• 제목/요약/키워드: robust regression

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Regression discontinuity for survival data

  • Youngjoo Cho
    • Communications for Statistical Applications and Methods
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    • 제31권1호
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    • pp.155-178
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    • 2024
  • Regression discontinuity (RD) design is one of the most widely used methods in causal inference for estimation of treatment effect when the treatment is created by a cutpoint from the covariate of interest. There has been little attention to RD design, although it provides a very useful tool for analysis of treatment effect for censored data. In this paper, we define the causal effect for survival function in RD design when the treatment is assigned deterministically by the covariate of interest. We propose estimators of this causal effect for survival data by using transformation, which leads unbiased estimator of the survival function with local linear regression. Simulation studies show the validity of our approach. We also illustrate our proposed method using the prostate, lung, colorectal and ovarian (PLCO) dataset.

Large Robust Designs for Generalized Linear Model

  • Kim, Young-Il;Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • 제10권2호
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    • pp.289-298
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    • 1999
  • We consider a minimax approach to make a design robust to many types or uncertainty arising in reality when dealing with non-normal linear models. We try to build a design to protect against the worst case, i.e. to improve the "efficiency" of the worst situation that can happen. In this paper, we especially deal with the generalized linear model. It is a known fact that the generalized linear model is a universal approach, an extension of the normal linear regression model to cover other distributions. Therefore, the optimal design for the generalized linear model has very similar properties as the normal linear model except that it has some special characteristics. Uncertainties regarding the unknown parameters, link function, and the model structure are discussed. We show that the suggested approach is proven to be highly efficient and useful in practice. In the meantime, a computer algorithm is discussed and a conclusion follows.

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반응표면법을 이용한 헬리컬기어 치형수정의 최적화 (Optimization of the Tooth Surface in the Helical Gears Using a Response Surface Method)

  • 박찬일
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2005년도 추계학술대회논문집
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    • pp.760-763
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    • 2005
  • Optimum design of the tooth surface for the reduction of transmission error is very difficult to determine analytically due to nonlinearity of transmission error under the several load condition. The design of tooth surface that can give a low noise under the various load condition is very important. Therefore, this study proposes the method to determine the optimal lead curve and robust design of the tooth surface by using the response surface method. To do so, the design variables are selected by a screening experiment. Then the fitted regression model Is built with the check of the usefulness of the model. The model with constraints is solved to obtain the optimum values for the lead curve and the robust design fur the tooth surface.

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유전자 알고리즘을 이용한 신경망 설계 (Designing Neural Network Using Genetic Algorithm)

  • 박정선
    • 한국정보처리학회논문지
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    • 제4권9호
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    • pp.2309-2314
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    • 1997
  • 본 연구는 보험 회사의 파산 예측을 위하여 신경회로망이 사용되는데 이를 최적화하기 위하여 유전자 알고리즘이 사용된다. 유전자 알고리즘은 최적의 네트워크 구조와 매개변수들을 제시해 준다. 유전자 알고리즘에 의해 설계된 신경회로망은 파산 예측을 함에 있어 discriminant analysis, logistic regression, ID3, CART 등과 비교되는데 가장 좋은 성능을 보여준다.

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Kendall의 Tau에 의한 회귀직선의 평행성에 관한 비모수 검정 (A Nonparametric Test for the Parallelism of Regression Lines Based on Kendall's Tau)

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • 제7권1호
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    • pp.17-26
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    • 1978
  • For testing $\beta_i=\beta, i=1,...,k$, in the regression model $Y_{ij} = \alpha_i + \beta_ix_{ij} + e_{ij}, j=1,...,n_i$, a simple and robust test based on Kendall's tau is proposed. Its asymptotic distribution is proved to be chi-square under the null hypthesis and noncentral chi-square under an appropriate sequence of alternatives. For the optimal designs, the asymptotic relative efficiency of the proposed procedure with respect to the least squares procedure is the same as that of the Wilcoxon test with respect to the t-test.

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Robust Regression for Right-Censored Data

  • Kim, Chul-Ki
    • 품질경영학회지
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    • 제25권2호
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    • pp.47-59
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    • 1997
  • In this paper we develop computational algorithms to calculate M-estimators of regression parameters from right-censored data that are naturally collected in quality control. In the case of M-estimators, a new statistical method is also introduced to incorporate concomitant scale estimation in the presence of right censoring on the observed responses. Furthermore, we illustrate this by simulations.

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Comparison of machine learning techniques to predict compressive strength of concrete

  • Dutta, Susom;Samui, Pijush;Kim, Dookie
    • Computers and Concrete
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    • 제21권4호
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    • pp.463-470
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    • 2018
  • In the present study, soft computing i.e., machine learning techniques and regression models algorithms have earned much importance for the prediction of the various parameters in different fields of science and engineering. This paper depicts that how regression models can be implemented for the prediction of compressive strength of concrete. Three models are taken into consideration for this; they are Gaussian Process for Regression (GPR), Multi Adaptive Regression Spline (MARS) and Minimax Probability Machine Regression (MPMR). Contents of cement, blast furnace slag, fly ash, water, superplasticizer, coarse aggregate, fine aggregate and age in days have been taken as inputs and compressive strength as output for GPR, MARS and MPMR models. A comparatively large set of data including 1030 normalized previously published results which were obtained from experiments were utilized. Here, a comparison is made between the results obtained from all the above mentioned models and the model which provides the best fit is established. The experimental results manifest that proposed models are robust for determination of compressive strength of concrete.

Unified Non-iterative Algorithm for Principal Component Regression, Partial Least Squares and Ordinary Least Squares

  • Kim, Jong-Duk
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.355-366
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    • 2003
  • A unified procedure for principal component regression (PCR), partial least squares (PLS) and ordinary least squares (OLS) is proposed. The process gives solutions for PCR, PLS and OLS in a unified and non-iterative way. This enables us to see the interrelationships among the three regression coefficient vectors, and it is seen that the so-called E-matrix in the solution expression plays the key role in differentiating the methods. In addition to setting out the procedure, the paper also supplies a robust numerical algorithm for its implementation, which is used to show how the procedure performs on a real world data set.

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Unified methods for variable selection and outlier detection in a linear regression

  • Seo, Han Son
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.575-582
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    • 2019
  • The problem of selecting variables in the presence of outliers is considered. Variable selection and outlier detection are not separable problems because each observation affects the fitted regression equation differently and has a different influence on each variable. We suggest a simultaneous method for variable selection and outlier detection in a linear regression model. The suggested procedure uses a sequential method to detect outliers and uses all possible subset regressions for model selections. A simplified version of the procedure is also proposed to reduce the computational burden. The procedures are compared to other variable selection methods using real data sets known to contain outliers. Examples show that the proposed procedures are effective and superior to robust algorithms in selecting the best model.

Multivariate adaptive regression spline applied to friction capacity of driven piles in clay

  • Samui, Pijush
    • Geomechanics and Engineering
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    • 제3권4호
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    • pp.285-290
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    • 2011
  • This article employs Multivariate Adaptive Regression Spline (MARS) for determination of friction capacity of driven piles in clay. MARS is non-parametric adaptive regression procedure. Pile length, pile diameter, effective vertical stress, and undrained shear strength are considered as input of MARS and the output of MARS is friction capacity. The developed MARS gives an equation for determination of $f_s$ of driven piles in clay. The results of the developed MARS have been compared with the Artificial Neural Network. This study shows that the developed MARS is a robust model for prediction of $f_s$ of driven piles in clay.