• Title/Summary/Keyword: regression statistics

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Graphical regression and model assessment in logistic model (로지스틱모형에서 그래픽을 이용한 회귀와 모형평가)

  • Kahng, Myung-Wook;Kim, Bu-Yong;Hong, Ju-Hee
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.1
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    • pp.21-32
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    • 2010
  • Graphical regression is a paradigm for obtaining regression information using plots without model assumptions. The general goal of this approach is to find lowdimensional sufficient summary plots without loss of important information. Model assessments using residual plots are less likely to be successful in models that are not linear. As an alternative approach, marginal model plots provide a general graphical method for assessing the model. We apply the methods of graphical regression and model assessment using marginal model plots to the logistic regression model.

Relative Error Prediction via Penalized Regression (벌점회귀를 통한 상대오차 예측방법)

  • Jeong, Seok-Oh;Lee, Seo-Eun;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1103-1111
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    • 2015
  • This paper presents a new prediction method based on relative error incorporated with a penalized regression. The proposed method consists of fully data-driven procedures that is fast, simple, and easy to implement. An example of real data analysis and some simulation results were given to prove that the proposed approach works in practice.

Accelerated Lifetime Data Analysis Using Quantile Regression (분위수 회귀를 이용한 가속수명시험 자료 분석)

  • Roh, Chee-Youn;Kim, Hee-Jeong;Na, Myung-Hwan
    • The Korean Journal of Applied Statistics
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    • v.21 no.4
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    • pp.631-638
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    • 2008
  • Accelerated Lifetime Test is a method of estimation of lifetime quality characteristics under operation condition with the accelerated lifetime data obtained under accelerated stress. In this paper we propose estimation method with accelerated lifetime data using quantile regression. We apply the method to real data with Arrhenius and Inverse power model.

BAYESIAN MODEL SELECTION IN REGRESSION MODEL WITH AUTOREGRESSIVE ERRORS

  • Chung, Youn-Shik;Sohn, Keon-Tae;Kim, Sung-Duk;Kim, Chan-Soo
    • Journal of applied mathematics & informatics
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    • v.9 no.1
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    • pp.289-301
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    • 2002
  • This paper considers the Bayesian analysis of the regression model wish autoregressive errors. The Bayesian approach for finding the order p of autoregressive error is proposed and the proposed method can be simplified by generalized Savage-Dicky density ratio(Verdinelli and Wasser-man, [18]). And the Markov chain Monte Carlo method(Gibbs sample, [7]) is used in order to overcome the difficulty of Bayesian computations. Final1y, several examples are used to illustrate our proposed methodology.

How to identify fake images? : Multiscale methods vs. Sherlock Holmes

  • Park, Minsu;Park, Minjeong;Kim, Donghoh;Lee, Hajeong;Oh, Hee-Seok
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.583-594
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    • 2021
  • In this paper, we propose wavelet-based procedures to identify the difference between images, including portraits and handwriting. The proposed methods are based on a novel combination of multiscale methods with a regularization technique. The multiscale method extracts the local characteristics of an image, and the distinct features are obtained through the regularized regression of the local characteristics. The regularized regression approach copes with the high-dimensional problem to build the relation between the local characteristics. Lytle and Yang (2006) introduced the detection method of forged handwriting via wavelets and summary statistics. We expand the scope of their method to the general image and significantly improve the results. We demonstrate the promising empirical evidence of the proposed method through various experiments.

The skew-t censored regression model: parameter estimation via an EM-type algorithm

  • Lachos, Victor H.;Bazan, Jorge L.;Castro, Luis M.;Park, Jiwon
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.333-351
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    • 2022
  • The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

Modeling of High Density of Ozone in Seoul Area with Non-Linear Regression (비선형 회귀 모형을 이용한 서울지역 오존의 고농도 현상의 모형화)

  • Chung, Soo-Yeon;Cho, Ki-Heon
    • The Korean Journal of Applied Statistics
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    • v.22 no.4
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    • pp.865-877
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    • 2009
  • While characterized initially as an urban-scale pollutant, ozone has increasingly been recognized as a regional and even global-scale phenomenon. The complexity of environmental data dynamics often requires models covering non-linearity. This study deals with modeling ozone with meteorology in Seoul area. The relationships are used to construct a nonlinear regression model relating ozone to meteorology. The model can be used to estimate that part of the trend in ozone levels that cannot be accounted for by trends in meteorology.

Analyzing Survival Data as Binary Outcomes with Logistic Regression

  • Lim, Jo-Han;Lee, Kyeong-Eun;Hahn, Kyu-S.;Park, Kun-Woo
    • Communications for Statistical Applications and Methods
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    • v.17 no.1
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    • pp.117-126
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    • 2010
  • Clinical researchers often analyze survival data as binary outcomes using the logistic regression method. This paper examines the information loss resulting from analyzing survival time as binary outcomes. We first demonstrate that, under the proportional hazard assumption, this binary discretization does result in a significant information loss. Second, when fitting a logistic model to survival time data, researchers inadvertently use the maximal statistic. We implement a numerical study to examine the properties of the reference distribution for this statistic, finally, we show that the logistic regression method can still be a useful tool for analyzing survival data in particular when the proportional hazard assumption is questionable.

Imputation Using Factor Score Regression

  • Lee, Sang-Eun;Hwang, Hee-Jin;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.317-323
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    • 2009
  • Recently not even government polices but small town decisions are based on the survey data/information, so the most of government agencies/organizations demand various sample surveys in each fields for more detail information. However in conducting the sample survey, nonresponse problem rises very often and it becomes a major issue on judging the accuracy of survey. For that matters, one solution ran be using the administration data. However unfortunately most of administration data are restricted to the common users. The other solution can be the imputation. Therefore several method, of imputation are studied in various fields. In this study, in stead of the simple regression imputation method which is commonly used, factor score regression method is applied specially to the incomplete data which have the unit and item misting values in survey data. Here for simulation study, Consumer Expenditure Surveys in Korea are used.

Pointwise Estimation of Density of Heteroscedastistic Response in Regression

  • Hyun, Ji-Hoon;Kim, Si-Won;Lee, Sung-Dong;Byun, Wook-Jae;Son, Mi-Kyoung;Kim, Choong-Rak
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.197-203
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    • 2012
  • In fitting a regression model, we often encounter data sets which do not follow Gaussian distribution and/or do not have equal variance. In this case estimation of the conditional density of a response variable at a given design point is hardly solved by a standard least squares method. To solve this problem, we propose a simple method to estimate the distribution of the fitted vales under heteroscedasticity using the idea of quantile regression and the histogram techniques. Application of this method to a real data sets is given.