• Title/Summary/Keyword: logistic mixed model

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Estimation of Small Area Proportions Based on Logistic Mixed Model

  • Jeong, Kwang-Mo;Son, Jung-Hyun
    • The Korean Journal of Applied Statistics
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    • v.22 no.1
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    • pp.153-161
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    • 2009
  • We consider a logistic model with random effects as the superpopulation for estimating the small area pro-portions. The best linear unbiased predictor under linear mired model is popular in small area estimation. We use this type of estimator under logistic mixed motel for the small area proportions, on which the estimation of mean squared error is also discussed. Two kinds of estimation methods, the parametric bootstrap and the linear approximation will be compared through a Monte Carlo study in the respects of the normality assumption on the random effects distribution and also the magnitude of sample sizes on the approximation.

Development of a Mixed Chaotic Electric Arc Furnace Model (전력 품질 해석을 위한 개선된 전기아크로 모델 개발)

  • Jang, Gil-Soo;Wang, Weiguo;Lee, Byongjun;Kwon, Sae-Hyuk
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.50 no.2
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    • pp.90-95
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    • 2001
  • Electric arc furnaces (EAFs) has a process to cause the degradation of the electric power quality such as voltage flicker. In order to adequately understand and analyze the effects on the power system from these loads, obtaining an accurate representation of the characteristics of the loads is crucial. In this paper, a mixed chaotic EAF model to represent the low frequency and high frequency variations of the arc current respectively has been proposed. The Lorenz system may contribute to the low frequency components of arc current and the logistic equation may contribute to the high frequency components, and the proposed mixed model will be a combination of both Lorenz and logistic model. The concept of chaotic parameters, such as chaotic resistance, inductance of admittance has been also proposed for the characterization of arc furnace operation and the highly nonlinear physical processes. The power quality indices are calculated from the simulated waveforms and compared with the actual power quality indices statistics in order to illustrate the model's capabilities.

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Estimating small area proportions with kernel logistic regressions models

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.941-949
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    • 2014
  • Unit level logistic regression model with mixed effects has been used for estimating small area proportions, which treats the spatial effects as random effects and assumes linearity between the logistic link and the covariates. However, when the functional form of the relationship between the logistic link and the covariates is not linear, it may lead to biased estimators of the small area proportions. In this paper, we relax the linearity assumption and propose two types of kernel-based logistic regression models for estimating small area proportions. We also demonstrate the efficiency of our propose models using simulated data and real data.

Maximum likelihood estimation of Logistic random effects model (로지스틱 임의선형 혼합모형의 최대우도 추정법)

  • Kim, Minah;Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.957-981
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    • 2017
  • A generalized linear mixed model is an extension of a generalized linear model that allows random effect as well as provides flexibility in developing a suitable model when observations are correlated or when there are other underlying phenomena that contribute to resulting variability. We describe maximum likelihood estimation methods for logistic regression models that include random effects - the Laplace approximation, Gauss-Hermite quadrature, adaptive Gauss-Hermite quadrature, and pseudo-likelihood. Applications are provided with social science problems by analyzing the effect of mental health and life satisfaction on volunteer activities from Korean welfare panel data; in addition, we observe that the inclusion of random effects in the model leads to improved analyses with more reasonable inferences.

Geographically weighted kernel logistic regression for small area proportion estimation

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.531-538
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    • 2016
  • In this paper we deal with the small area estimation for the case that the response variables take binary values. The mixed effects models have been extensively studied for the small area estimation, which treats the spatial effects as random effects. However, when the spatial information of each area is given specifically as coordinates it is popular to use the geographically weighted logistic regression to incorporate the spatial information by assuming that the regression parameters vary spatially across areas. In this paper, relaxing the linearity assumption and propose a geographically weighted kernel logistic regression for estimating small area proportions by using basic principle of kernel machine. Numerical studies have been carried out to compare the performance of proposed method with other methods in estimating small area proportion.

Semiparametric kernel logistic regression with longitudinal data

  • Shim, Joo-Yong;Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.385-392
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    • 2012
  • Logistic regression is a well known binary classification method in the field of statistical learning. Mixed-effect regression models are widely used for the analysis of correlated data such as those found in longitudinal studies. We consider kernel extensions with semiparametric fixed effects and parametric random effects for the logistic regression. The estimation is performed through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of optimal hyperparameters, cross-validation techniques are employed. Numerical results are then presented to indicate the performance of the proposed procedure.

