Sample records for adaptive regression modeling

  1. Adaptive regression for modeling nonlinear relationships

    Knafl, George J


    This book presents methods for investigating whether relationships are linear or nonlinear and for adaptively fitting appropriate models when they are nonlinear. Data analysts will learn how to incorporate nonlinearity in one or more predictor variables into regression models for different types of outcome variables. Such nonlinear dependence is often not considered in applied research, yet nonlinear relationships are common and so need to be addressed. A standard linear analysis can produce misleading conclusions, while a nonlinear analysis can provide novel insights into data, not otherwise possible. A variety of examples of the benefits of modeling nonlinear relationships are presented throughout the book. Methods are covered using what are called fractional polynomials based on real-valued power transformations of primary predictor variables combined with model selection based on likelihood cross-validation. The book covers how to formulate and conduct such adaptive fractional polynomial modeling in the s...

  2. Adaptive Regression and Classification Models with Applications in Insurance

    Jekabsons Gints


    Full Text Available Nowadays, in the insurance industry the use of predictive modeling by means of regression and classification techniques is becoming increasingly important and popular. The success of an insurance company largely depends on the ability to perform such tasks as credibility estimation, determination of insurance premiums, estimation of probability of claim, detecting insurance fraud, managing insurance risk. This paper discusses regression and classification modeling for such types of prediction problems using the method of Adaptive Basis Function Construction

  3. Adaptive metric kernel regression

    Goutte, Cyril; Larsen, Jan


    regression by minimising a cross-validation estimate of the generalisation error. This allows to automatically adjust the importance of different dimensions. The improvement in terms of modelling performance is illustrated on a variable selection task where the adaptive metric kernel clearly outperforms...

  4. Time-adaptive quantile regression

    Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg; Madsen, Henrik


    An algorithm for time-adaptive quantile regression is presented. The algorithm is based on the simplex algorithm, and the linear optimization formulation of the quantile regression problem is given. The observations have been split to allow a direct use of the simplex algorithm. The simplex method...... and an updating procedure are combined into a new algorithm for time-adaptive quantile regression, which generates new solutions on the basis of the old solution, leading to savings in computation time. The suggested algorithm is tested against a static quantile regression model on a data set with wind power...... production, where the models combine splines and quantile regression. The comparison indicates superior performance for the time-adaptive quantile regression in all the performance parameters considered....

  5. Preference learning with evolutionary Multivariate Adaptive Regression Spline model

    Abou-Zleikha, Mohamed; Shaker, Noor; Christensen, Mads Græsbøll


    for human decision making. Learning models from pairwise preference data is however an NP-hard problem. Therefore, constructing models that can effectively learn such data is a challenging task. Models are usually constructed with accuracy being the most important factor. Another vitally important aspect...... that is usually given less attention is expressiveness, i.e. how easy it is to explain the relationship between the model input and output. Most machine learning techniques are focused either on performance or on expressiveness. This paper employ MARS models which have the advantage of being a powerful method...

  6. Adaptive Metric Kernel Regression

    Goutte, Cyril; Larsen, Jan


    by minimising a cross-validation estimate of the generalisation error. This allows one to automatically adjust the importance of different dimensions. The improvement in terms of modelling performance is illustrated on a variable selection task where the adaptive metric kernel clearly outperforms the standard...

  7. PM10 modeling in the Oviedo urban area (Northern Spain) by using multivariate adaptive regression splines

    Nieto, Paulino José García; Antón, Juan Carlos Álvarez; Vilán, José Antonio Vilán; García-Gonzalo, Esperanza


    The aim of this research work is to build a regression model of the particulate matter up to 10 micrometers in size (PM10) by using the multivariate adaptive regression splines (MARS) technique in the Oviedo urban area (Northern Spain) at local scale. This research work explores the use of a nonparametric regression algorithm known as multivariate adaptive regression splines (MARS) which has the ability to approximate the relationship between the inputs and outputs, and express the relationship mathematically. In this sense, hazardous air pollutants or toxic air contaminants refer to any substance that may cause or contribute to an increase in mortality or serious illness, or that may pose a present or potential hazard to human health. To accomplish the objective of this study, the experimental dataset of nitrogen oxides (NOx), carbon monoxide (CO), sulfur dioxide (SO2), ozone (O3) and dust (PM10) were collected over 3 years (2006-2008) and they are used to create a highly nonlinear model of the PM10 in the Oviedo urban nucleus (Northern Spain) based on the MARS technique. One main objective of this model is to obtain a preliminary estimate of the dependence between PM10 pollutant in the Oviedo urban area at local scale. A second aim is to determine the factors with the greatest bearing on air quality with a view to proposing health and lifestyle improvements. The United States National Ambient Air Quality Standards (NAAQS) establishes the limit values of the main pollutants in the atmosphere in order to ensure the health of healthy people. Firstly, this MARS regression model captures the main perception of statistical learning theory in order to obtain a good prediction of the dependence among the main pollutants in the Oviedo urban area. Secondly, the main advantages of MARS are its capacity to produce simple, easy-to-interpret models, its ability to estimate the contributions of the input variables, and its computational efficiency. Finally, on the basis of

  8. Adaptive modelling of gene regulatory network using Bayesian information criterion-guided sparse regression approach.

    Shi, Ming; Shen, Weiming; Wang, Hong-Qiang; Chong, Yanwen


    Inferring gene regulatory networks (GRNs) from microarray expression data are an important but challenging issue in systems biology. In this study, the authors propose a Bayesian information criterion (BIC)-guided sparse regression approach for GRN reconstruction. This approach can adaptively model GRNs by optimising the l1-norm regularisation of sparse regression based on a modified version of BIC. The use of the regularisation strategy ensures the inferred GRNs to be as sparse as natural, while the modified BIC allows incorporating prior knowledge on expression regulation and thus avoids the overestimation of expression regulators as usual. Especially, the proposed method provides a clear interpretation of combinatorial regulations of gene expression by optimally extracting regulation coordination for a given target gene. Experimental results on both simulation data and real-world microarray data demonstrate the competent performance of discovering regulatory relationships in GRN reconstruction.

  9. Risk factor selection in rate making: EM adaptive LASSO for zero-inflated poisson regression models.

    Tang, Yanlin; Xiang, Liya; Zhu, Zhongyi


    Risk factor selection is very important in the insurance industry, which helps precise rate making and studying the features of high-quality insureds. Zero-inflated data are common in insurance, such as the claim frequency data, and zero-inflation makes the selection of risk factors quite difficult. In this article, we propose a new risk factor selection approach, EM adaptive LASSO, for a zero-inflated Poisson regression model, which combines the EM algorithm and adaptive LASSO penalty. Under some regularity conditions, we show that, with probability approaching 1, important factors are selected and the redundant factors are excluded. We investigate the finite sample performance of the proposed method through a simulation study and the analysis of car insurance data from SAS Enterprise Miner database.

  10. Air quality modeling in the Oviedo urban area (NW Spain) by using multivariate adaptive regression splines.

    Nieto, P J García; Antón, J C Álvarez; Vilán, J A Vilán; García-Gonzalo, E


    The aim of this research work is to build a regression model of air quality by using the multivariate adaptive regression splines (MARS) technique in the Oviedo urban area (northern Spain) at a local scale. To accomplish the objective of this study, the experimental data set made up of nitrogen oxides (NO x ), carbon monoxide (CO), sulfur dioxide (SO2), ozone (O3), and dust (PM10) was collected over 3 years (2006-2008). The US National Ambient Air Quality Standards (NAAQS) establishes the limit values of the main pollutants in the atmosphere in order to ensure the health of healthy people. Firstly, this MARS regression model captures the main perception of statistical learning theory in order to obtain a good prediction of the dependence among the main pollutants in the Oviedo urban area. Secondly, the main advantages of MARS are its capacity to produce simple, easy-to-interpret models, its ability to estimate the contributions of the input variables, and its computational efficiency. Finally, on the basis of these numerical calculations, using the MARS technique, conclusions of this research work are exposed.

  11. Multivariate adaptive regression splines and neural network models for prediction of pile drivability

    Wengang Zhang; Anthony T.C. Goh


    Piles are long, slender structural elements used to transfer the loads from the superstructure through weak strata onto stiffer soils or rocks. For driven piles, the impact of the piling hammer induces compression and tension stresses in the piles. Hence, an important design consideration is to check that the strength of the pile is sufficient to resist the stresses caused by the impact of the pile hammer. Due to its complexity, pile drivability lacks a precise analytical solution with regard to the phenomena involved. In situations where measured data or numerical hypothetical results are available, neural networks stand out in mapping the nonlinear interactions and relationships between the system’s predictors and dependent responses. In addition, unlike most computational tools, no mathematical relationship assumption between the dependent and independent variables has to be made. Nevertheless, neural networks have been criticized for their long trial-and-error training process since the optimal configu-ration is not known a priori. This paper investigates the use of a fairly simple nonparametric regression algorithm known as multivariate adaptive regression splines (MARS), as an alternative to neural net-works, to approximate the relationship between the inputs and dependent response, and to mathe-matically interpret the relationship between the various parameters. In this paper, the Back propagation neural network (BPNN) and MARS models are developed for assessing pile drivability in relation to the prediction of the Maximum compressive stresses (MCS), Maximum tensile stresses (MTS), and Blow per foot (BPF). A database of more than four thousand piles is utilized for model development and comparative performance between BPNN and MARS predictions.

  12. Transport modeling and multivariate adaptive regression splines for evaluating performance of ASR systems in freshwater aquifers

    Forghani, Ali; Peralta, Richard C.


    The study presents a procedure using solute transport and statistical models to evaluate the performance of aquifer storage and recovery (ASR) systems designed to earn additional water rights in freshwater aquifers. The recovery effectiveness (REN) index quantifies the performance of these ASR systems. REN is the proportion of the injected water that the same ASR well can recapture during subsequent extraction periods. To estimate REN for individual ASR wells, the presented procedure uses finely discretized groundwater flow and contaminant transport modeling. Then, the procedure uses multivariate adaptive regression splines (MARS) analysis to identify the significant variables affecting REN, and to identify the most recovery-effective wells. Achieving REN values close to 100% is the desire of the studied 14-well ASR system operator. This recovery is feasible for most of the ASR wells by extracting three times the injectate volume during the same year as injection. Most of the wells would achieve RENs below 75% if extracting merely the same volume as they injected. In other words, recovering almost all the same water molecules that are injected requires having a pre-existing water right to extract groundwater annually. MARS shows that REN most significantly correlates with groundwater flow velocity, or hydraulic conductivity and hydraulic gradient. MARS results also demonstrate that maximizing REN requires utilizing the wells located in areas with background Darcian groundwater velocities less than 0.03 m/d. The study also highlights the superiority of MARS over regular multiple linear regressions to identify the wells that can provide the maximum REN. This is the first reported application of MARS for evaluating performance of an ASR system in fresh water aquifers.

  13. Comprehensive modeling of monthly mean soil temperature using multivariate adaptive regression splines and support vector machine

    Mehdizadeh, Saeid; Behmanesh, Javad; Khalili, Keivan


    Soil temperature (T s) and its thermal regime are the most important factors in plant growth, biological activities, and water movement in soil. Due to scarcity of the T s data, estimation of soil temperature is an important issue in different fields of sciences. The main objective of the present study is to investigate the accuracy of multivariate adaptive regression splines (MARS) and support vector machine (SVM) methods for estimating the T s. For this aim, the monthly mean data of the T s (at depths of 5, 10, 50, and 100 cm) and meteorological parameters of 30 synoptic stations in Iran were utilized. To develop the MARS and SVM models, various combinations of minimum, maximum, and mean air temperatures (T min, T max, T); actual and maximum possible sunshine duration; sunshine duration ratio (n, N, n/N); actual, net, and extraterrestrial solar radiation data (R s, R n, R a); precipitation (P); relative humidity (RH); wind speed at 2 m height (u 2); and water vapor pressure (Vp) were used as input variables. Three error statistics including root-mean-square-error (RMSE), mean absolute error (MAE), and determination coefficient (R 2) were used to check the performance of MARS and SVM models. The results indicated that the MARS was superior to the SVM at different depths. In the test and validation phases, the most accurate estimations for the MARS were obtained at the depth of 10 cm for T max, T min, T inputs (RMSE = 0.71 °C, MAE = 0.54 °C, and R 2 = 0.995) and for RH, V p, P, and u 2 inputs (RMSE = 0.80 °C, MAE = 0.61 °C, and R 2 = 0.996), respectively.

  14. Adaptive robust polynomial regression for power curve modeling with application to wind power forecasting

    Xu, Man; Pinson, Pierre; Lu, Zongxiang


    swiftly and also achieve a better trade-off between robustness against noisy data and time adaptivity. A case study based on a real-world dataset validates the properties of the proposed regression method. Results show that the new method could flexibly respond to abnormal data at different lead times...... of the energy conversion process. Such nature may be due the varying wind conditions, aging and state of the turbines, etc. And, an equivalent steady-state power curve, estimated under normal operating conditions with the intention to filter abnormal data, is not sufficient to solve the problem because...

  15. Adaptive Nonlinear Model Predictive Control Using an On-line Support Vector Regression Updating Strategy

    Ping Wang; Chaohe Yang; Xuemin Tian; Dexian Huang


    The performance of data-driven models relies heavily on the amount and quality of training samples, so it might deteriorate significantly in the regions where samples are scarce. The objective of this paper is to develop an on-line SVR model updating strategy to track the change in the process characteristics efficiently with affordable computational burden. This is achieved by adding a new sample that violates the Karush-Kuhn-Tucker condi-tions of the existing SVR model and by deleting the old sample that has the maximum distance with respect to the newly added sample in feature space. The benefits offered by such an updating strategy are exploited to develop an adaptive model-based control scheme, where model updating and control task perform alternately. The effectiveness of the adaptive controller is demonstrated by simulation study on a continuous stirred tank reactor. The results reveal that the adaptive MPC scheme outperforms its non-adaptive counterpart for large-magnitude set point changes and variations in process parameters.

