• 제목/요약/키워드: regression coefficient

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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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    • 제24권4호
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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.

다중회귀에서 회귀계수 추정량의 특성 (Comments on the regression coefficients)

  • 강명욱
    • 응용통계연구
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    • 제34권4호
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    • pp.589-597
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    • 2021
  • 단순회귀와 다중회귀에서 회귀계수의 의미는 차이가 있고 회귀계수의 추정값은 같지 않을 뿐 아니라 그 부호가 서로 다른 경우도 발생한다. 회귀모형에서 설명변수의 상대적 기여도의 파악은 회귀분석의 수행의 중요한 부분이다. 표준화 회귀모형에서 표준화 회귀계수는 해당 설명변수를 제외한 나머지 설명변수의 값이 고정되어있는 상황에서 설명변수가 표준편차만큼 증가하였을 때 반응변수가 표준편차를 기준으로 얼마나 변화했는가로 해석할 수 있지만 표준화 회귀계수의 크기가 각 설명변수의 상대적 중요도를 나타내는 척도라고 할 수 없음은 잘 알려져 있다. 본 논문에서는 다중회귀에서 회귀계수의 추정량을 상관계수와 결정계수의 함수로 나타내고 이를 추가적인 설명력과 추가적인 결정계수의 관점에서 생각해 본다. 또한 다양한 산점도에서의 상관계수와 회귀계수 추정값의 관계를 알아보고 설명변수가 두 개인 경우에 구체적으로 적용해 본다.

잭나이프 및 붓스트랩 방법을 이용한 임상자료의 회귀계수 타당성 확인 (Check for regression coefficient using jackknife and bootstrap methods in clinical data)

  • 손기철;신임희
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.643-648
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    • 2012
  • 여러 임상자료를 이용하여 반응변수와 설명변수간의 관계를 규명하는 분석이 많이 이루어지고 있다. 이를 위해서 회귀분석이 흔히 사용되고 있으며, 이를 통해 설명변수가 반응변수를 얼마나 설명하는지 또한 모형이 얼마나 자료에 적합한지에 대해 분석하고 있다. 그러나 임상자료로 분석된 회귀모형에 대한 타당성 확인은 대부분 분석된 회귀모형이 얼마나 자료를 설명하는가를 나타내는 결정계수만을 살펴보는 것에 그치고 있다. 결정계수 이외의 다른 방법으로도 분석된 회귀모형의 회귀계수에 대한 타당성을 확인할 필요가 있다. 따라서 본 논문에서는 잭나이프 회귀분석과 붓스트랩 회귀분석을 이용하여 임상자료로 분석한 회귀모형의 회귀계수에 대한 타당성을 확인하는 방법을 소개하고자 한다.

단순회귀분석에 의한 토층지반의 투수계수 산정모델 (Estimation model of coefficient of permeability of soil layer using linear regression analysis)

  • 이문세;김경수
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2009년도 춘계 학술발표회
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    • pp.1043-1052
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    • 2009
  • To derive easily the coefficient of permeability from several other soil properties, the estimation model of coefficient of permeability was proposed using linear regression analysis. The coefficient of permeability is one of the major factors to evaluate the soil characteristics. The study area is located in Kangwon-do Pyeongchang-gun Jinbu-Myeon. Soil samples of 45 spots were taken from the study area and various soil tests were carried out in laboratory. After selecting the soil factor influenced by the coefficient of permeability through the correlation analysis, the estimation model of coefficient of permeability was developed using the linear regression analysis between the selected soil factor and the coefficient of permeability from permeability test. Also, the estimation model of coefficient of permeability was compared with the results from permeability test and empirical equation, and the suitability of proposed model was proved. As the result of correlation analysis between various soil factors and the coefficient of permeability using SPSS(statistical package for the social sciences), the largest influence factor of coefficient of permeability were the effective grain size, porosity and dry unit weight. The coefficient of permeability calculated from the proposed model was similar to that resulted from permeability test. Therefore, the proposed model can be used in case of estimating the coefficient of permeability at the same soil condition like study area.

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Censored varying coefficient regression model using Buckley-James method

  • Shim, Jooyong;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • 제28권5호
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    • pp.1167-1177
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    • 2017
  • The censored regression using the pseudo-response variable proposed by Buckley and James has been one of the most well-known models. Recently, the varying coefficient regression model has received a great deal of attention as an important tool for modeling. In this paper we propose a censored varying coefficient regression model using Buckley-James method to consider situations where the regression coefficients of the model are not constant but change as the smoothing variables change. By using the formulation of least squares support vector machine (LS-SVM), the coefficient estimators of the proposed model can be easily obtained from simple linear equations. Furthermore, a generalized cross validation function can be easily derived. In this paper, we evaluated the proposed method and demonstrated the adequacy through simulate data sets and real data sets.

Analysis of Characteristics of All Solid-State Batteries Using Linear Regression Models

  • Kyo-Chan Lee;Sang-Hyun Lee
    • International journal of advanced smart convergence
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    • 제13권1호
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    • pp.206-211
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    • 2024
  • This study used a total of 205,565 datasets of 'voltage', 'current', '℃', and 'time(s)' to systematically analyze the properties and performance of solid electrolytes. As a method for characterizing solid electrolytes, a linear regression model, one of the machine learning models, is used to visualize the relationship between 'voltage' and 'current' and calculate the regression coefficient, mean squared error (MSE), and coefficient of determination (R^2). The regression coefficient between 'Voltage' and 'Current' in the results of the linear regression model is about 1.89, indicating that 'Voltage' has a positive effect on 'Current', and it is expected that the current will increase by about 1.89 times as the voltage increases. MSE found that the mean squared error between the model's predicted and actual values was about 0.3, with smaller values closer to the model's predictions to the actual values. The coefficient of determination (R^2) is about 0.25, which can be interpreted as explaining 25% of the data.

