• Title/Summary/Keyword: least-squares methods

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Comparison of Confidence Intervals on Variance Component In a Simple Linear Regression Model with Unbalanced Nested Error Structure

  • Park, Dong Joon;Park, Sun-Young;Han, Man-Ho
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.459-471
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    • 2002
  • In applications using a linear regression model with nested error structure, one might be interested in making inferences concerning variance components. This article proposes approximate confidence intervals on the variance component of the primary level in a simple linear regression model with an unbalanced nested error structure. The intervals are compared using computer simulation and recommendations are provided for selecting an appropriate interval.

Interval Regression Models Using Variable Selection

  • Choi Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.125-134
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    • 2006
  • This study confirms that the regression model of endpoint of interval outputs is not identical with that of the other endpoint of interval outputs in interval regression models proposed by Tanaka et al. (1987) and constructs interval regression models using the best regression model given by variable selection. Also, this paper suggests a method to minimize the sum of lengths of a symmetric difference among observed and predicted interval outputs in order to estimate interval regression coefficients in the proposed model. Some examples show that the interval regression model proposed in this study is more accuracy than that introduced by Inuiguchi et al. (2001).

A Note on the Asymptotic Property of S2 in Linear Regression Model with Correlated Errors

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.233-237
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    • 2003
  • An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S$^2$ is equivalent to the asymptotic unbiasedness. Beyond the assumption on the design matrix or the variance-covariance matrix of disturbances error, the result is quite general and simplify the earlier results.

A Wald Test for a Unit Root Based on the Symmetric Estimator

  • Jong Hyup Lee;Dong Wan SHin
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.677-683
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    • 1997
  • For an AR(1) model with intercept $y_t=\mu+\rho{y_{t-1}}+e_t$, a test for random walk hypothesis $H_0:(\mu, \rho)=(0, 1)$is proposed, which is based on the symmetric estimator. In the vicinity of the null, the test in shown to be more powerful than the test of Dickey and Fuller(1981) based on the ordinary least squares estimator.

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Wavelet-based Image Denoising with Optimal Filter

  • Lee, Yong-Hwan;Rhee, Sang-Burm
    • Journal of Information Processing Systems
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    • v.1 no.1 s.1
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    • pp.32-35
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    • 2005
  • Image denoising is basic work for image processing, analysis and computer vision. This paper proposes a novel algorithm based on wavelet threshold for image denoising, which is combined with the linear CLS (Constrained Least Squares) filtering and thresholding methods in the transform domain. We demonstrated through simulations with images contaminated by white Gaussian noise that our scheme exhibits better performance in both PSNR (Peak Signal-to-Noise Ratio) and visual effect.

Asymptotic Properties of the Disturbance Variance Estimator in a Spatial Panel Data Regression Model with a Measurement Error Component

  • Lee, Jae-Jun
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.349-356
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    • 2010
  • The ordinary least squares based estimator of the disturbance variance in a regression model for spatial panel data is shown to be asymptotically unbiased and weakly consistent in the context of SAR(1), SMA(1) and SARMA(1,1)-disturbances when there is measurement error in the regressor matrix.

TWO DIMENSIONAL VERSION OF LEAST SQUARES METHOD FOR DEBLURRING PROBLEMS

  • Kwon, SunJoo;Oh, SeYoung
    • Journal of the Chungcheong Mathematical Society
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    • v.24 no.4
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    • pp.895-903
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    • 2011
  • A two dimensional version of LSQR iterative algorithm which takes advantages of working solely with the 2-dimensional arrays is developed and applied to the image deblurring problem. The efficiency of the method comparing to the Fourier-based LSQR method and the 2-D version CGLS algorithm methods proposed by Hanson ([4]) is analyzed.

Use of Modal Flexibility and Normalized Modal Difference(NMD) for Mode Shape Expansion (모드 유연도 및 정규화된 모드차를 이용한 모드형상 전개)

  • Bijaya Jaishi;Ren Wei-Xin;Lee Sang-Ho;Kim Moon-Kyum
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2006.04a
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    • pp.778-785
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    • 2006
  • In this paper, two possible ways for mode shape expansion are proposed and opened for discussion for future use. The first method minimizes the modal flexibility error between the experimental and analytical mode shapes corresponding to the measured DOFs to find the multiplication matrix which can be treated as the least-squares minimization problem. In the second method, Normalized Modal Difference (NMD) is used to calculate multiplication matrix using the analytical DOFs corresponding to measured DOfs. This matrix is then used to expand the measured mode shape to unmeasured DOFs. A simulated simply supported beam is used to demonstrate the performance of the methods. These methods are then compared with two most promising existing methods namely Kidder dynamic expansion and Modal expansion methods. It is observed that the performance of the modal flexibility method is comparable with existing methods. NMD also have the potential to expand the mode shapes though it is seen more sensitive to the distribution of error between FEM and actual test data.

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Multivariate Procedure for Variable Selection and Classification of High Dimensional Heterogeneous Data

  • Mehmood, Tahir;Rasheed, Zahid
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.575-587
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    • 2015
  • The development in data collection techniques results in high dimensional data sets, where discrimination is an important and commonly encountered problem that are crucial to resolve when high dimensional data is heterogeneous (non-common variance covariance structure for classes). An example of this is to classify microbial habitat preferences based on codon/bi-codon usage. Habitat preference is important to study for evolutionary genetic relationships and may help industry produce specific enzymes. Most classification procedures assume homogeneity (common variance covariance structure for all classes), which is not guaranteed in most high dimensional data sets. We have introduced regularized elimination in partial least square coupled with QDA (rePLS-QDA) for the parsimonious variable selection and classification of high dimensional heterogeneous data sets based on recently introduced regularized elimination for variable selection in partial least square (rePLS) and heterogeneous classification procedure quadratic discriminant analysis (QDA). A comparison of proposed and existing methods is conducted over the simulated data set; in addition, the proposed procedure is implemented to classify microbial habitat preferences by their codon/bi-codon usage. Five bacterial habitats (Aquatic, Host Associated, Multiple, Specialized and Terrestrial) are modeled. The classification accuracy of each habitat is satisfactory and ranges from 89.1% to 100% on test data. Interesting codon/bi-codons usage, their mutual interactions influential for respective habitat preference are identified. The proposed method also produced results that concurred with known biological characteristics that will help researchers better understand divergence of species.

Intensive comparison of semi-parametric and non-parametric dimension reduction methods in forward regression

  • Shin, Minju;Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.615-627
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    • 2022
  • Principal Fitted Component (PFC) is a semi-parametric sufficient dimension reduction (SDR) method, which is originally proposed in Cook (2007). According to Cook (2007), the PFC has a connection with other usual non-parametric SDR methods. The connection is limited to sliced inverse regression (Li, 1991) and ordinary least squares. Since there is no direct comparison between the two approaches in various forward regressions up to date, a practical guidance between the two approaches is necessary for usual statistical practitioners. To fill this practical necessity, in this paper, we newly derive a connection of the PFC to covariance methods (Yin and Cook, 2002), which is one of the most popular SDR methods. Also, intensive numerical studies have done closely to examine and compare the estimation performances of the semi- and non-parametric SDR methods for various forward regressions. The founding from the numerical studies are confirmed in a real data example.