  16. Adapting Predictive Models for Cepheid Variable Star Classification Using Linear Regression and Maximum Likelihood

    Gupta, Kinjal Dhar; Vilalta, Ricardo; Asadourian, Vicken; Macri, Lucas


    We describe an approach to automate the classification of Cepheid variable stars into two subtypes according to their pulsation mode. Automating such classification is relevant to obtain a precise determination of distances to nearby galaxies, which in addition helps reduce the uncertainty in the current expansion of the universe. One main difficulty lies in the compatibility of models trained using different galaxy datasets; a model trained using a training dataset may be ineffectual on a testing set. A solution to such difficulty is to adapt predictive models across domains; this is necessary when the training and testing sets do not follow the same distribution. The gist of our methodology is to train a predictive model on a nearby galaxy (e.g., Large Magellanic Cloud), followed by a model-adaptation step to make the model operable on other nearby galaxies. We follow a parametric approach to density estimation by modeling the training data (anchor galaxy) using a mixture of linear models. We then use maximum likelihood to compute the right amount of variable displacement, until the testing data closely overlaps the training data. At that point, the model can be directly used in the testing data (target galaxy).

  17. Recursive Gaussian Process Regression Model for Adaptive Quality Monitoring in Batch Processes

    Le Zhou


    Full Text Available In chemical batch processes with slow responses and a long duration, it is time-consuming and expensive to obtain sufficient normal data for statistical analysis. With the persistent accumulation of the newly evolving data, the modelling becomes adequate gradually and the subsequent batches will change slightly owing to the slow time-varying behavior. To efficiently make use of the small amount of initial data and the newly evolving data sets, an adaptive monitoring scheme based on the recursive Gaussian process (RGP model is designed in this paper. Based on the initial data, a Gaussian process model and the corresponding SPE statistic are constructed at first. When the new batches of data are included, a strategy based on the RGP model is used to choose the proper data for model updating. The performance of the proposed method is finally demonstrated by a penicillin fermentation batch process and the result indicates that the proposed monitoring scheme is effective for adaptive modelling and online monitoring.

  18. Flexible survival regression modelling

    Cortese, Giuliana; Scheike, Thomas H; Martinussen, Torben


    Regression analysis of survival data, and more generally event history data, is typically based on Cox's regression model. We here review some recent methodology, focusing on the limitations of Cox's regression model. The key limitation is that the model is not well suited to represent time-varyi...

  19. Self-Adaptive Revised Land Use Regression Models for Estimating PM2.5 Concentrations in Beijing, China

    Lujin Hu


    Full Text Available Heavy air pollution, especially fine particulate matter (PM2.5, poses serious challenges to environmental sustainability in Beijing. Epidemiological studies and the identification of measures for preventing serious air pollution both require accurate PM2.5 spatial distribution data. Land use regression (LUR models are promising for estimating the spatial distribution of PM2.5 at a high spatial resolution. However, typical LUR models have a limited sampling point explanation rate (SPER, i.e., the rate of the sampling points with reasonable predicted concentrations to the total number of sampling points and accuracy. Hence, self-adaptive revised LUR models are proposed in this paper for improving the SPER and accuracy of typical LUR models. The self-adaptive revised LUR model combines a typical LUR model with self-adaptive LUR model groups. The typical LUR model was used to estimate the PM2.5 concentrations, and the self-adaptive LUR model groups were constructed for all of the sampling points removed from the typical LUR model because they were beyond the prediction data range, which was from 60% of the minimum observation to 120% of the maximum observation. The final results were analyzed using three methods, including an accuracy analysis, and were compared with typical LUR model results and the spatial variations in Beijing. The accuracy satisfied the demands of the analysis, and the accuracies at the different monitoring sites indicated spatial variations in the accuracy of the self-adaptive revised LUR model. The accuracy was high in the central area and low in suburban areas. The comparison analysis showed that the self-adaptive LUR model increased the SPER from 75% to 90% and increased the accuracy (based on the root-mean-square error from 20.643 μg/m3 to 17.443 μg/m3 for the PM2.5 concentrations during the winter of 2014 in Beijing. The spatial variation analysis for Beijing showed that the PM2.5 concentrations were low in the north

  20. Unitary Response Regression Models

    Lipovetsky, S.


    The dependent variable in a regular linear regression is a numerical variable, and in a logistic regression it is a binary or categorical variable. In these models the dependent variable has varying values. However, there are problems yielding an identity output of a constant value which can also be modelled in a linear or logistic regression with…

  1. A New Predictive Model of Centerline Segregation in Continuous Cast Steel Slabs by Using Multivariate Adaptive Regression Splines Approach

    Paulino José García Nieto


    Full Text Available The aim of this study was to obtain a predictive model able to perform an early detection of central segregation severity in continuous cast steel slabs. Segregation in steel cast products is an internal defect that can be very harmful when slabs are rolled in heavy plate mills. In this research work, the central segregation was studied with success using the data mining methodology based on multivariate adaptive regression splines (MARS technique. For this purpose, the most important physical-chemical parameters are considered. The results of the present study are two-fold. In the first place, the significance of each physical-chemical variable on the segregation is presented through the model. Second, a model for forecasting segregation is obtained. Regression with optimal hyperparameters was performed and coefficients of determination equal to 0.93 for continuity factor estimation and 0.95 for average width were obtained when the MARS technique was applied to the experimental dataset, respectively. The agreement between experimental data and the model confirmed the good performance of the latter.

  2. A New Predictive Model of Centerline Segregation in Continuous Cast Steel Slabs by Using Multivariate Adaptive Regression Splines Approach

    García Nieto, Paulino José; González Suárez, Victor Manuel; Álvarez Antón, Juan Carlos; Mayo Bayón, Ricardo; Sirgo Blanco, José Ángel; Díaz Fernández, Ana María


    The aim of this study was to obtain a predictive model able to perform an early detection of central segregation severity in continuous cast steel slabs. Segregation in steel cast products is an internal defect that can be very harmful when slabs are rolled in heavy plate mills. In this research work, the central segregation was studied with success using the data mining methodology based on multivariate adaptive regression splines (MARS) technique. For this purpose, the most important physical-chemical parameters are considered. The results of the present study are two-fold. In the first place, the significance of each physical-chemical variable on the segregation is presented through the model. Second, a model for forecasting segregation is obtained. Regression with optimal hyperparameters was performed and coefficients of determination equal to 0.93 for continuity factor estimation and 0.95 for average width were obtained when the MARS technique was applied to the experimental dataset, respectively. The agreement between experimental data and the model confirmed the good performance of the latter.

  3. A novel method of target recognition based on 3D-color-space locally adaptive regression kernels model

    Liu, Jiaqi; Han, Jing; Zhang, Yi; Bai, Lianfa


    Locally adaptive regression kernels model can describe the edge shape of images accurately and graphic trend of images integrally, but it did not consider images' color information while the color is an important element of an image. Therefore, we present a novel method of target recognition based on 3-D-color-space locally adaptive regression kernels model. Different from the general additional color information, this method directly calculate the local similarity features of 3-D data from the color image. The proposed method uses a few examples of an object as a query to detect generic objects with incompact, complex and changeable shapes. Our method involves three phases: First, calculating the novel color-space descriptors from the RGB color space of query image which measure the likeness of a voxel to its surroundings. Salient features which include spatial- dimensional and color -dimensional information are extracted from said descriptors, and simplifying them to construct a non-similar local structure feature set of the object class by principal components analysis (PCA). Second, we compare the salient features with analogous features from the target image. This comparison is done using a matrix generalization of the cosine similarity measure. Then the similar structures in the target image are obtained using local similarity structure statistical matching. Finally, we use the method of non-maxima suppression in the similarity image to extract the object position and mark the object in the test image. Experimental results demonstrate that our approach is effective and accurate in improving the ability to identify targets.

  4. Monte Carlo sampling and multivariate adaptive regression splines as tools for QSAR modelling of HIV-1 reverse transcriptase inhibitors.

    Alamdari, R F; Mani-Varnosfaderani, A; Asadollahi-Baboli, M; Khalafi-Nezhad, A


    The present work focuses on the development of an interpretable quantitative structure-activity relationship (QSAR) model for predicting the anti-HIV activities of 67 thiazolylthiourea derivatives. This set of molecules has been proposed as potent HIV-1 reverse transcriptase inhibitors (RT-INs). The molecules were encoded to a diverse set of molecular descriptors, spanning different physical and chemical properties. Monte Carlo (MC) sampling and multivariate adaptive regression spline (MARS) techniques were used to select the most important descriptors and to predict the activity of the molecules. The most important descriptor was found to be the aspherisity index. The analysis of variance (ANOVA) and interpretable spline equations showed that the geometrical shape of the molecules has considerable effect on their activities. It seems that the linear molecules are more active than symmetric top compounds. The final MARS model derived displayed a good predictive ability judging from the determination coefficient corresponding to the leave multiple out (LMO) cross-validation technique, i.e. r (2 )= 0.828 (M = 12) and r (2 )= 0.813 (M = 20). The results of this work showed that the developed spline model is robust, has a good predictive power, and can then be used as a reliable tool for designing novel HIV-1 RT-INs.

  5. On the interest of combining an analog model to a regression model for the adaptation of the downscaling link. Application to probabilistic prediction of precipitation over France.

    Chardon, Jérémy; Hingray, Benoit; Favre, Anne-Catherine


    Scenarios of surface weather required for the impact studies have to be unbiased and adapted to the space and time scales of the considered hydro-systems. Hence, surface weather scenarios obtained from global climate models and/or numerical weather prediction models are not really appropriated. Outputs of these models have to be post-processed, which is often carried out thanks to Statistical Downscaling Methods (SDMs). Among those SDMs, approaches based on regression are often applied. For a given station, a regression link can be established between a set of large scale atmospheric predictors and the surface weather variable. These links are then used for the prediction of the latter. However, physical processes generating surface weather vary in time. This is well known for precipitation for instance. The most relevant predictors and the regression link are also likely to vary in time. A better prediction skill is thus classically obtained with a seasonal stratification of the data. Another strategy is to identify the most relevant predictor set and establish the regression link from dates that are similar - or analog - to the target date. In practice, these dates can be selected thanks to an analog model. In this study, we explore the possibility of improving the local performance of an analog model - where the analogy is applied to the geopotential heights 1000 and 500 hPa - using additional local scale predictors for the probabilistic prediction of the Safran precipitation over France. For each prediction day, the prediction is obtained from two GLM regression models - for both the occurrence and the quantity of precipitation - for which predictors and parameters are estimated from the analog dates. Firstly, the resulting combined model noticeably allows increasing the prediction performance by adapting the downscaling link for each prediction day. Secondly, the selected predictors for a given prediction depend on the large scale situation and on the


    Constanţa-Nicoleta BODEA


    Full Text Available In this communication we will discuss two regression credibility models from Non – Life Insurance Mathematics that can be solved by means of matrix theory. In the first regression credibility model, starting from a well-known representation formula of the inverse for a special class of matrices a risk premium will be calculated for a contract with risk parameter θ. In the next regression credibility model, we will obtain a credibility solution in the form of a linear combination of the individual estimate (based on the data of a particular state and the collective estimate (based on aggregate USA data. To illustrate the solution with the properties mentioned above, we shall need the well-known representation theorem for a special class of matrices, the properties of the trace for a square matrix, the scalar product of two vectors, the norm with respect to a positive definite matrix given in advance and the complicated mathematical properties of conditional expectations and of conditional covariances.

  7. Drought forecasting in eastern Australia using multivariate adaptive regression spline, least square support vector machine and M5Tree model

    Deo, Ravinesh C.; Kisi, Ozgur; Singh, Vijay P.


    Drought forecasting using standardized metrics of rainfall is a core task in hydrology and water resources management. Standardized Precipitation Index (SPI) is a rainfall-based metric that caters for different time-scales at which the drought occurs, and due to its standardization, is well-suited for forecasting drought at different periods in climatically diverse regions. This study advances drought modelling using multivariate adaptive regression splines (MARS), least square support vector machine (LSSVM), and M5Tree models by forecasting SPI in eastern Australia. MARS model incorporated rainfall as mandatory predictor with month (periodicity), Southern Oscillation Index, Pacific Decadal Oscillation Index and Indian Ocean Dipole, ENSO Modoki and Nino 3.0, 3.4 and 4.0 data added gradually. The performance was evaluated with root mean square error (RMSE), mean absolute error (MAE), and coefficient of determination (r2). Best MARS model required different input combinations, where rainfall, sea surface temperature and periodicity were used for all stations, but ENSO Modoki and Pacific Decadal Oscillation indices were not required for Bathurst, Collarenebri and Yamba, and the Southern Oscillation Index was not required for Collarenebri. Inclusion of periodicity increased the r2 value by 0.5-8.1% and reduced RMSE by 3.0-178.5%. Comparisons showed that MARS superseded the performance of the other counterparts for three out of five stations with lower MAE by 15.0-73.9% and 7.3-42.2%, respectively. For the other stations, M5Tree was better than MARS/LSSVM with lower MAE by 13.8-13.4% and 25.7-52.2%, respectively, and for Bathurst, LSSVM yielded more accurate result. For droughts identified by SPI ≤ - 0.5, accurate forecasts were attained by MARS/M5Tree for Bathurst, Yamba and Peak Hill, whereas for Collarenebri and Barraba, M5Tree was better than LSSVM/MARS. Seasonal analysis revealed disparate results where MARS/M5Tree was better than LSSVM. The results highlight the

  8. Validation of cross-sectional time series and multivariate adaptive regression splines models for the prediction of energy expenditure in children and adolescents using doubly labeled water

    Accurate, nonintrusive, and inexpensive techniques are needed to measure energy expenditure (EE) in free-living populations. Our primary aim in this study was to validate cross-sectional time series (CSTS) and multivariate adaptive regression splines (MARS) models based on observable participant cha...

  9. The adaptive Lasso for Logistic regression models%Logistic模型中参数的自适应Lasso估计

    王娉; 郭鹏江; 夏志明


    目的 研究Logistic模型的参数估计.方法 在L1罚中引用一个自适应的权,即自适应Lasso方法.结果 自适应Lasso方法对Logistic模型同时进行了模型选择和参数估计.结论 在一定的正则条件下,Logistic模型的自适应Lasso估计是满足Oracle性质的.%Aim To estimate the parameters in the Logistic model. Methods Adaptive weights are used in the L1 penalty, which is adaptive Lasso. Results The adaptive Lasso selects variables and estimates parameters simulta-neously for the Logistic model. Conclusion Under certain regular conditions, the adaptive Lasso enjoys the oracle properties.

