• Title/Summary/Keyword: Linear Models

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Generalized Weighted Linear Models Based on Distribution Functions - A Frequentist Perspective (분포함수를 기초로 일반화가중선형모형)

  • 여인권
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.489-498
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    • 2004
  • In this paper, a new form of linear models referred to as generalized weighted linear models is proposed. The proposed models assume that the relationship between the response variable and explanatory variables can be modelled by a distribution function of the response mean and a weighted linear combination of distribution functions of covariates. This form addresses a structural problem of the link function in the generalized linear models in which the parameter space may not be consistent with the space derived from linear predictors. The maximum likelihood estimation with Lagrange's undetermined multipliers is used to estimate the parameters and resampling method is applied to compute confidence intervals and to test hypotheses.

Comparing the efficiency of dispersion parameter estimators in gamma generalized linear models (감마 일반화 선형 모형에서의 산포 모수 추정량에 대한 효율성 연구)

  • Jo, Seongil;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.95-102
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    • 2017
  • Gamma generalized linear models have received less attention than Poisson and binomial generalized linear models. Therefore, many old-established statistical techniques are still used in gamma generalized linear models. In particular, existing literature and textbooks still use approximate estimates for the dispersion parameter. In this paper we study the efficiency of various dispersion parameter estimators in gamma generalized linear models and perform numerical simulations. Numerical studies show that the maximum likelihood estimator and Cox-Reid adjusted maximum likelihood estimator are recommended and that approximate estimates should be avoided in practice.

Quantitative Frameworks for Multivalent Macromolecular Interactions in Biological Linear Lattice Systems

  • Choi, Jaejun;Kim, Ryeonghyeon;Koh, Junseock
    • Molecules and Cells
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    • v.45 no.7
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    • pp.444-453
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    • 2022
  • Multivalent macromolecular interactions underlie dynamic regulation of diverse biological processes in ever-changing cellular states. These interactions often involve binding of multiple proteins to a linear lattice including intrinsically disordered proteins and the chromosomal DNA with many repeating recognition motifs. Quantitative understanding of such multivalent interactions on a linear lattice is crucial for exploring their unique regulatory potentials in the cellular processes. In this review, the distinctive molecular features of the linear lattice system are first discussed with a particular focus on the overlapping nature of potential protein binding sites within a lattice. Then, we introduce two general quantitative frameworks, combinatorial and conditional probability models, dealing with the overlap problem and relating the binding parameters to the experimentally measurable properties of the linear lattice-protein interactions. To this end, we present two specific examples where the quantitative models have been applied and further extended to provide biological insights into specific cellular processes. In the first case, the conditional probability model was extended to highlight the significant impact of nonspecific binding of transcription factors to the chromosomal DNA on gene-specific transcriptional activities. The second case presents the recently developed combinatorial models to unravel the complex organization of target protein binding sites within an intrinsically disordered region (IDR) of a nucleoporin. In particular, these models have suggested a unique function of IDRs as a molecular switch coupling distinct cellular processes. The quantitative models reviewed here are envisioned to further advance for dissection and functional studies of more complex systems including phase-separated biomolecular condensates.

Robustness of model averaging methods for the violation of standard linear regression assumptions

  • Lee, Yongsu;Song, Juwon
    • Communications for Statistical Applications and Methods
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    • v.28 no.2
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    • pp.189-204
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    • 2021
  • In a regression analysis, a single best model is usually selected among several candidate models. However, it is often useful to combine several candidate models to achieve better performance, especially, in the prediction viewpoint. Model combining methods such as stacking and Bayesian model averaging (BMA) have been suggested from the perspective of averaging candidate models. When the candidate models include a true model, it is expected that BMA generally gives better performance than stacking. On the other hand, when candidate models do not include the true model, it is known that stacking outperforms BMA. Since stacking and BMA approaches have different properties, it is difficult to determine which method is more appropriate under other situations. In particular, it is not easy to find research papers that compare stacking and BMA when regression model assumptions are violated. Therefore, in the paper, we compare the performance among model averaging methods as well as a single best model in the linear regression analysis when standard linear regression assumptions are violated. Simulations were conducted to compare model averaging methods with the linear regression when data include outliers and data do not include them. We also compared them when data include errors from a non-normal distribution. The model averaging methods were applied to the water pollution data, which have a strong multicollinearity among variables. Simulation studies showed that the stacking method tends to give better performance than BMA or standard linear regression analysis (including the stepwise selection method) in the sense of risks (see (3.1)) or prediction error (see (3.2)) when typical linear regression assumptions are violated.

A Study on the State Space Identification Model of the Dynamic System using Neural Networks (신경회로망을 이용한 동적 시스템의 상태 공간 인식 모델에 관한 연구)

  • 이재현;강성인;이상배
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1997.10a
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    • pp.115-120
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    • 1997
  • System identification is the task of inferring a mathematical description of a dynamic system from a series of measurements of the system. There are several motives for establishing mathematical descriptions of dynamic systems. Typical applications encompass simulation, prediction, fault diagnostics, and control system design. The paper demonstrates that neural networks can be used effective for the identification of nonlinear dynamical systems. The content of this paper concerns dynamic neural network models, where not all inputs to and outputs from the networks are measurable. Only one model type is treated, the well-known Innovation State Space model(Kalman Predictor). The identification is based only on input/output measurements, so in fact a non-linear Extended Kalman Filter problem is solved. Even for linear models this is a non-linear problem without any assurance of convergence, and in spite of this fact an attempt is made to apply the principles from linear models, an extend them to non-linear models. Computer simulation results reveal that the identification scheme suggested are practically feasible.

