks (ANNs), and Sugeno fuzzy logic (SFL) algorithm. In ANN, 80% of the data were randomly allocated to training and 20% to network testing. Meanwhile, in the SFL algorithm, 75% of the data were used for training and 25% for testing. The coefficient of determination (R2) obtained between the observed and estimated values in this model for the thrust force and cutterhead torque was 0.19 and 0.52, respectively. The results showed that the SFL outperformed the other models in predicting the target parameters. In this method, the R2 obtained between observed and predicted values for thrust force and cutterhead torque is 0.73 and 0.63, respectively. The sensitivity analysis results show that the internal friction angle (φ) and standard penetration number (SPT) have the greatest impact on thrust force. Also, earth pressure and overburden thickness have the highest effect on cutterhead torque.

Applications on p-values of Chi-Square Distribution

  • Hong, Chong Sun;Hong, Sung Sick
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.877-887
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    • 2002
  • In this paper, behaviors and properties of p-values for goodness-of-fit test are investigated. With some findings on the p-values, we consider some applications to determine sample size of a survey research using the regression equation based on a pilot study data. Regression equations are obtained by the well-known least squared method, and we find that regression lines could be formulated with only two data points, alternatively. For further studies, this works might be extended to t distributions for testing hypotheses about population mean in order to determine sample size of a prospective study. Also similar arguments could be explored for F test statistics.

A Study on the Emotional Evaluation of fabric Color Patterns

  • Koo, Hyun-Jin;Kang, Bok-Choon;Um, Jin-Sup;Lee, Joon-Whan
    • Science of Emotion and Sensibility
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    • v.5 no.3
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    • pp.11-20
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    • 2002
  • There are Two new models developed for objective evaluation of fabric color patterns by applying a multiple regression analysis and an adaptive foray-rule-based system. The physical features of fabric color patterns are extracted through digital image processing and the emotional features are collected based on the psychological experiments of Soen[3, 4]. The principle physical features are hue, saturation, intensity and the texture of color patterns. The emotional features arc represented thirteen pairs of adverse adjectives. The multiple regression analyses and the adaptive fuzzy system are used as a tool to analyze the relations between physical and emotional features. As a result, both of the proposed models show competent performance for the approximation and the similar linguistic interpretation to the Soen's psychological experiments.

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A Nonparametric Test for the Equality of Several Regression Lines against Ordered Alternatives

  • Jee, Eun Sook;Song, Moon Sup
    • Journal of Korean Society for Quality Management
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    • v.18 no.1
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    • pp.29-39
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    • 1990
  • In this paper we propose a nonparametric test for testing the equality of several regression lines against ordered alternatives, when the independent variables are positive and all regression lines have a common intercept. The proposed test is based on a Jonckheere-type statistic applied to residuals. Under some conditions our proposed test statistic is asymptotically distribution-free. The small-sample powers of our test are compared with other tests by a Monte Carlo study. The simulation results show that the proposed test has significantly higher empirical powers than the other tests considered in this paper.

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On a Bayes Criterion for the Goodness-of-Link Test for Binary Response Regression Models : Probit Link versus Logit Link

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.261-276
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    • 1997
  • In the context of binary response regression, the problem of constructing Bayesian goodness-of-link test for testing logit link versus probit link is considered. Based upon the well known facts that cdf of logistic variate .approx. cdf of $t_{8}$/.634 and, as .nu. .to. .infty., cdf of $t_{\nu}$ approximates to that of N(0,1), Bayes factor is derived as a test criterion. A synthesis of the Gibbs sampling and a marginal likelihood estimation scheme is also proposed to compute the Bayes factor. Performance of the test is investigated via Monte Carlo study. The new test is also illustrated with an empirical data example.e.

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Parallelism Test of Slope in Simple Linear Regression Models (회귀모형의 기울기에 대한 품행성 검정)

  • Park, Hyun-Wook;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.75-83
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    • 2009
  • Parallelism tests are proposed for slope in the simple linear regression models. In this paper, we suggest the parametric test using HSD testing method (Tukey,1953) and distribution-free test using Kruskal-wallis (1952) for more than three slopes. Monte Carlo simulation study is adapted to compare the power of the proposed methods with Wilks' Lambda multivariate procedure.

A Logistic Regression Analysis of Two-Way Binary Attribute Data (이원 이항 계수치 자료의 로지스틱 회귀 분석)

  • Ahn, Hae-Il
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.3
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    • pp.118-128
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    • 2012
  • An attempt is given to the problem of analyzing the two-way binary attribute data using the logistic regression model in order to find a sound statistical methodology. It is demonstrated that the analysis of variance (ANOVA) may not be good enough, especially for the case that the proportion is very low or high. The logistic transformation of proportion data could be a help, but not sound in the statistical sense. Meanwhile, the adoption of generalized least squares (GLS) method entails much to estimate the variance-covariance matrix. On the other hand, the logistic regression methodology provides sound statistical means in estimating related confidence intervals and testing the significance of model parameters. Based on simulated data, the efficiencies of estimates are ensured with a view to demonstrate the usefulness of the methodology.

Application of artificial neural network model in regional frequency analysis: Comparison between quantile regression and parameter regression techniques.

  • Lee, Joohyung;Kim, Hanbeen;Kim, Taereem;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.170-170
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    • 2020
  • Due to the development of technologies, complex computation of huge data set is possible with a prevalent personal computer. Therefore, machine learning methods have been widely applied in the hydrologic field such as regression-based regional frequency analysis (RFA). The main purpose of this study is to compare two frameworks of RFA based on the artificial neural network (ANN) models: quantile regression technique (QRT-ANN) and parameter regression technique (PRT-ANN). As an output layer of the ANN model, the QRT-ANN predicts quantiles for various return periods whereas the PRT-ANN provides prediction of three parameters for the generalized extreme value distribution. Rainfall gauging sites where record length is more than 20 years were selected and their annual maximum rainfalls and various hydro-meteorological variables were used as an input layer of the ANN model. While employing the ANN model, 70% and 30% of gauging sites were used as training set and testing set, respectively. For each technique, ANN model structure such as number of hidden layers and nodes was determined by a leave-one-out validation with calculating root mean square error (RMSE). To assess the performances of two frameworks, RMSEs of quantile predicted by the QRT-ANN are compared to those of the PRT-ANN.

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