• Title/Summary/Keyword: parametric regression

Search Result 236, Processing Time 0.026 seconds

Bayesian Semi-Parametric Regression for Quantile Residual Lifetime

  • Park, Taeyoung;Bae, Wonho
    • Communications for Statistical Applications and Methods
    • /
    • v.21 no.4
    • /
    • pp.285-296
    • /
    • 2014
  • The quantile residual life function has been effectively used to interpret results from the analysis of the proportional hazards model for censored survival data; however, the quantile residual life function is not always estimable with currently available semi-parametric regression methods in the presence of heavy censoring. A parametric regression approach may circumvent the difficulty of heavy censoring, but parametric assumptions on a baseline hazard function can cause a potential bias. This article proposes a Bayesian semi-parametric regression approach for inference on an unknown baseline hazard function while adjusting for available covariates. We consider a model-based approach but the proposed method does not suffer from strong parametric assumptions, enjoying a closed-form specification of the parametric regression approach without sacrificing the flexibility of the semi-parametric regression approach. The proposed method is applied to simulated data and heavily censored survival data to estimate various quantile residual lifetimes and adjust for important prognostic factors.

Linearized Methods for Quantitative Analysis and Parametric Mapping of Brain PET (뇌 PET 영상 정량화 및 파라메터영상 구성을 위한 선형분석기법)

  • Kim, Su-Jin;Lee, Jae-Sung
    • Nuclear Medicine and Molecular Imaging
    • /
    • v.41 no.2
    • /
    • pp.78-84
    • /
    • 2007
  • Quantitative analysis of dynamic brain PET data using a tracer kinetic modeling has played important roles in the investigation of functional and molecular basis of various brain diseases. Parametric imaging of the kinetic parameters (voxel-wise representation of the estimated parameters) has several advantages over the conventional approaches using region of interest (ROI). Therefore, several strategies have been suggested to generate the parametric images with a minimal bias and variability in the parameter estimation. In this paper, we will review the several approaches for parametric imaging with linearized methods which include graphical analysis and mulilinear regression analysis.

Note on response dimension reduction for multivariate regression

  • Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
    • /
    • v.26 no.5
    • /
    • pp.519-526
    • /
    • 2019
  • Response dimension reduction in a sufficient dimension reduction (SDR) context has been widely ignored until Yoo and Cook (Computational Statistics and Data Analysis, 53, 334-343, 2008) founded theories for it and developed an estimation approach. Recent research in SDR shows that a semi-parametric approach can outperform conventional non-parametric SDR methods. Yoo (Statistics: A Journal of Theoretical and Applied Statistics, 52, 409-425, 2018) developed a semi-parametric approach for response reduction in Yoo and Cook (2008) context, and Yoo (Journal of the Korean Statistical Society, 2019) completes the semi-parametric approach by proposing an unstructured method. This paper theoretically discusses and provides insightful remarks on three versions of semi-parametric approaches that can be useful for statistical practitioners. It is also possible to avoid numerical instability by presenting the results for an orthogonal transformation of the response variables.

Intensive comparison of semi-parametric and non-parametric dimension reduction methods in forward regression

  • Shin, Minju;Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
    • /
    • v.29 no.5
    • /
    • pp.615-627
    • /
    • 2022
  • Principal Fitted Component (PFC) is a semi-parametric sufficient dimension reduction (SDR) method, which is originally proposed in Cook (2007). According to Cook (2007), the PFC has a connection with other usual non-parametric SDR methods. The connection is limited to sliced inverse regression (Li, 1991) and ordinary least squares. Since there is no direct comparison between the two approaches in various forward regressions up to date, a practical guidance between the two approaches is necessary for usual statistical practitioners. To fill this practical necessity, in this paper, we newly derive a connection of the PFC to covariance methods (Yin and Cook, 2002), which is one of the most popular SDR methods. Also, intensive numerical studies have done closely to examine and compare the estimation performances of the semi- and non-parametric SDR methods for various forward regressions. The founding from the numerical studies are confirmed in a real data example.

ASYMPTOTIC NORMALITY OF ESTIMATOR IN NON-PARAMETRIC MODEL UNDER CENSORED SAMPLES

  • Niu, Si-Li;Li, Qlan-Ru
    • Journal of the Korean Mathematical Society
    • /
    • v.44 no.3
    • /
    • pp.525-539
    • /
    • 2007
  • Consider the regression model $Y_i=g(x_i)+e_i\;for\;i=1,\;2,\;{\ldots},\;n$, where: (1) $x_i$ are fixed design points, (2) $e_i$ are independent random errors with mean zero, (3) g($\cdot$) is unknown regression function defined on [0, 1]. Under $Y_i$ are censored randomly, we discuss the asymptotic normality of the weighted kernel estimators of g when the censored distribution function is known or unknown.

