• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.87-100
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• 2005

In order to construct confidence intervals on the sum of variance components in a simple regression model with unbalanced nested error structure, alternative confidence intervals using Graybill and Wang(1980) and generalized inference concept introduced by Tsui and Weerahandi(1989) are proposed. Computer simulation programmed by SAS/IML is performed to compare the simulated confidence coefficients and average interval lengths of the proposed confidence intervals. A numerical example is provided to demonstrate the confidence intervals and to show consistency between the example and simulation results.

• Proceedings of the KIPE Conference
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• 2018.07a
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• pp.246-248
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• 2018

본 논문에서는 배터리 수명의 지표인 SOH(state of health) 추정 시 배터리 노화에 따라 방전 용량의 급격한 변화가 발생하면 SOH도 변화하게 된다. 이로 인해 잘못된 SOH의 정보를 가지고 오게 되며 배터리의 안정성 및 신뢰성에 문제가 된다. 본 논문에서는 방전 용량과 내부 저항의 선형적 관계를 확인하고, 방전 용량과 내부저항을 고려한 단순선형회귀모형(simple linear regression model)을 모델링하였다. 방전 용량의 급격한 변화나 오프라인 기반 방전 용량을 측정함에 어려움이 있는 경우 단순선형회귀모형에 따라 방전 용량을 추정하여 SOH를 보정하는 기법을 제안하고 이에 대한 검증을 수행하였다.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.5
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• pp.259-268
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• 2020

This study aims to provide empirical evidence on the causal relationship between bribery and firm innovation. To this end, we use a micro-dataset of small and medium firms in Vietnam surveyed in 2015. Given the binary nature of the dependent variable, a simple probit regression model is employed. However, as bribery variable is potentially endogenous, a simple probit regression may give biased estimates. We deal with the potential endogeneity by making use of the bivariate probit model. A property of the bivariate probit model is that it can produce efficient estimates of a typical probit model with endogenous binary explanatory variable. A Hausman-like likelihood ratio test is implemented following the estimation to test the existence of endogeneity. We find that bribery significantly undermines firm innovation. Also, firms run by household appear less innovative. The probability of innovation diminishes significantly if firm owners or managers have previous experience in firm products. As expected, larger firms seem to be more innovative. Exporters tend to be more innovative compared to non-exporters. Our findings provide support to the hypothesis that bribery is detrimental to firm innovation and, thus, innovation may be a mediating channel, through which, bribery impedes firm long-term performance.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.533-541
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• 2013

In this study, a simple principal component analysis using Lasso is proposed. This method consists of two steps. The first step is to compute principal components by the principal component analysis. The second step is to regress each principal component on the original data matrix by Lasso regression method. Each of new principal components is computed as the linear combination of original data matrix using the scaled estimated Lasso regression coefficient as the coefficients of the combination. This method leads to easily interpretable principal components with more 0 coefficients by the properties of Lasso regression models. This is because the estimator of the regression of each principal component on the original data matrix is the corresponding eigenvector. This method is applied to real and simulated data sets with the help of an R package for Lasso regression and its usefulness is demonstrated.

• Korean journal of applied entomology
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• v.26 no.1 s.70
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• pp.31-36
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• 1987

A piecewise linear regression model able to describe disease progress curves with simplicity and flexibility was developed in this study. The model divides whole epidemic into several pieces of simple linear regression based on changes in pattern of disease progress in the epidemic and then incorporates the pieces of linear regression into a single mathematical function using indicator variables. When twelve epidemic data obtained from the field experiments were fitted to the piecewise linear regression model, logistic model and Gompertz model to compare statistical fit, goodness of fit was greatly improved with piecewise linear regression compared to other two models. Simplicity, flexibility, accuracy and ease in parameter estimation of the piece-wise linear regression model were described with examples of real epidemic data. The result in this study suggests that piecewise linear regression model is an useful technique for modeling plant disease epidemic.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.781-790
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• 2009

This paper deals with a rank transformation method and a Theil's method based on an ${\alpha}$-level set of a fuzzy number to construct a fuzzy linear regression model. The rank transformation method is a simple procedure where the data are merely replaced with their corresponding ranks, and the Theil's method uses the median of all estimates of the parameter calculated from selected pairs of observations. We also consider two numerical examples to evaluate effectiveness of the fuzzy regression model using the proposed method and of another fuzzy regression model using the least square method.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.75-83
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• 2009

Parallelism tests are proposed for slope in the simple linear regression models. In this paper, we suggest the parametric test using HSD testing method (Tukey,1953) and distribution-free test using Kruskal-wallis (1952) for more than three slopes. Monte Carlo simulation study is adapted to compare the power of the proposed methods with Wilks' Lambda multivariate procedure.

• Korean Journal of Soil Science and Fertilizer
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• v.31 no.4
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• pp.359-367
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• 1998

In order to determine the nitrogen supplying capabilities (NSC) of corn fields, 47 field experiments were performed in Pennsylvania over 3 year from 1986 and NSCs were estimated by the regression analysis with chemical properties and soil attributes. Although the content of $NO_3-N$ in soil showed the best correlation with NSC ($R^2=0.518$), the standardized partial regression coefficient of $NO_3-N$ for NSC was 0.52, with some variations over the years. This value was slightly higher than those of the other properties which ranged from 0.001 to 0.351. Multiple linear regression with soil attributes for the evaluation of NSC was better than simple regression with $NO_3-N$. The coefficient of determination ($R^2$) for the evaluation of NSC was gradually increased; 0.599 with selected chemical properties, 0.698 with quantitative attributes(chemical properties and depth of Ap horizon), and 0.839 with quantitative and selected qualitative soil attributes. Consequently, in order to evaluate NSC, analysis by multiple linear regression with soil attributes was more reliable and better model than by the simple regression model.

• Journal of the Korean Association of Geographic Information Studies
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• v.20 no.3
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• pp.181-194
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• 2017

This study aims to develop a regression model for forest volume estimation using field-collected forest inventory information and airborne LiDAR data. The response variable of the model is forest stem volume, was measured by random sampling from each individual plot of the 30 circular sample plots collected in Bonghwa-gun, Gyeong sangbuk-do, while the predictor variables for the model are Height Percentiles(HP) and Height Bin(HB), which are metrics extracted from raw LiDAR data. In order to find the most appropriate model, the candidate models are constructed from simple linear regression, quadratic polynomial regression and multiple regression analysis and the cross-validation tests were conducted for verification purposes. As a result, $R^2$ of the multiple regression models of $HB_{5-10}$, $HB_{15-20}$, $HB_{20-25}$, and $HBgt_{25}$ among the estimated models was the highest at 0.509, and the PRESS statistic of the simple linear regression model of $HP_{25}$ was the lowest at 122.352. $HB_{5-10}$, $HB_{15-20}$, $HB_{20-25}$, and $HBgt_{25}-based$ models, thus, are comparatively considered more appropriate for Korean forests with complicated vertical structures.