  10. Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique

    Rounaghi, Mohammad Mahdi; Abbaszadeh, Mohammad Reza; Arashi, Mohammad


    One of the most important topics of interest to investors is stock price changes. Investors whose goals are long term are sensitive to stock price and its changes and react to them. In this regard, we used multivariate adaptive regression splines (MARS) model and semi-parametric splines technique for predicting stock price in this study. The MARS model as a nonparametric method is an adaptive method for regression and it fits for problems with high dimensions and several variables. semi-parametric splines technique was used in this study. Smoothing splines is a nonparametric regression method. In this study, we used 40 variables (30 accounting variables and 10 economic variables) for predicting stock price using the MARS model and using semi-parametric splines technique. After investigating the models, we select 4 accounting variables (book value per share, predicted earnings per share, P/E ratio and risk) as influencing variables on predicting stock price using the MARS model. After fitting the semi-parametric splines technique, only 4 accounting variables (dividends, net EPS, EPS Forecast and P/E Ratio) were selected as variables effective in forecasting stock prices.

  11. Mixed geographically weighted regression (MGWR) model with weighted adaptive bi-square for case of dengue hemorrhagic fever (DHF) in Surakarta

    Astuti, H. N.; Saputro, D. R. S.; Susanti, Y.


    MGWR model is combination of linear regression model and geographically weighted regression (GWR) model, therefore, MGWR model could produce parameter estimation that had global parameter estimation, and other parameter that had local parameter in accordance with its observation location. The linkage between locations of the observations expressed in specific weighting that is adaptive bi-square. In this research, we applied MGWR model with weighted adaptive bi-square for case of DHF in Surakarta based on 10 factors (variables) that is supposed to influence the number of people with DHF. The observation unit in the research is 51 urban villages and the variables are number of inhabitants, number of houses, house index, many public places, number of healthy homes, number of Posyandu, area width, level population density, welfare of the family, and high-region. Based on this research, we obtained 51 MGWR models. The MGWR model were divided into 4 groups with significant variable is house index as a global variable, an area width as a local variable and the remaining variables vary in each. Global variables are variables that significantly affect all locations, while local variables are variables that significantly affect a specific location.

  12. An iteratively reweighted least-squares approach to adaptive robust adjustment of parameters in linear regression models with autoregressive and t-distributed deviations

    Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza


    In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.

  13. Discriminating between adaptive and carcinogenic liver hypertrophy in rat studies using logistic ridge regression analysis of toxicogenomic data: The mode of action and predictive models.

    Liu, Shujie; Kawamoto, Taisuke; Morita, Osamu; Yoshinari, Kouichi; Honda, Hiroshi


    Chemical exposure often results in liver hypertrophy in animal tests, characterized by increased liver weight, hepatocellular hypertrophy, and/or cell proliferation. While most of these changes are considered adaptive responses, there is concern that they may be associated with carcinogenesis. In this study, we have employed a toxicogenomic approach using a logistic ridge regression model to identify genes responsible for liver hypertrophy and hypertrophic hepatocarcinogenesis and to develop a predictive model for assessing hypertrophy-inducing compounds. Logistic regression models have previously been used in the quantification of epidemiological risk factors. DNA microarray data from the Toxicogenomics Project-Genomics Assisted Toxicity Evaluation System were used to identify hypertrophy-related genes that are expressed differently in hypertrophy induced by carcinogens and non-carcinogens. Data were collected for 134 chemicals (72 non-hypertrophy-inducing chemicals, 27 hypertrophy-inducing non-carcinogenic chemicals, and 15 hypertrophy-inducing carcinogenic compounds). After applying logistic ridge regression analysis, 35 genes for liver hypertrophy (e.g., Acot1 and Abcc3) and 13 genes for hypertrophic hepatocarcinogenesis (e.g., Asns and Gpx2) were selected. The predictive models built using these genes were 94.8% and 82.7% accurate, respectively. Pathway analysis of the genes indicates that, aside from a xenobiotic metabolism-related pathway as an adaptive response for liver hypertrophy, amino acid biosynthesis and oxidative responses appear to be involved in hypertrophic hepatocarcinogenesis. Early detection and toxicogenomic characterization of liver hypertrophy using our models may be useful for predicting carcinogenesis. In addition, the identified genes provide novel insight into discrimination between adverse hypertrophy associated with carcinogenesis and adaptive hypertrophy in risk assessment. Copyright © 2017 Elsevier Inc. All rights reserved.

  14. Adaptive support vector regression for UAV flight control.

    Shin, Jongho; Jin Kim, H; Kim, Youdan


    This paper explores an application of support vector regression for adaptive control of an unmanned aerial vehicle (UAV). Unlike neural networks, support vector regression (SVR) generates global solutions, because SVR basically solves quadratic programming (QP) problems. With this advantage, the input-output feedback-linearized inverse dynamic model and the compensation term for the inversion error are identified off-line, which we call I-SVR (inversion SVR) and C-SVR (compensation SVR), respectively. In order to compensate for the inversion error and the unexpected uncertainty, an online adaptation algorithm for the C-SVR is proposed. Then, the stability of the overall error dynamics is analyzed by the uniformly ultimately bounded property in the nonlinear system theory. In order to validate the effectiveness of the proposed adaptive controller, numerical simulations are performed on the UAV model.

  15. Adaptive Lasso for Poisson log-linear regression model%自适应Lasso在Poisson对数线性回归模型下的性质

    崔静; 郭鹏江; 夏志明


    Aim To study adaptive Lasso for Poisson log-linear regrersion model. Methods The methods of mathematical analysis and probability theory are used. Results Under some conditions, the adaptive Lasso estimator for Poisson log-linear regression has the oracle properties which are sparsity and asymptotic normality. Conclusion A-daptive Lasso can effectively choose variables for Poisson log-linar regression model and estimate the variable coefficient.%目的 研究自适应Lasso在Poisson对数线性模型下的性质.方法 利用数学分析及概率论中的性质.结果 证明了在Poisson对数线性模型下自适应Lasso估计量具有稀疏性和渐进正态性.结论 自适应Lasso可以有效选择Poisson对数线性模型中的变量,并同时估计变量系数.

  16. A New Predictive Model Based on the ABC Optimized Multivariate Adaptive Regression Splines Approach for Predicting the Remaining Useful Life in Aircraft Engines

    Paulino José García Nieto


    Full Text Available Remaining useful life (RUL estimation is considered as one of the most central points in the prognostics and health management (PHM. The present paper describes a nonlinear hybrid ABC–MARS-based model for the prediction of the remaining useful life of aircraft engines. Indeed, it is well-known that an accurate RUL estimation allows failure prevention in a more controllable way so that the effective maintenance can be carried out in appropriate time to correct impending faults. The proposed hybrid model combines multivariate adaptive regression splines (MARS, which have been successfully adopted for regression problems, with the artificial bee colony (ABC technique. This optimization technique involves parameter setting in the MARS training procedure, which significantly influences the regression accuracy. However, its use in reliability applications has not yet been widely explored. Bearing this in mind, remaining useful life values have been predicted here by using the hybrid ABC–MARS-based model from the remaining measured parameters (input variables for aircraft engines with success. A correlation coefficient equal to 0.92 was obtained when this hybrid ABC–MARS-based model was applied to experimental data. The agreement of this model with experimental data confirmed its good performance. The main advantage of this predictive model is that it does not require information about the previous operation states of the aircraft engine.

  17. Adaptive Rank Penalized Estimators in Multivariate Regression

    Bunea, Florentina; Wegkamp, Marten


    We introduce a new criterion, the Rank Selection Criterion (RSC), for selecting the optimal reduced rank estimator of the coefficient matrix in multivariate response regression models. The corresponding RSC estimator minimizes the Frobenius norm of the fit plus a regularization term proportional to the number of parameters in the reduced rank model. The rank of the RSC estimator provides a consistent estimator of the rank of the coefficient matrix. The consistency results are valid not only in the classic asymptotic regime, when the number of responses $n$ and predictors $p$ stays bounded, and the number of observations $m$ grows, but also when either, or both, $n$ and $p$ grow, possibly much faster than $m$. Our finite sample prediction and estimation performance bounds show that the RSC estimator achieves the optimal balance between the approximation error and the penalty term. Furthermore, our procedure has very low computational complexity, linear in the number of candidate models, making it particularly ...

  18. Forecasting with Dynamic Regression Models

    Pankratz, Alan


    One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.

  19. Modified Regression Correlation Coefficient for Poisson Regression Model

    Kaengthong, Nattacha; Domthong, Uthumporn


    This study gives attention to indicators in predictive power of the Generalized Linear Model (GLM) which are widely used; however, often having some restrictions. We are interested in regression correlation coefficient for a Poisson regression model. This is a measure of predictive power, and defined by the relationship between the dependent variable (Y) and the expected value of the dependent variable given the independent variables [E(Y|X)] for the Poisson regression model. The dependent variable is distributed as Poisson. The purpose of this research was modifying regression correlation coefficient for Poisson regression model. We also compare the proposed modified regression correlation coefficient with the traditional regression correlation coefficient in the case of two or more independent variables, and having multicollinearity in independent variables. The result shows that the proposed regression correlation coefficient is better than the traditional regression correlation coefficient based on Bias and the Root Mean Square Error (RMSE).

  20. Ridge Regression for Interactive Models.

    Tate, Richard L.


    An exploratory study of the value of ridge regression for interactive models is reported. Assuming that the linear terms in a simple interactive model are centered to eliminate non-essential multicollinearity, a variety of common models, representing both ordinal and disordinal interactions, are shown to have "orientations" that are favorable to…

  1. An adaptive regression method for infrared blind-pixel compensation

    Chen, Suting; Meng, Hao; Pei, Tao; Zhang, Yanyan


    Blind pixel compensation is an ill-posed inverse problem of infrared imaging systems and image restoration. The performance of a blind pixel compensation algorithm depends on the accuracy of estimation for the underlying true infrared images. We propose an adaptive regression method (ARM) for blind pixel compensation that integrates the multi-scale framework with a regression model. A blind-pixel is restored by exploiting the intra-scale properties through the nonparametric regressive estimation and the inter-scale characteristics via parametric regression for continuous learning. Combining the respective strengths of a parametric model and a nonparametric model, ARM establishes a set of multi-scale blind-pixel compensation method to correct the non-uniformity based on key frame extraction. Therefore, it is essentially different from the traditional frameworks for blind pixel compensation which are based on filtering and interpolation. Experimental results on some challenging cases of blind compensation show that the proposed algorithm outperforms existing methods by a significant margin in both isolated blind restoration and clustered blind restoration.

  2. Prediction of longitudinal dispersion coefficient using multivariate adaptive regression splines

    Amir Hamzeh Haghiabi


    In this paper, multivariate adaptive regression splines (MARS) was developed as a novel soft-computingtechnique for predicting longitudinal dispersion coefficient (DL) in rivers. As mentioned in the literature,experimental dataset related to DL was collected and used for preparing MARS model. Results of MARSmodel were compared with multi-layer neural network model and empirical formulas. To define the mosteffective parameters on DL, the Gamma test was used. Performance of MARS model was assessed bycalculation of standard error indices. Error indices showed that MARS model has suitable performanceand is more accurate compared to multi-layer neural network model and empirical formulas. Results ofthe Gamma test and MARS model showed that flow depth (H) and ratio of the mean velocity to shearvelocity (u/u^∗) were the most effective parameters on the DL.

  3. Inferential Models for Linear Regression

    Zuoyi Zhang


    Full Text Available Linear regression is arguably one of the most widely used statistical methods in applications.  However, important problems, especially variable selection, remain a challenge for classical modes of inference.  This paper develops a recently proposed framework of inferential models (IMs in the linear regression context.  In general, an IM is able to produce meaningful probabilistic summaries of the statistical evidence for and against assertions about the unknown parameter of interest and, moreover, these summaries are shown to be properly calibrated in a frequentist sense.  Here we demonstrate, using simple examples, that the IM framework is promising for linear regression analysis --- including model checking, variable selection, and prediction --- and for uncertain inference in general.

  4. Heteroscedasticity checks for regression models


    For checking on heteroscedasticity in regression models, a unified approach is proposed to constructing test statistics in parametric and nonparametric regression models. For nonparametric regression, the test is not affected sensitively by the choice of smoothing parameters which are involved in estimation of the nonparametric regression function. The limiting null distribution of the test statistic remains the same in a wide range of the smoothing parameters. When the covariate is one-dimensional, the tests are, under some conditions, asymptotically distribution-free. In the high-dimensional cases, the validity of bootstrap approximations is investigated. It is shown that a variant of the wild bootstrap is consistent while the classical bootstrap is not in the general case, but is applicable if some extra assumption on conditional variance of the squared error is imposed. A simulation study is performed to provide evidence of how the tests work and compare with tests that have appeared in the literature. The approach may readily be extended to handle partial linear, and linear autoregressive models.

