• Title/Summary/Keyword: Selection Criterion

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Least absolute deviation estimator based consistent model selection in regression

  • Shende, K.S.;Kashid, D.N.
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.273-293
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    • 2019
  • We consider the problem of model selection in multiple linear regression with outliers and non-normal error distributions. In this article, the robust model selection criterion is proposed based on the robust estimation method with the least absolute deviation (LAD). The proposed criterion is shown to be consistent. We suggest proposed criterion based algorithms that are suitable for a large number of predictors in the model. These algorithms select only relevant predictor variables with probability one for large sample sizes. An exhaustive simulation study shows that the criterion performs well. However, the proposed criterion is applied to a real data set to examine its applicability. The simulation results show the proficiency of algorithms in the presence of outliers, non-normal distribution, and multicollinearity.

A VARIABLE SELECTION IN HETEROSCEDASTIC DISCRIVINANT ANALYSIS : GENERAL PREDICTIVE DISCRIMINATION CASE

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.21 no.1
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    • pp.1-13
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    • 1992
  • This article deals with variable selection problem under a newly formed predictive heteroscedastic discriminant rule that accounts for mulitple homogeneous covariance matrices across the K multivariate normal populations. A general version of predictive discriminant rule, a variable selection criterion, and a criterion for stopping with further selection are suggested. In a simulation study the practical utilities of those considered are demonstrated.

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IDENTIFICATION OF SIGNIFICANT CRITERIA FOR SELECTION OF CONSTRUCTION PROJECT MANAGERS IN IRAN

  • Abbas Rashidi;Fateme Jazebi;Mohamad Hassan Sebt
    • International conference on construction engineering and project management
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    • 2009.05a
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    • pp.1564-1569
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    • 2009
  • Project managers play a key role in cost, time, and quality of a project. Selection of an appropriate project manager, therefore, is considered as one of the most important decisions in any construction project. It should be noted that most important decision makings are carried out by the project manager throughout the project. Traditionally, project manager selection in construction companies in Iran is through organizing an interview with candidates and selecting the most appropriate choice in accordance with the capabilities, potentials and individual specifications coupled with the requirements of the project. In the same direction, organizing interview on selection of appropriate candidate is usually carried out by senior managers of companies. Determination of the most important criteria for selection of project managers and also identification of significance coefficient of each criterion can highly help senior managers of companies to make sound selection decisions. In this paper, a numerical model has been considered for determination of significance of each criterion, details of which are submitted for selection of project manager in Iranian petrochemical, oil and gas sector companies. For this reason, all criteria- considered by senior managers of the companies under study- are first determined. Then, information obtained through 38 interviews, conducted by senior managers of the mentioned companies while selecting project manager, is analyzed. Significant coefficient of each criterion is calculated through the accumulated data using fuzzy curves method.

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Development of Feature Selection Method for Neural Network AE Signal Pattern Recognition and Its Application to Classification of Defects of Weld and Rotating Components (신경망 AE 신호 형상인식을 위한 특징값 선택법의 개발과 용접부 및 회전체 결함 분류에의 적용 연구)

  • Lee, Kang-Yong;Hwang, In-Bom
    • Journal of the Korean Society for Nondestructive Testing
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    • v.21 no.1
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    • pp.46-53
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    • 2001
  • The purpose of this paper is to develop a new feature selection method for AE signal classification. The neural network of back propagation algorithm is used. The proposed feature selection method uses the difference between feature coordinates in feature space. This method is compared with the existing methods such as Fisher's criterion, class mean scatter criterion and eigenvector analysis in terms of the recognition rate and the convergence speed, using the signals from the defects in welding zone of austenitic stainless steel and in the metal contact of the rotary compressor. The proposed feature selection methods such as 2-D and 3-D criteria showed better results in the recognition rate than the existing ones.

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An Exploratory Study on the Selection Criterion of an Airline Firm (항공사 선택요인 분석)

  • Yoo, Yong-Jae;Lee, Seung-Chang
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.14 no.4
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    • pp.101-109
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    • 2006
  • This study investigates what criterion airline customers recognize important when evaluating airline firms. Specifically it is surveyed if different criterion are used by different groups of airline customers when choosing an airline firm. In addition customer group with high loyalty to 'K' airline, national carrier of Korea, is differently evaluate 'K' airline for the selection criterion over customer group without loyalty. Frequent flyer program is suggested most important by most of the customers being followed by flight schedule. Flight schedule, in-flight food and air fare of 'K' airline are differently evaluated according to level of royalty to the airline. However there appears no difference in the evaluation of seat and entertainment between two groups, customers with high loyalty and customers without loyalty.

