• Title/Summary/Keyword: Statistical Selection Method

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Unified methods for variable selection and outlier detection in a linear regression

  • Seo, Han Son
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.575-582
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    • 2019
  • The problem of selecting variables in the presence of outliers is considered. Variable selection and outlier detection are not separable problems because each observation affects the fitted regression equation differently and has a different influence on each variable. We suggest a simultaneous method for variable selection and outlier detection in a linear regression model. The suggested procedure uses a sequential method to detect outliers and uses all possible subset regressions for model selections. A simplified version of the procedure is also proposed to reduce the computational burden. The procedures are compared to other variable selection methods using real data sets known to contain outliers. Examples show that the proposed procedures are effective and superior to robust algorithms in selecting the best model.

Variable Selection with Nonconcave Penalty Function on Reduced-Rank Regression

  • Jung, Sang Yong;Park, Chongsun
    • Communications for Statistical Applications and Methods
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    • v.22 no.1
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    • pp.41-54
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    • 2015
  • In this article, we propose nonconcave penalties on a reduced-rank regression model to select variables and estimate coefficients simultaneously. We apply HARD (hard thresholding) and SCAD (smoothly clipped absolute deviation) symmetric penalty functions with singularities at the origin, and bounded by a constant to reduce bias. In our simulation study and real data analysis, the new method is compared with an existing variable selection method using $L_1$ penalty that exhibits competitive performance in prediction and variable selection. Instead of using only one type of penalty function, we use two or three penalty functions simultaneously and take advantages of various types of penalty functions together to select relevant predictors and estimation to improve the overall performance of model fitting.

Penalized variable selection for accelerated failure time models

  • Park, Eunyoung;Ha, Il Do
    • Communications for Statistical Applications and Methods
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    • v.25 no.6
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    • pp.591-604
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    • 2018
  • The accelerated failure time (AFT) model is a linear model under the log-transformation of survival time that has been introduced as a useful alternative to the proportional hazards (PH) model. In this paper we propose variable-selection procedures of fixed effects in a parametric AFT model using penalized likelihood approaches. We use three popular penalty functions, least absolute shrinkage and selection operator (LASSO), adaptive LASSO and smoothly clipped absolute deviation (SCAD). With these procedures we can select important variables and estimate the fixed effects at the same time. The performance of the proposed method is evaluated using simulation studies, including the investigation of impact of misspecifying the assumed distribution. The proposed method is illustrated with a primary biliary cirrhosis (PBC) data set.

Efficient estimation and variable selection for partially linear single-index-coefficient regression models

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.69-78
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    • 2019
  • A structured model with both single-index and varying coefficients is a powerful tool in modeling high dimensional data. It has been widely used because the single-index can overcome the curse of dimensionality and varying coefficients can allow nonlinear interaction effects in the model. For high dimensional index vectors, variable selection becomes an important question in the model building process. In this paper, we propose an efficient estimation and a variable selection method based on a smoothing spline approach in a partially linear single-index-coefficient regression model. We also propose an efficient algorithm for simultaneously estimating the coefficient functions in a data-adaptive lower-dimensional approximation space and selecting significant variables in the index with the adaptive LASSO penalty. The empirical performance of the proposed method is illustrated with simulated and real data examples.

Estimating dose-response curves using splines: a nonparametric Bayesian knot selection method

  • Lee, Jiwon;Kim, Yongku;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.287-299
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    • 2022
  • In radiation epidemiology, the excess relative risk (ERR) model is used to determine the dose-response relationship. In general, the dose-response relationship for the ERR model is assumed to be linear, linear-quadratic, linear-threshold, quadratic, and so on. However, since none of these functions dominate other functions for expressing the dose-response relationship, a Bayesian semiparametric method using splines has recently been proposed. Thus, we improve the Bayesian semiparametric method for the selection of the tuning parameters for splines as the number and location of knots using a Bayesian knot selection method. Equally spaced knots cannot capture the characteristic of radiation exposed dose distribution which is highly skewed in general. Therefore, we propose a nonparametric Bayesian knot selection method based on a Dirichlet process mixture model. Inference of the spline coefficients after obtaining the number and location of knots is performed in the Bayesian framework. We apply this approach to the life span study cohort data from the radiation effects research foundation in Japan, and the results illustrate that the proposed method provides competitive curve estimates for the dose-response curve and relatively stable credible intervals for the curve.

