• Title/Summary/Keyword: partial linear model

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Factor Analysis of Customer Loyalty in Car Insurance Using Generalized Additive Partial Linear Model (일반화가법부분선형모형을 이용한 자동차보험 충성도 요인분석)

  • Ki, Seung-Do;Kang, Kee-Hoon
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.67-79
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    • 2012
  • The car insurance market in Korea has already entered (or is in the process of entry) a mature market that is characterized by increased competition by market participants. Participants are expected to compete more intensively in order to survive. Together with a slowdown in market growth the goal of non-life insurers' marketing strategies is to enhance existing customer loyalty because it is easier to raise their loyalty via customer satisfaction than to attract new customers in a stagnant market. In this article, we investigate what factors affect customer loyalty, and suggest some specific ways to establish and implement marketing strategies. We use a generalized additive partial linear model in order to find some significant factors.

Mathematical Model of Optimal Payouts under Non-linear Demand Curve

  • Won, Chaehwan
    • Management Science and Financial Engineering
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    • v.10 no.2
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    • pp.53-71
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    • 2004
  • In this study, a mathematical model that shows the optimal payout policy is developed. The model is new and unique in the sense that not only continuous-time framework is used, but also both partial differential equation (PDE) and real-option approach are utilized in the derivation of optimal payouts for the first time. In the model building, non-linear demand curve for dividend payouts in the competitive capital markets is assumed. From the sensitivity analysis using traditional comparative static analysis, some useful managerial implications which are consistent with famous previous studies are derived under realistic conditions. All results in this study, however, are valid under the assumption that the opportunity costs follow geometric Brownian motion, which is widely used in economic science and finance literature.

Fuzzy control for geometrically nonlinear vibration of piezoelectric flexible plates

  • Xu, Yalan;Chen, Jianjun
    • Structural Engineering and Mechanics
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    • v.43 no.2
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    • pp.163-177
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    • 2012
  • This paper presents a LMI(linear matrix inequality)-based fuzzy approach of modeling and active vibration control of geometrically nonlinear flexible plates with piezoelectric materials as actuators and sensors. The large-amplitude vibration characteristics and dynamic partial differential equation of a piezoelectric flexible rectangular thin plate structure are obtained by using generalized Fourier series and numerical integral. Takagi-Sugeno (T-S) fuzzy model is employed to approximate the nonlinear structural system, which combines the fuzzy inference rule with the local linear state space model. A robust fuzzy dynamic output feedback control law based on the T-S fuzzy model is designed by the parallel distributed compensation (PDC) technique, and stability analysis and disturbance rejection problems are guaranteed by LMI method. The simulation result shows that the fuzzy dynamic output feedback controller based on a two-rule T-S fuzzy model performs well, and the vibration of plate structure with geometrical nonlinearity is suppressed, which is less complex in computation and can be practically implemented.

A Study on the Non-linear Surface Reaction Model for the GaAs Film Growth During MOCVD Process (MOCVD공정을 이용한 GaAs박막성장의 비선형 표면반응모델에 대한 연구)

  • Im, Ik-Tae
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.32 no.3
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    • pp.181-189
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    • 2008
  • GaAs film growth process from trimethylgallium(TMGa) and tertiary-butylarsine(TBAs) using a horizontal MOCVD reactor was numerically studied to explain the experimental result that the decreasing surface reaction rate as the increasing partial pressure of group III species. Using the non-linear model based on the Langmuir isotherm which considers the adsorption and desorption of molecules, film deposition over the entire reactor scale was predicted by computational fluid dynamics (CFD) with the aid of the parameters obtained from the selective area growth (SAG) technique. CFD Results using the non-linear surface reaction model with the parameters determined from the SAG experiments predicted too high film growth rate compared to the measured values at the downstream region where the temperature was decreased abruptly. The pairs of ($k_s^n$, K) from the numerical simulations was $(2.52{\times}10K^{-6}mol/m^2/s,\;1.6{\times}10^5m^3/mol)$, whereas the experimentally determined was $(3.58{\times}10^{-5}mol/m^2/s,\;6.9{\times}10^5m^3/mol)$.

Modified partial least squares method implementing mixed-effect model

  • Kyunga Kim;Shin-Jae Lee;Soo-Heang Eo;HyungJun Cho;Jae Won Lee
    • Communications for Statistical Applications and Methods
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    • v.30 no.1
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    • pp.65-73
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    • 2023
  • Contemporary biomedical data often involve an ill-posed problem owing to small sample size and large number of multi-collinear variables. Partial least squares (PLS) method could be a plausible alternative to an ill-conditioned ordinary least squares. However, in the case of a PLS model that includes a random-effect, how to deal with a random-effect or mixed effects remains a widely open question worth further investigation. In the present study, we propose a modified multivariate PLS method implementing mixed-effect model (PLSM). The advantage of PLSM is its versatility in handling serial longitudinal data or its ability for taking a randomeffect into account. We conduct simulations to investigate statistical properties of PLSM, and showcase its real clinical application to predict treatment outcome of esthetic surgical procedures of human faces. The proposed PLSM seemed to be particularly beneficial 1) when random-effect is conspicuous; 2) the number of predictors is relatively large compared to the sample size; 3) the multicollinearity is weak or moderate; and/or 4) the random error is considerable.

