• 제목/요약/키워드: regression analysis method

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A New Deletion Criterion of Principal Components Regression with Orientations of the Parameters

  • Lee, Won-Woo
    • Journal of the Korean Statistical Society
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    • 제16권2호
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    • pp.55-70
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    • 1987
  • The principal components regression is one of the substitues for least squares method when there exists multicollinearity in the multiple linear regression model. It is observed graphically that the performance of the principal components regression is strongly dependent upon the values of the parameters. Accordingly, a new deletion criterion which determines proper principal components to be deleted from the analysis is developed and its usefulness is checked by simulations.

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Regression Analysis of Longitudinal Data Based on M-estimates

  • Jung, Sin-Ho;Terry M. Therneau
    • Journal of the Korean Statistical Society
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    • 제29권2호
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    • pp.201-217
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    • 2000
  • The method of generalized estimating equations (GEE) has become very popular for the analysis of longitudinal data. We extend this work to the use of M-estimators; the resultant regression estimates are robust to heavy tailed errors and to outliers. The proposed method does not require correct specification of the dependence structure between observation, and allows for heterogeneity of the error. However, an estimate of the dependence structure may be incorporated, and if it is correct this guarantees a higher efficiency for the regression estimators. A goodness-of-fit test for checking the adequacy of the assumed M-estimation regression model is also provided. Simulation studies are conducted to show the finite-sample performance of the new methods. The proposed methods are applied to a real-life data set.

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변경 메서드 기반의 회귀 테스트 검증 범위 선택 및 검증 항목 우선순위 선정에 관한 연구 (A Study on the Selection of Test Scope and the Prioritization of Test Case Based on Modification Method for Regression Testing)

  • 정우진;나상린;최용락
    • 한국IT서비스학회지
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    • 제14권2호
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    • pp.129-142
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    • 2015
  • The purpose of this study is to suggest an effective regression testing method in order to minimize the scope of test resulting from the modification of software and to prevent mismatch of test case and test objects. As a way to improve the efficiency of regression testing which uses a change-centric testing technique, the method flow is analyzed and grasped through a static analysis based on source code in order to identify modified parts. After the order of priority is set according to the results of user action log-based dynamic analysis on identified regression testing objects, test effect can be raised by adjusting the order of priority using code complexity. Quality assurance coverage can be checked using the user action log suggested in this study, and the progress of test and whether or not each function has been verified can be checked, too. In addition, by minimizing test parts and adjusting the order of test, costs and time can be saved, making it possible to conduct regression testing effectively.

On study for change point regression problems using a difference-based regression model

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.539-556
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    • 2019
  • This paper derive a method to solve change point regression problems via a process for obtaining consequential results using properties of a difference-based intercept estimator first introduced by Park and Kim (Communications in Statistics - Theory Methods, 2019) for outlier detection in multiple linear regression models. We describe the statistical properties of the difference-based regression model in a piecewise simple linear regression model and then propose an efficient algorithm for change point detection. We illustrate the merits of our proposed method in the light of comparison with several existing methods under simulation studies and real data analysis. This methodology is quite valuable, "no matter what regression lines" and "no matter what the number of change points".

L-Moments법에 의한 낙동강유역 월강우량의 지역가뭄빈도해석 (Regional Drought Frequency Analysis of Monthly Precipitation with L-Moments Method in Nakdong River Basin)

  • 김성원
    • 한국환경과학회지
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    • 제8권4호
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    • pp.431-441
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    • 1999
  • In this study, the regional frequency analysis is used to determine each subbasin drought frequency with reliable monthly precipitation and the L-Moments method which is almost unbiased and has very nearly a normal distribution is used for the parameter estimation of monthly precipitation time series in Nakdong river basin. As the result of this study, the duration of '93-'94 is most severe drought year than any other water year and the drought frequency is established as compared the regional frequency analysis result of cumulative precipitation of 12th duration months in each subbasin with that of 12th duration months in the major drought duration. The Linear regression equation is induced according to linear regression analysis of drought frequency between Nakdong total basin and each subbasin of the same drought duration. Therefore, as the foundation of this study, it can be applied proposed method and procedure of this study to the water budget analysis considering safety standards for the design of impounding facilities large-scale river basin and for this purpose, above all, it is considered that expansion of reliable preciptation data is needed in watershed rainfall station.