A Study of Factors Influencing Delivery Methods Selection on Public Construction Projects (공공공사 발주방식 선정에 영향을 미치는 요인 연구)

  • Kim, Dae-gil;Lee, Ung-Kyun;Lee, Hak-Joo
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2014.11a
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    • pp.218-219
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    • 2014
  • The selection of an appropriate contract method is vital for the successful operation of the project. However, there has been a lack of studies on objective decision making support models for use in the planning stage of a project contract. The present study had the goal of analyzing the factors that influence contract method selection, as an initial study for developing a project contract method selection model. The existing related studies were analyzed, and the factors considered in the literature were selected. Then, based on the findings, the opinions of an expert group on the important factors for contract method selection were collected through a survey. The collected opinions were analyzed using factor analysis, a statistical analysis method. The results will be utilized in the future as preliminary data for developing a decision making model for selecting a contract method.

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Selection of Threshold for Complex Objects Representation from the H,K Curvatures (H,K곡률에서 세밀한 물체의 표현을 위한 임계치의 선정)

  • 조동욱
    • Proceedings of the Korea Contents Association Conference
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    • 2003.05a
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    • pp.426-429
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    • 2003
  • This paper proposes the threshold value selection for surface classification of 3-dimensional objects. Pre-existing method which uses the H-curvature and K-curvature has limitation in the practical threshold value selection. For this, this paper proposes the threshold value selection by the statistical method. Finally, the effectiveness of this paper demonstrated by experiment.

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An Additive Sparse Penalty for Variable Selection in High-Dimensional Linear Regression Model

  • Lee, Sangin
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.147-157
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    • 2015
  • We consider a sparse high-dimensional linear regression model. Penalized methods using LASSO or non-convex penalties have been widely used for variable selection and estimation in high-dimensional regression models. In penalized regression, the selection and prediction performances depend on which penalty function is used. For example, it is known that LASSO has a good prediction performance but tends to select more variables than necessary. In this paper, we propose an additive sparse penalty for variable selection using a combination of LASSO and minimax concave penalties (MCP). The proposed penalty is designed for good properties of both LASSO and MCP.We develop an efficient algorithm to compute the proposed estimator by combining a concave convex procedure and coordinate descent algorithm. Numerical studies show that the proposed method has better selection and prediction performances compared to other penalized methods.

Fast Multiple Reference Frame Selection Method for Motion Estimation and Compensation in Video Coding (동영상 부호화의 움직임 추정 및 보상을 위한 고속 다중 참조 프레임 선택 기법)

  • Kim, Jae-Hoon;Kim, Myoung-Jin;Hong, Min-Cheol
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.11C
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    • pp.1066-1072
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    • 2007
  • In this paper, we propose a fast multiple reference frame selection method for motion estimation and compensation in video coding. Reference frames selected as an optimal reference frame by variable block sizes motion estimation have the statistical characteristic that was based on block size. Using the statistical characteristic, reference frames for smaller block size motion estimation can be selected from reference frame which was decided as an optimal one for the upper layer block size. Simulation results show that the proposal method decreased the computations about 60%. Nevertheless, PSNR and bit rate were almost same as the performances of original H.264 multiple reference motion estimation.

A Study on Classifications of Remote Sensed Multispectral Image Data using Soft Computing Technique - Stressed on Rough Sets - (소프트 컴퓨팅기술을 이용한 원격탐사 다중 분광 이미지 데이터의 분류에 관한 연구 -Rough 집합을 중심으로-)

  • Won Sung-Hyun
    • Management & Information Systems Review
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    • v.3
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    • pp.15-45
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    • 1999
  • Processing techniques of remote sensed image data using computer have been recognized very necessary techniques to all social fields, such as, environmental observation, land cultivation, resource investigation, military trend grasp and agricultural product estimation, etc. Especially, accurate classification and analysis to remote sensed image da are important elements that can determine reliability of remote sensed image data processing systems, and many researches have been processed to improve these accuracy of classification and analysis. Traditionally, remote sensed image data processing systems have been processed 2 or 3 selected bands in multiple bands, in this time, their selection criterions are statistical separability or wavelength properties. But, it have be bring up the necessity of bands selection method by data distribution characteristics than traditional bands selection by wavelength properties or statistical separability. Because data sensing environments change from multispectral environments to hyperspectral environments. In this paper for efficient data classification in multispectral bands environment, a band feature extraction method using the Rough sets theory is proposed. First, we make a look up table from training data, and analyze the properties of experimental multispectral image data, then select the efficient band using indiscernibility relation of Rough set theory from analysis results. Proposed method is applied to LANDSAT TM data on 2 June 1992. From this, we show clustering trends that similar to traditional band selection results by wavelength properties, from this, we verify that can use the proposed method that centered on data properties to select the efficient bands, though data sensing environment change to hyperspectral band environments.

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