Graphical Descriptions for Hierarchical Log Linear Models

  • Hyun Jip Choi;Chong Sun Hong
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.310-319
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    • 1995
  • We represent graphically the relationship of hierachical log linear models by regarding the values of the likelihood ratio statistics as the squared norm of the corresponding vectors. Right angled triangles, tetrahedrons, and modified polyhedrons are used for graphical description. We find that the angle between the two vectors depends on the coefficient of determination and the partial coefficent of determination. Thess graphical descriptions could be applied to the model selection method.

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Pharmacokinetic-Pharmacodynamic Modeling of a Direct Thrombin Inhibitor, Argatroban, in Rats

  • Park, Eun-Hye;Shin, Beom-Soo;Yun, Chi-Ho;Lee, Mann-Hyung;Yoo, Sun-Dong
    • Journal of Pharmaceutical Investigation
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    • v.39 no.5
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    • pp.373-379
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    • 2009
  • This study was conducted to develop a pharmacokinetic-pharmacodynamic (PK/PD) model of a direct thrombin inhibitor, argatroban to predict the concentration-effect profiles in rats. Argatroban was i.v. injected to rats at 0. 2, 0.8 and 3.2 mg/kg doses (n = 4-5 per dose), and plasma drug levels were determined by a validated LC/MS/MS assay. The pharmacokinetics of argatroban was linear over the i.v. dose range studied. The thrombin time (TT) and the activated partial thromboplastin time (aPTT) were measured in rat plasma and they were found to linearly increase with increasing the dose. A 2-compartment pharmacokinetic model linked with an indirect response pharmacodynamic model was successfully utilized to evaluate the drug concentration-response relationship.

Partial Layerwise-to-ESL Coupling Elements for Multiple Model Analysis (다중모델 해석을 위한 부분층별-등가단층 결합요소)

  • Shin, Young-Sik;Woo, Kwang-Sung;Ahn, Jae-Seok
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.22 no.3
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    • pp.267-275
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    • 2009
  • This paper presents the p-convergent coupling element on the basis of the ESSE(equivalent single layer shell element) and the PLLE(partial-linear layerwise element) to analyze laminated composite plates. The ESSE is formulated by the degenerated shell theory, on the other hand, the assumption of the PLLE is piecewise linear variation of the in-plane displacement and a constant value of lateral displacement across the thickness. The proposed finite element model is based on p-convergence approach. The integrals of Legendre polynomials and Gauss-Lobatto technique are chosen to interpolate displacement fields and to implement numerical quadrature, respectively. This study has been focused on the verification of p-convergent element. For this purpose, various finite element multiple models associated with the combination of ESSE and PLLE elements are tested to show numerical stability. The simple examples such as a cantilever beam subjected vertical load and a plate with tension are adopted to evaluate the performance of proposed element.

ROI Study for Diffusion Tensor Image with Partial Volume Effect (부분용적효과를 고려한 확산텐서영상에 대한 관심영역 분석 연구)

  • Choi, Woohyuk;Yoon, Uicheul
    • Journal of Biomedical Engineering Research
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    • v.37 no.2
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    • pp.84-89
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    • 2016
  • In this study, we proposed ameliorated method for region of interest (ROI) study to improve its accuracy using partial volume effect (PVE). PVE which arose in volumetric images when more than one tissue type occur in a voxel, could be used to reduce an amount of gray matter and cerebrospinal fluid within ROI of diffusion tensor image (DTI). In order to define ROIs, individual b0 image was spatially aligned to the JHU DTI-based atlas using linear and non-linear registration (http://cmrm.med.jhmi.edu/). Fractional anisotropy (FA) and mean diffusivity (MD) maps were estimated by fitting diffusion tensor model to each image voxel, and their mean values were computed within each ROI with PVE threshold. Participants of this study consisted of 20 healthy controls, 27 Alzheimer's disease and 27 normal-pressure hydrocephalus patients. The result showed that the mean FA and MD of each ROI were increased and decreased respectively, but standard deviation was significantly decreased when PVE was applied. In conclusion, the proposed method suggested that PVE was indispensable to improve an accuracy of DTI ROI study.

Survey of Models for Random Effects Covariance Matrix in Generalized Linear Mixed Model (일반화 선형혼합모형의 임의효과 공분산행렬을 위한 모형들의 조사 및 고찰)

  • Kim, Jiyeong;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.211-219
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    • 2015
  • Generalized linear mixed models are used to analyze longitudinal categorical data. Random effects specify the serial dependence of repeated outcomes in these models; however, the estimation of a random effects covariance matrix is challenging because of many parameters in the matrix and the estimated covariance matrix should satisfy positive definiteness. Several approaches to model the random effects covariance matrix are proposed to overcome these restrictions: modified Cholesky decomposition, moving average Cholesky decomposition, and partial autocorrelation approaches. We review several approaches and present potential future work.