• Title/Summary/Keyword: modified regression model

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Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk;Kim, Sooyeon
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.277-289
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    • 2003
  • We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

A comparative study of the Gini coefficient estimators based on the regression approach

  • Mirzaei, Shahryar;Borzadaran, Gholam Reza Mohtashami;Amini, Mohammad;Jabbari, Hadi
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.339-351
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    • 2017
  • Resampling approaches were the first techniques employed to compute a variance for the Gini coefficient; however, many authors have shown that an analysis of the Gini coefficient and its corresponding variance can be obtained from a regression model. Despite the simplicity of the regression approach method to compute a standard error for the Gini coefficient, the use of the proposed regression model has been challenging in economics. Therefore in this paper, we focus on a comparative study among the regression approach and resampling techniques. The regression method is shown to overestimate the standard error of the Gini index. The simulations show that the Gini estimator based on the modified regression model is also consistent and asymptotically normal with less divergence from normal distribution than other resampling techniques.

Generalized Exponential Regression Model with Randomly Censored Data (임의중도절단자료를 갖는 일반화된 지수회귀모형)

  • 하일도
    • Journal of Korea Society of Industrial Information Systems
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    • v.4 no.2
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    • pp.39-43
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    • 1999
  • We consider generalized exponential regression model with randomly censored data and propose a modified Fisher scoring method which estimates the model parameters. For this, the likelihood equations are derived and then the estimating algorithm is developed. We illustrate the proposed method using a real data.

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A Study on Change of Logistics in the region of Seoul, Incheon, Kyunggi (물류예측모형에 관한 연구 -수도권 물동량 예측을 중심으로-)

  • Roh Kyung-Ho
    • Management & Information Systems Review
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    • v.7
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    • pp.427-450
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    • 2001
  • This research suggests the estimation methodology of Logistics. This paper elucidates the main problems associated with estimation in the regression model. We review the methods for estimating the parameters in the model and introduce a modified procedure in which all models are fitted and combined to construct a combination of estimates. The resulting estimators are found to be as efficient as the maximum likelihood (ML) estimators in various cases. Our method requires more computations but has an advantage for large data sets. Also, it enables to detect particular features in the data structure. Examples of real data are used to illustrate the properties of the estimators. The backgrounds of estimation of logistic regression model is the increasing logistic environment importance today. In the first phase, we conduct an exploratory study to discuss 9 independent variables. In the second phase, we try to find the fittest logistic regression model. In the third phase, we calculate the logistic estimation using logistic regression model. The parameters of logistic regression model were estimated using ordinary least squares regression. The standard assumptions of OLS estimation were tested. The calculated value of the F-statistics for the logistic regression model is significant at the 5% level. The logistic regression model also explains a significant amount of variance in the dependent variable. The parameter estimates of the logistic regression model with t-statistics in parentheses are presented in Table. The object of this paper is to find the best logistic regression model to estimate the comparative accurate logistics.

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Measuring the Effects of Trust, Knowledge, Optimism, Risk and Benefits on Consumer Attitudes toward Genetically Modified Foods in the Jeonnam Area (전남지역에서 신뢰, 지식, 낙관성, 위험과 편익이 유전자 변형 음식에 대한 태도에 미치는 효과 측정)

  • Kang, Jong-Heon;Jeong, Hang-Jin
    • Journal of the Korean Society of Food Culture
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    • v.23 no.4
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    • pp.421-426
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    • 2008
  • The purpose of this study was to measure the effects of trust, knowledge, optimism, risk and benefits on consumer attitudes toward genetically modified foods. A total of 326 questionnaires were completed. Moderated regression analysis was used to measure the relationships among the variables. The analysis results for the data indicated a good model fit in Model 2 rather than Model 1, in which the direct effects of trust, optimism and benefits had statistically significant direct effects on the respondents' attitudes toward genetically modified foods, while the direct effects of knowledge and risk were not statistically significant. As expected, the interaction term of risk and benefit had a significant effect on consumer attitude. Moreover, the effect of risk on consumer's attitude toward genetically modified foods was statistically significant at all levels of benefit, except at the lower benefit level. Finally, the results of this study indicated that genetically modified food developers and marketers should attach importance to the interaction effect of benefits to understand the elements of market demand and customer loyalty.

