• Title/Summary/Keyword: Robust regression estimation

Search Result 99, Processing Time 0.024 seconds

A Study on Tests for the Parallelism of Regression Lines Against Ordered Alternatives (순서대립가설에 대한 회귀직선 평행성 검정에 관한 연구)

  • Song, Mun-Seop;Jo, Sin-Seop;Lee, Jae-Jun;Sin, Bong-Seop
    • Journal of Korean Society for Quality Management
    • /
    • v.21 no.2
    • /
    • pp.162-169
    • /
    • 1993
  • For the problem of testing the parallelism of several regression lines against ordered alternatives, two test statistics and proposed and examined. The proposed statistics are linear combinations of robust estimators of slope parameters, which are modifications of the Adichie (1976) test based on scores. The asymptotic null variances of the proposed states tics are estimated by the kernel density estimation methods. The proposed tests are compared with the Adichie's test in terms of asymptotic relative efficiency and small-sample powers.

  • PDF

Genetic Programming Based Compensation Technique for Short-range Temperature Prediction (유전 프로그래밍 기반 단기 기온 예보의 보정 기법)

  • Hyeon, Byeong-Yong;Hyun, Soo-Hwan;Lee, Yong-Hee;Seo, Ki-Sung
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.61 no.11
    • /
    • pp.1682-1688
    • /
    • 2012
  • This paper introduces a GP(Genetic Programming) based robust technique for temperature compensation in short-range prediction. Development of an efficient MOS(Model Output Statistics) is necessary to correct systematic errors of the model, because forecast models do not reliably determine weather conditions. Most of MOS use a linear regression to compensate a prediction model, therefore it is hard to manage an irregular nature of prediction. In order to solve the problem, a nonlinear and symbolic regression method using GP is suggested. The purpose of this study is to evaluate the accuracy of the estimation by a GP based nonlinear MOS for 3 days temperatures in Korean regions. This method is then compared to the UM model and has shown superior results. The training period of 2007-2009 summer is used, and the data of 2010 summer is adopted for verification.

L-Estimation for the Parameter of the AR(l) Model (AR(1) 모형의 모수에 대한 L-추정법)

  • Han Sang Moon;Jung Byoung Cheal
    • The Korean Journal of Applied Statistics
    • /
    • v.18 no.1
    • /
    • pp.43-56
    • /
    • 2005
  • In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.

Robust Parameter Estimation using Fuzzy RANSAC (퍼지 RANSAC을 이용한 강건한 인수 예측)

  • Lee Joong-Jae;Jang Hyo-Jong;Kim Gye-Young;Choi Hyung-il
    • Journal of KIISE:Software and Applications
    • /
    • v.33 no.2
    • /
    • pp.252-266
    • /
    • 2006
  • Many problems in computer vision are mainly based on mathematical models. Their optimal solutions can be found by estimating the parameters of each model. However, provided an input data set is involved outliers which are relative]V larger than normal noises, they lead to incorrect results. RANSAC is a representative robust algorithm which is used to resolve the problem. One major problem with RANSAC is that it needs priori knowledge(i.e. a percentage of outliers) of the distribution of data. To solve this problem, we propose a FRANSAC algorithm which improves the rejection rate of outliers and the accuracy of solutions. This is peformed by categorizing all data into good sample set, bad sample set and vague sample set using a fuzzy classification at each iteration and sampling in only good sample set. In the experimental results, we show that the performance of the proposed algorithm when it is applied to the linear regression and the calculation of a homography.

Generalized Maximum Entropy Estimator for the Linear Regression Model with a Spatial Autoregressive Disturbance (오차항이 SAR(1)을 따르는 공간선형회귀모형에서 일반화 최대엔트로피 추정량에 관한 연구)

  • Cheon, Soo-Young;Lim, Seong-Seop
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.2
    • /
    • pp.265-275
    • /
    • 2009
  • This paper considers a linear regression model with a spatial autoregressive disturbance with ill-posed data and proposes the generalized maximum entropy(GME) estimator of regression coefficients. The performance of this estimator is investigated via Monte Carlo experiments. The results show that the GME estimator provides efficient and robust estimate for the unknown parameter.

