• 제목/요약/키워드: simple linear regression

검색결과 417건 처리시간 0.027초

Variable selection in Poisson HGLMs using h-likelihoood

  • Ha, Il Do;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제26권6호
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    • pp.1513-1521
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    • 2015
  • Selecting relevant variables for a statistical model is very important in regression analysis. Recently, variable selection methods using a penalized likelihood have been widely studied in various regression models. The main advantage of these methods is that they select important variables and estimate the regression coefficients of the covariates, simultaneously. In this paper, we propose a simple procedure based on a penalized h-likelihood (HL) for variable selection in Poisson hierarchical generalized linear models (HGLMs) for correlated count data. For this we consider three penalty functions (LASSO, SCAD and HL), and derive the corresponding variable-selection procedures. The proposed method is illustrated using a practical example.

휴대용 X-Ray 형광기기(XRF)를 이용한 공기중 납농도 평가 (Evaluation of Lead levels in Airborne by a portable X-Ray Fluorescence Instrument)

  • 안규동;이종천;조광성;김남수;김진호;이성수;이병국
    • 한국산업보건학회지
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    • 제11권3호
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    • pp.235-240
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    • 2001
  • This study was performed to compare the lead levels of 20 quality control standard samples(KOSHA:18-2000) and 72 field samples in lead-acid battery manufacturing plant between ICP and portable-XRF methods. 1. While the proficiencies of 20 quality control standard samples by ICP were 100%, those of analytic result values by XRF were 75%. 2. The correlation coefficient(r) between the reference values for quality control (REF) and the analytic result values by ICP (ICP) was 1.0(p<0.05), and simple linear regression equation and the coefficient(R2) were REF = -0.0009 + 1.016 ICP and 0.9997, respectively. 3. The correlation coefficient(r) between the analytic result values of quality control standard samples by ICP (ICP) and by XRF (XRF) was 0.975(p<0.05), and simple linear regression equation and the coefficient(R2) were ICP = -0.0003 + 1.002 XRF and 0.950, respectively. 4. The correlation coefficient(r) between the analytic result values for lead samples of a lead-acid battery manufacturing plant by ICP (ICP) and by XRF (XRF) was 0.993(p<0.05), and simple linear regression equation and the coefficient(R2) were ICP = -2.058 + 0.996 XRF and 0.987, respectively. 5. While the frequency distributions of XRF /ICP(Ratio) for each ICP concentration levels in a lead-acid battery manufacturing plant revealed high proportion in ratio range of 0.876-1.125 than in ration range of 1.126-1.375. Also, ICP concentration level in ration range of 0.786-1.125 was increased with increase of frequency distribution of XRF/ICP. 6. The limit of detection of XRF on lead was determined to be $6.11{\mu}g$/filter The data presented in this study indicated that relationship for lead level of quality control samples and field samples in a lead -acid battery manufacturing plant by ICP and portable-XRF methods was proved. The practicing industrial hygienist can use portable-XRF to produce a rapid on-site determination of lead exposure that can immediately becommunicated to workers and help identify appropriate levels of personal protection.

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항공 LiDAR 자료를 이용한 산림재적추정 모델 개발 - 봉화군 춘양면 애당리 혼효림을 대상으로 - (Development of Forest Volume Estimation Model Using Airborne LiDAR Data - A Case Study of Mixed Forest in Aedang-ri, Chunyang-myeon, Bonghwa-gun -)

  • 조승완;김용구;박주원
    • 한국지리정보학회지
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    • 제20권3호
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    • pp.181-194
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    • 2017
  • 본 연구의 목적은 산림재적 현장자료와 항공 LiDAR 자료 기반의 산림재적 추정을 위한 회귀모델의 개발이다. 추정 모델은 경상북도 봉화군 지역에서 임의추출법에 의해 선정된 30개의 원형 표본지로부터 산출한 표본지별 산림재적을 반응변수로 하고, 항공 LiDAR 원자료로부터 개별 표본지의 고도분포 백분위수(Height Percentiles, HP) 및 층위 단위 점 개체수 백분율(Height Bin, HB)을 추출하여 예측변수로 사용하여 구성하였다. 단순선형회귀분석, 이차 다항회귀분석 및 단계적 회귀분석 방법을 이용한 다중회귀분석을 실시하여 적합모델들의 후보들을 도출하였으며, 검증을 위하여 각 모델별로 교차 타당성 검증을 실시하여 PRESS 통계치를 구하였다. 모델의 $R^2$ 및 PRESS을 비교하여 적합성을 검토한 결과, $HB_{5-10}$, $HB_{15-20}$, $HB_{20-25}$, $HBgt_{25}$의 다중회귀모델의 $R^2$이 0.509로 가장 높고, $HP_{25}$ 단순회귀모델의 PRESS 값이 122.352으로 가장 낮은 것으로 나타났다. 수직구조가 복잡한 우리나라 산림재적을 추정하는 모델로는 다양한 수직적 정보를 포함하고 있는 $HB_{5-10}$, $HB_{15-20}$, $HB_{20-25}$, $HBgt_{25}$이 상대적으로 보다 적합하다고 사료된다.