Comparison of estimation methods for expectile regression (평률 회귀분석을 위한 추정 방법의 비교)

  • Kim, Jong Min;Kang, Kee-Hoon
    • The Korean Journal of Applied Statistics
    • /
    • v.31 no.3
    • /
    • pp.343-352
    • /
    • 2018
  • We can use quantile regression and expectile regression analysis to estimate trends in extreme regions as well as the average trends of response variables in given explanatory variables. In this paper, we compare the performance between the parametric and nonparametric methods for expectile regression. We introduce each estimation method and analyze through various simulations and the application to real data. The nonparametric model showed better results if the model is complex and difficult to deduce the relationship between variables. The use of nonparametric methods can be recommended in terms of the difficulty of assuming a parametric model in expectile regression.

Determining a BMDL of Blood Lead Based on ADHD Scores Using a Semi-Parametric Regression

  • Kim, Ah-Hyoun;Ha, Min-A;Kim, Byung-Soo
    • The Korean Journal of Applied Statistics
    • /
    • v.25 no.3
    • /
    • pp.389-401
    • /
    • 2012
  • This paper derives a benchmark dose(BMD) and its 95% lower confidence limit(BMDL) using a semi-parametric regression model for small lead based changes in attention-deficit hyperactivity disorder(ADHD) scores in the first wave of the Children's Health and Environment Research(CHEER) survey data, which have been regularly collected in South Korea since 2005. Ha et al. (2009) showed that the appearance of ADHD symptoms had a borderline trend of increasing with the blood lead concentration. Butdz-J${\o}$rgensen (EFSA, 2010a) derived the BMDL of lead corresponding to a benchmark region of 1 full intelligent quotient (IQ) score using the raw data in Lanphear et al. (2005, EHP). European Food Safety Authority (EFSA, 2010b) determined the BMDL of $1.2{\mu}g/dl$ as a reference point for the characterization of lead when assessing the risk of the intellectual deficit measured by IQ scores. Kim et al. (2011) indicated that an even lower BMDL could be obtained based on the ADHD score; however, the BMDLs depended heavily upon the model assumptions. We show in this paper that a semi-parametric approach resolves the model dependence of BMDLs.

Nonparametic Kernel Regression model for Rating curve (수위-유량곡선을 위한 비매개 변수적 Kernel 회귀모형)

  • Moon, Young-Il;Cho, Sung-Jin;Chun, Si-Young
    • Journal of Korea Water Resources Association
    • /
    • v.36 no.6
    • /
    • pp.1025-1033
    • /
    • 2003
  • In common with workers in hydrologic fields, scientists and engineers relate one variable to two or more other variables for purposes of predication, optimization, and control. Statistics methods have improved to establish such relationships. Regression, as it is called, is indeed the most commonly used statistics technique in hydrologic fields; relationship between the monitored variable stage and the corresponding discharges(rating curve). Regression methods expressed in the form of mathematical equations which has parameters, so called parametric methods. some times, the establishment of parameters is complicated and uncertain. Many non-parametric regression methods which have not parameters, have been proposed and studied. The most popular of these are kernel regression method. Kernel regression offer a way of estimation the regression function without the specification of a parametric model. This paper conducted comparisons of some bandwidth selection methods which are using the least squares and cross-validation.

A Note on Test for Model Adequacy in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.3
    • /
    • pp.689-694
    • /
    • 2004
  • We investigate the test for model adequacy in nonlinear regression. We can expect the usual likelihood ratio statistic to be unaffected by any parametric- effect curvature; only the effect of intrinsic curvature needs to be considered. Multiplicative correction factor is derived for the limiting distribution of test statistic, which is a function of the intrinsic curvature arrays.

  • PDF

Kernel Regression with Correlation Coefficient Weighted Distance (상관계수 가중법을 이용한 커널회귀 방법)

  • Shin, Ho-Cheol;Park, Moon-Ghu;Lee, Jae-Yong;You, Skin
    • Proceedings of the KIEE Conference
    • /
    • 2006.10c
    • /
    • pp.588-590
    • /
    • 2006
  • Recently, many on-line approaches to instrument channel surveillance (drift monitoring and fault detection) have been reported worldwide. On-line monitoring (OLM) method evaluates instrument channel performance by assessing its consistency with other plant indications through parametric or non-parametric models. The heart of an OLM system is the model giving an estimate of the true process parameter value against individual measurements. This model gives process parameter estimate calculated as a function of other plant measurements which can be used to identify small sensor drifts that would require the sensor to be manually calibrated or replaced. This paper describes an improvement of auto-associative kernel regression by introducing a correlation coefficient weighting on kernel distances. The prediction performance of the developed method is compared with conventional auto-associative kernel regression.

  • PDF