• Title/Summary/Keyword: least squares linear regression

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A comparison study of various robust regression estimators using simulation (시뮬레이션을 통한 다양한 로버스트 회귀추정량의 비교 연구)

  • Jang, Soohee;Yoon, Jungyeon;Chun, Heuiju
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.471-485
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    • 2016
  • Least squares (LS) regression is a classic method for regression that is optimal under assumptions of regression and usual observations. However, the presence of unusual data in the LS method leads to seriously distorted estimates. Therefore, various robust estimation methods are proposed to circumvent the limitations of traditional LS regression. Among these, there are M-estimators based on maximum likelihood estimation (MLE), L-estimators based on linear combinations of order statistics and R-estimators based on a linear combinations of the ordered residuals. In this paper, robust regression estimators with high breakdown point and/or with high efficiency are compared under several simulated situations. The paper analyses and compares distributions of estimates as well as relative efficiencies calculated from mean squared errors (MSE) in the simulation study. We conclude that MM-estimators or GR-estimators are a good choice for the real data application.

Metabolic Signatures of Adrenal Steroids in Preeclamptic Serum and Placenta Using Weighting Factor-Dependent Acquisitions

  • Lee, Chaelin;Oh, Min-Jeong;Cho, Geum Joon;Byun, Dong Jun;Seo, Hong Seog;Choi, Man Ho
    • Mass Spectrometry Letters
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    • v.13 no.1
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    • pp.11-19
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    • 2022
  • Although translational research is referred to clinical chemistry measures, correct weighting factors for linear and quadratic calibration curves with least-squares regression algorithm have not been carefully considered in bioanalytical assays yet. The objective of this study was to identify steroidogenic roles in preeclampsia and verify accuracy of quantitative results by comparing two different linear regression models with weighting factor of 1 and 1/x2. A liquid chromatography-mass spectrometry (LC-MS)-based adrenal steroid assay was conducted to reveal metabolic signatures of preeclampsia in both serum and placenta samples obtained 15 preeclamptic patients and 17 age-matched control pregnant women (33.9 ± 4.2 vs. 32.8 ± 5.6 yr, respectively) at 34~36 gestational weeks. Percent biases in the unweighted model (wi = 1) were inversely proportional to concentrations (-739.4 ~ 852.9%) while those of weighted regression (wi = 1/x2) were < 18% for all variables. The optimized LC-MS combined with the weighted linear regression resulted in significantly increased maternal serum levels of pregnenolone, 21-deoxycortisol, and tetrahydrocortisone (P < 0.05 for all) in preeclampsia. Serum metabolic ratio of (tetrahydrocortisol + allo-tetrahydrocortisol) / tetrahydrocortisone indicating 11β-hydroxysteroid dehydrogenase type 2 was decreased (P < 0.005) in patients. In placenta, local concentrations of androstenedione were changed while its metabolic ratio to 17α-hydroxyprogesterone responsible for 17,20-lyase activity was significantly decreased in patients (P = 0.002). The current bioanalytical LC-MS assay with corrected weighting factor of 1/x2 may provide reliable and accurate quantitative outcomes, suggesting altered steroidogenesis in preeclampsia patients at late gestational weeks in the third trimester.

Precipitation Analysis Based on Spatial Linear Regression Model (공간적 상관구조를 포함하는 선형회귀모형을 이용한 강수량 자료 분석)

  • Jung, Ji-Young;Jin, Seo-Hoon;Park, Man-Sik
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.1093-1107
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    • 2008
  • In this study, we considered linear regression model with various spatial dependency structures in order to make more reliable prediction of precipitation in South Korea. The prediction approaches are based on semi-variogram models fitted by least-squares estimation method and restricted maximum likelihood estimation method. We validated some candidate models from the two different estimation methods in terms of cross-validation and comparison between predicted values and observed values measured at different locations.

Optimal Minimum Bias Designs for Model Discrimination

  • Park, Joong-Yang
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.339-351
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    • 1998
  • Designs for discriminating between two linear regression models are studied under $\Lambda$-type optimalities maximizing the measure for the lack of fit for the designs with fixed model inadequacy. The problem of selecting an appropriate $\Lambda$-type optimalities is shown to be closely related to the estimation method. $\Lambda$-type optimalities for the least squares and minimum bias estimation methods are considered. The minimum bias designs are suggested for the designs invariant with respect to the two estimation methods. First order minimum bias designs optimal under $\Lambda$-type optimalities are then derived. Finally for the case where the lack of fit test is significant, an approach to the construction of a second order design accommodating the optimal first order minimum bias design is illustrated.

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Comparison of Structural Change Tests in Linear Regression Models

  • Kim, Jae-Hee
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1197-1211
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    • 2011
  • The actual power performance of historical structural change tests are compared under various alternatives. The tests of interest are F, CUSUM, MOSUM, Moving Estimates and empirical distribution function tests with both recursive and ordinary least-squares residuals. Our comparison of the structural tests involves limiting distributions under the hypothesis, the ability to detect the alternative hypotheses under one or double structural change, and smooth change in parameters. Even though no version is uniformly superior to the other, the knowledge about the properties of those tests and connections between these tests can be used in practical structural change tests and in further research on other change tests.