금리 스프레드와 산업별 주식 수익률 관계 분석 (Analysis of the relationship between interest rate spreads and stock returns by industry)

  • 김규형;박진수;서지혜
    • 지능정보연구
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    • 제28권3호
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    • pp.105-117
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    • 2022
  • 본 연구는 다항회귀분석을 통해 장기금리와 단기금리의 차이인 금리 스프레드와 주식 수익률 간 영향을 분석한다. 기존 연구들은 미국시장을 중심으로 금리 스프레드를 통한 경기를 예측에 초점을 맞추어 진행되었다. 선행 연구들은 장단기금리의 기간을 조절하고 선행정도를 분석하며 금리 스프레드를 경기예측 선행지표로 검증했다. 국내에서도 2006년 경기종합지수 제 7차 개편 이후 금리스프레드를 경기 선행지수 구성항목에 포함하였으며 현재까지도 활용하고 있다. 그럼에도 불구하고 국내 주식시장에서 금리스프레드와 산업별 주식 수익률에 대한 연구는 부족하다. 때문에 본 연구에서는 국내주식시장을 대상으로 금리스프레드와 산업별 주식 수익률은 분석했다. 회귀분석을 통해 인과관계가 높은 장단기 금리를 선정하고 선행기간 및 산업별 상관관계를 파악했다. 연구 과정에서 단순 선형회귀 분석(Simple Linear Regression)의 한계를 극복하기 위해 다항 회귀분석(Polynomial Linear Regression)을 활용해 설명력을 높였다. 분석 결과 6개월 선행하여 무보증 3년 회사채(AA-) 수익률과 콜금리 수익률의 차이 금리스프레드로 사용했을 때 높은 인과를 확인하였으며 산업별 주식수익률을 분석한 결과 해당 금리 스프레드와 자동차산업의 수익률의 관계가 가장 밀접함을 확인했다. 본 연구를 통해 국내에서 금리 스프레드가 경기예측뿐만 아니라 주식수익률과도 인과관계가 있음을 확인한 것에 의의가 있다. 금리스프레드만 사용하여 주식 가격을 예측하는 것에는 한계가 있을 수 있으나 다양한 요인들과 적절히 활용할 경우 강력한 팩터로 역할을 할 것이라 기대한다.

초음파법을 이용한 무근콘크리트 터널라이닝의 품질평가 (Evaluation of Tunnel Lining Concrete Using Ultrasonic Pulse Velocity Method)

  • 최홍식;이시우;신용석;오영석;오광진
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2001년도 봄 학술발표회 논문집
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    • pp.795-800
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    • 2001
  • Two evaluation techniques of the tunnel lining concrete using ultra sonic velocity method are developed. Modified linear regression technique is proposed to enhance the corelation between the pulse velocity and the compressive strength of core specimens. And bivariate normal distribution is assumed to evaluate the quality of concrete as a terms of compressive strength. A simple corelation table between the pulse velocity and the compressive strength of core specimens are proposed.

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물팬톰에 조사된 고에너지 광자선의 선량 분포 특성에 관한 이론적 고찰 (The Theoretical Study of Absorbed Dose Distributions in Water Phantom Irradiated by High Energy Photon Beam)

  • 최동락;이명자
    • 한국의학물리학회지:의학물리
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    • 제1권1호
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    • pp.75-84
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    • 1990
  • We have claculated the absorbed dose distributions in water phantom irradiated by high energy photon beam. PDD (Percent Depth Dose) and Beam Profile can be represented by functions of depths and distances by using one dimensional model model based on transport theory. The parameters on scattering and absorption are evaluated by using non-linear regression process method. The values neeessary for calculation are obtained by simple experiment. The calculated values are in good agreement with the measured values.

