• Title/Summary/Keyword: 로지스틱 회귀 모형

Search Result 432, Processing Time 0.023 seconds

Suppression for Logistic Regression Model (로지스틱 회귀모형에서의 SUPPRESSION)

  • Hong C. S.;Kim H. I.;Ham J. H.
    • The Korean Journal of Applied Statistics
    • /
    • v.18 no.3
    • /
    • pp.701-712
    • /
    • 2005
  • The suppression for logistic regression models has been debated no longer than that for linear regression models since, among many other reasons, sum of squares for regression (SSR) or coefficient of determination ($R^2$) could be defined into various ways. Based on four kinds of $R^2$'s: two kinds are most preferred, and the other two are proposed by Liao & McGee (2003), four kinds of SSR's are derived so that the suppression for logistic models is explained. Many data fitted to logistic models are generated by Monte Carlo method. We explore when suppression happens, and compare with that for linear regression models.

Log-density Ratio with Two Predictors in a Logistic Regression Model (로지스틱 회귀모형에서 이변량 정규분포에 근거한 로그-밀도비)

  • Kahng, Myung Wook;Yoon, Jae Eun
    • The Korean Journal of Applied Statistics
    • /
    • v.26 no.1
    • /
    • pp.141-149
    • /
    • 2013
  • We present methods for studying the log-density ratio that enables the selection of the predictors and the form to be included in the logistic regression model. Under bivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of two predictors. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms. We also explore other conditions in which the crossproduct and quadratic terms are not needed in the logistic regression model.

로지스틱 회귀를 통한 경마의 입상확률모형

  • 유선경;박흥선
    • The Korean Journal of Applied Statistics
    • /
    • v.13 no.1
    • /
    • pp.35-43
    • /
    • 2000
  • 본 연구에서는 우리 나라 경마의 실제자료를 이용하여 연승식 경마의 입상확률에 미치는 여러 가지 요인을 조사하였고, 이를 토대로 입상확률모형을 유도하여 보았다. 외국의 경우, 경마에 대한 통계적 접근이 다각적으로 시행되었지만, 기존의 선행방법이 배당금에 의한 입상확률에 근거를 하고 있는 반면, 본 연구에서는 경마장에서 쉽게 구할 수 있는 정보를 중심으로, 로지스틱 회귀를 이용한 방법을 시도해 보았다.

  • PDF

An educational tool for binary logistic regression model using Excel VBA (엑셀 VBA를 이용한 이분형 로지스틱 회귀모형 교육도구 개발)

  • Park, Cheolyong;Choi, Hyun Seok
    • Journal of the Korean Data and Information Science Society
    • /
    • v.25 no.2
    • /
    • pp.403-410
    • /
    • 2014
  • Binary logistic regression analysis is a statistical technique that explains binary response variable by quantitative or qualitative explanatory variables. In the binary logistic regression model, the probability that the response variable equals, say 1, one of the binary values is to be explained as a transformation of linear combination of explanatory variables. This is one of big barriers that non-statisticians have to overcome in order to understand the model. In this study, an educational tool is developed that explains the need of the binary logistic regression analysis using Excel VBA. More precisely, this tool explains the problems related to modeling the probability of the response variable equal to 1 as a linear combination of explanatory variables and then shows how these problems can be solved through some transformations of the linear combination.

Comparison of Bias Correction Methods for the Rare Event Logistic Regression (희귀 사건 로지스틱 회귀분석을 위한 편의 수정 방법 비교 연구)

  • Kim, Hyungwoo;Ko, Taeseok;Park, No-Wook;Lee, Woojoo
    • The Korean Journal of Applied Statistics
    • /
    • v.27 no.2
    • /
    • pp.277-290
    • /
    • 2014
  • We analyzed binary landslide data from the Boeun area with logistic regression. Since the number of landslide occurrences is only 9 out of 5000 observations, this can be regarded as a rare event data. The main issue of logistic regression with the rare event data is a serious bias problem in regression coefficient estimates. Two bias correction methods were proposed before and we quantitatively compared them via simulation. Firth (1993)'s approach outperformed and provided the most stable results for analyzing the rare-event binary data.