A Study on the Prediction Model for International Trade Payment Using Logistic Regression

  • Joo, Hye-Young;Lee, Dong-Jun
    • Journal of Korea Trade
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    • v.25 no.2
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    • pp.111-133
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    • 2021
  • Purpose - Although remittance payment in international trade settlements has played a bigger role in recent years, scant research is being done. This study is to zero in on analyzing determinants of international trade payments focused on remittance by constructing a payment prediction model. Design/methodology - This study categorizes the types of trade payments into advance remittance, post remittance, linked remittance, letter of credit, and mixed payment, and analyzes these after constructing a logit model. For empirical analysis, 147 survey data were collected for export manufacturers in Korea, and binominal logistic regression analysis was used to analyze the type of payment method the exporter chooses for trade transactions. Findings - The likelihood of choosing advance remittance increased as the exporters had non-recovery experiences with payments, and decreased as the market power of importers increased. The possibility of post remittance increased when the export amount was large and the character of the buyer was reliable. In the case of linked remittance, it was highly likely to be selected when payment efficiency was important in trade settlement. In addition, when competition among companies in the global market is intense and market uncertainty is high, the possibility of using a letter of credit decreases. It was also found that the greater the export amount, the greater the possibility of choosing advance remittance, and even if the transaction period was longer, exporters using a letter of credit continued to use it. Originality/value - Despite the high proportion of remittances in international trade settlements, it has been hard to find studies that reflect the practical characteristics of remittances. This study classified the types of remittance into advance remittance, post remittance, and linked remittance, and built a trade payment prediction model by adding a letter of credit and mixed payment. In addition, the originality of this study is recognized in that a logistic model was constructed and meaningful results were derived.

Nonlinear mixed models for characterization of growth trajectory of New Zealand rabbits raised in tropical climate

  • de Sousa, Vanusa Castro;Biagiotti, Daniel;Sarmento, Jose Lindenberg Rocha;Sena, Luciano Silva;Barroso, Priscila Alves;Barjud, Sued Felipe Lacerda;de Sousa Almeida, Marisa Karen;da Silva Santos, Natanael Pereira
    • Animal Bioscience
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    • v.35 no.5
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    • pp.648-658
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    • 2022
  • Objective: The identification of nonlinear mixed models that describe the growth trajectory of New Zealand rabbits was performed based on weight records and carcass measures obtained using ultrasonography. Methods: Phenotypic records of body weight (BW) and loin eye area (LEA) were collected from 66 animals raised in a didactic-productive module of cuniculture located in the southern Piaui state, Brazil. The following nonlinear models were tested considering fixed parameters: Brody, Gompertz, Logistic, Richards, Meloun 1, modified Michaelis-Menten, Santana, and von Bertalanffy. The coefficient of determination (R2), mean squared error, percentage of convergence of each model (%C), mean absolute deviation of residuals, Akaike information criterion (AIC), and Bayesian information criterion (BIC) were used to determine the best model. The model that best described the growth trajectory for each trait was also used under the context of mixed models, considering two parameters that admit biological interpretation (A and k) with random effects. Results: The von Bertalanffy model was the best fitting model for BW according to the highest value of R2 (0.98) and lowest values of AIC (6,675.30) and BIC (6,691.90). For LEA, the Logistic model was the most appropriate due to the results of R2 (0.52), AIC (783.90), and BIC (798.40) obtained using this model. The absolute growth rates estimated using the von Bertalanffy and Logistic models for BW and LEA were 21.51g/d and 3.16 cm2, respectively. The relative growth rates at the inflection point were 0.028 for BW (von Bertalanffy) and 0.014 for LEA (Logistic). Conclusion: The von Bertalanffy and Logistic models with random effect at the asymptotic weight are recommended for analysis of ponderal and carcass growth trajectories in New Zealand rabbits. The inclusion of random effects in the asymptotic weight and maturity rate improves the quality of fit in comparison to fixed models.

Logistic Regression Type Small Area Estimations Based on Relative Error

  • Hwang, Hee-Jin;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.24 no.3
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    • pp.445-453
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    • 2011
  • Almost all small area estimations are obtained by minimizing the mean squared error. Recently relative error prediction methods have been developed and adapted to small area estimation. Usually the estimators obtained by using relative error prediction is called a shrinkage estimator. Especially when data set consists of large range values, the shrinkage estimator is known as having good statistical properties and an easy interpretation. In this paper we study the shrinkage estimators based on logistic regression type estimators for small area estimation. Some simulation studies are performed and the Economically Active Population Survey data of 2005 is used for comparison.

Statistical micro matching using a multinomial logistic regression model for categorical data

  • Kim, Kangmin;Park, Mingue
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.507-517
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    • 2019
  • Statistical matching is a method of combining multiple sources of data that are extracted or surveyed from the same population. It can be used in situation when variables of interest are not jointly observed. It is a low-cost way to expect high-effects in terms of being able to create synthetic data using existing sources. In this paper, we propose the several statistical micro matching methods using a multinomial logistic regression model when all variables of interest are categorical or categorized ones, which is common in sample survey. Under conditional independence assumption (CIA), a mixed statistical matching method, which is useful when auxiliary information is not available, is proposed. We also propose a statistical matching method with auxiliary information that reduces the bias of the conventional matching methods suggested under CIA. Through a simulation study, proposed micro matching methods and conventional ones are compared. Simulation study shows that suggested matching methods outperform the existing ones especially when CIA does not hold.