Information Theoretic Standardized Logistic Regression Coefficients with Various Coefficients of Determination

  • Hong Chong-Sun;Ryu Hyeon-Sang
    • Communications for Statistical Applications and Methods
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    • 제13권1호
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    • pp.49-60
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    • 2006
  • There are six approaches to constructing standardized coefficient for logistic regression. The standardized coefficient based on Kruskal's information theory is known to be the best from a conceptual standpoint. In order to calculate this standardized coefficient, the coefficient of determination based on entropy loss is used among many kinds of coefficients of determination for logistic regression. In this paper, this standardized coefficient is obtained by using four kinds of coefficients of determination which have the most intuitively reasonable interpretation as a proportional reduction in error measure for logistic regression. These four kinds of the sixth standardized coefficient are compared with other kinds of standardized coefficients.

가변계수 측정오차 회귀모형 (Varying coefficient model with errors in variables)

  • 손인석;심주용
    • Journal of the Korean Data and Information Science Society
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    • 제28권5호
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    • pp.971-980
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    • 2017
  • 가변계수 회귀모형은 회귀계수의 동적변화를 모형화함으로써 종속변수와 입력변수의 관계에 대한 쉬운 해석이 가능하고 회귀계수의 변동성도 추정할 수 있는 장점을 지니고 있으므로, 여러 과학 분야에서 많은 주목을 받고 있다. 본 논문에서 입력변수와 출력변수의 오차를 효과적으로 고려한 가변계수 오차모형을 제안한다. 가변계수가 평활변수의 알려지지 않은 형태의 비선형함수이므로 이를 추정하기 위하여 커널 방법을 사용한다. 제안된 모형의 성능에 영향을 미치는 초모수의 최적값을 구하기 위하여 일반화 교차타당성 방법 또한 제안한다. 제안된 방법은 모의자료와 실제자료를 이용한 수치적 연구를 통하여 평가된다.

Robust Fuzzy Varying Coefficient Regression Analysis with Crisp Inputs and Gaussian Fuzzy Output

  • Yang, Zhihui;Yin, Yunqiang;Chen, Yizeng
    • Journal of Computing Science and Engineering
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    • 제7권4호
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    • pp.263-271
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    • 2013
  • This study presents a fuzzy varying coefficient regression model after deleting the outliers to improve the feasibility and effectiveness of the fuzzy regression model. The objective of our methodology is to allow the fuzzy regression coefficients to vary with a covariate, and simultaneously avoid the impact of data contaminated by outliers. In this paper, fuzzy regression coefficients are represented by Gaussian fuzzy numbers. We also formulate suitable goodness of fit to evaluate the performance of the proposed methodology. An example is given to demonstrate the effectiveness of our methodology.

도시림의 여름 대기온도 저감효과 - 서울시를 대상으로 - (The Effects of Urban Forest on Summer Air Temperature in Seoul, Korea)

  • 조용현;신수영
    • 한국조경학회지
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    • 제30권4호
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    • pp.28-36
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    • 2002
  • The main purpose of this study was to estimate a new regression model to explain the relationship between urban forest and air temperature in summer, 2001. This study consists of two parts: correlation coefficient analysis and regression analysis. According to correlation coefficient analysis, thermal infra-red radiations of the major land use categories found significant difference in each category. However there were no significant relationship between the data (thermal infra-red radiation and NDVI) derived from Landsat-7 ETM+ image and air temperature at Automatic Weather Stations(AWSs). After estimating various regression models for summer air temperature, the final models were chosen. The final regression models consisted of two variables such as forest m and traffic facilities area. The regression models explained over 78% of the variability in air temperatures. The regression models with variables of forest area and traffic facilities area showed that the coefficient of the first variable was even more significant than the second one. However, the negative impact of the traffic facilities area was slightly greater than the positive impact of the forest area. Consequently, the effects of forest area and traffic facilities area were apparent to explain summer air temperature in Seoul. Therefore two policies have the most important implications to mitigate the summer air temperature in Seoul: to expand and to conserve the urban forest; and to change the Oafnc facilities'characteristics. The results from this study are expected to be useful not merely in informing the public that urban forest mitigates summer air temperahne, but in urging the necessity of budgets for trees and managing urban forests. It is recommended that field swey of summer air temperature be Performed for the vadidation of the models. The main purpose of this study was to estimate a new regression model to explain the relationship between urban forest and air temperature in summer, 2001. This study consists of two parts: correlation coefficient analysis and regression analysis. According to correlation coefficient analysis, thermal infra-red radiations of the major land use categories found significant difference in each category. However there were no significant relationship between the data (thermal infra-red radiation and NDVI) derived from Landsat-7 ETM+ image and air temperature at Automatic Weather Stations(AWSs). After estimating various regression models for summer air temperature, the final models were chosen. The final regression models consisted of two variables such as forest m and traffic facilities area. The regression models explained over 78% of the variability in air temperatures. The regression models with variables of forest area and traffic facilities area showed that the coefficient of the first variable was even more significant than the second one. However, the negative impact of the traffic facilities area was slightly greater than the positive impact of the forest area. Consequently, the effects of forest area and traffic facilities area were apparent to explain summer air temperature in Seoul. Therefore two policies have the most important implications to mitigate the summer air temperature in Seoul: to expand and to conserve the urban forest; and to change the traffic facilities'characteristics. The results from this study are expected to be useful not merely in informing the public that urban forest mitigates summer air temperature, but in urging the necessity of budgets for trees and managing urban forests. It is recommended that field survey of summer air temperature be Performed for the vadidation of the models.