• 제목/요약/키워드: parametric regression

검색결과 236건 처리시간 0.027초

VARIANCE ESTIMATION OF ERROR IN THE REGRESSION MODEL AT A POINT

  • Oh, Jong-Chul
    • Journal of applied mathematics & informatics
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    • 제13권1_2호
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    • pp.501-508
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    • 2003
  • Although the estimate of regression function is important, some have focused the variance estimation of error term in regression model. Different variance estimators perform well under different conditions. In many practical situations, it is rather hard to assess which conditions are approximately satisfied so as to identify the best variance estimator for the given data. In this article, we suggest SHM estimator compared to LS estimator, which is common estimator using in parametric multiple regression analysis. Moreover, a combined estimator of variance, VEM, is suggested. In the simulation study it is shown that VEM performs well in practice.

분류와 회귀나무분석에 관한 소고 (Note on classification and regression tree analysis)

  • 임용빈;오만숙
    • 품질경영학회지
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    • 제30권1호
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    • pp.152-161
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    • 2002
  • The analysis of large data sets with hundreds of thousands observations and thousands of independent variables is a formidable computational task. A less parametric method, capable of identifying important independent variables and their interactions, is a tree structured approach to regression and classification. It gives a graphical and often illuminating way of looking at data in classification and regression problems. In this paper, we have reviewed and summarized tile methodology used to construct a tree, multiple trees and the sequential strategy for identifying active compounds in large chemical databases.

Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

제주도 지하수 관측망 수위에 대한 모수 및 비모수 변동경향 분석 (Parametric and Non-parametric Trend Analyses for Water Levels of Groundwater Monitoring Wells in Jeju Island)

  • 최현미;이진용
    • 한국지하수토양환경학회지:지하수토양환경
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    • 제14권5호
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    • pp.41-50
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    • 2009
  • 제주도 지하수관측망의 지하수위 측정 자료에 대하여 모수 및 비모수 경향분석을 수행하였다. 분석대상은 2001년부터 1년 이상 관측된 관측정으로 총 106개 관측정 중 94개가 이에 해당된다. 모수분석은 일평균 및 월중앙값을 이용한 선형회귀분석을 실시하였으며 비모수분석은 월중앙값에 대해 Mann-Kendall trend test와 Sen's trend test를 적용하였다. 선형회귀분석 결과 일평균값에 대하여 58.5%가 감소경향을 나타났으며 월중앙간에 대해서는 79.8%가 감소하는 경향을 보였다. Mann-Kendall trend test와 Sen's trend test를 신뢰수준 95%와 99%로 실시한 결과 두 분석 모두 일치하는 결과를 보였다. 95% 신뢰수준에서는 32%가 감소경향을 보였으며 3%가 증가경향을 나타냈고, 나머지 65%는 경향성이 나타나지 않았다. 또 99%신뢰수준에서는 16%가 감소경향을 보였으며 2%가 증가경향을 나타냈고 그리고 나머지 82%에서는 경향성이 없는 것으로 나타났다. 수위하강이 우세하게 나타난 지역은 제주도 북서부 및 남서부의 해안지역으로 도시 및 관광지에서의 다량의 지하수 양수와 관련 있는 것으로 사료된다.

Semiparametric Bayesian Regression Model for Multiple Event Time Data

  • Kim, Yongdai
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.509-518
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    • 2002
  • This paper is concerned with semiparametric Bayesian analysis of the proportional intensity regression model of the Poisson process for multiple event time data. A nonparametric prior distribution is put on the baseline cumulative intensity function and a usual parametric prior distribution is given to the regression parameter. Also we allow heterogeneity among the intensity processes in different subjects by using unobserved random frailty components. Gibbs sampling approach with the Metropolis-Hastings algorithm is used to explore the posterior distributions. Finally, the results are applied to a real data set.

The Rank Transform Method in Nonparametric Fuzzy Regression Model

  • Choi, Seung-Hoe;Lee, Myung-Sook
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.617-624
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    • 2004
  • In this article the fuzzy number rank and the fuzzy rank transformation method are introduced in order to analyse the non-parametric fuzzy regression model which cannot be described as a specific functional form such as the crisp data and fuzzy data as a independent and dependent variables respectively. The effectiveness of fuzzy rank transformation methods is compared with other methods through the numerical examples.

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Mixed Effects Kernel Binomial Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1327-1334
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    • 2008
  • Mixed effect binomial regression models are widely used for analysis of correlated count data in which the response is the result of a series of one of two possible disjoint outcomes. In this paper, we consider kernel extensions with nonparametric fixed effects and parametric random effects. The estimation is 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 hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

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데이터 마이닝을 활용한 병원 재방문도 영향요인 분석 : 외래환자의 만족도를 중심으로 (On the Determination of Outpatient's Revisit using Data Mining)

  • 이견직
    • 보건행정학회지
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    • 제13권3호
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    • pp.21-34
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    • 2003
  • Patient revisit to used hospital is a key factor in determining a health care organization's competitive advantage and survival. This article examines the relationship between customer's satisfaction and his/her revisit associated with three different methods which are the Chi Square Automatic Interaction Detection(CHAID) for segmenting the outpatient group, logistic regression and neural networks for addressing the outpatient's revisit. The main findings indicate that the important factors on outpatient's revisit are physician's kindness, nurse's skill, overall level of satisfaction, hospital reputation, recommendation, level of diagnoses and outpatient's age. Among these ones, physician's kindness is the most important factor as guidelines for decision of their revisit. The decision maker of hospital should select the strategy containing the variable amount of the level of revisit and size of outpatient's group under the constraint on the hospital's time, budget and manpower given. Finally, this study shows that neural networks, as non-parametric technique, appear to more correctly predict revisit than does logistic regression as a parametric estimation technique.

Regression Analysis of Doubly censored data using Gibbs Sampler for the Incubation period

  • Yoo Hanna;Lee Jae Won
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2004년도 학술발표논문집
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    • pp.237-241
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    • 2004
  • In standard time-to-event or survival analysis, the occurrence times of the event of interest are observed exactly or are right-censored. However in certain situations such as the AIDS data, the incubation period which is the time between HIV infection time and the diagnosis of AIDS is usually doubly censored. That is the HIV infection time Is interval censored and also the time of the diagnosis of AIDS is right censored. In this paper, we Impute the Interval censored infection time using the conditional mean imputation and estimate the coefficient factor of the regression analysis for the incubation period using Gibbs sampler. We applied parametric and semi-parametric methods for the analysis of the Incubation period and compared the results.

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Semiparametric and Nonparametric Modeling for Matched Studies

  • Kim, In-Young;Cohen, Noah
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.179-182
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    • 2003
  • This study describes a new graphical method for assessing and characterizing effect modification by a matching covariate in matched case-control studies. This method to understand effect modification is based on a semiparametric model using a varying coefficient model. The method allows for nonparametric relationships between effect modification and other covariates, or can be useful in suggesting parametric models. This method can be applied to examining effect modification by any ordered categorical or continuous covariates for which cases have been matched with controls. The method applies to effect modification when causality might be reasonably assumed. An example from veterinary medicine is used to demonstrate our approach. The simulation results show that this method, when based on linear, quadratic and nonparametric effect modification, can be more powerful than both a parametric multiplicative model fit and a fully nonparametric generalized additive model fit.

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