• Title/Summary/Keyword: Simple Regression

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Tree-Structured Nonlinear Regression

  • Chang, Young-Jae;Kim, Hyeon-Soo
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.759-768
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    • 2011
  • Tree algorithms have been widely developed for regression problems. One of the good features of a regression tree is the flexibility of fitting because it can correctly capture the nonlinearity of data well. Especially, data with sudden structural breaks such as the price of oil and exchange rates could be fitted well with a simple mixture of a few piecewise linear regression models. Now that split points are determined by chi-squared statistics related with residuals from fitting piecewise linear models and the split variable is chosen by an objective criterion, we can get a quite reasonable fitting result which goes in line with the visual interpretation of data. The piecewise linear regression by a regression tree can be used as a good fitting method, and can be applied to a dataset with much fluctuation.

Prediction of concrete strength from rock properties at the preliminary design stage

  • Karaman, Kadir;Bakhytzhan, Aknur
    • Geomechanics and Engineering
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    • v.23 no.2
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    • pp.115-125
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    • 2020
  • This study aims to explore practical and useful equations for rapid evaluation of uniaxial compressive strength of concrete (UCS-C) during the preliminary design stage of aggregate selection. For this purpose, aggregates which were produced from eight different intact rocks were used in the production of concretes. Laboratory experiments involved the tests for uniaxial compressive strength (UCS-R), point load index (PLI-R), P wave velocity (UPV-R), apparent porosity (n-R), unit weight (UW-R) and aggregate impact value (AIV-R) of the rock samples. UCS-C, point load index (PLI-C) and P wave velocity (UPV-C) of concrete samples were also determined. Relationships between UCS-R-rock parameters and UCS-C-concrete parameters were developed by regression analyses. In the simple regression analyses, PLI-C, UPV-C, UCS-R, PLI-R, and UPV-R were found to be statistically significant independent variables to estimate the UCS-C. However, higher coefficients of determination (R2=0.97-1.0) were obtained by multiple regression analyses. The results of simple regression analysis were also compared to the limited number of previous studies. The strength conversion factor (k) values were found to be 14.3 and 14.7 for concrete and rock samples, respectively. It is concluded that the UCS-C can roughly be estimated from derived equations only for the specified rock types.

Bankruptcy Risk Level Forecasting Research for Automobile Parts Manufacturing Industry (자동차부품제조업의 부도 위험 수준 예측 연구)

  • Park, Kuen-Young;Han, Hyun-Soo
    • Journal of Information Technology Applications and Management
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    • v.20 no.4
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    • pp.221-234
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    • 2013
  • In this paper, we report bankruptcy risk level forecasting result for automobile parts manufacturing industry. With the premise that upstream supply risk and downstream demand risk could impact on automobile parts industry bankruptcy level in advance, we draw upon industry input-output table to use the economic indicators which could reflect the extent of supply and demand risk of the automobile parts industry. To verify the validity of each economic indicator, we applied simple linear regression for each indicators by varying the time lag from one month (t-1) to 12 months (t-12). Finally, with the valid indicators obtained through the simple regressions, the composition of valid economic indicators are derived using stepwise linear regression. Using the monthly automobile parts industry bankruptcy frequency data accumulated during the 5 years, R-square values of the stepwise linear regression results are 68.7%, 91.5%, 85.3% for the 3, 6, 9 months time lag cases each respectively. The computational testing results verifies the effectiveness of our approach in forecasting bankruptcy risk forecasting of the automobile parts industry.

A Correlation of reservoir Sedimentation and Watershed factors (저수지 퇴사량과 유역인자와의 상관)

  • 안상진;이종형
    • Water for future
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    • v.17 no.2
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    • pp.107-112
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    • 1984
  • It si presented here that in order to estimate reservoir sedimentation rate through the use of reservoir survey data of 66 irrigation reservoir in 3 major watersheds in this country, the correlation between reservoir sedimentation rate and the following factors; watershed area, trap-efficiency, watershed slope, shape factor of water shed, and reservoir deposition age in two models simple regression model and multiple regression model. Appropriatness of the proposed models have been calibrated from the survey data and as a result, it has been determined that the multiple regression model is much more accurate than the simple regression model. The annual sediment yield is correlated with watershed area and reservoir trap efficiency. It has been found that variation of the annual average sedimentation rate and the annual reservoir capacity loss rate are influenced by the trap efficiency of reservoir.

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Robust Nonparametric Regression Method using Rank Transformation

    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.574-574
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    • 2000
  • Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

Robust Nonparametric Regression Method using Rank Transformation

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.575-583
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    • 2000
  • Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

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N-supplying Capability Evaluation of Corn Field Soils in Pennsylvania (Pennsylvania주 옥수수 재배 토양의 질소공급능력 평가)

  • Hong, Soon-Dal
    • Korean Journal of Soil Science and Fertilizer
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    • v.31 no.4
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    • pp.359-367
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    • 1998
  • In order to determine the nitrogen supplying capabilities (NSC) of corn fields, 47 field experiments were performed in Pennsylvania over 3 year from 1986 and NSCs were estimated by the regression analysis with chemical properties and soil attributes. Although the content of $NO_3-N$ in soil showed the best correlation with NSC ($R^2=0.518$), the standardized partial regression coefficient of $NO_3-N$ for NSC was 0.52, with some variations over the years. This value was slightly higher than those of the other properties which ranged from 0.001 to 0.351. Multiple linear regression with soil attributes for the evaluation of NSC was better than simple regression with $NO_3-N$. The coefficient of determination ($R^2$) for the evaluation of NSC was gradually increased; 0.599 with selected chemical properties, 0.698 with quantitative attributes(chemical properties and depth of Ap horizon), and 0.839 with quantitative and selected qualitative soil attributes. Consequently, in order to evaluate NSC, analysis by multiple linear regression with soil attributes was more reliable and better model than by the simple regression model.

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Analysis of the Effects of Demographic Variables on Health Care Services Using the Spline Regression (의료이용도에 대한 인구학적 변수의 효과분석의 방법)

  • 김병익;이영조;권순호;한달선
    • Health Policy and Management
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    • v.1 no.1
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    • pp.19-26
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    • 1991
  • Demographic variables have a great deal of impact on the utilization of health services. In this paper, the use of segmented polinomials is shown to be superior to the simple use of dummy variables and simple polinomials in explaining differences in health care utilization with respect to sex and age differences.

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Residuals Plots for Repeated Measures Data

  • PARK TAESUNG
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.187-191
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    • 2000
  • In the analysis of repeated measurements, multivariate regression models that account for the correlations among the observations from the same subject are widely used. Like the usual univariate regression models, these multivariate regression models also need some model diagnostic procedures. In this paper, we propose a simple graphical method to detect outliers and to investigate the goodness of model fit in repeated measures data. The graphical method is based on the quantile-quantile(Q-Q) plots of the $X^2$ distribution and the standard normal distribution. We also propose diagnostic measures to detect influential observations. The proposed method is illustrated using two examples.

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