A Modified Logistic Regression Model for Probabilistic Prediction of Debris Flow at the Granitic Rock Area and Its Application; Landslide Prediction Map of Gangreung Area (화강암질암지역 토석류 산사태 예측을 위한 로지스틱 회귀모델의 수정 및 적용 - 강릉지역을 대상으로)

  • Cho, Yong-Chan;Chae, Byung-Gon;Kim, Won-Young;Chang, Tae-Woo
    • Economic and Environmental Geology
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    • v.40 no.1 s.182
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    • pp.115-128
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    • 2007
  • This study proposed a modified logistic regression model for a probabilistic prediction of debris flow on natural terrain at the granitic rock area. The modified model dose not contain any categorical factors that were used in the previous model and secured higher reliability of prediction than that of the previous one. The modified model is composed of lithology, two factors of geomorphology, and three factors of soil property. Verification result shows that the prediction reliability is more than 86%. Using the modified regression model, the landslide prediction maps were established. In case of Sacheon area, the prediction map showed that the landslide occurrence was not well corresponded with the model since, even though the forest-fred area was distributed on the center of the model, no factors were considered for the landslide predictions. On the other hand, the prediction model was well corresponded with landslide occurrence at Jumunjin-Yeongok area. The prediction model developed in this study has very high availability to employ in other granitic areas.

Fuzzy c-Logistic Regression Model in the Presence of Noise Cluster

  • Alanzado, Arnold C.;Miyamoto, Sadaaki
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.431-434
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    • 2003
  • In this paper we introduce a modified objective function for fuzzy c-means clustering with logistic regression model in the presence of noise cluster. The logistic regression model is commonly used to describe the effect of one or several explanatory variables on a binary response variable. In real application there is very often no sharp boundary between clusters so that fuzzy clustering is often better suited for the data.

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Estimating the Nature of Relationship of Entrepreneurship and Business Confidence on Youth Unemployment in the Philippines

  • CAMBA, Aileen L.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.8
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    • pp.533-542
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    • 2020
  • This study estimates the nature of the relationship of entrepreneurship and business confidence on youth unemployment in the Philippines over the 2001-2017 period. The paper employed a range of cointegrating regression models, namely, autoregressive distributed lag (ARDL) bounds testing approach, Johansen-Juselius (JJ) and Engle-Granger (EG) cointegration models, dynamic OLS, fully modified OLS, and canonical cointegrating regression (CCR) estimation techniques. The Granger causality based on error correction model (ECM) was also performed to determine the causal link of entrepreneurship and business confidence on youth unemployment. The ARDL bounds testing approach, Johansen-Juselius (JJ) and Engle-Granger (EG) cointegration models confirmed the existence of long-run equilibrium relationship of entrepreneurship and business confidence on youth unemployment. The long-run coefficients from JJ and dynamic OLS show significant long-run and positive relationship of entrepreneurship and business confidence on youth unemployment. While results of the long-run coefficients from fully modified OLS and canonical cointegrating regression (CCR) found that only entrepreneurship has significant and positive relationship with youth unemployment in the long-run. The Granger causality based on error correction model (ECM) estimates show evidence of long-run causal relationship of entrepreneurship and business confidence on youth unemployment. In the short-run, increases in entrepreneurship and business confidence causes youth unemployment to decrease.

On Information Criteria in Linear Regression Model

  • Park, Man-Sik
    • The Korean Journal of Applied Statistics
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    • v.22 no.1
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    • pp.197-204
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    • 2009
  • In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

Estimation of High Resolution Daily Precipitation Using a Modified PRISM Model (개선된 PRISM 모형을 이용한 고해상도 일강수량 추정)

  • Kim, Jong Pil;Lee, Woo-Seop;Cho, Hyungon;Kim, Gwangseob
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.4
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    • pp.1139-1150
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    • 2014
  • This study modified the Parameter-elevation Regression on Independent Slopes Model (PRISM) and investigated the applicability of the modified model (M-PRISM) in estimating $1km{\times}1km$ gridded daily precipitation over South Korea. The model parameters of M-PRISM were estimated by regression curves and were validated using the Jackknife method at the Korean Meteorological Administration (KMA) stations. The results indicate that M-RPISM shows better performance in estimating the frequency of daily precipitation than PRISM while M-PRISM has similar performance to PRISM in estimating the daily precipitation amount. Thus the M-PRISM model proposed in this study can be very useful to estimate high resolution daily precipitation.