• Title/Summary/Keyword: Regression coefficient

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A comparative study of the Gini coefficient estimators based on the regression approach

  • Mirzaei, Shahryar;Borzadaran, Gholam Reza Mohtashami;Amini, Mohammad;Jabbari, Hadi
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.339-351
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    • 2017
  • Resampling approaches were the first techniques employed to compute a variance for the Gini coefficient; however, many authors have shown that an analysis of the Gini coefficient and its corresponding variance can be obtained from a regression model. Despite the simplicity of the regression approach method to compute a standard error for the Gini coefficient, the use of the proposed regression model has been challenging in economics. Therefore in this paper, we focus on a comparative study among the regression approach and resampling techniques. The regression method is shown to overestimate the standard error of the Gini index. The simulations show that the Gini estimator based on the modified regression model is also consistent and asymptotically normal with less divergence from normal distribution than other resampling techniques.

Comments on the regression coefficients (다중회귀에서 회귀계수 추정량의 특성)

  • Kahng, Myung-Wook
    • The Korean Journal of Applied Statistics
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    • v.34 no.4
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    • pp.589-597
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    • 2021
  • In simple and multiple regression, there is a difference in the meaning of regression coefficients, and not only are the estimates of regression coefficients different, but they also have different signs. Understanding the relative contribution of explanatory variables in a regression model is an important part of regression analysis. In a standardized regression model, the regression coefficient can be interpreted as the change in the response variable with respect to the standard deviation when the explanatory variable increases by the standard deviation in a situation where the values of the explanatory variables other than the corresponding explanatory variable are fixed. However, the size of the standardized regression coefficient is not a proper measure of the relative importance of each explanatory variable. In this paper, the estimator of the regression coefficient in multiple regression is expressed as a function of the correlation coefficient and the coefficient of determination. Furthermore, it is considered in terms of the effect of an additional explanatory variable and additional increase in the coefficient of determination. We also explore the relationship between estimates of regression coefficients and correlation coefficients in various plots. These results are specifically applied when there are two explanatory variables.

Check for regression coefficient using jackknife and bootstrap methods in clinical data (잭나이프 및 붓스트랩 방법을 이용한 임상자료의 회귀계수 타당성 확인)

  • Sohn, Ki-Cheul;Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.643-648
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    • 2012
  • There are lots of analysis to determine the relation between dependent variable and explanatory variables. Often the regression analysis is used to do this, and we can analyze the how much the explanatory variable can be related with dependent variable and how much the regression model can explain the data. But the validation check of regression model is usually determined by coefficient of determination. We should check the validation of regression coefficient with different methods. This paper introduces the method for validation check the regression coefficient using the jackknife regression and bootstrap regression in clinical data.

Estimation model of coefficient of permeability of soil layer using linear regression analysis (단순회귀분석에 의한 토층지반의 투수계수 산정모델)

  • Lee, Moon-Se;Kim, Kyeong-Su
    • Proceedings of the Korean Geotechical Society Conference
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    • 2009.03a
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    • pp.1043-1052
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    • 2009
  • To derive easily the coefficient of permeability from several other soil properties, the estimation model of coefficient of permeability was proposed using linear regression analysis. The coefficient of permeability is one of the major factors to evaluate the soil characteristics. The study area is located in Kangwon-do Pyeongchang-gun Jinbu-Myeon. Soil samples of 45 spots were taken from the study area and various soil tests were carried out in laboratory. After selecting the soil factor influenced by the coefficient of permeability through the correlation analysis, the estimation model of coefficient of permeability was developed using the linear regression analysis between the selected soil factor and the coefficient of permeability from permeability test. Also, the estimation model of coefficient of permeability was compared with the results from permeability test and empirical equation, and the suitability of proposed model was proved. As the result of correlation analysis between various soil factors and the coefficient of permeability using SPSS(statistical package for the social sciences), the largest influence factor of coefficient of permeability were the effective grain size, porosity and dry unit weight. The coefficient of permeability calculated from the proposed model was similar to that resulted from permeability test. Therefore, the proposed model can be used in case of estimating the coefficient of permeability at the same soil condition like study area.

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Censored varying coefficient regression model using Buckley-James method

  • Shim, Jooyong;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1167-1177
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    • 2017
  • The censored regression using the pseudo-response variable proposed by Buckley and James has been one of the most well-known models. Recently, the varying coefficient regression model has received a great deal of attention as an important tool for modeling. In this paper we propose a censored varying coefficient regression model using Buckley-James method to consider situations where the regression coefficients of the model are not constant but change as the smoothing variables change. By using the formulation of least squares support vector machine (LS-SVM), the coefficient estimators of the proposed model can be easily obtained from simple linear equations. Furthermore, a generalized cross validation function can be easily derived. In this paper, we evaluated the proposed method and demonstrated the adequacy through simulate data sets and real data sets.

Analysis of Characteristics of All Solid-State Batteries Using Linear Regression Models

  • Kyo-Chan Lee;Sang-Hyun Lee
    • International journal of advanced smart convergence
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    • v.13 no.1
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    • pp.206-211
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    • 2024
  • This study used a total of 205,565 datasets of 'voltage', 'current', '℃', and 'time(s)' to systematically analyze the properties and performance of solid electrolytes. As a method for characterizing solid electrolytes, a linear regression model, one of the machine learning models, is used to visualize the relationship between 'voltage' and 'current' and calculate the regression coefficient, mean squared error (MSE), and coefficient of determination (R^2). The regression coefficient between 'Voltage' and 'Current' in the results of the linear regression model is about 1.89, indicating that 'Voltage' has a positive effect on 'Current', and it is expected that the current will increase by about 1.89 times as the voltage increases. MSE found that the mean squared error between the model's predicted and actual values was about 0.3, with smaller values closer to the model's predictions to the actual values. The coefficient of determination (R^2) is about 0.25, which can be interpreted as explaining 25% of the data.

