• 제목/요약/키워드: regression estimation

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Regression Quantiles Under Censoring and Truncation

  • Park, Jin-Ho;Kim, Jin-Mi
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.807-818
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    • 2005
  • In this paper we propose an estimation method for regression quantiles with left-truncated and right-censored data. The estimation procedure is based on the weight determined by the Kaplan-Meier estimate of the distribution of the response. We show how the proposed regression quantile estimators perform through analyses of Stanford heart transplant data and AIDS incubation data. We also investigate the effect of censoring on regression quantiles through simulation study.

Self-tuning Robust Regression Estimation

  • Park, You-Sung;Lee, Dong-Hee
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.257-262
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    • 2003
  • We introduce a new robust regression estimator, self-tuning regression estimator. Various robust estimators have been developed with discovery for theories and applications since Huber introduced M-estimator at 1960's. We start by announcing various robust estimators and their properties, including their advantages and disadvantages, and furthermore, new estimator overcomes drawbacks of other robust regression estimators, such as ineffective computation on preserving robustness properties.

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다중회귀분석을 활용한 하수처리시설 에너지 소비량 예측모델 개발 (Development of Energy Consumption Estimation Model Using Multiple Regression Analysis)

  • 신원재;정용준;김예진
    • 한국환경과학회지
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    • 제24권11호
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    • pp.1443-1450
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    • 2015
  • Wastewater treatment plant(WWTP) has been recognized as a high energy consuming plant. Usually many WWTPs has been operated in the excessive operation conditions in order to maintain stable wastewater treatment. The energy required at WWTPs consists of various subparts such as pumping, aeration, and office maintenance. For management of energy comes from process operation, it can be useful to operators to provide some information about energy variations according to the adjustment of operational variables. In this study, multiple regression analysis was used to establish an energy estimation model. The independent variables for estimation energy were selected among operational variables. The $R^2$ value in the regression analysis appeared 0.68, and performance of the electric power prediction model had less than ${\pm}5%$ error.

하천수내 TOC 농도 추정을 위한 단순회귀모형과 다중회귀모형의 개발과 평가 (Development and Evaluation of Simple Regression Model and Multiple Regression Model for TOC Contentation Estimation in Stream Flow)

  • 정재운;조소현;최진희;김갑순;정수정;임병진
    • 한국물환경학회지
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    • 제29권5호
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    • pp.625-629
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    • 2013
  • The objective of this study is to develop and evaluate simple and multiple regression models for Total Organic Carbon (TOC) concentration estimation in stream flow. For development (using water quality data in 2012) and evaluation (using water quality data in 2011) of regression models, we used water quality data from downstream of Yeongsan river basin during 2011 and 2012, and correlation analysis between TOC and water quality parameters was conducted. The concentrations of TOC were positively correlated with Chemical Oxygen Demand (COD), Biochemical Oxygen Demand (BOD), TN (Total Nitrogen), Water Temperature (WT) and Electric Conductivity (EC). From these results, simple and multiple regression models for TOC estimation were developed as follows : $TOC=0.5809{\times}BOD+3.1557$, $TOC=0.4365{\times}COD+1.3731$. As a result of the application evaluation of the developed regression models, the multiple regression model was found to estimate TOC better than simple regression models.

Estimation and variable selection in censored regression model with smoothly clipped absolute deviation penalty

  • Shim, Jooyong;Bae, Jongsig;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • 제27권6호
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    • pp.1653-1660
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    • 2016
  • Smoothly clipped absolute deviation (SCAD) penalty is known to satisfy the desirable properties for penalty functions like as unbiasedness, sparsity and continuity. In this paper, we deal with the regression function estimation and variable selection based on SCAD penalized censored regression model. We use the local linear approximation and the iteratively reweighted least squares algorithm to solve SCAD penalized log likelihood function. The proposed method provides an efficient method for variable selection and regression function estimation. The generalized cross validation function is presented for the model selection. Applications of the proposed method are illustrated through the simulated and a real example.

