• 제목/요약/키워드: L$_1$-regression

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L1 회귀 계수에 관한 연구 (On L1 regression coefficients)

  • 홍종선;최현집
    • 응용통계연구
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    • 제6권2호
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    • pp.247-252
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    • 1993
  • 회귀계수 추정을 위해 잔차의 절대값의 합을 최소화하는 과정에서 회귀선이 어떤 점을 지난 다고 가정하였을 경우에는 $L_1$ 회귀계수는 표본 관측점과 주어진 점과의 기울기들의 가 중 중앙값으로 정의할 수 있음을 보였다. 그러므로 $L_1$ 방법은 회귀선이 통과하는 하나 의 최적점을 발견하는 것으로 간주될 수 있다.

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The strong consistency of the $L_1$-norm estimators in censored nonlinear regression models

  • Park, Seung-Hoe;Kim, Hae-Kyung
    • 대한수학회보
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    • 제34권4호
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    • pp.573-581
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    • 1997
  • This paper is concerned with the strong consistency of the $L_1$-norm estimators for the nonlinear regression models when dependent variables are subject to censoring, and provides the sufficient conditions which ensure the strong consistency of $L_1$-norm estimators of the censored regression models.

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Resampling-based Test of Hypothesis in L1-Regression

  • Kim, Bu-Yong
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.643-655
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    • 2004
  • L$_1$-estimator in the linear regression model is widely recognized to have superior robustness in the presence of vertical outliers. While the L$_1$-estimation procedures and algorithms have been developed quite well, less progress has been made with the hypothesis test in the multiple L$_1$-regression. This article suggests computer-intensive resampling approaches, jackknife and bootstrap methods, to estimating the variance of L$_1$-estimator and the scale parameter that are required to compute the test statistics. Monte Carlo simulation studies are performed to measure the power of tests in small samples. The simulation results indicate that bootstrap estimation method is the most powerful one when it is employed to the likelihood ratio test.

Nonparametric Estimation in Regression Model

  • Han, Sang Moon
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.15-27
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    • 2001
  • One proposal is made for constructing nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of idea of Johns for estimating the center of the symmetric distribution together with the idea of regression quantiles and regression trimmed mean. This nonparametric estimator and some other L-estimators are studied by Monte Carlo.

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Variable selection in L1 penalized censored regression

  • Hwang, Chang-Ha;Kim, Mal-Suk;Shi, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제22권5호
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    • pp.951-959
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    • 2011
  • The proposed method is based on a penalized censored regression model with L1-penalty. We use the iteratively reweighted least squares procedure to solve L1 penalized log likelihood function of censored regression model. It provide the efficient computation of regression parameters including variable selection and leads to the generalized cross validation function for the model selection. Numerical results are then presented to indicate the performance of the proposed method.

On the Robustness of $L_1$-estimator in Linear Regression Models

  • Bu-Yong Kim
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.277-287
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    • 1995
  • It is well kmown that the $L_1$-estimator is robust with respect to vertical outliers in regression data, even if it is susceptible to bad leverage points. This article is concerned with the robustness of the $L_1$-estimator. To investigate its robustness against vertical outliers we may find intervals for the value of the response variable within which the $L_1$-estimates do not shange. A procedure for constructing those intervals in multiple limear regression is illustrated in the sensitivity analysis context. And then vertical breakdown point of the $L_1$-estimator is defined on the basis of properties related to those intervals.

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호흡곤란 환자 퇴원 결정을 위한 벌점 로지스틱 회귀모형 (Penalized logistic regression models for determining the discharge of dyspnea patients)

  • 박철용;계묘진
    • Journal of the Korean Data and Information Science Society
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    • 제24권1호
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    • pp.125-133
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    • 2013
  • 이 논문에서는 호흡곤란을 주호소로 내원한 668명의 환자를 대상으로 11개 혈액검사 결과를 이용하여 퇴원여부를 결정하는 벌점 이항 로지스틱 회귀 기반 통계모형을 유도하였다. 구체적으로 $L^2$ 벌점에 근거한 능형 모형과 $L^1$ 벌점에 근거한 라소 모형을 고려하였다. 이 모형의 예측력 비교 대상으로는 일반 로지스틱 회귀의 11개 전체 변수를 사용한 모형과 변수선택된 모형이 사용되었다. 10-묶음 교차타당성 (10-fold cross-validation) 비교 결과 능형 모형의 예측력이 우수한 것으로 나타났다.

채도측정시스템을 이용한 암모니아성 질소의 정량방법 (Determination of Ammonia Nitrogen by Color Saturation Measurement System)