  5. Evaluating Differential Effects Using Regression Interactions and Regression Mixture Models

    Van Horn, M. Lee; Jaki, Thomas; Masyn, Katherine; Howe, George; Feaster, Daniel J.; Lamont, Andrea E.; George, Melissa R. W.; Kim, Minjung


    Research increasingly emphasizes understanding differential effects. This article focuses on understanding regression mixture models, which are relatively new statistical methods for assessing differential effects by comparing results to using an interactive term in linear regression. The research questions which each model answers, their…

  6. Heteroscedasticity checks for regression models

    ZHU; Lixing


    [1]Carroll, R. J., Ruppert, D., Transformation and Weighting in Regression, New York: Chapman and Hall, 1988.[2]Cook, R. D., Weisberg, S., Diagnostics for heteroscedasticity in regression, Biometrika, 1988, 70: 1—10.[3]Davidian, M., Carroll, R. J., Variance function estimation, J. Amer. Statist. Assoc., 1987, 82: 1079—1091.[4]Bickel, P., Using residuals robustly I: Tests for heteroscedasticity, Ann. Statist., 1978, 6: 266—291.[5]Carroll, R. J., Ruppert, D., On robust tests for heteroscedasticity, Ann. Statist., 1981, 9: 205—209.[6]Eubank, R. L., Thomas, W., Detecting heteroscedasticity in nonparametric regression, J. Roy. Statist. Soc., Ser. B, 1993, 55: 145—155.[7]Diblasi, A., Bowman, A., Testing for constant variance in a linear model, Statist. and Probab. Letters, 1997, 33: 95—103.[8]Dette, H., Munk, A., Testing heteoscedasticity in nonparametric regression, J. R. Statist. Soc. B, 1998, 60: 693—708.[9]Müller, H. G., Zhao, P. L., On a semi-parametric variance function model and a test for heteroscedasticity, Ann. Statist., 1995, 23: 946—967.[10]Stute, W., Manteiga, G., Quindimil, M. P., Bootstrap approximations in model checks for regression, J. Amer. Statist. Asso., 1998, 93: 141—149.[11]Stute, W., Thies, G., Zhu, L. X., Model checks for regression: An innovation approach, Ann. Statist., 1998, 26: 1916—1939.[12]Shorack, G. R., Wellner, J. A., Empirical Processes with Applications to Statistics, New York: Wiley, 1986.[13]Efron, B., Bootstrap methods: Another look at the jackknife, Ann. Statist., 1979, 7: 1—26.[14]Wu, C. F. J., Jackknife, bootstrap and other re-sampling methods in regression analysis, Ann. Statist., 1986, 14: 1261—1295.[15]H rdle, W., Mammen, E., Comparing non-parametric versus parametric regression fits, Ann. Statist., 1993, 21: 1926—1947.[16]Liu, R. Y., Bootstrap procedures under some non-i.i.d. models, Ann. Statist., 1988, 16: 1696—1708.[17

  7. Regional vertical total electron content (VTEC) modeling together with satellite and receiver differential code biases (DCBs) using semi-parametric multivariate adaptive regression B-splines (SP-BMARS)

    Durmaz, Murat; Karslioglu, Mahmut Onur


    There are various global and regional methods that have been proposed for the modeling of ionospheric vertical total electron content (VTEC). Global distribution of VTEC is usually modeled by spherical harmonic expansions, while tensor products of compactly supported univariate B-splines can be used for regional modeling. In these empirical parametric models, the coefficients of the basis functions as well as differential code biases (DCBs) of satellites and receivers can be treated as unknown parameters which can be estimated from geometry-free linear combinations of global positioning system observables. In this work we propose a new semi-parametric multivariate adaptive regression B-splines (SP-BMARS) method for the regional modeling of VTEC together with satellite and receiver DCBs, where the parametric part of the model is related to the DCBs as fixed parameters and the non-parametric part adaptively models the spatio-temporal distribution of VTEC. The latter is based on multivariate adaptive regression B-splines which is a non-parametric modeling technique making use of compactly supported B-spline basis functions that are generated from the observations automatically. This algorithm takes advantage of an adaptive scale-by-scale model building strategy that searches for best-fitting B-splines to the data at each scale. The VTEC maps generated from the proposed method are compared numerically and visually with the global ionosphere maps (GIMs) which are provided by the Center for Orbit Determination in Europe (CODE). The VTEC values from SP-BMARS and CODE GIMs are also compared with VTEC values obtained through calibration using local ionospheric model. The estimated satellite and receiver DCBs from the SP-BMARS model are compared with the CODE distributed DCBs. The results show that the SP-BMARS algorithm can be used to estimate satellite and receiver DCBs while adaptively and flexibly modeling the daily regional VTEC.

  8. Sparse Volterra and Polynomial Regression Models: Recoverability and Estimation

    Kekatos, Vassilis


    Volterra and polynomial regression models play a major role in nonlinear system identification and inference tasks. Exciting applications ranging from neuroscience to genome-wide association analysis build on these models with the additional requirement of parsimony. This requirement has high interpretative value, but unfortunately cannot be met by least-squares based or kernel regression methods. To this end, compressed sampling (CS) approaches, already successful in linear regression settings, can offer a viable alternative. The viability of CS for sparse Volterra and polynomial models is the core theme of this work. A common sparse regression task is initially posed for the two models. Building on (weighted) Lasso-based schemes, an adaptive RLS-type algorithm is developed for sparse polynomial regressions. The identifiability of polynomial models is critically challenged by dimensionality. However, following the CS principle, when these models are sparse, they could be recovered by far fewer measurements. ...

  9. Semiparametric Regression and Model Refining


    This paper presents a semiparametric adjustment method suitable for general cases.Assuming that the regularizer matrix is positive definite,the calculation method is discussed and the corresponding formulae are presented.Finally,a simulated adjustment problem is constructed to explain the method given in this paper.The results from the semiparametric model and G-M model are compared.The results demonstrate that the model errors or the systematic errors of the observations can be detected correctly with the semiparametric estimate method.

  10. Regression modeling of ground-water flow

    Cooley, R.L.; Naff, R.L.


    Nonlinear multiple regression methods are developed to model and analyze groundwater flow systems. Complete descriptions of regression methodology as applied to groundwater flow models allow scientists and engineers engaged in flow modeling to apply the methods to a wide range of problems. Organization of the text proceeds from an introduction that discusses the general topic of groundwater flow modeling, to a review of basic statistics necessary to properly apply regression techniques, and then to the main topic: exposition and use of linear and nonlinear regression to model groundwater flow. Statistical procedures are given to analyze and use the regression models. A number of exercises and answers are included to exercise the student on nearly all the methods that are presented for modeling and statistical analysis. Three computer programs implement the more complex methods. These three are a general two-dimensional, steady-state regression model for flow in an anisotropic, heterogeneous porous medium, a program to calculate a measure of model nonlinearity with respect to the regression parameters, and a program to analyze model errors in computed dependent variables such as hydraulic head. (USGS)

  11. [From clinical judgment to linear regression model.

    Palacios-Cruz, Lino; Pérez, Marcela; Rivas-Ruiz, Rodolfo; Talavera, Juan O


    When we think about mathematical models, such as linear regression model, we think that these terms are only used by those engaged in research, a notion that is far from the truth. Legendre described the first mathematical model in 1805, and Galton introduced the formal term in 1886. Linear regression is one of the most commonly used regression models in clinical practice. It is useful to predict or show the relationship between two or more variables as long as the dependent variable is quantitative and has normal distribution. Stated in another way, the regression is used to predict a measure based on the knowledge of at least one other variable. Linear regression has as it's first objective to determine the slope or inclination of the regression line: Y = a + bx, where "a" is the intercept or regression constant and it is equivalent to "Y" value when "X" equals 0 and "b" (also called slope) indicates the increase or decrease that occurs when the variable "x" increases or decreases in one unit. In the regression line, "b" is called regression coefficient. The coefficient of determination (R(2)) indicates the importance of independent variables in the outcome.

  12. Regression Model With Elliptically Contoured Errors

    Arashi, M; Tabatabaey, S M M


    For the regression model where the errors follow the elliptically contoured distribution (ECD), we consider the least squares (LS), restricted LS (RLS), preliminary test (PT), Stein-type shrinkage (S) and positive-rule shrinkage (PRS) estimators for the regression parameters. We compare the quadratic risks of the estimators to determine the relative dominance properties of the five estimators.

  13. The Infinite Hierarchical Factor Regression Model

    Rai, Piyush


    We propose a nonparametric Bayesian factor regression model that accounts for uncertainty in the number of factors, and the relationship between factors. To accomplish this, we propose a sparse variant of the Indian Buffet Process and couple this with a hierarchical model over factors, based on Kingman's coalescent. We apply this model to two problems (factor analysis and factor regression) in gene-expression data analysis.

  14. Robust Bayesian Regularized Estimation Based on t Regression Model

    Zean Li


    Full Text Available The t distribution is a useful extension of the normal distribution, which can be used for statistical modeling of data sets with heavy tails, and provides robust estimation. In this paper, in view of the advantages of Bayesian analysis, we propose a new robust coefficient estimation and variable selection method based on Bayesian adaptive Lasso t regression. A Gibbs sampler is developed based on the Bayesian hierarchical model framework, where we treat the t distribution as a mixture of normal and gamma distributions and put different penalization parameters for different regression coefficients. We also consider the Bayesian t regression with adaptive group Lasso and obtain the Gibbs sampler from the posterior distributions. Both simulation studies and real data example show that our method performs well compared with other existing methods when the error distribution has heavy tails and/or outliers.

  15. Applied Regression Modeling A Business Approach

    Pardoe, Iain


    An applied and concise treatment of statistical regression techniques for business students and professionals who have little or no background in calculusRegression analysis is an invaluable statistical methodology in business settings and is vital to model the relationship between a response variable and one or more predictor variables, as well as the prediction of a response value given values of the predictors. In view of the inherent uncertainty of business processes, such as the volatility of consumer spending and the presence of market uncertainty, business professionals use regression a

  16. A new bivariate negative binomial regression model

    Faroughi, Pouya; Ismail, Noriszura


    This paper introduces a new form of bivariate negative binomial (BNB-1) regression which can be fitted to bivariate and correlated count data with covariates. The BNB regression discussed in this study can be fitted to bivariate and overdispersed count data with positive, zero or negative correlations. The joint p.m.f. of the BNB1 distribution is derived from the product of two negative binomial marginals with a multiplicative factor parameter. Several testing methods were used to check overdispersion and goodness-of-fit of the model. Application of BNB-1 regression is illustrated on Malaysian motor insurance dataset. The results indicated that BNB-1 regression has better fit than bivariate Poisson and BNB-2 models with regards to Akaike information criterion.

  17. A Spline Regression Model for Latent Variables

    Harring, Jeffrey R.


    Spline (or piecewise) regression models have been used in the past to account for patterns in observed data that exhibit distinct phases. The changepoint or knot marking the shift from one phase to the other, in many applications, is an unknown parameter to be estimated. As an extension of this framework, this research considers modeling the…

  18. Regression modeling methods, theory, and computation with SAS

    Panik, Michael


    Regression Modeling: Methods, Theory, and Computation with SAS provides an introduction to a diverse assortment of regression techniques using SAS to solve a wide variety of regression problems. The author fully documents the SAS programs and thoroughly explains the output produced by the programs.The text presents the popular ordinary least squares (OLS) approach before introducing many alternative regression methods. It covers nonparametric regression, logistic regression (including Poisson regression), Bayesian regression, robust regression, fuzzy regression, random coefficients regression,

  19. Constrained regression models for optimization and forecasting

    P.J.S. Bruwer


    Full Text Available Linear regression models and the interpretation of such models are investigated. In practice problems often arise with the interpretation and use of a given regression model in spite of the fact that researchers may be quite "satisfied" with the model. In this article methods are proposed which overcome these problems. This is achieved by constructing a model where the "area of experience" of the researcher is taken into account. This area of experience is represented as a convex hull of available data points. With the aid of a linear programming model it is shown how conclusions can be formed in a practical way regarding aspects such as optimal levels of decision variables and forecasting.

  20. A Skew-Normal Mixture Regression Model

    Liu, Min; Lin, Tsung-I


    A challenge associated with traditional mixture regression models (MRMs), which rest on the assumption of normally distributed errors, is determining the number of unobserved groups. Specifically, even slight deviations from normality can lead to the detection of spurious classes. The current work aims to (a) examine how sensitive the commonly…

  1. Modeling confounding by half-sibling regression

    Schölkopf, Bernhard; Hogg, David W; Wang, Dun


    We describe a method for removing the effect of confounders to reconstruct a latent quantity of interest. The method, referred to as "half-sibling regression," is inspired by recent work in causal inference using additive noise models. We provide a theoretical justification, discussing both...

  2. Bayesian multimodel inference for geostatistical regression models.

    Devin S Johnson

    Full Text Available The problem of simultaneous covariate selection and parameter inference for spatial regression models is considered. Previous research has shown that failure to take spatial correlation into account can influence the outcome of standard model selection methods. A Markov chain Monte Carlo (MCMC method is investigated for the calculation of parameter estimates and posterior model probabilities for spatial regression models. The method can accommodate normal and non-normal response data and a large number of covariates. Thus the method is very flexible and can be used to fit spatial linear models, spatial linear mixed models, and spatial generalized linear mixed models (GLMMs. The Bayesian MCMC method also allows a priori unequal weighting of covariates, which is not possible with many model selection methods such as Akaike's information criterion (AIC. The proposed method is demonstrated on two data sets. The first is the whiptail lizard data set which has been previously analyzed by other researchers investigating model selection methods. Our results confirmed the previous analysis suggesting that sandy soil and ant abundance were strongly associated with lizard abundance. The second data set concerned pollution tolerant fish abundance in relation to several environmental factors. Results indicate that abundance is positively related to Strahler stream order and a habitat quality index. Abundance is negatively related to percent watershed disturbance.

  3. Efficient robust nonparametric estimation in a semimartingale regression model

    Konev, Victor


    The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unknown distribution. An example of such a noise is non-gaussian Ornstein-Uhlenbeck process with the L\\'evy process subordinator, which is used to model the financial Black-Scholes type markets with jumps. An adaptive model selection procedure, based on the weighted least square estimates, is proposed. Under general moment conditions on the noise distribution, sharp non-asymptotic oracle inequalities for the robust risks have been derived and the robust efficiency of the model selection procedure has been shown.

  4. An Application on Multinomial Logistic Regression Model

    Abdalla M El-Habil


    Full Text Available Normal 0 false false false EN-US X-NONE X-NONE This study aims to identify an application of Multinomial Logistic Regression model which is one of the important methods for categorical data analysis. This model deals with one nominal/ordinal response variable that has more than two categories, whether nominal or ordinal variable. This model has been applied in data analysis in many areas, for example health, social, behavioral, and educational.To identify the model by practical way, we used real data on physical violence against children, from a survey of Youth 2003 which was conducted by Palestinian Central Bureau of Statistics (PCBS. Segment of the population of children in the age group (10-14 years for residents in Gaza governorate, size of 66,935 had been selected, and the response variable consisted of four categories. Eighteen of explanatory variables were used for building the primary multinomial logistic regression model. Model had been tested through a set of statistical tests to ensure its appropriateness for the data. Also the model had been tested by selecting randomly of two observations of the data used to predict the position of each observation in any classified group it can be, by knowing the values of the explanatory variables used. We concluded by using the multinomial logistic regression model that we can able to define accurately the relationship between the group of explanatory variables and the response variable, identify the effect of each of the variables, and we can predict the classification of any individual case.

  5. Regression Models for Count Data in R

    Christian Kleiber


    Full Text Available The classical Poisson, geometric and negative binomial regression models for count data belong to the family of generalized linear models and are available at the core of the statistics toolbox in the R system for statistical computing. After reviewing the conceptual and computational features of these methods, a new implementation of hurdle and zero-inflated regression models in the functions hurdle( and zeroinfl( from the package pscl is introduced. It re-uses design and functionality of the basic R functions just as the underlying conceptual tools extend the classical models. Both hurdle and zero-inflated model, are able to incorporate over-dispersion and excess zeros-two problems that typically occur in count data sets in economics and the social sciences—better than their classical counterparts. Using cross-section data on the demand for medical care, it is illustrated how the classical as well as the zero-augmented models can be fitted, inspected and tested in practice.

