• Title/Summary/Keyword: Regression model.

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THE CENSORED REGRESSION QUANTILE ESTIMATORS FOR NONLINEAR REGRESSION MODEL

  • Park, Seung-Hoe
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.373-384
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    • 2003
  • In this paper, we consider the asymptotic properties of regression quantile estimators for the nonlinear regression model when dependent variables are subject to censoring time, and propose the sufficient conditions which ensure consistency and asymptotic normality for regression quantile estimators in censored nonlinear regression model. Also, we drive the asymptotic relative efficiency of the censored regression model with respect to the ordinary regression model.

An application to Multivariate Zero-Inflated Poisson Regression Model

  • Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.177-186
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    • 2003
  • The Zero-Inflated Poisson regression is a model for count data with exess zeros. When the correlated response variables are intrested, we have to extend the univariate zero-inflated regression model to multivariate model. In this paper, we study and simulate the multivariate zero-inflated regression model. A real example was applied to this model. Regression parameters are estimated by using MLE's. We also compare the fitness of multivariate zero-inflated Poisson regression model with the decision tree model.

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An application to Zero-Inflated Poisson Regression Model

  • Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.1
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    • pp.45-53
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    • 2003
  • The Zero-Inflated Poisson regression is a model for count data with exess zeros. When the reponse variables have excess zeros, it is not easy to apply the Poisson regression model. In this paper, we study and simulate the zero-inflated Poisson regression model. An real example was applied to this model. Regression parameters are estimated by using MLE's. We also compare the fitness of zero-inflated Poisson model with the Poisson regression and decision tree model.

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Robustness of model averaging methods for the violation of standard linear regression assumptions

  • Lee, Yongsu;Song, Juwon
    • Communications for Statistical Applications and Methods
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    • v.28 no.2
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    • pp.189-204
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    • 2021
  • In a regression analysis, a single best model is usually selected among several candidate models. However, it is often useful to combine several candidate models to achieve better performance, especially, in the prediction viewpoint. Model combining methods such as stacking and Bayesian model averaging (BMA) have been suggested from the perspective of averaging candidate models. When the candidate models include a true model, it is expected that BMA generally gives better performance than stacking. On the other hand, when candidate models do not include the true model, it is known that stacking outperforms BMA. Since stacking and BMA approaches have different properties, it is difficult to determine which method is more appropriate under other situations. In particular, it is not easy to find research papers that compare stacking and BMA when regression model assumptions are violated. Therefore, in the paper, we compare the performance among model averaging methods as well as a single best model in the linear regression analysis when standard linear regression assumptions are violated. Simulations were conducted to compare model averaging methods with the linear regression when data include outliers and data do not include them. We also compared them when data include errors from a non-normal distribution. The model averaging methods were applied to the water pollution data, which have a strong multicollinearity among variables. Simulation studies showed that the stacking method tends to give better performance than BMA or standard linear regression analysis (including the stepwise selection method) in the sense of risks (see (3.1)) or prediction error (see (3.2)) when typical linear regression assumptions are violated.

A Study on Change of Logistics in the region of Seoul, Incheon, Kyunggi (물류예측모형에 관한 연구 -수도권 물동량 예측을 중심으로-)

  • Roh Kyung-Ho
    • Management & Information Systems Review
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    • v.7
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    • pp.427-450
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    • 2001
  • This research suggests the estimation methodology of Logistics. This paper elucidates the main problems associated with estimation in the regression model. We review the methods for estimating the parameters in the model and introduce a modified procedure in which all models are fitted and combined to construct a combination of estimates. The resulting estimators are found to be as efficient as the maximum likelihood (ML) estimators in various cases. Our method requires more computations but has an advantage for large data sets. Also, it enables to detect particular features in the data structure. Examples of real data are used to illustrate the properties of the estimators. The backgrounds of estimation of logistic regression model is the increasing logistic environment importance today. In the first phase, we conduct an exploratory study to discuss 9 independent variables. In the second phase, we try to find the fittest logistic regression model. In the third phase, we calculate the logistic estimation using logistic regression model. The parameters of logistic regression model were estimated using ordinary least squares regression. The standard assumptions of OLS estimation were tested. The calculated value of the F-statistics for the logistic regression model is significant at the 5% level. The logistic regression model also explains a significant amount of variance in the dependent variable. The parameter estimates of the logistic regression model with t-statistics in parentheses are presented in Table. The object of this paper is to find the best logistic regression model to estimate the comparative accurate logistics.

