• Title/Summary/Keyword: partially linear model

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Generalized Partially Double-Index Model: Bootstrapping and Distinguishing Values

  • Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.305-312
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    • 2015
  • We extend a generalized partially linear single-index model and newly define a generalized partially double-index model (GPDIM). The philosophy of sufficient dimension reduction is adopted in GPDIM to estimate unknown coefficient vectors in the model. Subsequently, various combinations of popular sufficient dimension reduction methods are constructed with the best combination among many candidates determined through a bootstrapping procedure that measures distances between subspaces. Distinguishing values are newly defined to match the estimates to the corresponding population coefficient vectors. One of the strengths of the proposed model is that it can investigate the appropriateness of GPDIM over a single-index model. Various numerical studies confirm the proposed approach, and real data application are presented for illustration purposes.

Efficient estimation and variable selection for partially linear single-index-coefficient regression models

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.69-78
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    • 2019
  • A structured model with both single-index and varying coefficients is a powerful tool in modeling high dimensional data. It has been widely used because the single-index can overcome the curse of dimensionality and varying coefficients can allow nonlinear interaction effects in the model. For high dimensional index vectors, variable selection becomes an important question in the model building process. In this paper, we propose an efficient estimation and a variable selection method based on a smoothing spline approach in a partially linear single-index-coefficient regression model. We also propose an efficient algorithm for simultaneously estimating the coefficient functions in a data-adaptive lower-dimensional approximation space and selecting significant variables in the index with the adaptive LASSO penalty. The empirical performance of the proposed method is illustrated with simulated and real data examples.

Partially linear support vector orthogonal quantile regression with measurement errors

  • Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.1
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    • pp.209-216
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    • 2015
  • Quantile regression models with covariate measurement errors have received a great deal of attention in both the theoretical and the applied statistical literature. A lot of effort has been devoted to develop effective estimation methods for such quantile regression models. In this paper we propose the partially linear support vector orthogonal quantile regression model in the presence of covariate measurement errors. We also provide a generalized approximate cross-validation method for choosing the hyperparameters and the ratios of the error variances which affect the performance of the proposed model. The proposed model is evaluated through simulations.

Generalized Partially Linear Additive Models for Credit Scoring

  • Shim, Ju-Hyun;Lee, Young-K.
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.587-595
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    • 2011
  • Credit scoring is an objective and automatic system to assess the credit risk of each customer. The logistic regression model is one of the popular methods of credit scoring to predict the default probability; however, it may not detect possible nonlinear features of predictors despite the advantages of interpretability and low computation cost. In this paper, we propose to use a generalized partially linear model as an alternative to logistic regression. We also introduce modern ensemble technologies such as bagging, boosting and random forests. We compare these methods via a simulation study and illustrate them through a German credit dataset.

Negative Binomial Varying Coefficient Partially Linear Models

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.809-817
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    • 2012
  • We propose a semiparametric inference for a generalized varying coefficient partially linear model(VCPLM) for negative binomial data. The VCPLM is useful to model real data in that varying coefficients are a special type of interaction between explanatory variables and partially linear models fit both parametric and nonparametric terms. The negative binomial distribution often arise in modelling count data which usually are overdispersed. The varying coefficient function estimators and regression parameters in generalized VCPLM are obtained by formulating a penalized likelihood through smoothing splines for negative binomial data when the shape parameter is known. The performance of the proposed method is then evaluated by simulations.

Partially linear multivariate regression in the presence of measurement error

  • Yalaz, Secil;Tez, Mujgan
    • Communications for Statistical Applications and Methods
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    • v.27 no.5
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    • pp.511-521
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    • 2020
  • In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

SOME PROPERTIES OF SIMEX ESTIMATOR IN PARTIALLY LINEAR MEASUREMENT ERROR MODEL

  • Meeseon Jeong;Kim, Choongrak
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.85-92
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    • 2003
  • We consider the partially linear model E(Y) : X$^{t}$ $\beta$+η(Z) when the X's are measured with additive error. The semiparametric likelihood estimation ignoring the measurement error gives inconsistent estimator for both $\beta$ and η(.). In this paper we suggest the SIMEX estimator for f to correct the bias induced by measurement error, and explore its properties. We show that the rational linear extrapolant is proper in extrapolation step in the sense that the SIMEX method under this extrapolant gives consistent estimator It is also shown that the SIMEX estimator is asymptotically equivalent to the semiparametric version of the usual parametric correction for attenuation suggested by Liang et al. (1999) A simulation study is given to compare two variance estimating methods for SIMEX estimator.

Calculation of Developing Turbulent Flow in a Square Duct (정사각형 관내의 전개 중인 난류 유동 해석)

  • 신승주;박승오;김의택
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.13 no.1
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    • pp.170-177
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    • 1989
  • The non-linear k-.epsilon. model developed by Speziale was employed for the prediction of developing turbulent flow in a square duct. The numerical procedure incorporated a finite volume method using a strong conservation form of the partially-parabolized Navier-Stokes equation. Results of the calculation were compared with available experimental data on the mean velocity field and turbulent kinetic energy, and was found to be in favorable agreement.

Optimal area for rectangular isolated footings considering that contact surface works partially to compression

  • Vela-Moreno, Victor Bonifacio;Luevanos-Rojas, Arnulfo;Lopez-Chavarria, Sandra;Medina-Elizondo, Manuel;Sandoval-Rivas, Ricardo;Martinez-Aguilar, Carmela
    • Structural Engineering and Mechanics
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    • v.84 no.4
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    • pp.561-573
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    • 2022
  • This paper presents a new model to obtain the minimum area of the contact surface for rectangular isolated footings, considering that the contact surface works partially to compression (a part of the contact surface of the footing is subjected to compression and the other is not in compression or tension). The methodology is developed by integration to obtain the axial load "P", moment around the X axis "Mx" and moment around the Y axis "My". This document presents the simplified and precise equations of the four possible cases of footing subjected to uniaxial bending and five possible cases of footing subjected to biaxial bending. The current model considers the contact area of the footing that works totally in compression, and other models consider the contact area that works partially under compression and these are developed by very complex iterative processes. Numerical examples are presented to obtain the minimum area of rectangular footings under an axial load and moments in two directions, and the results are compared with those of other authors. The results show that the new model presents smaller areas than the other authors presented.

Time-Dependent Behavior of Partially Composite Beams (부분 강합성보의 시간의존적 거동해석)

  • 곽효경;서영재
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.13 no.4
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    • pp.461-473
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    • 2000
  • This paper deals with a numerical model for the time-dependent analysis of steel and concrete composite beams with partial shear connection. A linear partial interaction theory is adopted in formulation of structural slip behavior, and the effect of concrete creep and shrinkage are considered. The proposed model is effective in simulating the slip behavior, combined with concrete creep and shrinkage, of multi-span continuous composite beams. Finally, correlation studies and several parameter studies are conducted with the objective to establish the validity of the proposed model.

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