  6. Parametric Regression Models Using Reversed Hazard Rates

    Asokan Mulayath Variyath


    Full Text Available Proportional hazard regression models are widely used in survival analysis to understand and exploit the relationship between survival time and covariates. For left censored survival times, reversed hazard rate functions are more appropriate. In this paper, we develop a parametric proportional hazard rates model using an inverted Weibull distribution. The estimation and construction of confidence intervals for the parameters are discussed. We assess the performance of the proposed procedure based on a large number of Monte Carlo simulations. We illustrate the proposed method using a real case example.

  7. Bayesian model selection in Gaussian regression

    Abramovich, Felix


    We consider a Bayesian approach to model selection in Gaussian linear regression, where the number of predictors might be much larger than the number of observations. From a frequentist view, the proposed procedure results in the penalized least squares estimation with a complexity penalty associated with a prior on the model size. We investigate the optimality properties of the resulting estimator. We establish the oracle inequality and specify conditions on the prior that imply its asymptotic minimaxity within a wide range of sparse and dense settings for "nearly-orthogonal" and "multicollinear" designs.

  8. Bayesian Inference of a Multivariate Regression Model

    Marick S. Sinay


    Full Text Available We explore Bayesian inference of a multivariate linear regression model with use of a flexible prior for the covariance structure. The commonly adopted Bayesian setup involves the conjugate prior, multivariate normal distribution for the regression coefficients and inverse Wishart specification for the covariance matrix. Here we depart from this approach and propose a novel Bayesian estimator for the covariance. A multivariate normal prior for the unique elements of the matrix logarithm of the covariance matrix is considered. Such structure allows for a richer class of prior distributions for the covariance, with respect to strength of beliefs in prior location hyperparameters, as well as the added ability, to model potential correlation amongst the covariance structure. The posterior moments of all relevant parameters of interest are calculated based upon numerical results via a Markov chain Monte Carlo procedure. The Metropolis-Hastings-within-Gibbs algorithm is invoked to account for the construction of a proposal density that closely matches the shape of the target posterior distribution. As an application of the proposed technique, we investigate a multiple regression based upon the 1980 High School and Beyond Survey.

  9. General regression and representation model for classification.

    Jianjun Qian

    Full Text Available Recently, the regularized coding-based classification methods (e.g. SRC and CRC show a great potential for pattern classification. However, most existing coding methods assume that the representation residuals are uncorrelated. In real-world applications, this assumption does not hold. In this paper, we take account of the correlations of the representation residuals and develop a general regression and representation model (GRR for classification. GRR not only has advantages of CRC, but also takes full use of the prior information (e.g. the correlations between representation residuals and representation coefficients and the specific information (weight matrix of image pixels to enhance the classification performance. GRR uses the generalized Tikhonov regularization and K Nearest Neighbors to learn the prior information from the training data. Meanwhile, the specific information is obtained by using an iterative algorithm to update the feature (or image pixel weights of the test sample. With the proposed model as a platform, we design two classifiers: basic general regression and representation classifier (B-GRR and robust general regression and representation classifier (R-GRR. The experimental results demonstrate the performance advantages of proposed methods over state-of-the-art algorithms.

  10. Hierarchical linear regression models for conditional quantiles

    TIAN Maozai; CHEN Gemai


    The quantile regression has several useful features and therefore is gradually developing into a comprehensive approach to the statistical analysis of linear and nonlinear response models,but it cannot deal effectively with the data with a hierarchical structure.In practice,the existence of such data hierarchies is neither accidental nor ignorable,it is a common phenomenon.To ignore this hierarchical data structure risks overlooking the importance of group effects,and may also render many of the traditional statistical analysis techniques used for studying data relationships invalid.On the other hand,the hierarchical models take a hierarchical data structure into account and have also many applications in statistics,ranging from overdispersion to constructing min-max estimators.However,the hierarchical models are virtually the mean regression,therefore,they cannot be used to characterize the entire conditional distribution of a dependent variable given high-dimensional covariates.Furthermore,the estimated coefficient vector (marginal effects)is sensitive to an outlier observation on the dependent variable.In this article,a new approach,which is based on the Gauss-Seidel iteration and taking a full advantage of the quantile regression and hierarchical models,is developed.On the theoretical front,we also consider the asymptotic properties of the new method,obtaining the simple conditions for an n1/2-convergence and an asymptotic normality.We also illustrate the use of the technique with the real educational data which is hierarchical and how the results can be explained.

  11. Regression Models For Saffron Yields in Iran

    S. H, Sanaeinejad; S. N, Hosseini

    Saffron is an important crop in social and economical aspects in Khorassan Province (Northeast of Iran). In this research wetried to evaluate trends of saffron yield in recent years and to study the relationship between saffron yield and the climate change. A regression analysis was used to predict saffron yield based on 20 years of yield data in Birjand, Ghaen and Ferdows cities.Climatologically data for the same periods was provided by database of Khorassan Climatology Center. Climatologically data includedtemperature, rainfall, relative humidity and sunshine hours for ModelI, and temperature and rainfall for Model II. The results showed the coefficients of determination for Birjand, Ferdows and Ghaen for Model I were 0.69, 0.50 and 0.81 respectively. Also coefficients of determination for the same cities for model II were 0.53, 0.50 and 0.72 respectively. Multiple regression analysisindicated that among weather variables, temperature was the key parameter for variation ofsaffron yield. It was concluded that increasing temperature at spring was the main cause of declined saffron yield during recent years across the province. Finally, yield trend was predicted for the last 5 years using time series analysis.

  12. Inferring gene regression networks with model trees

    Aguilar-Ruiz Jesus S


    Full Text Available Abstract Background Novel strategies are required in order to handle the huge amount of data produced by microarray technologies. To infer gene regulatory networks, the first step is to find direct regulatory relationships between genes building the so-called gene co-expression networks. They are typically generated using correlation statistics as pairwise similarity measures. Correlation-based methods are very useful in order to determine whether two genes have a strong global similarity but do not detect local similarities. Results We propose model trees as a method to identify gene interaction networks. While correlation-based methods analyze each pair of genes, in our approach we generate a single regression tree for each gene from the remaining genes. Finally, a graph from all the relationships among output and input genes is built taking into account whether the pair of genes is statistically significant. For this reason we apply a statistical procedure to control the false discovery rate. The performance of our approach, named REGNET, is experimentally tested on two well-known data sets: Saccharomyces Cerevisiae and E.coli data set. First, the biological coherence of the results are tested. Second the E.coli transcriptional network (in the Regulon database is used as control to compare the results to that of a correlation-based method. This experiment shows that REGNET performs more accurately at detecting true gene associations than the Pearson and Spearman zeroth and first-order correlation-based methods. Conclusions REGNET generates gene association networks from gene expression data, and differs from correlation-based methods in that the relationship between one gene and others is calculated simultaneously. Model trees are very useful techniques to estimate the numerical values for the target genes by linear regression functions. They are very often more precise than linear regression models because they can add just different linear

  13. Two-step variable selection in quantile regression models

    FAN Yali


    Full Text Available We propose a two-step variable selection procedure for high dimensional quantile regressions,in which the dimension of the covariates, pn is much larger than the sample size n. In the first step, we perform l1 penalty, and we demonstrate that the first step penalized estimator with the LASSO penalty can reduce the model from an ultra-high dimensional to a model whose size has the same order as that of the true model, and the selected model can cover the true model. The second step excludes the remained irrelevant covariates by applying the adaptive LASSO penalty to the reduced model obtained from the first step. Under some regularity conditions, we show that our procedure enjoys the model selection consistency. We conduct a simulation study and a real data analysis to evaluate the finite sample performance of the proposed approach.

  14. An Adaptive Support Vector Regression Machine for the State Prognosis of Mechanical Systems

    Qing Zhang


    Full Text Available Due to the unsteady state evolution of mechanical systems, the time series of state indicators exhibits volatile behavior and staged characteristics. To model hidden trends and predict deterioration failure utilizing volatile state indicators, an adaptive support vector regression (ASVR machine is proposed. In ASVR, the width of an error-insensitive tube, which is a constant in the traditional support vector regression, is set as a variable determined by the transient distribution boundary of local regions in the training time series. Thus, the localized regions are obtained using a sliding time window, and their boundaries are defined by a robust measure known as the truncated range. Utilizing an adaptive error-insensitive tube, a stabilized tolerance level for noise is achieved, whether the time series occurs in low-volatility regions or in high-volatility regions. The proposed method is evaluated by vibrational data measured on descaling pumps. The results show that ASVR is capable of capturing the local trends of the volatile time series of state indicators and is superior to the standard support vector regression for state prediction.

  15. Quantile regression modeling for Malaysian automobile insurance premium data

    Fuzi, Mohd Fadzli Mohd; Ismail, Noriszura; Jemain, Abd Aziz


    Quantile regression is a robust regression to outliers compared to mean regression models. Traditional mean regression models like Generalized Linear Model (GLM) are not able to capture the entire distribution of premium data. In this paper we demonstrate how a quantile regression approach can be used to model net premium data to study the effects of change in the estimates of regression parameters (rating classes) on the magnitude of response variable (pure premium). We then compare the results of quantile regression model with Gamma regression model. The results from quantile regression show that some rating classes increase as quantile increases and some decrease with decreasing quantile. Further, we found that the confidence interval of median regression (τ = O.5) is always smaller than Gamma regression in all risk factors.

  16. Entrepreneurial intention modeling using hierarchical multiple regression

    Marina Jeger


    Full Text Available The goal of this study is to identify the contribution of effectuation dimensions to the predictive power of the entrepreneurial intention model over and above that which can be accounted for by other predictors selected and confirmed in previous studies. As is often the case in social and behavioral studies, some variables are likely to be highly correlated with each other. Therefore, the relative amount of variance in the criterion variable explained by each of the predictors depends on several factors such as the order of variable entry and sample specifics. The results show the modest predictive power of two dimensions of effectuation prior to the introduction of the theory of planned behavior elements. The article highlights the main advantages of applying hierarchical regression in social sciences as well as in the specific context of entrepreneurial intention formation, and addresses some of the potential pitfalls that this type of analysis entails.

  17. Predictive densities for day-ahead electricity prices using time-adaptive quantile regression

    Jónsson, Tryggvi; Pinson, Pierre; Madsen, Henrik;


    is compared to that of four benchmark approaches and the well-known the generalist autoregressive conditional heteroskedasticity (GARCH) model over a three-year evaluation period. While all benchmarks are outperformed in terms of forecasting skill overall, the superiority of the semi-parametric model over......A large part of the decision-making problems actors of the power system are facing on a daily basis requires scenarios for day-ahead electricity market prices. These scenarios are most likely to be generated based on marginal predictive densities for such prices, then enhanced with a temporal...... dependence structure. A semi-parametric methodology for generating such densities is presented: it includes: (i) a time-adaptive quantile regression model for the 5%–95% quantiles; and (ii) a description of the distribution tails with exponential distributions. The forecasting skill of the proposed model...

  18. Boosted Regression Tree Models to Explain Watershed ...

    Boosted regression tree (BRT) models were developed to quantify the nonlinear relationships between landscape variables and nutrient concentrations in a mesoscale mixed land cover watershed during base-flow conditions. Factors that affect instream biological components, based on the Index of Biotic Integrity (IBI), were also analyzed. Seasonal BRT models at two spatial scales (watershed and riparian buffered area [RBA]) for nitrite-nitrate (NO2-NO3), total Kjeldahl nitrogen, and total phosphorus (TP) and annual models for the IBI score were developed. Two primary factors — location within the watershed (i.e., geographic position, stream order, and distance to a downstream confluence) and percentage of urban land cover (both scales) — emerged as important predictor variables. Latitude and longitude interacted with other factors to explain the variability in summer NO2-NO3 concentrations and IBI scores. BRT results also suggested that location might be associated with indicators of sources (e.g., land cover), runoff potential (e.g., soil and topographic factors), and processes not easily represented by spatial data indicators. Runoff indicators (e.g., Hydrological Soil Group D and Topographic Wetness Indices) explained a substantial portion of the variability in nutrient concentrations as did point sources for TP in the summer months. The results from our BRT approach can help prioritize areas for nutrient management in mixed-use and heavily impacted watershed

  19. A hybrid neural network model for noisy data regression.

    Lee, Eric W M; Lim, Chee Peng; Yuen, Richard K K; Lo, S M


    A hybrid neural network model, based on the fusion of fuzzy adaptive resonance theory (FA ART) and the general regression neural network (GRNN), is proposed in this paper. Both FA and the GRNN are incremental learning systems and are very fast in network training. The proposed hybrid model, denoted as GRNNFA, is able to retain these advantages and, at the same time, to reduce the computational requirements in calculating and storing information of the kernels. A clustering version of the GRNN is designed with data compression by FA for noise removal. An adaptive gradient-based kernel width optimization algorithm has also been devised. Convergence of the gradient descent algorithm can be accelerated by the geometric incremental growth of the updating factor. A series of experiments with four benchmark datasets have been conducted to assess and compare effectiveness of GRNNFA with other approaches. The GRNNFA model is also employed in a novel application task for predicting the evacuation time of patrons at typical karaoke centers in Hong Kong in the event of fire. The results positively demonstrate the applicability of GRNNFA in noisy data regression problems.

  20. Introduction to the use of regression models in epidemiology.

    Bender, Ralf


    Regression modeling is one of the most important statistical techniques used in analytical epidemiology. By means of regression models the effect of one or several explanatory variables (e.g., exposures, subject characteristics, risk factors) on a response variable such as mortality or cancer can be investigated. From multiple regression models, adjusted effect estimates can be obtained that take the effect of potential confounders into account. Regression methods can be applied in all epidemiologic study designs so that they represent a universal tool for data analysis in epidemiology. Different kinds of regression models have been developed in dependence on the measurement scale of the response variable and the study design. The most important methods are linear regression for continuous outcomes, logistic regression for binary outcomes, Cox regression for time-to-event data, and Poisson regression for frequencies and rates. This chapter provides a nontechnical introduction to these regression models with illustrating examples from cancer research.