Robust ridge regression for nonlinear mixed effects models with applications to quantitative high throughput screening assay data (비선형 혼합효과모형에서의 로버스트 능형회귀 방법과 정량적 고속 대량 스크리닝 자료에의 응용)

  • Yoo, Jiseon;Lim, Changwon
    • The Korean Journal of Applied Statistics
    • /
    • v.31 no.1
    • /
    • pp.123-137
    • /
    • 2018
  • A nonlinear mixed effects model is mainly used to analyze repeated measurement data in various fields. A nonlinear mixed effects model consists of two stages: the first-stage individual-level model considers intra-individual variation and the second-stage population model considers inter-individual variation. The individual-level model, which is the first stage of the nonlinear mixed effects model, estimates the parameters of the nonlinear regression model. It is the same as the general nonlinear regression model, and usually estimates parameters using the least squares estimation method. However, the least squares estimation method may have a problem that the estimated value of the parameters and standard errors become extremely large if the assumed nonlinear function is not explicitly revealed by the data. In this paper, a new estimation method is proposed to solve this problem by introducing the ridge regression method recently proposed in the nonlinear regression model into the first-stage individual-level model of the nonlinear mixed effects model. The performance of the proposed estimator is compared with the performance with the standard estimator through a simulation study. The proposed methodology is also illustrated using quantitative high throughput screening data obtained from the US National Toxicology Program.

Lasso Regression of RNA-Seq Data based on Bootstrapping for Robust Feature Selection (안정적 유전자 특징 선택을 위한 유전자 발현량 데이터의 부트스트랩 기반 Lasso 회귀 분석)

  • Jo, Jeonghee;Yoon, Sungroh
    • KIISE Transactions on Computing Practices
    • /
    • v.23 no.9
    • /
    • pp.557-563
    • /
    • 2017
  • When large-scale gene expression data are analyzed using lasso regression, the estimation of regression coefficients may be unstable due to the highly correlated expression values between associated genes. This irregularity, in which the coefficients are reduced by L1 regularization, causes difficulty in variable selection. To address this problem, we propose a regression model which exploits the repetitive bootstrapping of gene expression values prior to lasso regression. The genes selected with high frequency were used to build each regression model. Our experimental results show that several genes were consistently selected in all regression models and we verified that these genes were not false positives. We also identified that the sign distribution of the regression coefficients of the selected genes from each model was correlated to the real dependent variables.

Regression diagnostics for response transformations in a partial linear model (부분선형모형에서 반응변수변환을 위한 회귀진단)

  • Seo, Han Son;Yoon, Min
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.1
    • /
    • pp.33-39
    • /
    • 2013
  • In the transformation of response variable in partial linear models outliers can cause a bad effect on estimating the transformation parameter, just as in the linear models. To solve this problem the processes of estimating transformation parameter and detecting outliers are needed, but have difficulties to be performed due to the arbitrariness of the nonparametric function included in the partial linear model. In this study, through the estimation of nonparametric function and outlier detection methods such as a sequential test and a maximum trimmed likelihood estimation, processes for transforming response variable robust to outliers in partial linear models are suggested. The proposed methods are verified and compared their effectiveness by simulation study and examples.

Region of Interest Localization for Bone Age Estimation Using Whole-Body Bone Scintigraphy

  • Do, Thanh-Cong;Yang, Hyung Jeong;Kim, Soo Hyung;Lee, Guee Sang;Kang, Sae Ryung;Min, Jung Joon
    • Smart Media Journal
    • /
    • v.10 no.2
    • /
    • pp.22-29
    • /
    • 2021
  • In the past decade, deep learning has been applied to various medical image analysis tasks. Skeletal bone age estimation is clinically important as it can help prevent age-related illness and pave the way for new anti-aging therapies. Recent research has applied deep learning techniques to the task of bone age assessment and achieved positive results. In this paper, we propose a bone age prediction method using a deep convolutional neural network. Specifically, we first train a classification model that automatically localizes the most discriminative region of an image and crops it from the original image. The regions of interest are then used as input for a regression model to estimate the age of the patient. The experiments are conducted on a whole-body scintigraphy dataset that was collected by Chonnam National University Hwasun Hospital. The experimental results illustrate the potential of our proposed method, which has a mean absolute error of 3.35 years. Our proposed framework can be used as a robust supporting tool for clinicians to prevent age-related diseases.

The Peer Effects of Under-performing Students on Proficient Students: Evidence from Regression Discontinuity Design (학업성취도 미달 학생이 보통 이상 학생의 학업성취도에 미치는 친구효과 추정)

  • Woo, Seokjin
    • Journal of Labour Economics
    • /
    • v.39 no.3
    • /
    • pp.75-97
    • /
    • 2016
  • This paper estimates the peer effect of how improving the under-performing students can affect the academic performance of other students, focusing on the ratio of students more than proficient. We take advantage of the regression discontinuity design of the policy assignment rule of School-for-Improvement (SFI), which targeted the under-performing schools as an identification strategy. The estimation results from the 2009-2010 NAEA (National Assessment of Educational Achievement) reveal that the decrease of the ratio of under-performing students tends to increase the ratio of excellent or proficient students at around the policy cutoff. The finding turns out to be robust to various falsification tests.

  • PDF