• 제목/요약/키워드: regression estimation

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로지스틱 회귀모형을 이용한 비대칭 종형 확률곡선의 추정 (Estimation of Asymmetric Bell Shaped Probability Curve using Logistic Regression)

  • 박성현;김기호;이소형
    • 응용통계연구
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    • 제14권1호
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    • pp.71-80
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    • 2001
  • 로지스틱 회귀모형은 이항 반응자료에 대한 가장 보편적인 일반화 선형모형으로 독립변수에 대한 확률함수를 추정하는데 이용된다. 많은 실제적 상황에서 확률함수가 종형의 곡선형태로 표현되는데 이 경우에는 2차항을 포함한 로지스틱 회귀모형을 이용한 분석은 대칭성을 갖는 확률함수에 대한 가정으로 인해 비대칭 형태의 종형곡선에서는 확률함수의 신뢰성이 저하되고, 2차항을 포함하기 때문에 독립변수의 효과를 설명하기가 쉽지 않다는 제한점을 가지고 있다. 본 논문에서는 이러한 문제점을 해소하기 위해서 로지스틱 회귀분석과 반복적 이분법을 이용하여 종형의 형태에 관계없이 확률곡선을 추정하는 방법론을 제안하고 모의 실험을 통해 2차항을 포함한 로지스틱 회귀모형과 비교하고자 한다.

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비선형 회귀 분석을 이용한 부유식 해양 구조물의 중량 추정 모델 연구 (A Study on the Weight Estimation Model of Floating Offshore Structures using the Non-linear Regression Analysis)

  • 서성호;노명일;신현경
    • 대한조선학회논문집
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    • 제51권6호
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    • pp.530-538
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    • 2014
  • The weight estimation of floating offshore structures such as FPSO, TLP, semi-Submersibles, Floating Offshore Wind Turbines etc. in the preliminary design, is one of important measures of both construction cost and basic performance. Through both literature investigation and internet search, the weight data of floating offshore structures such as FPSO and TLP was collected. In this study, the weight estimation model was suggested for FPSO. The weight estimation model using non-linear regression analysis was established by fixing independent variables based on this data and the multiple regression analysis was introduced into the weight estimation model. Its reliability was within 4% of error rate.

Biomass Estimation Using Length-Weight Regression for the Freshwater Cyclopoida

  • Hye-Ji Oh;Geun-Hyeok Hong;Yerim Choi;Dae-Hee Lee;Hye-Lin Woo;Young-Seuk Park;Yong-Jae Kim;Kwang-Hyeon Chang
    • 생태와환경
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    • 제57권2호
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    • pp.111-122
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    • 2024
  • Zooplankton biomass is essential for understanding the quantitative structure of lake food webs and for the functional assessment of biotic interactions. In this study, we aimed to propose a biomass (dry weight) estimation method using the body length of cyclopoid copepods. These copepods play an important role as omnivores in lake zooplankton communities and contribute significantly to biomass. We validated several previously proposed estimation equations against direct measurements and compared the suitability of prosomal length versus total length of copepods to suggest a more appropriate estimation equation. After comparing the regression analysis results of various candidate equations with the actual values measured on a microbalance-using the coefficient of variation, mean absolute error, and coefficient of determination-it was determined that the Total Length-DW exponential regression equation [W=0.7775×e2.0183L; W (㎍), L (mm)] could be used to calculate biomass with higher accuracy. However, considering practical issues such as the morphological similarity between species and genera of copepods and the limitations of classifying copepodid stages, we derived a general regression equation for the pooled copepod community rather than a species-specific regression equation.

Comparison of Nonparametric Function Estimation Methods for Discontinuous Regression Functions

  • Park, Dong-Ryeon
    • 응용통계연구
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    • 제23권6호
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    • pp.1245-1253
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    • 2010
  • There are two main approaches for estimating the discontinuous regression function nonparametrically. One is the direct approach, the other is the indirect approach. The major goal of the two approaches are different. The direct approach focuses on the overall good estimation of the regression function itself, whereas the indirect approach focuses on the good estimation of jump locations. Apparently, the two approaches are quite different in nature. Gijbels et al. (2007) argue that the comparison of two approaches does not make much sense and that it is even difficult to choose an appropriate criterion for comparisons. However, it is obvious that the indirect approach also has the regression curve estimate as the subsidiary result. Therefore it is necessary to verify the appropriateness of the indirect approach as the estimator of the discontinuous regression function itself. Park (2009a) compared the performance of two approaches through a simulation study. In this paper, we consider a more general case and draw some useful conclusions.

THE CONSISTENCY OF NONLINEAR REGRESSION MINIMIZING $L_p$-NORM

  • Choi, Seung-Hoe;Park, Kyung-Ok
    • East Asian mathematical journal
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    • 제14권2호
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    • pp.421-427
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    • 1998
  • In this paper we provide sufficient conditions which ensure the strong consistency of $L_p$-norm estimation in nonlinear regression model when the probability distribution of the errors term is symmetric about zero. The least absolute deviation and least square estimation are discussed as special cases of the proposed estimation.

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Multiple Structural Change-Point Estimation in Linear Regression Models

  • Kim, Jae-Hee
    • Communications for Statistical Applications and Methods
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    • 제19권3호
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    • pp.423-432
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    • 2012
  • This paper is concerned with the detection of multiple change-points in linear regression models. The proposed procedure relies on the local estimation for global change-point estimation. We propose a multiple change-point estimator based on the local least squares estimators for the regression coefficients and the split measure when the number of change-points is unknown. Its statistical properties are shown and its performance is assessed by simulations and real data applications.

Nonparametric Estimation of Discontinuous Variance Function in Regression Model

  • 강기훈;허집
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.103-108
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    • 2002
  • We consider an estimation of discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of a change point and jump size in variance function and then construct an estimator of entire variance function. We examine the rates of convergence of these estimators and give results on their asymptotics. Numerical work reveals that the effectiveness of change point analysis in variance function estimation is quite significant.

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Variable Bandwidth Selection for Kernel Regression

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • 제5권1호
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    • pp.11-20
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    • 1994
  • In recent years, nonparametric kernel estimation of regresion function are abundant and widely applicable to many areas of statistics. Most of modern researches concerned with the fixed global bandwidth selection which can be used in the estimation of regression function with all the same value for all x. In this paper, we propose a method for selecting locally varing bandwidth based on bootstrap method in kernel estimation of fixed design regression. Performance of proposed bandwidth selection method for finite sample case is conducted via Monte Carlo simulation study.

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Prediction Intervals for LS-SVM Regression using the Bootstrap

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.337-343
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    • 2003
  • In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

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Bayesian Estimation for the Multiple Regression with Censored Data : Mutivariate Normal Error Terms

  • Yoon, Yong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.165-172
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    • 1998
  • This paper considers a linear regression model with censored data where each error term follows a multivariate normal distribution. In this paper we consider the diffuse prior distribution for parameters of the linear regression model. With censored data we derive the full conditional densities for parameters of a multiple regression model in order to obtain the marginal posterior densities of the relevant parameters through the Gibbs Sampler, which was proposed by Geman and Geman(1984) and utilized by Gelfand and Smith(1990) with statistical viewpoint.

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