  1. An adaptive online learning approach for Support Vector Regression: Online-SVR-FID

    Liu, Jie; Zio, Enrico


    Support Vector Regression (SVR) is a popular supervised data-driven approach for building empirical models from available data. Like all data-driven methods, under non-stationary environmental and operational conditions it needs to be provided with adaptive learning capabilities, which might become computationally burdensome with large datasets cumulating dynamically. In this paper, a cost-efficient online adaptive learning approach is proposed for SVR by combining Feature Vector Selection (FVS) and Incremental and Decremental Learning. The proposed approach adaptively modifies the model only when different pattern drifts are detected according to proposed criteria. Two tolerance parameters are introduced in the approach to control the computational complexity, reduce the influence of the intrinsic noise in the data and avoid the overfitting problem of SVR. Comparisons of the prediction results is made with other online learning approaches e.g. NORMA, SOGA, KRLS, Incremental Learning, on several artificial datasets and a real case study concerning time series prediction based on data recorded on a component of a nuclear power generation system. The performance indicators MSE and MARE computed on the test dataset demonstrate the efficiency of the proposed online learning method.

  2. Study on Adaptive Lasso Quantile Regression for Panel Data Models%面板数据的自适应 Lasso 分位回归方法研究

    李子强; 田茂再; 罗幼喜


    如何在对参数进行估计的同时自动选择重要解释变量,一直是面板数据分位回归模型中讨论的热点问题之一。通过构造一种含多重随机效应的贝叶斯分层分位回归模型,在假定固定效应系数先验服从一种新的条件Laplace分布的基础上,给出了模型参数估计的Gibbs抽样算法。考虑到不同重要程度的解释变量权重系数压缩程度应该不同,所构造的先验信息具有自适应性的特点,能够准确地对模型中重要解释变量进行自动选取,且设计的切片Gibbs抽样算法能够快速有效地解决模型中各个参数的后验均值估计问题。模拟结果显示,新方法在参数估计精确度和变量选择准确度上均优于现有文献的常用方法。通过对中国各地区多个宏观经济指标的面板数据进行建模分析,演示了新方法估计参数与挑选变量的能力。%How to do parameter estimation and variable selection simultaneously is a hot issue in the study of quantile regression for panel data models .On the base of the assumption that the fixed effect coefficients are subject to a novel conditional Laplace prior ,the paper constructs a hierarchical Bayesian quantile regression model and gives the Gibbs sample algorithm for the unknow n parameter estimation .In consideration of different explain variables should have different shrinkage degree ,the proposed prior has the property of adaptivity ,w hich could select the important explain variables in the model automatically . Furthermore ,the slice Gibbs sample algorithm that the paper proposed is able to estimate the posteriori mean estimation of unknown parameter quickly and efficiently .Monte Carlo simulation study indicates that the proposed method is obviously superior to the existing methods in literatures on the accuracy of parameter estimation and variable selection .Finally ,the paper gives a research of modeling the panel data including several


    M. Ahmadlou


    Full Text Available Land use change (LUC models used for modelling urban growth are different in structure and performance. Local models divide the data into separate subsets and fit distinct models on each of the subsets. Non-parametric models are data driven and usually do not have a fixed model structure or model structure is unknown before the modelling process. On the other hand, global models perform modelling using all the available data. In addition, parametric models have a fixed structure before the modelling process and they are model driven. Since few studies have compared local non-parametric models with global parametric models, this study compares a local non-parametric model called multivariate adaptive regression spline (MARS, and a global parametric model called artificial neural network (ANN to simulate urbanization in Mumbai, India. Both models determine the relationship between a dependent variable and multiple independent variables. We used receiver operating characteristic (ROC to compare the power of the both models for simulating urbanization. Landsat images of 1991 (TM and 2010 (ETM+ were used for modelling the urbanization process. The drivers considered for urbanization in this area were distance to urban areas, urban density, distance to roads, distance to water, distance to forest, distance to railway, distance to central business district, number of agricultural cells in a 7 by 7 neighbourhoods, and slope in 1991. The results showed that the area under the ROC curve for MARS and ANN was 94.77% and 95.36%, respectively. Thus, ANN performed slightly better than MARS to simulate urban areas in Mumbai, India.

  4. Using Multivariate Adaptive Regression Spline and Artificial Neural Network to Simulate Urbanization in Mumbai, India

    Ahmadlou, M.; Delavar, M. R.; Tayyebi, A.; Shafizadeh-Moghadam, H.


    Land use change (LUC) models used for modelling urban growth are different in structure and performance. Local models divide the data into separate subsets and fit distinct models on each of the subsets. Non-parametric models are data driven and usually do not have a fixed model structure or model structure is unknown before the modelling process. On the other hand, global models perform modelling using all the available data. In addition, parametric models have a fixed structure before the modelling process and they are model driven. Since few studies have compared local non-parametric models with global parametric models, this study compares a local non-parametric model called multivariate adaptive regression spline (MARS), and a global parametric model called artificial neural network (ANN) to simulate urbanization in Mumbai, India. Both models determine the relationship between a dependent variable and multiple independent variables. We used receiver operating characteristic (ROC) to compare the power of the both models for simulating urbanization. Landsat images of 1991 (TM) and 2010 (ETM+) were used for modelling the urbanization process. The drivers considered for urbanization in this area were distance to urban areas, urban density, distance to roads, distance to water, distance to forest, distance to railway, distance to central business district, number of agricultural cells in a 7 by 7 neighbourhoods, and slope in 1991. The results showed that the area under the ROC curve for MARS and ANN was 94.77% and 95.36%, respectively. Thus, ANN performed slightly better than MARS to simulate urban areas in Mumbai, India.

  5. Adaptive response modelling

    Campa, Alessandro; Esposito, Giuseppe; Belli, Mauro

    Cellular response to radiation is often modified by a previous delivery of a small "priming" dose: a smaller amount of damage, defined by the end point being investigated, is observed, and for this reason the effect is called adaptive response. An improved understanding of this effect is essential (as much as for the case of the bystander effect) for a reliable radiation risk assessment when low dose irradiations are involved. Experiments on adaptive response have shown that there are a number of factors that strongly influence the occurrence (and the level) of the adaptation. In particular, priming doses and dose rates have to fall in defined ranges; the same is true for the time interval between the delivery of the small priming dose and the irradiation with the main, larger, dose (called in this case challenging dose). Different hypotheses can be formulated on the main mechanism(s) determining the adaptive response: an increased efficiency of DNA repair, an increased level of antioxidant enzymes, an alteration of cell cycle progression, a chromatin conformation change. An experimental clearcut evidence going definitely in the direction of one of these explanations is not yet available. Modelling can be done at different levels. Simple models, relating the amount of damage, through elementary differential equations, to the dose and dose rate experienced by the cell, are relatively easy to handle, and they can be modified to account for the priming irradiation. However, this can hardly be of decisive help in the explanation of the mechanisms, since each parameter of these models often incorporates in an effective way several cellular processes related to the response to radiation. In this presentation we show our attempts to describe adaptive response with models that explicitly contain, as a dynamical variable, the inducible adaptive agent. At a price of a more difficult treatment, this approach is probably more prone to give support to the experimental studies

  6. Model performance analysis and model validation in logistic regression

    Rosa Arboretti Giancristofaro


    Full Text Available In this paper a new model validation procedure for a logistic regression model is presented. At first, we illustrate a brief review of different techniques of model validation. Next, we define a number of properties required for a model to be considered "good", and a number of quantitative performance measures. Lastly, we describe a methodology for the assessment of the performance of a given model by using an example taken from a management study.

  7. Adapted Active Appearance Models

    Renaud Séguier


    Full Text Available Active Appearance Models (AAMs are able to align efficiently known faces under duress, when face pose and illumination are controlled. We propose Adapted Active Appearance Models to align unknown faces in unknown poses and illuminations. Our proposal is based on the one hand on a specific transformation of the active model texture in an oriented map, which changes the AAM normalization process; on the other hand on the research made in a set of different precomputed models related to the most adapted AAM for an unknown face. Tests on public and private databases show the interest of our approach. It becomes possible to align unknown faces in real-time situations, in which light and pose are not controlled.




    Este trabalho tem como objetivo principal adaptar o modelo STR-Tree, o qual é a combinação de um modelo Smooth Transition Regression com Classification and Regression Tree (CART), a fim de utilizá-lo em Classificação. Para isto algumas alterações foram realizadas em sua forma estrutural e na estimação. Devido ao fato de estarmos fazendo classificação de variáveis dependentes binárias, se faz necessária a utilização das técnicas empregadas em Regressão Logística, dessa forma a estimação dos pa...

  9. Missing pixels restoration for remote sensing images using adaptive search window and linear regression

    Tai, Shen-Chuan; Chen, Peng-Yu; Chao, Chian-Yen


    The Consultative Committee for Space Data Systems proposed an efficient image compression standard that can do lossless compression (CCSDS-ICS). CCSDS-ICS is the most widely utilized standard for satellite communications. However, the original CCSDS-ICS is weak in terms of error resilience with even a single incorrect bit possibly causing numerous missing pixels. A restoration algorithm based on the neighborhood similar pixel interpolator is proposed to fill in missing pixels. The linear regression model is used to generate the reference image from other panchromatic or multispectral images. Furthermore, an adaptive search window is utilized to sieve out similar pixels from the pixels in the search region defined in the neighborhood similar pixel interpolator. The experimental results show that the proposed methods are capable of reconstructing missing regions with good visual quality.

  10. Model selection in kernel ridge regression

    Exterkate, Peter


    Kernel ridge regression is a technique to perform ridge regression with a potentially infinite number of nonlinear transformations of the independent variables as regressors. This method is gaining popularity as a data-rich nonlinear forecasting tool, which is applicable in many different contexts....... The influence of the choice of kernel and the setting of tuning parameters on forecast accuracy is investigated. Several popular kernels are reviewed, including polynomial kernels, the Gaussian kernel, and the Sinc kernel. The latter two kernels are interpreted in terms of their smoothing properties......, and the tuning parameters associated to all these kernels are related to smoothness measures of the prediction function and to the signal-to-noise ratio. Based on these interpretations, guidelines are provided for selecting the tuning parameters from small grids using cross-validation. A Monte Carlo study...

  11. Using multivariate adaptive regression splines to estimate subadult age from diaphyseal dimensions.

    Stull, Kyra E; L'Abbé, Ericka N; Ousley, Stephen D


    Subadult age estimation is considered the most accurate parameter estimated in a subadult biological profile, even though the methods are deficient and the samples from which they are based are inappropriate. The current study addresses the problems that plague subadult age estimation and creates age estimation models from diaphyseal dimensions of modern children. The sample included 1,310 males and females between the ages of birth and 12 years. Eighteen diaphyseal length and breadth measurements were obtained from Lodox Statscan radiographic images generated at two institutions in Cape Town, South Africa, between 2007 and 2012. Univariate and multivariate age estimation models were created using multivariate adaptive regression splines. k-fold cross-validated 95% prediction intervals (PIs) were created for each model, and the precision of each model was assessed. The diaphyseal length models generated the narrowest PIs (2 months to 6 years) for all univariate models. The majority of multivariate models had PIs that ranged from 3 months to 5 and 6 years. Mean bias approximated 0 for each model, but most models lost precision after 10 years of age. Univariate diaphyseal length models are recommended for younger children, whereas multivariate models are recommended for older children where the inclusion of more variables minimized the size of the PIs. If diaphyseal lengths are not available, multivariate breadth models are recommended. The present study provides applicable age estimation formulae and explores the advantages and disadvantages of different subadult age estimation models using diaphyseal dimensions. Am J Phys Anthropol 154:376-386, 2014. © 2014 Wiley Periodicals, Inc.

  12. A Dirty Model for Multiple Sparse Regression

    Jalali, Ali; Sanghavi, Sujay


    Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where several related vectors -- with partially shared support sets -- have to be recovered. A natural question in this setting is whether one can use the sharing to further decrease the overall number of samples required. A line of recent research has studied the use of \\ell_1/\\ell_q norm block-regularizations with q>1 for such problems; however these could actually perform worse in sample complexity -- vis a vis solving each problem separately ignoring sharing -- depending on the level of sharing. We present a new method for multiple sparse linear regression that can leverage support and parameter overlap when it exists, but not pay a penalty when it does not. A very simple idea: we decompose the parameters into two components and regularize these differently. We show both theore...

  13. Applications of Adaptive Elastic Net Pro cedure for Logistic Regression Mo del%Adaptive Elastic Net方法在Logistic回归模型中的应用

    李春红; 黄登香; 戴洪帅


    本文将adaptive Elastic Net方法应用于Logistic回归模型,研究并证明其具有Oracle性质,并利用数值模拟及实际例子将其与Lasso、adaptive Lasso、Elastic Net方法的估计结果进行比较,从结果可以看出,adaptive Elastic Net方法效果更优。%In this paper, we consider the adaptive Elastic Net procedure for the Logistic reg-ression model and prove the Oracle property of its estimates. Compared with the Lasso, the adaptive Lasso and the Elastic Net procedure, we obtain that the proposed procedure has good performance, owing to the Oracle property.

  14. Logistic Regression Model on Antenna Control Unit Autotracking Mode


    412TW-PA-15240 Logistic Regression Model on Antenna Control Unit Autotracking Mode DANIEL T. LAIRD AIR FORCE TEST CENTER EDWARDS AFB, CA...OCT 15 4. TITLE AND SUBTITLE Logistic Regression Model on Antenna Control Unit Autotracking Mode 5a. CONTRACT NUMBER 5b. GRANT...alternative-hypothesis. This paper will present an Antenna Auto- tracking model using Logistic Regression modeling. This paper presents an example of

  15. Evolution of an adaptive behavior and its sensory receptors promotes eye regression in blind cavefish


    Abstract Background How and why animals lose eyesight during adaptation to the dark and food-limited cave environment has puzzled biologists since the time of Darwin. More recently, several different adaptive hypotheses have been proposed to explain eye degeneration based on studies in the teleost Astyanax mexicanus, which consists of blind cave-dwelling (cavefish) and sighted surface-dwelling (surface fish) forms. One of these hypotheses is that eye regression is the result of indirect selec...

  16. Regularized logistic regression with adjusted adaptive elastic net for gene selection in high dimensional cancer classification.

