• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.393-393
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• 2021

도시화는 도시 호우 유출 발생으로 인한 수질 악화를 초래했고 문제를 해결하기 위해 본 연구에서는 보다 정확한 설계를 위해 그린인프라(Green Infrastructure, GI)의 구조적 특성과 수문학적인 특성을 이용해 어떤 인자들이 설계에 필요한지 상관관계를 통해 분석하였다. GI의 종류 중 저류지와 저류연못의 총부유사량(Total Suspended Solids, TSS)와 총인 (Total Phosphorous, TP)의 유입수, 유출수, 비점오염원 농도, 수문학적인 특성 그리고 GI의 구조적 특성을 Ordinary Least Squares regression(OLS)과 Multi Linear Regression(MLR) 방법을 적용하였다. GI의 구조적인 특성은 한 BMP마다 달라지지 않으나 호우사상의 데이터 개수에 의한 편향이 있을 수 있다. 이런 문제를 해결하기 위해 일정한 범위를 가지고 무작위로 데이터를 추출하는 방법과 이상치를 제외하는 방법을 사용하여 모델에 적용하였다. 이러한 OLS와 MLR 모델들의 정확도를 PBIAS(Percent Bias), NSE(Nash-Sutcliffe efficiency), RSR(RMSE-observations standard deviation ratio)을 통해 분석할 수 있다. 연구 결과 유입수의 비점오염원의 농도뿐만 아니라 수문학적 특성과 GI의 구조적 특성이 함께 들어갈 시 더 좋은 상관관계를 가지고 있음을 알 수 있다. 저류지가 저류연못보다 모델의 성능평가 면에서 좋은 값을 가지고 있지만 특성별 상관관계는 저류연못이 더 뚜렷한 결과를 보여준다.

• Journal of Korean Society of Forest Science
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• v.112 no.1
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• pp.23-31
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• 2023

Predicting forest productivity is essential to evaluate sustainable forest management or to enhance forest ecosystem services. Ordinary least squares (OLS) and partial least squares (PLS) regression models were used to develop predictive models for forest productivity (site index) from the site characteristics and soil profile, along with soil physical and chemical properties, of 112 Quercus mongolica stands. The adjusted coefficients of determination (adjusted R²) in the regression models were higher for the site characteristics and soil profile of B horizon (R²=0.32) and of A horizon (R²=0.29) than for the soil physical and chemical properties of B horizon (R²=0.21) and A horizon (R²=0.09). The PLS models (R²=0.20-0.32) were better predictors of site index than the OLS models (R²=0.09-0.31). These results suggest that the regression models for Q. mongolica can be applied to predict the forest productivity, but new variables may need to be developed to enhance the explanatory power of regression models.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.111-117
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• 1997

The ordinary least squares estimator $S^2$ for the variance of the disturbances is considered in the linear regression model with sutocorrelated disturbances. It is proved that the OLS-estimator of disturbance variance is asymptotically unbiased and weakly consistent, when the distrubances are generated by an MA(q) process. In particular, the asymptotic unbiasedness and consistency of $S^2$ is satisfied without any restriction on the regressor matrix.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.733-739
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• 2011

The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

• Journal of the Korean Operations Research and Management Science Society
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• v.21 no.1
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• pp.163-170
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• 1996

An errors-in-variables model (EVM) differs from the classical regression model in that in the former the independent variable is also subject to error. This paper shows that to assess the applicability of the ordinary least squares (OLS) estimation procedure to the EVM, the relative dispersion of the independent variable to its error variance must be also considered in addition to Mandel's criterion. The effect of physically reducing the variance of errors in the independent variable on the performance of the OLS slope estimator is also discussed.

• The Korean Journal of Applied Statistics
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• v.21 no.1
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• pp.1-17
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• 2008

The ordinary least squares regression method of Haseman and Elston(1972) is most widely used in genetic linkage studies for continuous traits of sib pairs. Kruglyak and Lander(1995) suggested a statistic which appears to be a nonparametric counterpart to the Haseman and Elston(1972)'s regression method, but in fact these two methods are quite different. In this paper the relationships between these two methods are described and will be compared by simulation studies. One of the characteristics of the sib-pair linkage study is that the explanatory variable has only three different values and thus dependent variable is heavily replicated in each value of the explanatory variable. We propose a weighted least squares regression method which is more appropriate to this situation and the efficiency of the weighted regression in genetic linkage study was explored with normal and non-normal simulated continuous traits data. Simulation studies demonstrated that the weighted regression is more powerful than other tests.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.77-91
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• 2002

This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

• Journal of the Korean Statistical Society
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• v.25 no.2
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• pp.235-241
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• 1996

The ordinary least squares estimator of the disturbance variance in the linear regression model with stationary errors is shown to be asymptotically unbiased when the error process has a spectral density bounded from the above and away from zero. Such error processes cover a broad class of stationary processes, including ARMA processes.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.233-237
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• 2003

An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S$^2$ is equivalent to the asymptotic unbiasedness. Beyond the assumption on the design matrix or the variance-covariance matrix of disturbances error, the result is quite general and simplify the earlier results.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.349-356
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• 2010

The ordinary least squares based estimator of the disturbance variance in a regression model for spatial panel data is shown to be asymptotically unbiased and weakly consistent in the context of SAR(1), SMA(1) and SARMA(1,1)-disturbances when there is measurement error in the regressor matrix.