• Title/Summary/Keyword: mixture regression

Search Result 209, Processing Time 0.036 seconds

Linear regression under log-concave and Gaussian scale mixture errors: comparative study

  • Kim, Sunyul;Seo, Byungtae
    • Communications for Statistical Applications and Methods
    • /
    • v.25 no.6
    • /
    • pp.633-645
    • /
    • 2018
  • Gaussian error distributions are a common choice in traditional regression models for the maximum likelihood (ML) method. However, this distributional assumption is often suspicious especially when the error distribution is skewed or has heavy tails. In both cases, the ML method under normality could break down or lose efficiency. In this paper, we consider the log-concave and Gaussian scale mixture distributions for error distributions. For the log-concave errors, we propose to use a smoothed maximum likelihood estimator for stable and faster computation. Based on this, we perform comparative simulation studies to see the performance of coefficient estimates under normal, Gaussian scale mixture, and log-concave errors. In addition, we also consider real data analysis using Stack loss plant data and Korean labor and income panel data.

Analysis of Variables Affecting on Customer Loyalty by Market Segments for the Korean Open Air Market Using Mixture Regression Model (Mixture Regression Model을 이용한 재래시장의 세분집단별 고객충성도에 미치는 영향 변수 분석)

  • Kim, Jong-Kook;Park, Youn-Jae;Park, Ju-Young;Choi, Ja-Young
    • Journal of Distribution Research
    • /
    • v.12 no.4
    • /
    • pp.1-25
    • /
    • 2007
  • The purpose of this study is to provide the strategic implication of the Korean open air market by examining the factors affecting customer loyalty for various market segments as their competitive environment becomes more turbulent. We have undertaken empirical research that uses the methodology of a mixture regression modeling, as a way to ascertain the determinants of customer loyalty toward the Korean open air market, which should form the base of strategy for each segment. We construct a mixture regression model which uses perceived the Korean open air market value dimensions as explanatory variables, an income as a covariate variable, and a customer loyalty as a dependent variable. The analysis of results show that customers are statistically divided into four segments: 'Accessibility'(33.7%), 'Price'(29.7%), 'Shopping environment,'(22.0%), and 'Merchandising,'(14.5%) groups. The findings also showed that parameter estimates are different for each group, which indicates that the sensitivity to changes in the Korean traditional market perceived value and the income variable affecting customer loyalty vary among segments.

  • PDF

Tree Size Distribution Modelling: Moving from Complexity to Finite Mixture

  • Ogana, Friday Nwabueze;Chukwu, Onyekachi;Ajayi, Samuel
    • Journal of Forest and Environmental Science
    • /
    • v.36 no.1
    • /
    • pp.7-16
    • /
    • 2020
  • Tree size distribution modelling is an integral part of forest management. Most distribution yield systems rely on some flexible probability models. In this study, a simple finite mixture of two components two-parameter Weibull distribution was compared with complex four-parameter distributions in terms of their fitness to predict tree size distribution of teak (Tectona grandis Linn f) plantations. Also, a system of equation was developed using Seemingly Unrelated Regression wherein the size distributions of the stand were predicted. Generalized beta, Johnson's SB, Logit-Logistic and generalized Weibull distributions were the four-parameter distributions considered. The Kolmogorov-Smirnov test and negative log-likelihood value were used to assess the distributions. The results show that the simple finite mixture outperformed the four-parameter distributions especially in stands that are bimodal and heavily skewed. Twelve models were developed in the system of equation-one for predicting mean diameter, seven for predicting percentiles and four for predicting the parameters of the finite mixture distribution. Predictions from the system of equation are reasonable and compare well with observed distributions of the stand. This simplified mixture would allow for wider application in distribution modelling and can also be integrated as component model in stand density management diagram.

A Bayesian Variable Selection Method for Binary Response Probit Regression

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
    • /
    • v.28 no.2
    • /
    • pp.167-182
    • /
    • 1999
  • This article is concerned with the selection of subsets of predictor variables to be included in building the binary response probit regression model. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the probit regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. The appropriate posterior probability of each subset of predictor variables is obtained through the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as the one with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

  • PDF

Automatic Cross-calibration of Multispectral Imagery with Airborne Hyperspectral Imagery Using Spectral Mixture Analysis

  • Yeji, Kim;Jaewan, Choi;Anjin, Chang;Yongil, Kim
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
    • /
    • v.33 no.3
    • /
    • pp.211-218
    • /
    • 2015
  • The analysis of remote sensing data depends on sensor specifications that provide accurate and consistent measurements. However, it is not easy to establish confidence and consistency in data that are analyzed by different sensors using various radiometric scales. For this reason, the cross-calibration method is used to calibrate remote sensing data with reference image data. In this study, we used an airborne hyperspectral image in order to calibrate a multispectral image. We presented an automatic cross-calibration method to calibrate a multispectral image using hyperspectral data and spectral mixture analysis. The spectral characteristics of the multispectral image were adjusted by linear regression analysis. Optimal endmember sets between two images were estimated by spectral mixture analysis for the linear regression analysis, and bands of hyperspectral image were aggregated based on the spectral response function of the two images. The results were evaluated by comparing the Root Mean Square Error (RMSE), the Spectral Angle Mapper (SAM), and average percentage differences. The results of this study showed that the proposed method corrected the spectral information in the multispectral data by using hyperspectral data, and its performance was similar to the manual cross-calibration. The proposed method demonstrated the possibility of automatic cross-calibration based on spectral mixture analysis.