Bayesian logit models with auxiliary mixture sampling for analyzing diabetes diagnosis data (보조 혼합 샘플링을 이용한 베이지안 로지스틱 회귀모형 : 당뇨병 자료에 적용 및 분류에서의 성능 비교)

  • Rhee, Eun Hee;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
    • /
    • v.35 no.1
    • /
    • pp.131-146
    • /
    • 2022
  • Logit models are commonly used to predicting and classifying categorical response variables. Most Bayesian approaches to logit models are implemented based on the Metropolis-Hastings algorithm. However, the algorithm has disadvantages of slow convergence and difficulty in ensuring adequacy for the proposal distribution. Therefore, we use auxiliary mixture sampler proposed by Frühwirth-Schnatter and Frühwirth (2007) to estimate logit models. This method introduces two sequences of auxiliary latent variables to make logit models satisfy normality and linearity. As a result, the method leads that logit model can be easily implemented by Gibbs sampling. We applied the proposed method to diabetes data from the Community Health Survey (2020) of the Korea Disease Control and Prevention Agency and compared performance with Metropolis-Hastings algorithm. In addition, we showed that the logit model using auxiliary mixture sampling has a great classification performance comparable to that of the machine learning models.

Study on Detection Technique for Cochlodinium polykrikoides Red tide using Logistic Regression Model and Decision Tree Model (로지스틱 회귀모형과 의사결정나무 모형을 이용한 Cochlodinium polykrikoides 적조 탐지 기법 연구)

  • Bak, Su-Ho;Kim, Heung-Min;Kim, Bum-Kyu;Hwang, Do-Hyun;Unuzaya, Enkhjargal;Yoon, Hong-Joo
    • The Journal of the Korea institute of electronic communication sciences
    • /
    • v.13 no.4
    • /
    • pp.777-786
    • /
    • 2018
  • This study propose a new method to detect Cochlodinium polykrikoides on satellite images using logistic regression and decision tree. We used spectral profiles(918) extracted from red tide, clear water and turbid water as training data. The 70% of the entire data set was extracted and used for model training, and the classification accuracy of the model was evaluated by using the remaining 30%. As a result of the accuracy evaluation, the logistic regression model showed about 97% classification accuracy, and the decision tree model showed about 86% classification accuracy.

Principal Components Regression in Logistic Model (로지스틱모형에서의 주성분회귀)

  • Kim, Bu-Yong;Kahng, Myung-Wook
    • The Korean Journal of Applied Statistics
    • /
    • v.21 no.4
    • /
    • pp.571-580
    • /
    • 2008
  • The logistic regression analysis is widely used in the area of customer relationship management and credit risk management. It is well known that the maximum likelihood estimation is not appropriate when multicollinearity exists among the regressors. Thus we propose the logistic principal components regression to deal with the multicollinearity problem. In particular, new method is suggested to select proper principal components. The selection method is based on the condition index instead of the eigenvalue. When a condition index is larger than the upper limit of cutoff value, principal component corresponding to the index is removed from the estimation. And hypothesis test is sequentially employed to eliminate the principal component when a condition index is between the upper limit and the lower limit. The limits are obtained by a linear model which is constructed on the basis of the conjoint analysis. The proposed method is evaluated by means of the variance of the estimates and the correct classification rate. The results indicate that the proposed method is superior to the existing method in terms of efficiency and goodness of fit.

Developing the high-risk drinking predictive model in Korea using the data mining technique (데이터마이닝 기법을 활용한 한국인의 고위험 음주 예측모형 개발 연구)

  • Park, Il-Su;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.6
    • /
    • pp.1337-1348
    • /
    • 2017
  • In this paper, we develop the high-risk drinking predictive model in Korea using the cross-sectional data from Korea Community Health Survey (2014). We perform the logistic regression analysis, the decision tree analysis, and the neural network analysis using the data mining technique. The results of logistic regression analysis showed that men in their forties had a high risk and the risk of office workers and sales workers were high. Especially, current smokers had higher risk of high-risk drinking. Neural network analysis and logistic regression were the most significant in terms of AUROC (area under a receiver operation characteristic curve) among the three models. The high-risk drinking predictive model developed in this study and the selection method of the high-risk intensive drinking group can be the basis for providing more effective health care services such as hazardous drinking prevention education, and improvement of drinking program.

A Comparative Experiment of Software Defect Prediction Models using Object Oriented Metrics (객체지향 메트릭을 이용한 결함 예측 모형의 실험적 비교)

  • Kim, Yun-Kyu;Kim, Tae-Yeon;Chae, Heung-Seok
    • Journal of KIISE:Computing Practices and Letters
    • /
    • v.15 no.8
    • /
    • pp.596-600
    • /
    • 2009
  • To support an efficient management of software verification and validation activities, many defect prediction models have been proposed based on object oriented metrics. They usually adopt logistic regression analysis, And, they state that the correctness of prediction is about 60${\sim}$70%, We performed a similar experiment with Eclipse 3.3 to check their prediction effectiveness, However, the result shows that correctness is about 40% which is much lower than the original results. We also found that univariate logistic regression analysis produces better results than multivariate logistic regression analysis.