    Algamal, Zakariya Yahya; Lee, Muhammad Hisyam


    Cancer classification and gene selection in high-dimensional data have been popular research topics in genetics and molecular biology. Recently, adaptive regularized logistic regression using the elastic net regularization, which is called the adaptive elastic net, has been successfully applied in high-dimensional cancer classification to tackle both estimating the gene coefficients and performing gene selection simultaneously. The adaptive elastic net originally used elastic net estimates as the initial weight, however, using this weight may not be preferable for certain reasons: First, the elastic net estimator is biased in selecting genes. Second, it does not perform well when the pairwise correlations between variables are not high. Adjusted adaptive regularized logistic regression (AAElastic) is proposed to address these issues and encourage grouping effects simultaneously. The real data results indicate that AAElastic is significantly consistent in selecting genes compared to the other three competitor regularization methods. Additionally, the classification performance of AAElastic is comparable to the adaptive elastic net and better than other regularization methods. Thus, we can conclude that AAElastic is a reliable adaptive regularized logistic regression method in the field of high-dimensional cancer classification.

  17. Improved Estimation of Earth Rotation Parameters Using the Adaptive Ridge Regression

    Huang, Chengli; Jin, Wenjing


    The multicollinearity among regression variables is a common phenomenon in the reduction of astronomical data. The phenomenon of multicollinearity and the diagnostic factors are introduced first. As a remedy, a new method, called adaptive ridge regression (ARR), which is an improved method of choosing the departure constant θ in ridge regression, is suggested and applied in a case that the Earth orientation parameters (EOP) are determined by lunar laser ranging (LLR). It is pointed out, via a diagnosis, the variance inflation factors (VIFs), that there exists serious multicollinearity among the regression variables. It is shown that the ARR method is effective in reducing the multicollinearity and makes the regression coefficients more stable than that of using ordinary least squares estimation (LS), especially when there is serious multicollinearity.

  18. Parameters Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model

    Zuhdi, Shaifudin; Retno Sari Saputro, Dewi; Widyaningsih, Purnami


    A regression model is the representation of relationship between independent variable and dependent variable. The dependent variable has categories used in the logistic regression model to calculate odds on. The logistic regression model for dependent variable has levels in the logistics regression model is ordinal. GWOLR model is an ordinal logistic regression model influenced the geographical location of the observation site. Parameters estimation in the model needed to determine the value of a population based on sample. The purpose of this research is to parameters estimation of GWOLR model using R software. Parameter estimation uses the data amount of dengue fever patients in Semarang City. Observation units used are 144 villages in Semarang City. The results of research get GWOLR model locally for each village and to know probability of number dengue fever patient categories.

  19. Multiple Retrieval Models and Regression Models for Prior Art Search

    Lopez, Patrice


    This paper presents the system called PATATRAS (PATent and Article Tracking, Retrieval and AnalysiS) realized for the IP track of CLEF 2009. Our approach presents three main characteristics: 1. The usage of multiple retrieval models (KL, Okapi) and term index definitions (lemma, phrase, concept) for the three languages considered in the present track (English, French, German) producing ten different sets of ranked results. 2. The merging of the different results based on multiple regression models using an additional validation set created from the patent collection. 3. The exploitation of patent metadata and of the citation structures for creating restricted initial working sets of patents and for producing a final re-ranking regression model. As we exploit specific metadata of the patent documents and the citation relations only at the creation of initial working sets and during the final post ranking step, our architecture remains generic and easy to extend.

  20. Relative risk regression models with inverse polynomials.

    Ning, Yang; Woodward, Mark


    The proportional hazards model assumes that the log hazard ratio is a linear function of parameters. In the current paper, we model the log relative risk as an inverse polynomial, which is particularly suitable for modeling bounded and asymmetric functions. The parameters estimated by maximizing the partial likelihood are consistent and asymptotically normal. The advantages of the inverse polynomial model over the ordinary polynomial model and the fractional polynomial model for fitting various asymmetric log relative risk functions are shown by simulation. The utility of the method is further supported by analyzing two real data sets, addressing the specific question of the location of the minimum risk threshold.

  1. Model Selection in Kernel Ridge Regression

    Exterkate, Peter

    Kernel ridge regression is gaining popularity as a data-rich nonlinear forecasting tool, which is applicable in many different contexts. This paper investigates the influence of the choice of kernel and the setting of tuning parameters on forecast accuracy. We review several popular kernels......, including polynomial kernels, the Gaussian kernel, and the Sinc kernel. We interpret the latter two kernels in terms of their smoothing properties, and we relate the tuning parameters associated to all these kernels to smoothness measures of the prediction function and to the signal-to-noise ratio. Based...... on these interpretations, we provide guidelines for selecting the tuning parameters from small grids using cross-validation. A Monte Carlo study confirms the practical usefulness of these rules of thumb. Finally, the flexible and smooth functional forms provided by the Gaussian and Sinc kernels makes them widely...

  2. Combining logistic regression and neural networks to create predictive models.

    Spackman, K. A.


    Neural networks are being used widely in medicine and other areas to create predictive models from data. The statistical method that most closely parallels neural networks is logistic regression. This paper outlines some ways in which neural networks and logistic regression are similar, shows how a small modification of logistic regression can be used in the training of neural network models, and illustrates the use of this modification for variable selection and predictive model building wit...

  3. Prediction of Rotor Spun Yarn Strength Using Adaptive Neuro-fuzzy Inference System and Linear Multiple Regression Methods

    NURWAHA Deogratias; WANG Xin-hou


    This paper presents a comparison study of two models for predicting the strength of rotor spun cotton yarns from fiber properties. The adaptive neuro-fuzzy system inference (ANFIS) and Multiple Linear Regression models are used to predict the rotor spun yarn strength. Fiber properties and yarn count are used as inputs to train the two models and the count-strength-product (CSP) was the target. The predictive performances of the two models are estimated and compared. We found that the ANFIS has a better predictive power in comparison with linear multipleregression model. The impact of each fiber property is also illustrated.

  4. Support Vector Regression Model Based on Empirical Mode Decomposition and Auto Regression for Electric Load Forecasting

    Hong-Juan Li


    Full Text Available Electric load forecasting is an important issue for a power utility, associated with the management of daily operations such as energy transfer scheduling, unit commitment, and load dispatch. Inspired by strong non-linear learning capability of support vector regression (SVR, this paper presents a SVR model hybridized with the empirical mode decomposition (EMD method and auto regression (AR for electric load forecasting. The electric load data of the New South Wales (Australia market are employed for comparing the forecasting performances of different forecasting models. The results confirm the validity of the idea that the proposed model can simultaneously provide forecasting with good accuracy and interpretability.

  5. Stochastic Approximation Methods for Latent Regression Item Response Models

    von Davier, Matthias; Sinharay, Sandip


    This article presents an application of a stochastic approximation expectation maximization (EM) algorithm using a Metropolis-Hastings (MH) sampler to estimate the parameters of an item response latent regression model. Latent regression item response models are extensions of item response theory (IRT) to a latent variable model with covariates…

  6. Symbolic regression of generative network models

    Menezes, Telmo


    Networks are a powerful abstraction with applicability to a variety of scientific fields. Models explaining their morphology and growth processes permit a wide range of phenomena to be more systematically analysed and understood. At the same time, creating such models is often challenging and requires insights that may be counter-intuitive. Yet there currently exists no general method to arrive at better models. We have developed an approach to automatically detect realistic decentralised network growth models from empirical data, employing a machine learning technique inspired by natural selection and defining a unified formalism to describe such models as computer programs. As the proposed method is completely general and does not assume any pre-existing models, it can be applied "out of the box" to any given network. To validate our approach empirically, we systematically rediscover pre-defined growth laws underlying several canonical network generation models and credible laws for diverse real-world netwo...

  7. Using AMMI, factorial regression and partial least squares regression models for interpreting genotype x environment interaction.

    Vargas, M.; Crossa, J.; Eeuwijk, van F.A.; Ramirez, M.E.; Sayre, K.


    Partial least squares (PLS) and factorial regression (FR) are statistical models that incorporate external environmental and/or cultivar variables for studying and interpreting genotype × environment interaction (GEl). The Additive Main effect and Multiplicative Interaction (AMMI) model uses only th

  8. Corporate prediction models, ratios or regression analysis?

    Bijnen, E.J.; Wijn, M.F.C.M.


    The models developed in the literature with respect to the prediction of a company s failure are based on ratios. It has been shown before that these models should be rejected on theoretical grounds. Our study of industrial companies in the Netherlands shows that the ratios which are used in

  9. Mixed Frequency Data Sampling Regression Models: The R Package midasr

    Eric Ghysels


    Full Text Available When modeling economic relationships it is increasingly common to encounter data sampled at different frequencies. We introduce the R package midasr which enables estimating regression models with variables sampled at different frequencies within a MIDAS regression framework put forward in work by Ghysels, Santa-Clara, and Valkanov (2002. In this article we define a general autoregressive MIDAS regression model with multiple variables of different frequencies and show how it can be specified using the familiar R formula interface and estimated using various optimization methods chosen by the researcher. We discuss how to check the validity of the estimated model both in terms of numerical convergence and statistical adequacy of a chosen regression specification, how to perform model selection based on a information criterion, how to assess forecasting accuracy of the MIDAS regression model and how to obtain a forecast aggregation of different MIDAS regression models. We illustrate the capabilities of the package with a simulated MIDAS regression model and give two empirical examples of application of MIDAS regression.

  10. Impact of multicollinearity on small sample hydrologic regression models

    Kroll, Charles N.; Song, Peter


    Often hydrologic regression models are developed with ordinary least squares (OLS) procedures. The use of OLS with highly correlated explanatory variables produces multicollinearity, which creates highly sensitive parameter estimators with inflated variances and improper model selection. It is not clear how to best address multicollinearity in hydrologic regression models. Here a Monte Carlo simulation is developed to compare four techniques to address multicollinearity: OLS, OLS with variance inflation factor screening (VIF), principal component regression (PCR), and partial least squares regression (PLS). The performance of these four techniques was observed for varying sample sizes, correlation coefficients between the explanatory variables, and model error variances consistent with hydrologic regional regression models. The negative effects of multicollinearity are magnified at smaller sample sizes, higher correlations between the variables, and larger model error variances (smaller R2). The Monte Carlo simulation indicates that if the true model is known, multicollinearity is present, and the estimation and statistical testing of regression parameters are of interest, then PCR or PLS should be employed. If the model is unknown, or if the interest is solely on model predictions, is it recommended that OLS be employed since using more complicated techniques did not produce any improvement in model performance. A leave-one-out cross-validation case study was also performed using low-streamflow data sets from the eastern United States. Results indicate that OLS with stepwise selection generally produces models across study regions with varying levels of multicollinearity that are as good as biased regression techniques such as PCR and PLS.


    ZhuZhongyi; WeiBocheng


    In this paper, the estimation method based on the “generalized profile likelihood” for the conditionally parametric models in the paper given by Severini and Wong (1992) is extendedto fixed design semiparametrie nonlinear regression models. For these semiparametrie nonlinear regression models,the resulting estimator of parametric component of the model is shown to beasymptotically efficient and the strong convergence rate of nonparametric component is investigated. Many results (for example Chen (1988) ,Gao & Zhao (1993), Rice (1986) et al. ) are extended to fixed design semiparametric nonlinear regression models.

  12. Support vector regression model for complex target RCS predicting

    Wang Gu; Chen Weishi; Miao Jungang


    The electromagnetic scattering computation has developed rapidly for many years; some computing problems for complex and coated targets cannot be solved by using the existing theory and computing models. A computing model based on data is established for making up the insufficiency of theoretic models. Based on the "support vector regression method", which is formulated on the principle of minimizing a structural risk, a data model to predicate the unknown radar cross section of some appointed targets is given. Comparison between the actual data and the results of this predicting model based on support vector regression method proved that the support vector regression method is workable and with a comparative precision.

  13. Rank-preserving regression: a more robust rank regression model against outliers.

    Chen, Tian; Kowalski, Jeanne; Chen, Rui; Wu, Pan; Zhang, Hui; Feng, Changyong; Tu, Xin M


    Mean-based semi-parametric regression models such as the popular generalized estimating equations are widely used to improve robustness of inference over parametric models. Unfortunately, such models are quite sensitive to outlying observations. The Wilcoxon-score-based rank regression (RR) provides more robust estimates over generalized estimating equations against outliers. However, the RR and its extensions do not sufficiently address missing data arising in longitudinal studies. In this paper, we propose a new approach to address outliers under a different framework based on the functional response models. This functional-response-model-based alternative not only addresses limitations of the RR and its extensions for longitudinal data, but, with its rank-preserving property, even provides more robust estimates than these alternatives. The proposed approach is illustrated with both real and simulated data. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  14. Nonlinear and Non Normal Regression Models in Physiological Research


    Applications of nonlinear and non normal regression models are in increasing order for appropriate interpretation of complex phenomenon of biomedical sciences. This paper reviews critically some applications of these models physiological research.

  15. Adaptive Covariance Estimation with model selection

    Biscay, Rolando; Loubes, Jean-Michel


    We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation points. For this we generalize previous results of Bigot and al. and propose to use a data driven penalty to obtain an oracle inequality for the estimator. We prove that this method is an extension to the matricial regression model of the work by Baraud.

  16. Adaptive Linear and Normalized Combination of Radial Basis Function Networks for Function Approximation and Regression

    Yunfeng Wu


    Full Text Available This paper presents a novel adaptive linear and normalized combination (ALNC method that can be used to combine the component radial basis function networks (RBFNs to implement better function approximation and regression tasks. The optimization of the fusion weights is obtained by solving a constrained quadratic programming problem. According to the instantaneous errors generated by the component RBFNs, the ALNC is able to perform the selective ensemble of multiple leaners by adaptively adjusting the fusion weights from one instance to another. The results of the experiments on eight synthetic function approximation and six benchmark regression data sets show that the ALNC method can effectively help the ensemble system achieve a higher accuracy (measured in terms of mean-squared error and the better fidelity (characterized by normalized correlation coefficient of approximation, in relation to the popular simple average, weighted average, and the Bagging methods.

  17. Identification of Influential Points in a Linear Regression Model

    Jan Grosz


    Full Text Available The article deals with the detection and identification of influential points in the linear regression model. Three methods of detection of outliers and leverage points are described. These procedures can also be used for one-sample (independentdatasets. This paper briefly describes theoretical aspects of several robust methods as well. Robust statistics is a powerful tool to increase the reliability and accuracy of statistical modelling and data analysis. A simulation model of the simple linear regression is presented.

