• Title/Summary/Keyword: Regression estimators

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Further Applications of Johnson's SU-normal Distribution to Various Regression Models

  • Choi, Pilsun;Min, In-Sik
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.161-171
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    • 2008
  • This study discusses Johnson's $S_U$-normal distribution capturing a wide range of non-normality in various regression models. We provide the likelihood inference using Johnson's $S_U$-normal distribution, and propose a likelihood ratio (LR) test for normality. We also apply the $S_U$-normal distribution to the binary and censored regression models. Monte Carlo simulations are used to show that the LR test using the $S_U$-normal distribution can be served as a model specification test for normal error distribution, and that the $S_U$-normal maximum likelihood (ML) estimators tend to yield more reliable marginal effect estimates in the binary and censored model when the error distributions are non-normal.

Influence Diagnostic Measure for Spline Estimator

  • Lee, In-Suk;Cho, Gyo-Young;Jung, Won-Tae
    • Journal of Korean Society for Quality Management
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    • v.23 no.4
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    • pp.58-63
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    • 1995
  • To access the quality of a fit to a set of data it is always useful to conduct a posteriori analysis involving the examination of residuals, detection of influential data values, etc. Smoothing splines are a type of nonparametric regression estimators for the diagnostic problem. And leverage value, Cook's distance, and DFFITS are used for detecting influential data. Since high leverage points will always have small residuals, the new diagnostic measures including of properties of leverage and residuals are needed. In this paper, we propose FVARATIO version as diagnostic measure in nonparametric regression. Also we consider the rough bound as analogy with linear regression case.

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Estimating small area proportions with kernel logistic regressions models

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.941-949
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    • 2014
  • Unit level logistic regression model with mixed effects has been used for estimating small area proportions, which treats the spatial effects as random effects and assumes linearity between the logistic link and the covariates. However, when the functional form of the relationship between the logistic link and the covariates is not linear, it may lead to biased estimators of the small area proportions. In this paper, we relax the linearity assumption and propose two types of kernel-based logistic regression models for estimating small area proportions. We also demonstrate the efficiency of our propose models using simulated data and real data.

QUASI-LIKELIHOOD REGRESSION FOR VARYING COEFFICIENT MODELS WITH LONGITUDINAL DATA

  • Kim, Choong-Rak;Jeong, Mee-Seon;Kim, Woo-Chul;Park, Byeong-U.
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.367-379
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    • 2004
  • This article deals with the nonparametric analysis of longitudinal data when there exist possible correlations among repeated measurements for a given subject. We consider a quasi-likelihood regression model where a transformation of the regression function through a link function is linear in time-varying coefficients. We investigate the local polynomial approach to estimate the time-varying coefficients, and derive the asymptotic distribution of the estimators in this quasi-likelihood context. A real data set is analyzed as an illustrative example.

On the analysis of multistate survival data using Cox's regression model (Cox 회귀모형을 이용한 다중상태의 생존자료분석에 관한 연구)

  • Sung Chil Yeo
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.53-77
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    • 1994
  • In a certain stochastic process, Cox's regression model is used to analyze multistate survival data. From this model, the regression parameter vectors, survival functions, and the probability of being in response function are estimated based on multistate Cox's partial likelihood and nonparametric likelihood methods. The asymptotic properties of these estimators are described informally through the counting process approach. An example is given to likelihood the results in this paper.

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New approach for analysis of progressive Type-II censored data from the Pareto distribution

  • Seo, Jung-In;Kang, Suk-Bok;Kim, Ho-Yong
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.569-575
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    • 2018
  • Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

Predictive Modeling of Competitive Biosorption Equilibrium Data

  • Chu K.H.;Kim E.Y.
    • Biotechnology and Bioprocess Engineering:BBE
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    • v.11 no.1
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    • pp.67-71
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    • 2006
  • This paper compares regression and neural network modeling approaches to predict competitive biosorption equilibrium data. The regression approach is based on the fitting of modified Langmuir-type isotherm models to experimental data. Neural networks, on the other hand, are non-parametric statistical estimators capable of identifying patterns in data and correlations between input and output. Our results show that the neural network approach outperforms traditional regression-based modeling in correlating and predicting the simultaneous uptake of copper and cadmium by a microbial biosorbent. The neural network is capable of accurately predicting unseen data when provided with limited amounts of data for training. Because neural networks are purely data-driven models, they are more suitable for obtaining accurate predictions than for probing the physical nature of the biosorption process.

Pliable regression spline estimator using auxiliary variables

  • Oh, Jae-Kwon;Jhong, Jae-Hwan
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.537-551
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    • 2021
  • We conducted a study on a regression spline estimator with a few pre-specified auxiliary variables. For the implementation of the proposed estimators, we adapted a coordinate descent algorithm. This was implemented by considering a structure of the sum of the residuals squared objective function determined by the B-spline and the auxiliary coefficients. We also considered an efficient stepwise knot selection algorithm based on the Bayesian information criterion. This was to adaptively select smoothly functioning estimator data. Numerical studies using both simulated and real data sets were conducted to illustrate the proposed method's performance. An R software package psav is available.

Optimal Design for Locally Weighted Quasi-Likelihood Response Curve Estimator

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.743-752
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    • 2002
  • The estimation of the response curve is the important problem in the quantal bioassay. When we estimate the response curve, we determine the design points in advance of the experiment. Then naturally we have a question of which design would be optimal. As a response curve estimator, locally weighted quasi-likelihood estimator has several more appealing features than the traditional nonparametric estimators. The optimal design density for the locally weighted quasi-likelihood estimator is derived and its ability both in theoretical and in empirical point of view are investigated.

On a Nonparametric Test for Parallelism against Ordered Alternatives

  • Song, Moon Sup;Kim, Jaehee;Jean, Jong Woo;Park, Changsoon
    • Journal of Korean Society for Quality Management
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    • v.17 no.2
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    • pp.70-80
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    • 1989
  • A nonparametric test for testing the parallelism of regression lines against ordered alternatives is proposed. The proposed test statistic is based on a linear combination of robust slope estimators. It is a modified version of the Adichie's test statistics based on scores. A snail-sample Monte Carlo study shows that the proposed test is compatible with the Adichie's test.

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