• 제목/요약/키워드: linear probability model

검색결과 225건 처리시간 0.026초

Variable Selection in Linear Random Effects Models for Normal Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제27권4호
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    • pp.407-420
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    • 1998
  • This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

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Quantitative Frameworks for Multivalent Macromolecular Interactions in Biological Linear Lattice Systems

  • Choi, Jaejun;Kim, Ryeonghyeon;Koh, Junseock
    • Molecules and Cells
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    • 제45권7호
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    • pp.444-453
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    • 2022
  • Multivalent macromolecular interactions underlie dynamic regulation of diverse biological processes in ever-changing cellular states. These interactions often involve binding of multiple proteins to a linear lattice including intrinsically disordered proteins and the chromosomal DNA with many repeating recognition motifs. Quantitative understanding of such multivalent interactions on a linear lattice is crucial for exploring their unique regulatory potentials in the cellular processes. In this review, the distinctive molecular features of the linear lattice system are first discussed with a particular focus on the overlapping nature of potential protein binding sites within a lattice. Then, we introduce two general quantitative frameworks, combinatorial and conditional probability models, dealing with the overlap problem and relating the binding parameters to the experimentally measurable properties of the linear lattice-protein interactions. To this end, we present two specific examples where the quantitative models have been applied and further extended to provide biological insights into specific cellular processes. In the first case, the conditional probability model was extended to highlight the significant impact of nonspecific binding of transcription factors to the chromosomal DNA on gene-specific transcriptional activities. The second case presents the recently developed combinatorial models to unravel the complex organization of target protein binding sites within an intrinsically disordered region (IDR) of a nucleoporin. In particular, these models have suggested a unique function of IDRs as a molecular switch coupling distinct cellular processes. The quantitative models reviewed here are envisioned to further advance for dissection and functional studies of more complex systems including phase-separated biomolecular condensates.

Seismic damage vulnerability of empirical composite material structure of adobe and timber

  • Si-Qi Li
    • Earthquakes and Structures
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    • 제25권6호
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    • pp.429-442
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    • 2023
  • To study the seismic vulnerability of the composite material structure of adobe and timber, we collected and statistically analysed empirical observation samples of 542,214,937 m2 and 467,177 buildings that were significantly impacted during the 179 earthquakes that occurred in mainland China from 1976 to 2010. In multi-intensity regions, combined with numerical analysis and a probability model, a non-linear continuous regression model of the vulnerability, considering the empirical seismic damage area (number of buildings) and the ratio of seismic damage, was established. Moreover, a probability matrix model of the empirical seismic damage mean value was provided. Considering the coupling effect of the annual and seismic fortification factors, an empirical seismic vulnerability curve model was constructed in the multiple-intensity regions. A probability matrix model of the mean vulnerability index (MVI) was proposed, and was validated through the above-mentioned reconnaissance sample data. A matrix model of the MVI of the regions (19 provinces in mainland China) based on the parameter (MVI) was established.

A Study on the Determinants of Free Trade Agreement in South Korea: Evidence from Asian Countries

  • He, Yugang
    • 유통과학연구
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    • 제16권11호
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    • pp.37-45
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    • 2018
  • Purpose - Recently, large quantities of factors have affected the signing of the Free Trade Agreement between two countries. Due to this background, this paper selects South Korea as an example to explore the determinants of Free Trade Agreement from Asian countries. Research design, data, and methodology - A cross sectional data of 2016 will be employed and some variables such as real income and GDP will be used to run an empirical analysis under the linear probability model, probit model and logit model. Results - The findings show that the Asian countries' exchange rate regime, real income, GDP and so forth can increase the probability of signing the Free Trade Agreement with Asian countries. Conversely, the distance can lower the probability of signing the Free Trade Agreement with Asian countries. Meanwhile, although the Asian countries' import, consumer price index and population also can affect the probability of signing the Free Trade Agreement with Asian countries, the estimated coefficients are not statistically significant at 5% level. Conclusions - According to the empirical results, this paper provides a new scope for South Korea's government to sign the Free Trade Agreement with other Asian countries.

베이지안 추론을 이용한 VLOC 모형선 구조응답의 확률론적 시계열 예측 (Probabilistic Time Series Forecast of VLOC Model Using Bayesian Inference)

  • 손재현;김유일
    • 대한조선학회논문집
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    • 제57권5호
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    • pp.305-311
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    • 2020
  • This study presents a probabilistic time series forecast of ship structural response using Bayesian inference combined with Volterra linear model. The structural response of a ship exposed to irregular wave excitation was represented by a linear Volterra model and unknown uncertainties were taken care by probability distribution of time series. To achieve the goal, Volterra series of first order was expanded to a linear combination of Laguerre functions and the probability distribution of Laguerre coefficients is estimated using the prepared data by treating Laguerre coefficients as random variables. In order to check the validity of the proposed methodology, it was applied to a linear oscillator model containing damping uncertainties, and also applied to model test data obtained by segmented hull model of 400,000 DWT VLOC as a practical problem.

