• Title/Summary/Keyword: The variance of the multiple regression model

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Comparison of Genetic Parameter Estimates of Total Sperm Cells of Boars between Random Regression and Multiple Trait Animal Models

  • Oh, S.-H.;See, M.T.
    • Asian-Australasian Journal of Animal Sciences
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    • v.21 no.7
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    • pp.923-927
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    • 2008
  • The objective of this study was to compare random regression model and multiple trait animal model estimates of the (co) variance of total sperm cells over the active lifetime of AI boars. Data were provided by Smithfield Premium Genetics (Rose Hill, NC). Total number of records and animals for the random regression model were 19,629 and 1,736, respectively. Data for multiple trait animal model analyses were edited to include only records produced at 9, 12, 15, 18, 21, 24, and 27 months of age. For the multiple trait method estimates of genetic and residual variance for total sperm cells were heterogeneous among age classifications. When comparing multiple trait method to random regression, heritability estimates were similar except for total sperm cells at 24 months of age. The multiple trait method also resulted in higher estimates of heritability of total sperm cells at every age when compared to random regression results. Random regression analysis provided more detail with regard to changes of variance components with age. Random regression methods are the most appropriate to analyze semen traits as they are longitudinal data measured over the lifetime of boars.

A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis (다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구)

  • 김태철;정하우
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.22 no.3
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    • pp.75-87
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    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

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VARIANCE ESTIMATION OF ERROR IN THE REGRESSION MODEL AT A POINT

  • Oh, Jong-Chul
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.501-508
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    • 2003
  • Although the estimate of regression function is important, some have focused the variance estimation of error term in regression model. Different variance estimators perform well under different conditions. In many practical situations, it is rather hard to assess which conditions are approximately satisfied so as to identify the best variance estimator for the given data. In this article, we suggest SHM estimator compared to LS estimator, which is common estimator using in parametric multiple regression analysis. Moreover, a combined estimator of variance, VEM, is suggested. In the simulation study it is shown that VEM performs well in practice.

Confidence intervals on variance components in multiple regression model with one-fold nested error strucutre (중첩오차를 갖는 중회귀모형에서 분산의 신뢰구간)

  • 박동준
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.495-498
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    • 1996
  • Regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is based on Ting et al. (1990) method. Computer simulation is provided to show that the approximate confidence interval maintains the stated confidence coefficient.

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Testing for a multiple change point residual variance in regression model (잔차 분산을 이용한 선형회귀모형의 다중전환점 검정)

  • Lee, In-Suk;Kim, Jong-Tae;Lee, Kum-Ja
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.27-40
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    • 2001
  • The purpose of this study is to test a multiple change point in the regression model with the passage of time, using the estimated residual variance figure suggested by Gasser, Sroka and Jennen - Steinmez (GSJS). As a result of the simulation, it is showed that there is a jump change of the estimated residual variance figure at that time of change point. The way to analyse a intuitive multiple change point through graphics is more effective and accurate than any other existing ways.

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DETECTION OF OUTLIERS IN WEIGHTED LEAST SQUARES REGRESSION

  • Shon, Bang-Yong;Kim, Guk-Boh
    • Journal of applied mathematics & informatics
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    • v.4 no.2
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    • pp.501-512
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    • 1997
  • In multiple linear regression model we have presupposed assumptions (independence normality variance homogeneity and so on) on error term. When case weights are given because of variance heterogeneity we can estimate efficiently regression parameter using weighted least squares estimator. Unfortunately this estimator is sen-sitive to outliers like ordinary least squares estimator. Thus in this paper we proposed some statistics for detection of outliers in weighted least squares regression.

The Bias of the Least Squares Estimator of Variance, the Autocorrelation of the Regressor Matrix, and the Autocorrelation of Disturbances

  • Jeong, Ki-Jun
    • Journal of the Korean Statistical Society
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    • v.12 no.2
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    • pp.81-90
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    • 1983
  • The least squares estimator of disturbance variance in a regression model is biased under a serial correlation. Under the assumption of an AR(I), Theil(1971) crudely related the bias with the autocorrelation of the disturbances and the autocorrelation of the explanatory variable for a simple regression. In this paper we derive a relation which relates the bias with the autocorrelation of disturbances and the autocorrelation of explanatory variables for a multiple regression with improved precision.

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Advanced Process Control of the Critical Dimension in Photolithography

  • Wu, Chien-Feng;Hung, Chih-Ming;Chen, Juhn-Horng;Lee, An-Chen
    • International Journal of Precision Engineering and Manufacturing
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    • v.9 no.1
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    • pp.12-18
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    • 2008
  • This paper describes two run-to-run controllers, a nonlinear multiple exponential-weight moving-average (NMEWMA) controller and a dynamic model-tuning minimum-variance (DMTMV) controller, for photolithography processes. The relationships between the input recipes (exposure dose and focus) and output variables (critical dimensions) were formed using an experimental design method, and the photolithography process model was built using a multiple regression analysis. Both the NMEWMA and DMTMV controllers could update the process model and obtain the optimal recipes for the next run. Quantified improvements were obtained from simulations and real photolithography processes.

Optimal Design of Ferromagnetic Pole Pieces for Transmission Torque Ripple Reduction in a Magnetic-Geared Machine

  • Kim, Sung-Jin;Park, Eui-Jong;Kim, Yong-Jae
    • Journal of Electrical Engineering and Technology
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    • v.11 no.6
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    • pp.1628-1633
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    • 2016
  • This paper derives an effective shape of the ferromagnetic pole pieces (low-speed rotor) for the reduction of transmission torque ripple in a magnetic-geared machine based on a Box-Behnken design (BBD). In particular, using a non-linear finite element method (FEM) based on 2-D numerical analysis, we conduct a numerical investigation and analysis between independent variables (selected by the BBD) and reaction variables. In addition, we derive a regression equation for reaction variables according to the independent variables by using multiple regression analysis and analysis of variance (ANOVA). We assess the validity of the optimized design by comparing characteristics of the optimized model derived from a response surface analysis and an initial model.

Estimation of Genetic Parameters for Body Weight in Chinese Simmental Cattle Using Random Regression Model

  • Yang, R.Q.;Ren, H.Y.;Xu, S.Z.;Pan, Y.C.
    • Asian-Australasian Journal of Animal Sciences
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    • v.17 no.7
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    • pp.914-918
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    • 2004
  • The random regression model methodology was applied into the estimation of genetic parameters for body weights in Chinese Simmental cattle to replace the traditional multiple trait models. The variance components were estimated using Gibbs sampling procedure on Bayesion theory. The data were extracted for Chinese Simmental cattle born during 1980 to 2000 from 6 national breeding farms, where records from 3 months to 36 months were only used in this study. A 3 orders Legendre polynomial was defined as the submodel to describe the general law of that body weight changing with months of age in population. The heritabilities of body weights from 3 months to 36 months varied between 0.31 and 0.48, where the heritabilities from 3 months to 12 months slightly decreased with months of age but ones from 13 months to 36 months increased with months of age. Specially, the heritabilities at eighteenth and twenty-fourth month of age were 0.33 and 0.36, respectively, which were slightly greater than 0.30 and 0.31 from multiple trait models. In addition, the genetic and phenotypic correlations between body weights at different month ages were also obtained using regression model.