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A Comparative Study on the Performance of Bayesian Partially Linear Models

  • Woo, Yoonsung;Choi, Taeryon;Kim, Wooseok
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.885-898
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    • 2012
  • In this paper, we consider Bayesian approaches to partially linear models, in which a regression function is represented by a semiparametric additive form of a parametric linear regression function and a nonparametric regression function. We make a comparative study on the performance of widely used Bayesian partially linear models in terms of empirical analysis. Specifically, we deal with three Bayesian methods to estimate the nonparametric regression function, one method using Fourier series representation, the other method based on Gaussian process regression approach, and the third method based on the smoothness of the function and differencing. We compare the numerical performance of three methods by the root mean squared error(RMSE). For empirical analysis, we consider synthetic data with simulation studies and real data application by fitting each of them with three Bayesian methods and comparing the RMSEs.

Comparing the performance of likelihood ratio test and F-test for gamma generalized linear models (감마 일반화 선형 모형에서의 가능도비 검정과 F-검정 비교연구)

  • Jo, Seongil;Han, Jeongseop;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.31 no.4
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    • pp.475-484
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    • 2018
  • Gamma generalized linear models are useful for non-negative and skewed responses. However, these models have received less attention than Poisson and binomial generalized linear models. In particular, hypothesis testing for the significance of regression coefficients has not been thoroughly studied. In this paper we assess the performance of various test statistics for gamma generalized linear models based on numerical studies. Our results show that the likelihood ratio test and F-type test are generally recommended and that the partial deviance test should be avoided in practice.

A Historical Study on the Representations of Diffusion Phenomena in Mathematical Models for Population Changes of Biological Species (생물 종의 개체 수 변화를 기술하는 수학적 모델의 확산현상 표현에 대한 역사적 고찰)

  • Shim, Seong-A
    • Journal for History of Mathematics
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    • v.29 no.6
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    • pp.353-363
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    • 2016
  • In mathematical population ecology which is an academic field that studies how populations of biological species change as times flows at specific locations in their habitats, PDE models have been studied in many aspects and found to have different properties from the classical ODE models. And different approaches to PDE type models in mathematical biology are still being tried currently. This article investigate various forms to express diffusion effects and review the history of PDE models involving diffusion terms in mathematical ecology. Semi-linear systems representing the spatial movements of each individual as random simple diffusion and quasi-linear systems describing more complex diffusions reflecting interspecific interactions are studied. Also it introduce a few of important problems to be solved in this field.

Developing Accident Models of Rotary by Accident Occurrence Location (로터리 사고발생 위치별 사고모형 개발)

  • Na, Hee;Park, Byung-Ho
    • International Journal of Highway Engineering
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    • v.14 no.4
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    • pp.83-91
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    • 2012
  • PURPOSES : This study deals with Rotary by Accident Occurrence Location. The purpose of this study is to develop the accident models of rotary by location. METHODS : In pursuing the above, this study gives particular attentions to developing the appropriate models using multiple linear, Poisson and negative binomial regression models and statistical analysis tools. RESULTS : First, four multiple linear regression models which are statistically significant(their $R^2$ values are 0.781, 0.300, 0.784 and 0.644 respectively) are developed, and four Poisson regression models which are statistically significant(their ${\rho}^2$ values are 0.407, 0.306, 0.378 and 0.366 respectively) are developed. Second, the test results of fitness using RMSE, %RMSE, MPB and MAD show that Poisson regression model in the case of circulatory roadway, pedestrian crossing and others and multiple linear regression model in the case of entry/exit sections are appropriate to the given data. Finally, the common variable that affects to the accident is adopted to be traffic volume. CONCLUSIONS : 8 models which are all statistically significant are developed, and the common and specific variables that are related to the models are derived.

A Study on the Evaluation of an Expert System에s Performance : Lens Model Analysis (전문가시스템의 성능평가에 관한 연구 : 렌즈모델분석)

  • 김충영
    • Journal of Information Technology Applications and Management
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    • v.11 no.1
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    • pp.117-135
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    • 2004
  • Since human decision making behavior is likely to follow nonlinear strategy, it is conjectured that the human decision making behavior can be modeled better by nonlinear models than by linear models. All that linear models can do is to approximate rather than model the decision behavior. This study attempts to test this conjecture by analyzing human decision making behavior and combining the results of the analysis with predictive performance of both linear models and nonlinear models. In this way, this study can examine the relationship between the predictive performance of models and the existence of valid nonlinear strategy in decision making behavior. This study finds that the existence of nonlinear strategy in decision making behavior is highly correlated with the validity of the decision (or the human experts). The second finding concerns the significant correlations between the model performance and the existence of valid nonlinear strategy which is detected by Lens Model. The third finding is that as stronger the valid nonlinear strategy becomes, the better nonlinear models predict significantly than linear models. The results of this study bring an important concept, validity of nonlinear strategy, to modeling human experts. The inclusion of the concept indicates that the prior analysis of human judgement may lead to the selection of proper modeling algorithm. In addition, lens Model Analysis is proved to be useful in examining the valid nonlinearity in human decision behavior.

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