  • 이형춘
    • 한국환경보건학회지
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    • 제38권2호
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    • pp.136-141
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    • 2012
  • Objectives: The objective of this study was to investigate whether the ammonia nitrogen concentration of aqueous samples such as drinking water can be determined by measuring the saturation of the samples colored by indophenol method. Methods: A color saturation measurement system was constructed by connecting a notebook computer to an image acquisition device composed of a PC camera and a light source, and was then used to measure the saturation of samples colored by blue indophenol complex. Results: Between two available light sources, a fluorescent lamp was selected due to its demonstrating better linearity between color saturation and ammonia nitrogen concentration. Prediction by quadratic regression was more accurate than by linear regression, and prediction by quadratic regression in the concentration range of 0.1-1.0 $mg/l$ was more accurate than in the concentration range of 0.0-1.0 $mg/l$. Regression-based predictions over 0.25 $mg/l$, 0.55 $mg/l$ and 0.75 $mg/l$ concentrations were implemented both by spectrophotometric method and by measuring color saturation. In the case of 0.25 $mg/l$, the predicted concentration by spectrophotometric method was $0.256{\pm}0.0076\;mg/l$ and the predicted concentration by measuring color saturation was $0.246{\pm}0.0086\;mg/l$ (p=0.051). In the case of 0.55 $mg/l$, they were $0.561{\pm}0.0068\;mg/l$ and $0.564{\pm}0.0166\;mg/l$ (p=0.660). In the case of 0.75 $mg/l$, they were $0.755{\pm}0.0139\;mg/l$ and $0.762{\pm}0.0088\;mg/l$ (p=0.215). Conclusions: There were no statistically significant differences (p>0.05) between the data from the two methods in all three of the concentrations. Therefore, the color saturation measurement method proposed in this paper may be considered applicable for determining the ammonia nitrogen concentration of aqueous samples such as drinking water.

Robust varying coefficient model using L1 regularization

  • Hwang, Changha;Bae, Jongsik;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • 제27권4호
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    • pp.1059-1066
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    • 2016
  • In this paper we propose a robust version of varying coefficient models, which is based on the regularized regression with L1 regularization. We use the iteratively reweighted least squares procedure to solve L1 regularized objective function of varying coefficient model in locally weighted regression form. It provides the efficient computation of coefficient function estimates and the variable selection for given value of smoothing variable. We present the generalized cross validation function and Akaike information type criterion for the model selection. Applications of the proposed model are illustrated through the artificial examples and the real example of predicting the effect of the input variables and the smoothing variable on the output.

FDG 사용 시 Dose Calibrator에 따른 SUV에 미치는 영향 (The Effect of Using Two Different Type of Dose Calibrators on In Vivo Standard Uptake Value of FDG PET)

  • 박영재;방성애;이승민;김상언;고길만;이경재;이인원
    • 핵의학기술
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    • 제14권1호
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    • pp.115-121
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    • 2010
  • 방사성핵종과 방사능을 측정하는 dose calibrator의 서로 다른 두개의 기기에서 F-18 FDG을 각각 측정하고, 이 측정값에 의한 인체 내 SUV (Standard Uptake Value)에 미치는 영향은 없는지에 대하여 알아보고자 하였다. 이 연구에서 두개의 다른 dose calibrator는 CRC-15 Dual PET, CRC-15R을 사용하였다. 각 dose calibrator에서 F-18 FDG를 2 mL 주사기 3개에 볼륨 1 mL, 2 mL, 3 mL를 만들어 각각 초기 radio activity를 측정한 후 4시간 30분(270분)까지 30분 간격으로 radio activity를 각각 측정하고 기록한다. 초기 radio activity 값을 기준으로 방사선붕괴 공식으로 산출된 값(decay factor)과 dose calibrator로 측정된 값 간의 직선성을 단순선형을 통하여 분석하였다. CRC-15 Dual PET에서 가장 이상적인 값에 가까운 측정값을 볼륨을 기준으로 하여, CRC-15R에서 측정된 값을 최적화하기 위한 선형회귀식을 회귀분석을 통하여 구한다. 선형회귀식의 산출값을 적용하여 PET/CT 검사를 시행한 50명을 대상으로 lung, liver, region 부위에 ROI을 그려 SUV를 구한다. CRC-15 Dual PET, CRC-15R에서 측정한 radio activity와 그 값을 이용한 SUV를 paired t-test로 통계적으로 유의한 차이가 있는지 알아보았다. CRC-15 Dual PET과 CRC-15R에서 측정한 radio activity의 상관분석결과 1 mL의 경우 상관성을 보여주는 r값은 r=0.999이었으며, 회귀분석에 위한 선형식은 y=1.0345x+ 0.2601이었다. 2 mL의 경우 r=0.999이며, 선형회귀식은 y=1.0226x+0.1669이었다. 3 mL의 경우 r=0.999이며, 선형회귀식은 y=1.0094x+0.1577이었다. 각 세 가지 볼륨에서 얻어진 선형회귀식의 산출 값을 이용하여 구한 lung, liver, region 부위에 ROI의 SUV에서의 차이는 1 mL의 경우, lung, liver, region은 (p<0.0001)로 t-test 결과 모두 유의한 차이가 있었다. 2mL의 경우, lung (p<0.002), liver, region은 ROI의 SUV에서 유의한 차이(p<0.0001)를 보였다. 또한 3 mL의 경우, lung(p<0.044), liver, region의 유의한 차이(p<0.0001)가 있었다. F-18 FDG 검사에서 사용되는 두 개의 dose calibrator CRC-15 Dual PET, CRC-15R의 radioactivity에 대한 측정치에서는 상관관계의 차이가 없다는 것을 알 수 있었다. 그러나 이 두 값을 통해 SUV는 인체 내의 uptake 정도에 있어서는 유의한 차이를 보인다는 것을 알 수 있었다. 따라서 이 두개의 dose calibrator를 사용함에 있어서, 이 두 값이 인체 내 SUV의 차이를 고려하여 사용하여야 할 필요성이 요구된다.

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