Information Theoretic Standardized Logistic Regression Coefficients with Various Coefficients of Determination

  • Hong Chong-Sun;Ryu Hyeon-Sang
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.49-60
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    • 2006
  • There are six approaches to constructing standardized coefficient for logistic regression. The standardized coefficient based on Kruskal's information theory is known to be the best from a conceptual standpoint. In order to calculate this standardized coefficient, the coefficient of determination based on entropy loss is used among many kinds of coefficients of determination for logistic regression. In this paper, this standardized coefficient is obtained by using four kinds of coefficients of determination which have the most intuitively reasonable interpretation as a proportional reduction in error measure for logistic regression. These four kinds of the sixth standardized coefficient are compared with other kinds of standardized coefficients.

Varying coefficient model with errors in variables (가변계수 측정오차 회귀모형)

  • Sohn, Insuk;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.971-980
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    • 2017
  • The varying coefficient regression model has gained lots of attention since it is capable to model dynamic changes of regression coefficients in many regression problems of science. In this paper we propose a varying coefficient regression model that effectively considers the errors on both input and response variables, which utilizes the kernel method in estimating the varying coefficient which is the unknown nonlinear function of smoothing variables. We provide a generalized cross validation method for choosing the hyper-parameters which affect the performance of the proposed model. The proposed method is evaluated through numerical studies.

Robust Fuzzy Varying Coefficient Regression Analysis with Crisp Inputs and Gaussian Fuzzy Output

  • Yang, Zhihui;Yin, Yunqiang;Chen, Yizeng
    • Journal of Computing Science and Engineering
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    • v.7 no.4
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    • pp.263-271
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    • 2013
  • This study presents a fuzzy varying coefficient regression model after deleting the outliers to improve the feasibility and effectiveness of the fuzzy regression model. The objective of our methodology is to allow the fuzzy regression coefficients to vary with a covariate, and simultaneously avoid the impact of data contaminated by outliers. In this paper, fuzzy regression coefficients are represented by Gaussian fuzzy numbers. We also formulate suitable goodness of fit to evaluate the performance of the proposed methodology. An example is given to demonstrate the effectiveness of our methodology.

The Effects of Urban Forest on Summer Air Temperature in Seoul, Korea (도시림의 여름 대기온도 저감효과 - 서울시를 대상으로 -)

  • 조용현;신수영
    • Journal of the Korean Institute of Landscape Architecture
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    • v.30 no.4
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    • pp.28-36
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    • 2002
  • The main purpose of this study was to estimate a new regression model to explain the relationship between urban forest and air temperature in summer, 2001. This study consists of two parts: correlation coefficient analysis and regression analysis. According to correlation coefficient analysis, thermal infra-red radiations of the major land use categories found significant difference in each category. However there were no significant relationship between the data (thermal infra-red radiation and NDVI) derived from Landsat-7 ETM+ image and air temperature at Automatic Weather Stations(AWSs). After estimating various regression models for summer air temperature, the final models were chosen. The final regression models consisted of two variables such as forest m and traffic facilities area. The regression models explained over 78% of the variability in air temperatures. The regression models with variables of forest area and traffic facilities area showed that the coefficient of the first variable was even more significant than the second one. However, the negative impact of the traffic facilities area was slightly greater than the positive impact of the forest area. Consequently, the effects of forest area and traffic facilities area were apparent to explain summer air temperature in Seoul. Therefore two policies have the most important implications to mitigate the summer air temperature in Seoul: to expand and to conserve the urban forest; and to change the Oafnc facilities'characteristics. The results from this study are expected to be useful not merely in informing the public that urban forest mitigates summer air temperahne, but in urging the necessity of budgets for trees and managing urban forests. It is recommended that field swey of summer air temperature be Performed for the vadidation of the models. The main purpose of this study was to estimate a new regression model to explain the relationship between urban forest and air temperature in summer, 2001. This study consists of two parts: correlation coefficient analysis and regression analysis. According to correlation coefficient analysis, thermal infra-red radiations of the major land use categories found significant difference in each category. However there were no significant relationship between the data (thermal infra-red radiation and NDVI) derived from Landsat-7 ETM+ image and air temperature at Automatic Weather Stations(AWSs). After estimating various regression models for summer air temperature, the final models were chosen. The final regression models consisted of two variables such as forest m and traffic facilities area. The regression models explained over 78% of the variability in air temperatures. The regression models with variables of forest area and traffic facilities area showed that the coefficient of the first variable was even more significant than the second one. However, the negative impact of the traffic facilities area was slightly greater than the positive impact of the forest area. Consequently, the effects of forest area and traffic facilities area were apparent to explain summer air temperature in Seoul. Therefore two policies have the most important implications to mitigate the summer air temperature in Seoul: to expand and to conserve the urban forest; and to change the traffic facilities'characteristics. The results from this study are expected to be useful not merely in informing the public that urban forest mitigates summer air temperature, but in urging the necessity of budgets for trees and managing urban forests. It is recommended that field survey of summer air temperature be Performed for the vadidation of the models.