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공간자료 주성분분석 (Principal component regression for spatial data)

  • 임예지
    • 응용통계연구
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    • 제30권3호
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    • pp.311-321
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    • 2017
  • 주성분 분석은 통계학 뿐만 아니라 기상학에서 널리 사용되는 방법론이며, 고차원 자료에 대한 차원축소 역할 뿐만아니라 기상자료에서의 의미있는 패턴을 찾아내기 위해 사용되는 방법론이다. 또한 주성분분석에 기반을 둔 주성분 회귀분석 방법론은 기후예측이 가능하므로 미래 시점의 기후값 예측에 사용될 수 있다. 본 논문에서는 Wang과 Huang (2016) 논문에서 제안한 제한된 공간 주성분 분석을 기반으로 한 주성분 회귀분석 방법론을 개발하였다. 이를 시뮬레이션을 통하여 확인하였고, 실제 자료인 동아시아 지역 온도예측에 적용하여 기존의 주성분 회귀분석 예측 값에 비해 예측력이 높아짐을 확인하였다.

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.

Statistical notes for clinical researchers: simple linear regression 3 - residual analysis

  • Kim, Hae-Young
    • Restorative Dentistry and Endodontics
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    • 제44권1호
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    • pp.11.1-11.8
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    • 2019
  • In the previous sections, simple linear regression (SLR) 1 and 2, we developed a SLR model and evaluated its predictability. To obtain the best fitted line the intercept and slope were calculated by using the least square method. Predictability of the model was assessed by the proportion of the explained variability among the total variation of the response variable. In this session, we will discuss four basic assumptions of regression models for justification of the estimated regression model and residual analysis to check them.

지하역사 내 미세먼지 실시간 모니터링을 위한 광산란법 보정 (Compensation of Light Scattering Method for Real-Time Monitoring of Particulate Matters in Subway Stations)

  • 김서진;강호성;손윤석;윤상렬;김조천;김규식;김인원
    • 한국대기환경학회지
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    • 제26권5호
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    • pp.533-542
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    • 2010
  • The $PM_{10}$ concentrations in the underground should be monitored for the health of commuters on the underground subway system. Seoul Metro and Seoul Metropolitan Rapid Transit Corporation are measuring several air pollutants regularly. As for the measurement of $PM_{10}$ concentrations, instruments based on $\beta$-ray absorption method and gravimetric methods are being used. But the instruments using gravimetric method give us 20-hour-average data and the $\beta$-ray instruments can measure the $PM_{10}$ concentration every one hour. In order to keep the $PM_{10}$ concentrations under a healthy condition, the air quality of the underground platform and tunnels should be monitored and controlled continuously. The $PM_{10}$ instruments using light scattering method can measure the $PM_{10}$ concentrations every less than one minute. However, the reliability of the instruments using light scattering method is still not proved. The purpose of this work is to study the reliability of the instruments using light scattering method to measure the $PM_{10}$ concentrations continuously in the underground platforms. One instrument using $\beta$-ray absorption method and two different instruments using light scattering method (LSM1, LSM2) were placed at the platform of the Jegi station of Seoul metro line Number 1 for 10 days. The correlation between the $\beta$-ray instrument and the LSM2 ($r^2$=0.732) was higher than that between the $\beta$-ray instrument and the LSM1 ($r^2$=0.393). Thus the LSM2 was chosen for further analysis. Three different regression analysis methods were tested: Linear regression analysis, Nonlinear regression analysis and Orthogonal regression analysis. When the instruments using light scattering method were used, the data measured these instruments have to be converted to actual $PM_{10}$ concentrations using some factors. With these analyses, the factors could be calculated successfully as linear and nonlinear forms with respect to the data. And the orthogonal regression analysis was performed better than the ordinary least squares method by 28.45% reduction of RMSE. These findings propose that the instruments using light scattering method light scattering method can be used to measure and control the $PM_{10}$ concentrations of the underground subway stations.