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A Study on Selection Criterions for Selection Diversity in WAVE Systems (WAVE 시스템에서 선택 다이버시티를 위한 선택 기준에 대한 연구)

  • Hong, Dae-Ki
    • Journal of the Semiconductor & Display Technology
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    • v.14 no.2
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    • pp.9-16
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    • 2015
  • In this paper, selection criterions on selection diversity are researched. The diversity is applied to the multiple antenna system based on wireless access in vehicular environment (WAVE) standard for rapid varying channel. Least squares (LS) based decision feedback equalizer (DFE) are used for channel equalization. Received signal is regenerated by means of the decision feedback path. In the selection diversity, the regenerated signal as well as the received signal is selected according to selection criterion. The decision feedback algorithm can follow the fast speed of WAVE fading channel. To control the tracking speed of the time-varying channel, simple low pass filter is used. Finally, the estimated channel value recovers the distorted payloads. Signal power before automatic gain control (AGC) in analog stage can be used as a selection criterion. In the digital stage, signal power after AGC, noise power after AGC, signal to noise ratio after AGC and cross-correlation method can be used as selection criterions. According to the simulation results, the performance of the selection diversity is improved in comparison with that of the combining diversity for the WAVE fading channel.

On Information Criteria in Linear Regression Model

  • Park, Man-Sik
    • The Korean Journal of Applied Statistics
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    • v.22 no.1
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    • pp.197-204
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    • 2009
  • In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

A Bayes Criterion for Selecting Variables in MDA (MDA에서 판별변수 선택을 위한 베이즈 기준)

  • 김혜중;유희경
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.435-449
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    • 1998
  • In this article we have introduced a Bayes criterion for the variable selection in multiple discriminant analysis (MDA). The criterion is a default Bayes factor for the comparision of homo/heteroscadasticity of the multivariate normal means. The default Bayes factor is obtained from a development of the imaginary training sample method introduced by Spiegelhalter and Smith (1982). Based an the criterion, we also provided a test for additional discrimination in MDA. The advantage of the criterion is that it is not only applicable for the optimal subset selection method but for the stepwise method. More over, the criterion can be reduced to that for two-group discriminant analysis. Thus the criterion can be regarded as an unified alternative to variable selection criteria suggested by various sampling theory approaches. To illustrate the performance of the criterion, a numerical study has bean done via Monte Carlo experiment.

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Development of the Selection Criterion of Physical Computing Teaching Aids for Middle School SW Education (중학교 SW교육을 위한 피지컬 컴퓨팅 교구의 선정 기준 개발)

  • An, Deukha;Kim, Yungsik
    • The Journal of Korean Association of Computer Education
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    • v.22 no.5
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    • pp.39-50
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    • 2019
  • In this study, we developed the selection criterion of physical computing teaching aids for middle school SW education. Literature analysis, Delphi survey, and AHP methods were applied to develop the selection criterion. First, seven characteristics for physical computing teaching aids have been set up by the literature analysis. The contents are suitability for curriculum, safety, durability, economy, general availability, attractiveness, and ease of management. Based on these characteristics, the Delphi method is used in developing 31 criteria in 7 areas for the selection of physical computing teaching aids. Next, the AHP method was applied to identify the relative importance between 7 areas and between 31 detailed criteria. And then the final criterion for the selection of physical computing teaching aids was developed by calculating scores for detailed criteria.

A CONSISTENT AND BIAS CORRECTED EXTENSION OF AKAIKE'S INFORMATION CRITERION(AIC) : AICbc(k)

  • Kwon, Soon H.;Ueno, M.;Sugeno, M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.2 no.1
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    • pp.41-60
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    • 1998
  • This paper derives a consistent and bias corrected extension of Akaike's Information Criterion (AIC), $AIC_{bc}$, based on Kullback-Leibler information. This criterion has terms that penalize the overparametrization more strongly for small and large samples than that of AIC. The overfitting problem of the asymptotically efficient model selection criteria for small and large samples will be overcome. The $AIC_{bc}$ also provides a consistent model order selection. Thus, it is widely applicable to data with small and/or large sample sizes, and to cases where the number of free parameters is a relatively large fraction of the sample size. Relationships with other model selection criteria such as $AIC_c$ of Hurvich, CAICF of Bozdogan and etc. are discussed. Empirical performances of the $AIC_{bc}$ are studied and discussed in better model order choices of a linear regression model using a Monte Carlo experiment.

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