Comparison of Performance of Models to Predict Hardness of Tomato using Spectroscopic Data of Reflectance and Transmittance (토마토 반사광과 투과광 스펙트럼 분석에 의한 경도 예측 성능 비교)

  • Kim, Young-Tae;Suh, Sang-Ryong
    • Journal of Biosystems Engineering
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    • v.33 no.1
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    • pp.63-68
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    • 2008
  • This study was carried out to find a useful method to predict hardness of tomato using optical spectrum data. Optical spectrum of reflectance and transmittance data were collected processed by 9 kind of preprocessing methods-normalizations of mean, maximum and range, SNV (standard normal variate), MSC (multiplicative scatter correction), the first derivative and second derivative of Savitzky-Golay and Norris-Gap. With the preprocessed and non-processed original spectrum data, prediction models of hardness of tomato were developed using analytical tools of PLS (partial least squares) and MLR (multiple linear regression) and tested for their validation. The test of validation resulted that the analytical tools of PLS and MLR output similar performances while the transmittance spectra showed much better result than the reflectance spectra.

3D Shape Recovery using Line Fitting (Line Fitting 을 이용한 삼차원 형상복원)

  • Shim, Seong-O;Malik, Aamir Saeed;Choi, Tae-Sun
    • Proceedings of the IEEK Conference
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    • 2008.06a
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    • pp.905-906
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    • 2008
  • This paper presents a method where the best focues points are calculated using line fitting. Two datasets are selected for each pixel based on the maximum value which is calculated using Laplacian operator. Then linear regression model is used to find lines that approximate these datasets. The best fit lines are found using least squares method. After approximating the two lines, their intersection point is calculated and weights are assigned to calculate the new value for the depth map.

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Load Forecasting for Holidays using Fuzzy Least-Squares Linear Regression Algorithm (퍼지 최소자승 선형회귀분석 알고리즘을 이용한 특수일 전력수요예측)

  • Ku, Bon-Suk;Baek, Young-Sik;Song, Kyung-Bin
    • Proceedings of the KIEE Conference
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    • 2001.11b
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    • pp.51-53
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    • 2001
  • 전력 수요 예측은 전력 수급 안정과 양질의 전력을 공급하기 위한 필수 기법이며 경쟁적인 전력시장에서 전력요금과 밀접한 관련이 있다. 그러므로, 경쟁적인 전력시장 구조하의 시장 참여자에게 있어서 전력 수요 예측은 매우 관심 있는 사항이다. 최근의 전력 수요 예측 기법으로 예측한 오차율을 살펴보면 평일과는 다르게 특수일의 전력 수요예측은 평균 5%를 상회하는 수준으로 예측의 정확도가 평일 예측에 비해 크게 낮은데 이유는 특수일이 평일에 비하여 부하의 크기가 다소 낮게 나타나고 특수일 마다 계절적인 차이가 있으며 각각의 특수일 마다 고유한 부하의 특성이 있으므로 과거 데이터를 이용할 때 동일 특수일을 이용하게 되며 따라서 평일과는 다르게 일년 단위로 과거 데이터 값들이 취득되므로 오차율이 커진다. 따라서 데이터들을 퍼지화하여 선형계획법을 수행하여 평균 $2{\sim}3%$ 정도의 우수한 결과를 도출한 바 있다. 본 논문에서는 퍼지 선형회귀분석법을 이용한 예측 기법에 최소자승법을 도입하여 특수일 전력 수요예측의 정확도를 개선하였다.

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Analysis of periodontal data using mixed effects models

  • Cho, Young Il;Kim, Hae-Young
    • Journal of Periodontal and Implant Science
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    • v.45 no.1
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    • pp.2-7
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    • 2015
  • A fundamental problem in analyzing complex multilevel-structured periodontal data is the violation of independency among the observations, which is an assumption in traditional statistical models (e.g., analysis of variance and ordinary least squares regression). In many cases, aggregation (i.e., mean or sum scores) has been employed to overcome this problem. However, the aggregation approach still exhibits certain limitations, such as a loss of power and detailed information, no cross-level relationship analysis, and the potential for creating an ecological fallacy. In order to handle multilevel-structured data appropriately, mixed effects models have been introduced and employed in dental research using periodontal data. The use of mixed effects models might account for the potential bias due to the violation of the independency assumption as well as provide accurate estimates.

Elemental analysis of rice using laser-ablation sampling: Determination of rice-polishing degree

  • Yonghoon Lee
    • Analytical Science and Technology
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    • v.37 no.1
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    • pp.12-24
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    • 2024
  • In this study, laser-induced breakdown spectroscopy (LIBS) was used to estimate the degree of rice polishing. As-threshed rice seeds were dehusked and polished for different times, and the resulting grains were analyzed using LIBS. Various atomic, ionic, and molecular emissions were identified in the LIBS spectra. Their correlation with the amount of polished-off matter was investigated. Na I and Rb I emission line intensities showed linear sensitivity in the widest range of polished-off-matter amount. Thus, univariate models based on those lines were developed to predict the weight percent of polished-off matter and showed 3-5 % accuracy performances. Partial least squares-regression (PLS-R) was also applied to develop a multivariate model using Si I, Mg I, Ca I, Na I, K I, and Rb I emission lines. It outperformed the univariate models in prediction accuracy (2 %). Our results suggest that LIBS can be a reliable tool for authenticating the degree of rice polishing, which is closed related to nutrition, shelf life, appearance, and commercial value of rice products.