마찰감쇠기-가새 시스템의 확률분포 기반 등가선형화에 관한 실험적 연구 (Experimental Study on the Probability-based Equivalent Linearization of a Friction Damper-Brace System)

  • 강경수;박지훈
    • 한국소음진동공학회논문집
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    • 제16권4호
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    • pp.394-403
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    • 2006
  • A new equivalent linearization technique is proposed for a friction damper-brace system (FDBS) idealized as a elastoplastic system. The equivalent linearization technique utilizes secant stiffness and dissipated energy defined by the probability distribution of the extremal displacement of the FDBS. In addition, a conversion scheme is proposed so that an equivalent linear system is designed first and converted to the FDBS. For comparative study, an existing model update technique based on system identification is modified in a form appropriate to update single element. For the purpose of verification, shaking table tests of a small scale three-story shear building model, in which a rotational FDBS is installed, are conducted and equivalent linear systems are obtained using the proposed technique and the model update technique. Complex eigenvalue analysis is conducted for those equivalent linear systems, and the natural frequencies and modal damping ratios are compared with those obtained from system identification. Additionally, RMS and peak responses obtained from time history analysis of the equivalent linear systems are compared with measured ones.

지상기동 장비용 미사일 경고 레이더의 성능 평가 (The Performance Evaluation of Missile Warning Radar for GVES)

  • 박규철;홍성용
    • 한국전자파학회논문지
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    • 제20권12호
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    • pp.1333-1339
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    • 2009
  • 지상기동 장비에 장착되는 미사일 경고 레이더는 탐지된 표적에 의한 위협을 효과적으로 판단해야 한다. 본 논문에서는 위협 판단 기법인 선형 근사 알고리즘과 가중 선형 근사 알고리즘에 대해 확률 모델을 적용한 시뮬레이션을 통해 성능을 평가하였다. 또한 실제 측정을 통해 위협 판단 알고리즘의 타당성을 확인하였다.

기술금융을 위한 부실 가능성 예측 최적 판별모형에 대한 연구 (A Study on the Optimal Discriminant Model Predicting the likelihood of Insolvency for Technology Financing)

  • 성웅현
    • 기술혁신학회지
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    • 제10권2호
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    • pp.183-205
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    • 2007
  • 본 연구는 기술력평가에 근거해서 중소기업 부실예측 가능성을 사전에 예측할 수 있는 최적 판별 모형을 개발 제안하였다. 판별모형에 포함될 설명변수는 요인분석과 판별모형의 단계별 선택방법에 의하여 선정되었다. 분석결과 선형판별모형이 로지스틱판별모형보다 임계확률 관점에서 적절한 것으로 나타났다. 최적 선형판별모형의 분류 정분류율은 70.4%, 분류 예측력은 67.5%로 나타났다. 최적 선형판별모형의 활용도를 높이기 위해서 확실 범주와 유보범주를 구분할 수 있는 경계값을 설정하였다. 분석결과를 활용하면 기술금융 취급기관은 부실위험 평가와 더불어 기술금융 신청기업의 순위를 부여할 때 유용하게 사용할 수 있을 것으로 기대된다.

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Unbiasedness or Statistical Efficiency: Comparison between One-stage Tobit of MLE and Two-step Tobit of OLS

  • Park, Sun-Young
    • International Journal of Human Ecology
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    • 제4권2호
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    • pp.77-87
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    • 2003
  • This paper tried to construct statistical and econometric models on the basis of economic theory in order to discuss the issue of statistical efficiency and unbiasedness including the sample selection bias correcting problem. Comparative analytical tool were one stage Tobit of Maximum Likelihood estimation and Heckman's two-step Tobit of Ordinary Least Squares. The results showed that the adequacy of model for the analysis on demand and choice, we believe that there is no big difference in explanatory variables between the first selection model and the second linear probability model. Since the Lambda, the self- selectivity correction factor, in the Type II Tobit is not statistically significant, there is no self-selectivity in the Type II Tobit model, indicating that Type I Tobit model would give us better explanation in the demand for and choice which is less complicated statistical method rather than type II model.

Semiparametric Evaluation of Environmental Goods: Local Linear Model Approach

  • Jeong, Ki-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.209-216
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    • 2003
  • Contingent valuation method (CVM) is a main evaluation method of nonmarket goods for which markets either do not exist at all or do exist only incompletely; an example is environmental good. A dichotomous choice approach, the most popular type of CVM in environmental economics, employs binary discrete choice models as statistical estimation models. In this paper, we propose a semiparametric dichotomous choice CVM method using local linear model of Fan and Gijbels (1996) in which probability distribution of error term is specified parametrically but latent structural function is specified nonparametrically. The computation procedures of the proposed method are illustrated with a simple design of simulations.

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