• 제목/요약/키워드: parametric regression

검색결과 236건 처리시간 0.022초

Bayesian Semi-Parametric Regression for Quantile Residual Lifetime

  • Park, Taeyoung;Bae, Wonho
    • Communications for Statistical Applications and Methods
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    • 제21권4호
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    • pp.285-296
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    • 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.

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

  • 김수진;이재성
    • Nuclear Medicine and Molecular Imaging
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    • 제41권2호
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    • pp.78-84
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    • 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
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    • 제26권5호
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    • pp.519-526
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    • 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
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    • 제29권5호
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    • pp.615-627
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    • 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
    • 대한수학회지
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    • 제44권3호
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    • pp.525-539
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    • 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.

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

  • 김종민;강기훈
    • 응용통계연구
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    • 제31권3호
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    • pp.343-352
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    • 2018
  • 설명변수가 주어졌을 때 반응변수의 평균적인 추세뿐만 아니라 극단적인 지역에서의 추세에 대해서 추정하고 싶거나 반응변수 분포의 일반적인 탐색을 위해서는 분위수 회귀분석과 평률 회귀분석을 사용할 수 있다. 본 논문에서는 평률 회귀모형의 추정을 위한 모수적 방법과 비모수적 방법의 성능을 비교하고자 한다. 이를 위해 각 추정 방법을 소개하고 여러 상황의 모의실험 및 실제자료에의 적용을 통해 비교 분석을 실시하였다. 모형에 따라 성능 차이가 있는데 자료의 형태가 복잡하여 변수 간의 관계를 유추하기 힘들 경우 비모수적으로 추정한 평률 회귀분석모형이 더욱 좋은 결과를 보였다. 일반적인 회귀분석의 경우와 달리 평률의 경우 후보가 되는 모수 모형을 상정하기 어렵다는 측면에서 볼 때, 비모수적 방법의 사용이 추천될 수 있다.

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

  • Kim, Ah-Hyoun;Ha, Min-A;Kim, Byung-Soo
    • 응용통계연구
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    • 제25권3호
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    • pp.389-401
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    • 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.

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

  • 문영일;조성진;전시영
    • 한국수자원학회논문집
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    • 제36권6호
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    • pp.1025-1033
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    • 2003
  • 수공구조물의 설계를 비롯하여, 수자원 분야의 기술적 설계의 기초는 수문자료의 처리와 분석에 중심을 두고 있다고 할 수 있다. 수문 자료의 분석방법 중 가장 보편적이면서도 중요한 방법은 자료들의 관계를 도식적으로 규명하는 회귀분석이다. 수위-유량 관계곡선과 같은 수문 자료에 대한 기존의 매개변수적 회귀모형이 갖는 단점은 자료의 특성에 따라, 복수의 회귀식이 산정되거나 동일자료에 대해서도 서로 다른 회귀식이 산정됨으로써 신뢰할 수 있는 회귀곡선을 만들기가 어렵다는 것이다. 이에 비해 주어진 자료에 의해 도출되는 kernel 회귀모형은 자료의 특성과 경향성을 적절히 표현해 줄 수 있는 방법이다. 본 논문에서는 비매개변수적 방법인 kernel 회귀모형을 분석하고, kernel 회귀모형의 중요 인자인 bandwidth의 선택 방법에 따른 kernel 회귀모형의 특성에 대해 비교 분석하였다.

A Note on Test for Model Adequacy in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.689-694
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    • 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.

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

  • 신호철;박문규;이재용;류석진
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2006년 학술대회 논문집 정보 및 제어부문
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    • pp.588-590
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    • 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.

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