• Title/Summary/Keyword: Weighted Least Square

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Design-based Properties of Least Square Estimators in Panel Regression Model (패널회귀모형에서 회귀계수 추정량의 설계기반 성질)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.12 no.3
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    • pp.49-62
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    • 2011
  • In this paper we investigate design-based properties of both the ordinary least square estimator and the weighted least square estimator for regression coefficients in panel regression model. We derive formulas of approximate bias, variance and mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator after linearization of least square estimators. Also we compare their magnitudes each other numerically through a simulation study. We consider a three years data of Korean Welfare Panel Study as a finite population and take household income as a dependent variable and choose 7 exploratory variables related household as independent variables in panel regression model. Then we calculate approximate bias, variance, mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator based on several sample sizes from 50 to 1,000 by 50. Through the simulation study we found some tendencies as follows. First, the mean square error of the ordinary least square estimator is getting larger than the variance of the weighted least square estimator as sample sizes increase. Next, the magnitude of mean square error of the ordinary least square estimator is depending on the magnitude of the bias of the estimator, which is large when the bias is large. Finally, with regard to approximate variance, variances of the ordinary least square estimator are smaller than those of the weighted least square estimator in many cases in the simulation.

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A Nonparametric Additive Risk Model Based on Splines

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.97-105
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    • 2007
  • We consider a nonparametric additive risk model that is based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huller and Mckeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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A Nonparametric Additive Risk Model Based On Splines

  • Park, Cheol-Yong
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.49-50
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    • 2006
  • We consider a nonparametric additive risk model that are based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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Approximate Variance of Least Square Estimators for Regression Coefficient under Inclusion Probability Proportional to Size Sampling (포함확률비례추출에서 회귀계수 최소제곱추정량의 근사분산)

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.23-32
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    • 2012
  • This paper deals with the bias and variance of regression coefficient estimators in a finite population. We derive approximate formulas for the bias, variance and mean square error of two estimators when we select a fixed-size inclusion probability proportional to the size sample and then estimate regression coefficients by the ordinary least square estimator as well as the weighted least square estimator based on the selected sample data. Necessary and sufficient conditions for the comparison of the two estimators in terms of variance and mean square error are suggested. In addition, a simple example is introduced to numerically compare the variance and mean square error of the two estimators.

A General Semiparametric Additive Risk Model

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.2
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    • pp.421-429
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    • 2008
  • We consider a general semiparametric additive risk model that consists of three components. They are parametric, purely and smoothly nonparametric components. In parametric component, time dependent term is known up to proportional constant. In purely nonparametric component, time dependent term is an unknown function, and time dependent term in smoothly nonparametric component is an unknown but smoothly function. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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Development of an AOA Location Method Using Self-tuning Weighted Least Square (자기동조 가중최소자승법을 이용한 AOA 측위 알고리즘 개발)

  • Lee, Sung-Ho;Kim, Dong-Hyouk;Roh, Gi-Hong;Park, Kyung-Soon;Sung, Tae-Kyung
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.7
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    • pp.683-687
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    • 2007
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and Closed-Form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-Form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a Self-Tuning Weighted Least Square AOA algorithm that is a modified version of the conventional Closed-Form solution. In order to estimate the error covariance matrix as a weight, a two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

An Efficient QCLS Positioning Method Using Weight Estimation for TDOA Measurements (TDOA 측정치를 이용한 가중치 추정방식의 QCLS 측위 방법)

  • Kim, Dong-Hyouk;Song, Seung-Hun,;Park, Kyoung-Soon;Sung, Tae-Kyung
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.44 no.4 s.316
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    • pp.1-7
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    • 2007
  • When the sensor geometry is poor, the user position estimate obtained by of GN (Gauss-Newton) method is often diverged in radio navigation. In other to avoid divergence problem QCLS (Quadratic Correction Least Square) method using TDOA (Time Difference of Arrival) measurements is introduced, but the estimation error is somewhat large. This paper presents the modified QCLS method using weighted least square. Since the weighting matrix is influenced by the unknown user position, two-step approach is employed in the proposed method. The weighting matrix is estimated in the first step using least square, and then find user position is obtained using weighted least square. Simulation results show that the performance of the proposed method is superior to the conventional QCLS all over the workspace.

Comparison of Active Sonar Target Positioning Performance and Optimal Sensor Arrangement (능동 소나 위치 추정 성능 비교 및 최적 수신망 배치)

  • 박치현;홍우영;고한석;김인익
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.3
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    • pp.224-232
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    • 2003
  • In this paper, efficient deployment method of sensors and target positioning performance with respect to measurement error are dealt with. Active sonar can be categorized into Monostatic, Bistatic, Multistatic sonar, and characteristics of respective sonar are different. Assuming that each sensor can receive range and angular information, we compare the performance of Monostatic, Bistatic, and Multistatic systems. And we suggest Weighted least square (WLS) which gives the weight to former case, LS. In particular. adopting suggested method we investigate the target positioning performance according to number of sensor, distance from transmitter to receiver, and propose efficient arrangement rule for Multistatic sonar configurations. According to the experimental results, RMSE of Multistatic sonar is found to be superior to Monostatic and Bistatic by 35.98%. 37.45% respectively, and WLS is superior to LS approximately by 7.4% in average. Furthermore, as the difference of respective sensor's variance is large, it is observed that the improvement ratio of target positioning performance is increased.

CONDITION NUMBERS WITH THEIR CONDITION NUMBERS FOR THE WEIGHTED MOORE-PENROSE INVERSE AND THE WEIGHTED LEAST SQUARES SOLUTION

  • Kang Wenhua;Xiang Hua
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.95-112
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    • 2006
  • In this paper, the authors investigate the condition number with their condition numbers for weighted Moore-Penrose inverse and weighted least squares solution of min /Ax - b/M, where A is a rank-deficient complex matrix in $C^{m{\times}n} $ and b a vector of length m in $C^m$, x a vector of length n in $C^n$. For the normwise condition number, the sensitivity of the relative condition number itself is studied, the componentwise perturbation is also investigated.

SPEECH ENHANCEMENT BY FREQUENCY-WEIGHTED BLOCK LMS ALGORITHM

  • Cho, D.H.
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1985.10a
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    • pp.87-94
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    • 1985
  • In this paper, enhancement of speech corrupted by additive white or colored noise is stuided. The nuconstrained frequency-domain block least-mean-square (UFBLMS) adaptation algorithm and its frequency-weighted version are newly applied to speech enhancement. For enhancement of speech degraded by white noise, the performance of the UFBLMS algorithm is superior to the spectral subtraction method or Wiener filtering technique by more than 3 dB in segmented frequency-weighted signal-to-noise ratio(FWSNERSEG) when SNR of speech is in the range of 0 to 10 dB. As for enhancement of noisy speech corrupted by colored noise, the UFBLMS algorithm is superior to that of the spectral subtraction method by about 3 to 5 dB in FWSNRSEG. Also, it yields better performance by about 2 dB in FWSNR and FWSNRSEG than that of time-domain least-mean-square (TLMS) adaptive prediction filter(APF). In view of the computational complexity and performance improvement in speech quality and intelligibility, the frequency-weighted UFBLMS algorithm appears to yield the best performance among various algorithms in enhancing noisy speech corrupted by white or colored noise.

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