• Title/Summary/Keyword: Statistical regression model

Search Result 1,750, Processing Time 0.025 seconds

Weighted LS-SVM Regression for Right Censored Data

  • Kim, Dae-Hak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.3
    • /
    • pp.765-776
    • /
    • 2006
  • In this paper we propose an estimation method on the regression model with randomly censored observations of the training data set. The weighted least squares support vector machine regression is applied for the regression function estimation by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed estimation method.

Imputation Procedures in Weibull Regression Analysis in the presence of missing values

  • Kim Soon-kwi;Jeong Bong-Bin
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2001.11a
    • /
    • pp.143-148
    • /
    • 2001
  • A dataset having missing observations is often completed by using imputed values. In this paper the performances and accuracy of complete case methods and four imputation procedures are evaluated when missing values exist only on the response variables in the Weibull regression model. Our simulation results show that compared to other imputation procedures, in particular, hotdeck and Weibull regression imputation procedure can be well used to compensate for missing data. In addition an illustrative real data is given.

  • PDF

Support Vector Machine for Interval Regression

  • Hong Dug Hun;Hwang Changha
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2004.11a
    • /
    • pp.67-72
    • /
    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

  • PDF

A comparative study of the Gini coefficient estimators based on the regression approach

  • Mirzaei, Shahryar;Borzadaran, Gholam Reza Mohtashami;Amini, Mohammad;Jabbari, Hadi
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.4
    • /
    • pp.339-351
    • /
    • 2017
  • Resampling approaches were the first techniques employed to compute a variance for the Gini coefficient; however, many authors have shown that an analysis of the Gini coefficient and its corresponding variance can be obtained from a regression model. Despite the simplicity of the regression approach method to compute a standard error for the Gini coefficient, the use of the proposed regression model has been challenging in economics. Therefore in this paper, we focus on a comparative study among the regression approach and resampling techniques. The regression method is shown to overestimate the standard error of the Gini index. The simulations show that the Gini estimator based on the modified regression model is also consistent and asymptotically normal with less divergence from normal distribution than other resampling techniques.

Support Vector Machine for Linear Regression

  • Hwang, Changha;Seok, Kyungha
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.2
    • /
    • pp.337-344
    • /
    • 1999
  • Support vector machine(SVM) is a new and very promising regression and classification technique developed by Vapnik and his group at AT&T Bell laboratories. This article provides a brief overview of SVM focusing on linear regression. We explain from statistical point of view why SVM might be attractive and how this could be compared with other linear regression techniques. Furthermore. we explain model selection based on VC-theory.

  • PDF

Simultaneous outlier detection and variable selection via difference-based regression model and stochastic search variable selection

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
    • /
    • v.26 no.2
    • /
    • pp.149-161
    • /
    • 2019
  • In this article, we suggest the following approaches to simultaneous variable selection and outlier detection. First, we determine possible candidates for outliers using properties of an intercept estimator in a difference-based regression model, and the information of outliers is reflected in the multiple regression model adding mean shift parameters. Second, we select the best model from the model including the outlier candidates as predictors using stochastic search variable selection. Finally, we evaluate our method using simulations and real data analysis to yield promising results. In addition, we need to develop our method to make robust estimates. We will also to the nonparametric regression model for simultaneous outlier detection and variable selection.

Application of discrete Weibull regression model with multiple imputation

  • Yoo, Hanna
    • Communications for Statistical Applications and Methods
    • /
    • v.26 no.3
    • /
    • pp.325-336
    • /
    • 2019
  • In this article we extend the discrete Weibull regression model in the presence of missing data. Discrete Weibull regression models can be adapted to various type of dispersion data however, it is not widely used. Recently Yoo (Journal of the Korean Data and Information Science Society, 30, 11-22, 2019) adapted the discrete Weibull regression model using single imputation. We extend their studies by using multiple imputation also with several various settings and compare the results. The purpose of this study is to address the merit of using multiple imputation in the presence of missing data in discrete count data. We analyzed the seventh Korean National Health and Nutrition Examination Survey (KNHANES VII), from 2016 to assess the factors influencing the variable, 1 month hospital stay, and we compared the results using discrete Weibull regression model with those of Poisson, negative Binomial and zero-inflated Poisson regression models, which are widely used in count data analyses. The results showed that the discrete Weibull regression model using multiple imputation provided the best fit. We also performed simulation studies to show the accuracy of the discrete Weibull regression using multiple imputation given both under- and over-dispersed distribution, as well as varying missing rates and sample size. Sensitivity analysis showed the influence of mis-specification and the robustness of the discrete Weibull model. Using imputation with discrete Weibull regression to analyze discrete data will increase explanatory power and is widely applicable to various types of dispersion data with a unified model.

A comparison of Multilayer Perceptron with Logistic Regression for the Risk Factor Analysis of Type 2 Diabetes Mellitus (제2형 당뇨병의 위험인자 분석을 위한 다층 퍼셉트론과 로지스틱 회귀 모델의 비교)

  • 서혜숙;최진욱;이홍규
    • Journal of Biomedical Engineering Research
    • /
    • v.22 no.4
    • /
    • pp.369-375
    • /
    • 2001
  • The statistical regression model is one of the most frequently used clinical analysis methods. It has basic assumption of linearity, additivity and normal distribution of data. However, most of biological data in medical field are nonlinear and unevenly distributed. To overcome the discrepancy between the basic assumption of statistical model and actual biological data, we propose a new analytical method based on artificial neural network. The newly developed multilayer perceptron(MLP) is trained with 120 data set (60 normal, 60 patient). On applying test data, it shows the discrimination power of 0.76. The diabetic risk factors were also identified from the MLP neural network model and the logistic regression model. The signigicant risk factors identified by MLP model were post prandial glucose level(PP2), sex(male), fasting blood sugar(FBS) level, age, SBP, AC and WHR. Those from the regression model are sex(male), PP2, age and FBS. The combined risk factors can be identified using the MLP model. Those are total cholesterol and body weight, which is consistent with the result of other clinical studies. From this experiment we have learned that MLP can be applied to the combined risk factor analysis of biological data which can not be provided by the conventional statistical method.

  • PDF

Hybrid Fuzzy Least Squares Support Vector Machine Regression for Crisp Input and Fuzzy Output

  • Shim, Joo-Yong;Seok, Kyung-Ha;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
    • /
    • v.17 no.2
    • /
    • pp.141-151
    • /
    • 2010
  • Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

A New Deletion Criterion of Principal Components Regression with Orientations of the Parameters

  • Lee, Won-Woo
    • Journal of the Korean Statistical Society
    • /
    • v.16 no.2
    • /
    • pp.55-70
    • /
    • 1987
  • The principal components regression is one of the substitues for least squares method when there exists multicollinearity in the multiple linear regression model. It is observed graphically that the performance of the principal components regression is strongly dependent upon the values of the parameters. Accordingly, a new deletion criterion which determines proper principal components to be deleted from the analysis is developed and its usefulness is checked by simulations.

  • PDF