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Bounds for the Full Level Probabilities with Restricted Weights and Their Applications

  • Park, Chul Gyu
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.489-497
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    • 1996
  • Lower bounds for the full level probabilities are derived under order restrictions in weights. Discussions are made on typical isotonic cones such as linear order, simple tree order, and unimodal order cones. We also discuss applications of these results for constructing conditional likelihood ratio tests for ordered hypotheses in a contingency table. A real data set on torus mandibularis will be analyzed for illustrating the testing procedure.

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On Chaotic Behavior of Fuzzy Inferdence Rule Based Nonlinear Functions

  • Ikoma, Norikazu
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1993년도 Fifth International Fuzzy Systems Association World Congress 93
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    • pp.861-864
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    • 1993
  • This research provides the results of a trial to generate the chaos by using nonlinear function constructed by fuzzy inference rules. The chaos generation function or chaotic behavior can be obtained by using Takagi-Sugeno fuzzy model with some constraint of the relationship of its parameters. Two examples are shown in this research. The first is simple example that construct of logistic image by fuzzy model. The second is more complicated one that provide the chaotic time series by non-linear autoregression based on fuzzy model. Simulated results are shown in these examples.

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Local Asymptotic Normality for Independent Not Identically Distributed Observations in Semiparametric Models

  • Park, Byeong U.;Jeon, Jong W.;Song, Moon S.;Kim, Woo C.
    • Journal of the Korean Statistical Society
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    • 제20권1호
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    • pp.85-92
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    • 1991
  • A set of conditions ensuring local asymptotic normality for independent but not necessarily identically distributed observations in semiparametric models is presented here. The conditions are turned out to be more direct and easier to verify than those of Oosterhoff and van Zwet(1979) in semiparametric models. Examples considered include the simple linear regression model and Cox's proportional hazards model without censoring where the covariates are not random.

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골반골절 환자의 골절위치와 출혈량간의 상관관계 분석을 통한 대량수혈 필요에 대한 간단한 예측도구 개발: 골반골 출혈 지수 (Development of Simple Prediction Method for Injury Severity and Amount of Traumatic Hemorrhage via Analysis of the Correlation between Site of Pelvic Bone Fracture and Amount of Transfusion: Pelvic Bleeding Score)

  • 이상식;배병관;한상균;박성욱;류지호;정진우;염석란
    • Journal of Trauma and Injury
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    • 제25권4호
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    • pp.139-144
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    • 2012
  • Purpose: Hypovolemic shock is the leading cause of death in multiple trauma patients with pelvic bone fracures. The purpose of this study was to develop a simple prediction method for injury severity and amount of hemorrhage via an analysis of the correlation between the site of pelvic bone fracture and the amount of transfusion and to verify the usefulness of the such a simple scoring system. Methods: We analyzed retrospectively the medical records and radiologic examination of 102 patients who had been diagnosed as having a pelvic bone fracture and who had visited the Emergency Department between January 2007 and December 2011. Fracture sites in the pelvis were confirmed and re-classified anatomically as pubis, ilium or sacrum. A multiple linear regression analysis was performed on the amount of transfusion, and a simplified scoring system was developed. The predictive value of the amount of transfusion for the scoring system as verified by using the receiver operating characteristics (ROC). The area under the curve of the ROC was compared with the injury severity score (ISS). Results: From among the 102 patients, 97 patients (M:F=68:29, mean $age=46.7{\pm}16.6years$) were enrolled for analysis. The average ISS of the patients was $16.2{\pm}7.9$, and the average amount of packed RBC transfusion for 24 hr was $3.9{\pm}4.6units$. The regression equation resulting from the multiple linear regression analysis was 'packed RBC units=1.40${\times}$(sacrum fracture)+1.72${\times}$(pubis fracture)+1.67${\times}$(ilium fracture)+0.36' and was found to be suitable (p=0.005). We simplified the regression equation to 'Pelvic Bleeding Score=sacrum+pubis+ilium.' Each fractured site was scored as 0(no fracture) point, 1(right or left) point, or 2(both) points. Sacrum had only 0 or 1 point. The score ranged from 0 to 5. The area under the curve (AUC) of the ROC was 0.718 (95% CI: 0.588-0.848, p=0.009). For an upper Pelvis Bleeding Score of 3 points, the sensitivity of the prediction for a massive transfusion was 71.4%, and the specificity was 69.9%. Conclusion: We developed a simplified scoring system for the anatomical fracture sites in the pelvis to predict the requirement for a transfusion (Pelvis Bleeding Score (PBS)). The PBS, compared with the ISS, is considered a useful predictor of the need for a transfusion during initial management.