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Separate Fuzzy Regression with Fuzzy Input and Output

  • Choi, Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.183-193
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    • 2007
  • This paper shows that a response function for the center of fuzzy output nay not be the same as that for the spread in a fuzzy linear regression model and then suggests a separate fuzzy regression model makes a distinction between response functions of the center and the spread of fuzzy output. Also we use a least squares method to estimate the separate fuzzy regression model and compare an accuracy of proposed model with another fuzzy regression model developed by Diamond (1988) and Kao and Chyu (2003).

Modeling clustered count data with discrete weibull regression model

  • Yoo, Hanna
    • Communications for Statistical Applications and Methods
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    • v.29 no.4
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    • pp.413-420
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    • 2022
  • In this study we adapt discrete weibull regression model for clustered count data. Discrete weibull regression model has an attractive feature that it can handle both under and over dispersion data. We analyzed the eighth Korean National Health and Nutrition Examination Survey (KNHANES VIII) from 2019 to assess the factors influencing the 1 month outpatient stay in 17 different regions. We compared the results using clustered discrete Weibull regression model with those of Poisson, negative binomial, generalized Poisson and Conway-maxwell Poisson regression models, which are widely used in count data analyses. The results show that the clustered discrete Weibull regression model using random intercept model gives the best fit. Simulation study is also held to investigate the performance of the clustered discrete weibull model under various dispersion setting and zero inflated probabilities. In this paper it is shown that using a random effect with discrete Weibull regression can flexibly model count data with various dispersion without the risk of making wrong assumptions about the data dispersion.

Interval Regression Models Using Variable Selection

  • Choi Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.125-134
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    • 2006
  • This study confirms that the regression model of endpoint of interval outputs is not identical with that of the other endpoint of interval outputs in interval regression models proposed by Tanaka et al. (1987) and constructs interval regression models using the best regression model given by variable selection. Also, this paper suggests a method to minimize the sum of lengths of a symmetric difference among observed and predicted interval outputs in order to estimate interval regression coefficients in the proposed model. Some examples show that the interval regression model proposed in this study is more accuracy than that introduced by Inuiguchi et al. (2001).

FUZZY REGRESSION MODEL WITH MONOTONIC RESPONSE FUNCTION

  • Choi, Seung Hoe;Jung, Hye-Young;Lee, Woo-Joo;Yoon, Jin Hee
    • Communications of the Korean Mathematical Society
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    • v.33 no.3
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    • pp.973-983
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    • 2018
  • Fuzzy linear regression model has been widely studied with many successful applications but there have been only a few studies on the fuzzy regression model with monotonic response function as a generalization of the linear response function. In this paper, we propose the fuzzy regression model with the monotonic response function and the algorithm to construct the proposed model by using ${\alpha}-level$ set of fuzzy number and the resolution identity theorem. To estimate parameters of the proposed model, the least squares (LS) method and the least absolute deviation (LAD) method have been used in this paper. In addition, to evaluate the performance of the proposed model, two performance measures of goodness of fit are introduced. The numerical examples indicate that the fuzzy regression model with the monotonic response function is preferable to the fuzzy linear regression model when the fuzzy data represent the non-linear pattern.

Development of Statistical Model and Neural Network Model for Tensile Strength Estimation in Laser Material Processing of Aluminum Alloy (알루미늄 합금의 레이저 가공에서 인장 강도 예측을 위한 회귀 모델 및 신경망 모델의 개발)

  • Park, Young-Whan;Rhee, Se-Hun
    • Journal of the Korean Society for Precision Engineering
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    • v.24 no.4 s.193
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    • pp.93-101
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    • 2007
  • Aluminum alloy which is one of the light materials has been tried to apply to light weight vehicle body. In order to do that, welding technology is very important. In case of the aluminum laser welding, the strength of welded part is reduced due to porosity, underfill, and magnesium loss. To overcome these problems, laser welding of aluminum with filler wire was suggested. In this study, experiment about laser welding of AA5182 aluminum alloy with AA5356 filler wire was performed according to process parameters such as laser power, welding speed and wire feed rate. The tensile strength was measured to find the weldability of laser welding with filler wire. The models to estimate tensile strength were suggested using three regression models and one neural network model. For regression models, one was the multiple linear regression model, another was the second order polynomial regression model, and the other was the multiple nonlinear regression model. Neural network model with 2 hidden layers which had 5 and 3 nodes respectively was investigated to find the most suitable model for the system. Estimation performance was evaluated for each model using the average error rate. Among the three regression models, the second order polynomial regression model had the best estimation performance. For all models, neural network model has the best estimation performance.