The Reanalysis of the Donation Data Using the Zero-Inflated Possion Regression (0이 팽창된 포아송 회귀모형을 이용한 기부회수 자료의 재분석)

  • Kim, In-Young;Park, Tae-Kyu;Kim, Byung-Soo
    • The Korean Journal of Applied Statistics
    • /
    • v.22 no.4
    • /
    • pp.819-827
    • /
    • 2009
  • Kim et al. (2006) analyzed the donation data surveyed by Voluneteer 21 in year 2002 at South Korea using a Poisson regression based on the mixture of two Poissons and detected significant variables for affecting the number of donations. However, noting the large deviation between the predicted and the actual frequencies of zero, we developed in this note a Poisson regression model based on a distribution in which zero inflated Poisson was added to the mixture of two Poissons. Thus the population distribution is now a mixture of three Poissons in which one component is concentrated on zero mass. We used the EM algorithm for estimating the regression parameters and detected the same variables with Kim et al's for significantly affecting the response. However, we could estimate the proportion of the fixed zero group to be 0.201, which was the characteristic of this model. We also noted that among two significant variables, the income and the volunteer experience(yes, no), the second variable could be utilized as a strategric variable for promoting the donation.

Influence of Merchandise Composition on the Competitiveness for the Korean Open Air Market (재래시장의 상품구성이 재래시장 활성화에 미치는 영향)

  • Park, Ju-Young
    • Proceedings of the Korean DIstribution Association Conference
    • /
    • 2007.11a
    • /
    • pp.155-178
    • /
    • 2007
  • The purpose of this study is to provide the strategic implication of the Korean open air market by examining the factors affecting their competitiveness. I have undertaken empirical research that uses the methodology of a mixture regression modeling, as a way to ascertain the determinants of competitiveness for the Korean open air market. I construct a mixture regression model which uses the proportions of merchandise categories as explanatory variables and the number of visitors as a dependent variable. The analysis of results show that competitive and non-competitive markets have different proportions of merchandise categories. The finding shows that stock farm products and home appliances are major influencers on the number of visitors in neighborhood markets. The finding also presents that stock farm products and processed foods are major influencers on the number of visitors in small & medium-sized city markets.

  • PDF

A comparison of models for the quantal response on tumor incidence data in mixture experiments (계수적 반응을 갖는 종양 억제 혼합물 실험에서 모형 비교)

  • Kim, Jung Il
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.5
    • /
    • pp.1021-1026
    • /
    • 2017
  • Mixture experiments are commonly encountered in many fields including food, chemical and pharmaceutical industries. In mixture experiments, measured response depends on the proportions of the components present in the mixture and not on the amount of the mixture. Statistical analysis of the data from mixture experiments has mainly focused on a continuous response variable. In the example of quantal response data in mixture experiments, however, the tumor incidence data have been analyzed in Chen et al. (1996) to study the effects of 3 dietary components on the expression of mammary gland tumor. In this paper, we compared the logistic regression models with linear predictors such as second degree Scheffe polynomial model, Becker model and Akay model in terms of classification accuracy.

Two Bootstrap Confidence Intervals of Ridge Regression Estimators in Mixture Experiments (혼합물실험에서 능형회귀추정량에 대한 두 종류의 붓스트랩 신뢰구간)

  • Jang Dae-Heung
    • The Korean Journal of Applied Statistics
    • /
    • v.19 no.2
    • /
    • pp.339-347
    • /
    • 2006
  • In mixture experiments, performing experiments in highly constrained regions causes collinearity problems. We can use the ridge regression as a means for stabilizing the coefficient estimators in the fitted model. But there is no theory available on which to base statistical inference of ridge estimators. The bootstrap technique could be used to seek the confidence intervals for ridge estimators.

Study of the Gaussian Mixture Joint-Adaptive Heatmap Regression for Top-Down Human Pose Estimation (관절 적응형 Gaussian Mixture 히트맵 회귀법을 이용한 하향식 사람 자세 추정에 관한 연구)

  • Ong, Zhun-Gee;Cho, Jungchan;Choi, Sang-il
    • Proceedings of the Korean Society of Computer Information Conference
    • /
    • 2022.07a
    • /
    • pp.35-36
    • /
    • 2022
  • 본 논문은 딥러닝 사람 자세 추정 모델이 사람의 관절 키포인트를 예측하는데 관절의 2차원 면적에 의해 키포인트별 𝜎, 즉, 표준 편차를 가지는 가우시안 커널(Gaussian Kernel)을 예측하는 방법을 제안한다. 각 관절 키포인트에 대해 다른 𝜎를 가지는 정답 히트맵(Ground Truth Heatmap)과 제안한 Gaussian Mixture Block를 모델에 추가해서 관절의 크기를 맞는 히트맵을 예측한다.

  • PDF