• Title/Summary/Keyword: Residuals

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Weighted Least Absolute Error Estimation of Regression Parameters

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • v.8 no.1
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    • pp.23-36
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    • 1979
  • In the multiple linear regression model a class of weighted least absolute error estimaters, which minimize the sum of weighted absolute residuals, is proposed. It is shown that the weighted least absolute error estimators with Wilcoxon scores are equivalent to the Koul's Wilcoxon type estimator. Therefore, the asymptotic efficiency of the proposed estimator with Wilcoxon scores relative to the least squares estimator is the same as the Pitman efficiency of the Wilcoxon test relative to the Student's t-test. To find the estimates the iterative weighted least squares method suggested by Schlossmacher is applicable.

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Bayesian Model Selection in Analysis of Reciprocals

  • Kang, Sang-Gil;Kim, Dal-Ho;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1167-1176
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    • 2005
  • Tweedie (1957a) proposed a method for the analysis of residuals from an inverse Gaussian population paralleling the analysis of variance in normal theory. He called it the analysis of reciprocals. In this paper, we propose a Bayesian model selection procedure based on the fractional Bayes factor for the analysis of reciprocals. Using the proposed model selection procedures, we compare with the classical tests.

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Solidification of Sewage Sludge by PARAFIX (PARAFIX를 이용한 하수슬러지 고형화 방안)

  • 정하익;조진우;임재상;김상길
    • Proceedings of the Korean Geotechical Society Conference
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    • 2001.03a
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    • pp.611-616
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    • 2001
  • Increased quantities of sewage sludge coupled with stringent regulations make it important to develope alternatives for residuals management. The use of PARAFIX as a solidifying agent for sewage sludge was investigated by several tests. Basic physicochemical characteristics, strength, permeability, and leaching characteristics were examined. PARAFIX was found to be very effective in reducing permeability, increasing strength, and immobilizing heavy metals. Based on the tests, it Is ascertained that PARAFIX enhances the solidification of sewage sludge. Also sewage sludge solidified with PARAFIX may be used effectively for construction materials.

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INEXACT-NEWTON METHOD FOR SOLVING OPERATOR EQUATIONS IN INFINITE-DIMENSIONAL SPACES

  • Liu Jing;Gao Yan
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.351-360
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    • 2006
  • In this paper, we develop an inexact-Newton method for solving nonsmooth operator equations in infinite-dimensional spaces. The linear convergence and superlinear convergence of inexact-Newton method under some conditions are shown. Then, we characterize the order of convergence in terms of the rate of convergence of the relative residuals. The present inexact-Newton method could be viewed as the extensions of previous ones with same convergent results in finite-dimensional spaces.

ROBUST FUZZY LINEAR REGRESSION BASED ON M-ESTIMATORS

  • SOHN BANG-YONG
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.591-601
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    • 2005
  • The results of fuzzy linear regression are very sensitive to irregular data. When this points exist in a set of data, a fuzzy linear regression model can be incorrectly interpreted. The purpose of this paper is to detect irregular data and to propose robust fuzzy linear regression based on M-estimators with triangular fuzzy regression coefficients for crisp input-output data. Numerical example shows that irregular data can be detected by using the residuals based on M-estimators, and the proposed robust fuzzy linear regression is very resistant to this points.

A Study on Distributional Pattern of Children's of Children's Parks in Kwang Joo City (광주시 어린이공원의 분포 Pattern에 관한 연구)

  • 오병태
    • Journal of the Korean Institute of Landscape Architecture
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    • v.19 no.4
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    • pp.29-45
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    • 1992
  • This study provides the phenomenon of distributional pattern of children's parks in Kwang-Joo city and shows the procedure of distributional changes. The demand of children's parks by Dong was estimated and a gap between present provision and demand was calculated with the aid of regression residuals by Dong. This research has produced the following major conclusions : 1. The distribution of children's parks shows minor relationship to urban variable, in terms of children's population (R=0.5402). 2. There is impressive evidence that children's parks delivery is highly responsive to laws and regulations of land development.

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A Test for Autocorrelation in Dynamic Panel Data Models

  • Jung, Ho-Sung
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.167-173
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    • 2005
  • This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated errors. The residual-based GMM t-test is a significance test that is applied after estimating a dynamic model by using the instrumental variable(IV) method and is directly applicable to any other consistently estimated residuals. Monte Carlo simulations show that the t-test has considerably more power than the $m_2$ test or the Sargan test under both forms of serial correlation (i.e., AR(1) and MA(1)).

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The Asymptotic Variance of the Studentized Residual Autocorrelations for a Generalized Random Coefficient Autoregressive Processes

  • Park, Sang-Woo;Cho, Sin-Sup;Hwang, Sun Y.
    • Journal of the Korean Statistical Society
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    • v.26 no.4
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    • pp.531-541
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    • 1997
  • The asymptotic distribution of residual autocorrelation functions from a generalized p-order random coefficient autoregressive process (GRCA(p)) is derived. To this end, we first describe the GRCA(p) models and then consider the normalised residuals after fitting the model. This result can be applied to the residual analysis for the diagonostic purpose.

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Least Squares Estimation with Autocorrelated Residuals : A Survey

  • Rhee, Hak-Yong
    • Journal of the Korean Statistical Society
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    • v.4 no.1
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    • pp.39-56
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    • 1975
  • Ever since Gauss discussed the least-squares method in 1812 and Bertrand translated Gauss's work in French, the least-squares method has been used for various economic analysis. The justification of the least-squares method was given by Markov in 1912 in connection with the previous discussion by Gauss and Bertrand. The main argument concerned the problem of obtaining the best linear unbiased estimates. In some modern language, the argument can be explained as follow.

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Detecting Influential Observations on the Smoothing Parameter in Nonparametric Regression

  • Kim, Choong-Rak;Jeon, Jong-Woo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.495-506
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    • 1995
  • We present formula for detecting influential observations on the smoothing parameter in smoothing spline. Further, we express them as functions of basic building blocks such as residuals and leverage, and compare it with the local influence approach by Thomas (1991). An example based on a real data set is given.

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