다변인회귀분석법과 Gustafson 방법에 의한 연령감정 정확도의 비교연구 (Comparative Study of Age Estimation Accuracy in Gustafsonss Method and Prediction Formula by Multiple Regression)

  • 곽경환;김종열
    • Journal of Oral Medicine and Pain
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    • 제10권1호
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    • pp.73-89
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    • 1985
  • This study comprised 157 extracted teeth, 73 of the teeth originated from mates and 84 from females, the age range was 12-79 years. The correlation coefficient of each Gustafson's criteria in relation to age was carried out. Age estimation were performed on 157 teeth according to the method by Gustafson and by use of multiple regression, as used by Johanson, after evaluating the six criteria of Gustafson by multiple regression computer analysis. Two prediction formulas and standard deviations were compared with each other. The results were as follows : 1. The author found that six Gustafson's criteria had strong correlation with age except root resorption, and correlation coefficients were r = 0.79 (Transparent dentin), r=0.72 (Secondary dentin), r 0.69 (Periodontal change), r=0.63(Attrition), r = 0.39 (Root resorption), respecti vely. 2. The age estimation formula by Gustafson's method was calculated as follows: Y 8.88 + 3.52X r =0.87, r2 = 0.76, SD = 8.18, F = 483.56, P < 0.01 The age estimation formula by multiple regression was calculated as follows: Y 8.57 + 6.37T + 6.37T + 4.63P + 2.70S + 2.40C + 3.08A + 1.34R r= 0.89, r2 = 0.78, SD = 7.82, F = 91.62, P < 0.01, Durbin-Watson Coefficient = 1.09 3. In comparison of two estimation formulas, the formula by multiple regression, the method of Johanson, was found to be slightly more reliable than Gustafson's method. Gustafson's method SD = 8.18, Multiple regression (Johanson's method) SD = 7.82 4. It was reaffirmed that Gustafson's six criteria could be a independent variable in multiple regression analysis.

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시뮬레이션을 통한 다양한 로버스트 회귀추정량의 비교 연구 (A comparison study of various robust regression estimators using simulation)

  • 장수희;윤정연;전희주
    • 응용통계연구
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    • 제29권3호
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    • pp.471-485
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    • 2016
  • 회귀모형의 대표적인 추정법인 최소제곱법은 오차항의 분포가 정규분포를 따르고 이상치가 없는 상황에서는 최적이지만, 자료가 회귀모형의 가정을 만족하지 않을 경우 또는 이상치를 포함하는 경우와 같이 자료가 오염된 상황에서는 왜곡된 추정 결과를 준다. 따라서 이상치에 민감한 최소제곱법의 단점을 보완하기 위해 다양한 로버스트 추정방법이 제안되었다. 본 논문에서는 MLE를 기반으로 제안된 M 추정량, 순서형 통계량을 기반으로 제안된 L 추정량, 잔차의 순위를 기반으로 제안된 R 추정량 계열에서 높은 붕괴점 또는 높은 효율을 갖는 대표적인 추정량들을 다양한 모의실험을 통해 비교 연구하였다. 추정량의 성능을 비교하는데 효율성 뿐만 아니라 편의, 분산을 포함한 분포를 살펴보았다. 그 결과 실제 데이터 적용에는 MM 추정량과 GR 추정량이 좋은 성능을 가진 것으로 보였다.

NONPARAMETRIC ESTIMATION OF THE VARIANCE FUNCTION WITH A CHANGE POINT

  • Kang Kee-Hoon;Huh Jib
    • Journal of the Korean Statistical Society
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    • 제35권1호
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    • pp.1-23
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    • 2006
  • In this paper we consider an estimation of the discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of the change point in the variance function and then construct an estimator of the entire variance function. We examine the rates of convergence of these estimators and give results for their asymptotics. Numerical work reveals that using the proposed change point analysis in the variance function estimation is quite effective.

Real-time Aircraft Parameter Estimation using LWR

  • Song,Yongkyu;Hong, Sung-Kyung
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.141.4-141
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    • 2001
  • In this paper the Local Weighted Regression LWR technique is applied to the estimation of aircrcraft parameters. The method consists In improving the Local Weighted Regression LWR technique by adding a data Retention-and-Deletion RD strategy. The improvement comes with reduced computational effort since the two techniques can share their main computational procedures. The purpose of the study was to establish if the proposed algorithm could provide fast and reliable real-time estimations, with accuracy comparable to other well-known off-line identification schemes. The algorithm was tested using specific parameter estimation maneuvers and flight data of the NASA F/A-18 HARV. The results were compared with both the estimation obtained from ...

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Efficiency of Aggregate Data in Non-linear Regression

  • Huh, Jib
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.327-336
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    • 2001
  • This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

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