• 제목/요약/키워드: Statistical Regression Model

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Diagnostics for Weibull Regression Model with Censored Data

  • Keumseong;Soon-kwi
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.23-36
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    • 2000
  • This paper discusses the local influence approach to the Weibull regression model with censored data. Diagnostics for the Weibull regression model are proposed and developed when simultaneous perturbations of the response vector are allowed.

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Regression Quantile Estimators of a Nonlinear Time Series Regression Model

  • 김태수;허선;김해경
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.13-15
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    • 2000
  • In this paper, we deal with the asymptotic properties of the regression quantile estimators in the nonlinear time series regression model. For the sinusodial model which frequently appears fer a time series analysis, we study the strong consistency and asymptotic normality of regression quantile ostinators.

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Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

Statistical micro matching using a multinomial logistic regression model for categorical data

  • Kim, Kangmin;Park, Mingue
    • Communications for Statistical Applications and Methods
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    • 제26권5호
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    • pp.507-517
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    • 2019
  • Statistical matching is a method of combining multiple sources of data that are extracted or surveyed from the same population. It can be used in situation when variables of interest are not jointly observed. It is a low-cost way to expect high-effects in terms of being able to create synthetic data using existing sources. In this paper, we propose the several statistical micro matching methods using a multinomial logistic regression model when all variables of interest are categorical or categorized ones, which is common in sample survey. Under conditional independence assumption (CIA), a mixed statistical matching method, which is useful when auxiliary information is not available, is proposed. We also propose a statistical matching method with auxiliary information that reduces the bias of the conventional matching methods suggested under CIA. Through a simulation study, proposed micro matching methods and conventional ones are compared. Simulation study shows that suggested matching methods outperform the existing ones especially when CIA does not hold.

Modeling clustered count data with discrete weibull regression model

  • Yoo, Hanna
    • Communications for Statistical Applications and Methods
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    • 제29권4호
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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.

REGRESSION WITH CENSORED DATA BY LEAST SQUARES SUPPORT VECTOR MACHINE

  • Kim, Dae-Hak;Shim, Joo-Yong;Oh, Kwang-Sik
    • Journal of the Korean Statistical Society
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    • 제33권1호
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    • pp.25-34
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    • 2004
  • In this paper we propose a prediction method on the regression model with randomly censored observations of the training data set. The least squares support vector machine regression is applied for the regression function prediction by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed prediction method.

Binary Forecast of Heavy Snow Using Statistical Models

  • Sohn, Keon-Tae
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.369-378
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    • 2006
  • This Study focuses on the binary forecast of occurrence of heavy snow in Honam area based on the MOS(model output statistic) method. For our study daily amount of snow cover at 17 stations during the cold season (November to March) in 2001 to 2005 and Corresponding 45 RDAPS outputs are used. Logistic regression model and neural networks are applied to predict the probability of occurrence of Heavy snow. Based on the distribution of estimated probabilities, optimal thresholds are determined via true shill score. According to the results of comparison the logistic regression model is recommended.

Bayesian Model Selection for Support Vector Regression using the Evidence Framework

  • Hwang, Chang-Ha;Seok, Kyung-Ha
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.813-820
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    • 1999
  • Supprot vector machine(SVM) is a new and very promising regression and classification technique developed by Vapnik and his group at AT&T Bell Laboratories. in this paper we provide a brief overview of SVM for regression. Furthermore we describe Bayesian model selection based on macKay's evidence framework for SVM regression.

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Bayesian Typhoon Track Prediction Using Wind Vector Data

  • Han, Minkyu;Lee, Jaeyong
    • Communications for Statistical Applications and Methods
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    • 제22권3호
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    • pp.241-253
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    • 2015
  • In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

퍼지 선형회귀모형과 응용 (Fuzzy linear regression model and its application)

  • 이성호;홍덕헌
    • 응용통계연구
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    • 제10권2호
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    • pp.403-411
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    • 1997
  • 본 연구에서는 시스템을 지배하는 변수들에 대한 자료가 부정확하거나 애매모호한 경우에 통계적 회귀모형의 대안으로서 제안된 퍼지 회귀모형과 그 모수 추정을 살펴본다. 그리고 사례연구를 통하여 퍼지 회귀모형의 장단점을 이해하고 결과를 비교해본다.

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