  18. Evolution of an adaptive behavior and its sensory receptors promotes eye regression in blind cavefish

    Yoshizawa Masato


    Full Text Available Abstract Background How and why animals lose eyesight during adaptation to the dark and food-limited cave environment has puzzled biologists since the time of Darwin. More recently, several different adaptive hypotheses have been proposed to explain eye degeneration based on studies in the teleost Astyanax mexicanus, which consists of blind cave-dwelling (cavefish and sighted surface-dwelling (surface fish forms. One of these hypotheses is that eye regression is the result of indirect selection for constructive characters that are negatively linked to eye development through the pleiotropic effects of Sonic Hedgehog (SHH signaling. However, subsequent genetic analyses suggested that other mechanisms also contribute to eye regression in Astyanax cavefish. Here, we introduce a new approach to this problem by investigating the phenotypic and genetic relationships between a suite of non-visual constructive traits and eye regression. Results Using quantitative genetic analysis of crosses between surface fish, the Pachón cavefish population and their hybrid progeny, we show that the adaptive vibration attraction behavior (VAB and its sensory receptors, superficial neuromasts (SN specifically found within the cavefish eye orbit (EO, are genetically correlated with reduced eye size. The quantitative trait loci (QTL for these three traits form two clusters of congruent or overlapping QTL on Astyanax linkage groups (LG 2 and 17, but not at the shh locus on LG 13. Ablation of EO SN in cavefish demonstrated a major role for these sensory receptors in VAB expression. Furthermore, experimental induction of eye regression in surface fish via shh overexpression showed that the absence of eyes was insufficient to promote the appearance of VAB or EO SN. Conclusions We conclude that natural selection for the enhancement of VAB and EO SN indirectly promotes eye regression in the Pachón cavefish population through an antagonistic relationship involving genetic

  19. Geometric Properties of AR(q) Nonlinear Regression Models

    LIUYing-ar; WEIBo-cheng


    This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on the weighted inner product by fisher information matrix. Several geometric properties related to statistical curvatures are given for the models. The results of this paper extended the work of Bates & Watts(1980,1988)[1.2] and Seber & Wild (1989)[3].

  20. What Drives Business Model Adaptation?

    Saebi, Tina; Lien, Lasse B.; Foss, Nicolai Juul


    -rigidity as well as prospect theory to examine business model adaptation in response to external threats and opportunities. Additionally, drawing on the behavioural theory of the firm, we argue that the past strategic orientation of a firm creates path dependencies that influence the propensity of the firm...... to adapt its business model. We test our hypotheses on a sample of 1196 Norwegian companies, and find that firms are more likely to adapt their business model under conditions of perceived threats than opportunities, and that strategic orientation geared towards market development is more conducive......Business models change as managers not only innovate business models, but also engage in more mundane adaptation in response to external changes, such as changes in the level or composition of demand. However, little is known about what causes such business model adaptation. We employ threat...

  1. Robust Depth-Weighted Wavelet for Nonparametric Regression Models

    Lu LIN


    In the nonpaxametric regression models, the original regression estimators including kernel estimator, Fourier series estimator and wavelet estimator are always constructed by the weighted sum of data, and the weights depend only on the distance between the design points and estimation points. As a result these estimators are not robust to the perturbations in data. In order to avoid this problem, a new nonparametric regression model, called the depth-weighted regression model, is introduced and then the depth-weighted wavelet estimation is defined. The new estimation is robust to the perturbations in data, which attains very high breakdown value close to 1/2. On the other hand, some asymptotic behaviours such as asymptotic normality are obtained. Some simulations illustrate that the proposed wavelet estimator is more robust than the original wavelet estimator and, as a price to pay for the robustness, the new method is slightly less efficient than the original method.

  2. Wavelet regression model in forecasting crude oil price

    Hamid, Mohd Helmie; Shabri, Ani


    This study presents the performance of wavelet multiple linear regression (WMLR) technique in daily crude oil forecasting. WMLR model was developed by integrating the discrete wavelet transform (DWT) and multiple linear regression (MLR) model. The original time series was decomposed to sub-time series with different scales by wavelet theory. Correlation analysis was conducted to assist in the selection of optimal decomposed components as inputs for the WMLR model. The daily WTI crude oil price series has been used in this study to test the prediction capability of the proposed model. The forecasting performance of WMLR model were also compared with regular multiple linear regression (MLR), Autoregressive Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) using root mean square errors (RMSE) and mean absolute errors (MAE). Based on the experimental results, it appears that the WMLR model performs better than the other forecasting technique tested in this study.

  3. Regression Model Optimization for the Analysis of Experimental Data

    Ulbrich, N.


    A candidate math model search algorithm was developed at Ames Research Center that determines a recommended math model for the multivariate regression analysis of experimental data. The search algorithm is applicable to classical regression analysis problems as well as wind tunnel strain gage balance calibration analysis applications. The algorithm compares the predictive capability of different regression models using the standard deviation of the PRESS residuals of the responses as a search metric. This search metric is minimized during the search. Singular value decomposition is used during the search to reject math models that lead to a singular solution of the regression analysis problem. Two threshold dependent constraints are also applied. The first constraint rejects math models with insignificant terms. The second constraint rejects math models with near-linear dependencies between terms. The math term hierarchy rule may also be applied as an optional constraint during or after the candidate math model search. The final term selection of the recommended math model depends on the regressor and response values of the data set, the user s function class combination choice, the user s constraint selections, and the result of the search metric minimization. A frequently used regression analysis example from the literature is used to illustrate the application of the search algorithm to experimental data.

  4. Alternative regression models to assess increase in childhood BMI

    Mansmann Ulrich


    Full Text Available Abstract Background Body mass index (BMI data usually have skewed distributions, for which common statistical modeling approaches such as simple linear or logistic regression have limitations. Methods Different regression approaches to predict childhood BMI by goodness-of-fit measures and means of interpretation were compared including generalized linear models (GLMs, quantile regression and Generalized Additive Models for Location, Scale and Shape (GAMLSS. We analyzed data of 4967 children participating in the school entry health examination in Bavaria, Germany, from 2001 to 2002. TV watching, meal frequency, breastfeeding, smoking in pregnancy, maternal obesity, parental social class and weight gain in the first 2 years of life were considered as risk factors for obesity. Results GAMLSS showed a much better fit regarding the estimation of risk factors effects on transformed and untransformed BMI data than common GLMs with respect to the generalized Akaike information criterion. In comparison with GAMLSS, quantile regression allowed for additional interpretation of prespecified distribution quantiles, such as quantiles referring to overweight or obesity. The variables TV watching, maternal BMI and weight gain in the first 2 years were directly, and meal frequency was inversely significantly associated with body composition in any model type examined. In contrast, smoking in pregnancy was not directly, and breastfeeding and parental social class were not inversely significantly associated with body composition in GLM models, but in GAMLSS and partly in quantile regression models. Risk factor specific BMI percentile curves could be estimated from GAMLSS and quantile regression models. Conclusion GAMLSS and quantile regression seem to be more appropriate than common GLMs for risk factor modeling of BMI data.

  5. Credit Scoring Model Hybridizing Artificial Intelligence with Logistic Regression

    Han Lu


    Full Text Available Today the most commonly used techniques for credit scoring are artificial intelligence and statistics. In this paper, we started a new way to use these two kinds of models. Through logistic regression filters the variables with a high degree of correlation, artificial intelligence models reduce complexity and accelerate convergence, while these models hybridizing logistic regression have better explanations in statistically significance, thus improve the effect of artificial intelligence models. With experiments on German data set, we find an interesting phenomenon defined as ‘Dimensional interference’ with support vector machine and from cross validation it can be seen that the new method gives a lot of help with credit scoring.

  6. Analysis of Sting Balance Calibration Data Using Optimized Regression Models

    Ulbrich, N.; Bader, Jon B.


    Calibration data of a wind tunnel sting balance was processed using a candidate math model search algorithm that recommends an optimized regression model for the data analysis. During the calibration the normal force and the moment at the balance moment center were selected as independent calibration variables. The sting balance itself had two moment gages. Therefore, after analyzing the connection between calibration loads and gage outputs, it was decided to choose the difference and the sum of the gage outputs as the two responses that best describe the behavior of the balance. The math model search algorithm was applied to these two responses. An optimized regression model was obtained for each response. Classical strain gage balance load transformations and the equations of the deflection of a cantilever beam under load are used to show that the search algorithm s two optimized regression models are supported by a theoretical analysis of the relationship between the applied calibration loads and the measured gage outputs. The analysis of the sting balance calibration data set is a rare example of a situation when terms of a regression model of a balance can directly be derived from first principles of physics. In addition, it is interesting to note that the search algorithm recommended the correct regression model term combinations using only a set of statistical quality metrics that were applied to the experimental data during the algorithm s term selection process.

  7. Regression Test-Selection Technique Using Component Model Based Modification: Code to Test Traceability

    Ahmad A. Saifan


    Full Text Available Regression testing is a safeguarding procedure to validate and verify adapted software, and guarantee that no errors have emerged. However, regression testing is very costly when testers need to re-execute all the test cases against the modified software. This paper proposes a new approach in regression test selection domain. The approach is based on meta-models (test models and structured models to decrease the number of test cases to be used in the regression testing process. The approach has been evaluated using three Java applications. To measure the effectiveness of the proposed approach, we compare the results using the re-test to all approaches. The results have shown that our approach reduces the size of test suite without negative impact on the effectiveness of the fault detection.

  8. Group Lasso for high dimensional sparse quantile regression models

    Kato, Kengo


    This paper studies the statistical properties of the group Lasso estimator for high dimensional sparse quantile regression models where the number of explanatory variables (or the number of groups of explanatory variables) is possibly much larger than the sample size while the number of variables in "active" groups is sufficiently small. We establish a non-asymptotic bound on the $\\ell_{2}$-estimation error of the estimator. This bound explains situations under which the group Lasso estimator is potentially superior/inferior to the $\\ell_{1}$-penalized quantile regression estimator in terms of the estimation error. We also propose a data-dependent choice of the tuning parameter to make the method more practical, by extending the original proposal of Belloni and Chernozhukov (2011) for the $\\ell_{1}$-penalized quantile regression estimator. As an application, we analyze high dimensional additive quantile regression models. We show that under a set of primitive regularity conditions, the group Lasso estimator c...

  9. Stability and adaptability of runner peanut genotypes based on nonlinear regression and AMMI analysis

    Roseane Cavalcanti dos Santos


    Full Text Available The objective of this work was to estimate the stability and adaptability of pod and seed yield in runner peanut genotypes based on the nonlinear regression and AMMI analysis. Yield data from 11 trials, distributed in six environments and three harvests, carried out in the Northeast region of Brazil during the rainy season were used. Significant effects of genotypes (G, environments (E, and GE interactions were detected in the analysis, indicating different behaviors among genotypes in favorable and unfavorable environmental conditions. The genotypes BRS Pérola Branca and LViPE‑06 are more stable and adapted to the semiarid environment, whereas LGoPE‑06 is a promising material for pod production, despite being highly dependent on favorable environments.

  10. Joint regression analysis and AMMI model applied to oat improvement

    Oliveira, A.; Oliveira, T. A.; Mejza, S.


    In our work we present an application of some biometrical methods useful in genotype stability evaluation, namely AMMI model, Joint Regression Analysis (JRA) and multiple comparison tests. A genotype stability analysis of oat (Avena Sativa L.) grain yield was carried out using data of the Portuguese Plant Breeding Board, sample of the 22 different genotypes during the years 2002, 2003 and 2004 in six locations. In Ferreira et al. (2006) the authors state the relevance of the regression models and of the Additive Main Effects and Multiplicative Interactions (AMMI) model, to study and to estimate phenotypic stability effects. As computational techniques we use the Zigzag algorithm to estimate the regression coefficients and the agricolae-package available in R software for AMMI model analysis.

  11. Buffalos milk yield analysis using random regression models

    A.S. Schierholt


    Full Text Available Data comprising 1,719 milk yield records from 357 females (predominantly Murrah breed, daughters of 110 sires, with births from 1974 to 2004, obtained from the Programa de Melhoramento Genético de Bubalinos (PROMEBUL and from records of EMBRAPA Amazônia Oriental - EAO herd, located in Belém, Pará, Brazil, were used to compare random regression models for estimating variance components and predicting breeding values of the sires. The data were analyzed by different models using the Legendre’s polynomial functions from second to fourth orders. The random regression models included the effects of herd-year, month of parity date of the control; regression coefficients for age of females (in order to describe the fixed part of the lactation curve and random regression coefficients related to the direct genetic and permanent environment effects. The comparisons among the models were based on the Akaike Infromation Criterion. The random effects regression model using third order Legendre’s polynomials with four classes of the environmental effect were the one that best described the additive genetic variation in milk yield. The heritability estimates varied from 0.08 to 0.40. The genetic correlation between milk yields in younger ages was close to the unit, but in older ages it was low.

  12. Optimization of Regression Models of Experimental Data Using Confirmation Points

    Ulbrich, N.


    A new search metric is discussed that may be used to better assess the predictive capability of different math term combinations during the optimization of a regression model of experimental data. The new search metric can be determined for each tested math term combination if the given experimental data set is split into two subsets. The first subset consists of data points that are only used to determine the coefficients of the regression model. The second subset consists of confirmation points that are exclusively used to test the regression model. The new search metric value is assigned after comparing two values that describe the quality of the fit of each subset. The first value is the standard deviation of the PRESS residuals of the data points. The second value is the standard deviation of the response residuals of the confirmation points. The greater of the two values is used as the new search metric value. This choice guarantees that both standard deviations are always less or equal to the value that is used during the optimization. Experimental data from the calibration of a wind tunnel strain-gage balance is used to illustrate the application of the new search metric. The new search metric ultimately generates an optimized regression model that was already tested at regression model independent confirmation points before it is ever used to predict an unknown response from a set of regressors.

  13. Geographically Weighted Logistic Regression Applied to Credit Scoring Models

    Pedro Henrique Melo Albuquerque

    Full Text Available Abstract This study used real data from a Brazilian financial institution on transactions involving Consumer Direct Credit (CDC, granted to clients residing in the Distrito Federal (DF, to construct credit scoring models via Logistic Regression and Geographically Weighted Logistic Regression (GWLR techniques. The aims were: to verify whether the factors that influence credit risk differ according to the borrower’s geographic location; to compare the set of models estimated via GWLR with the global model estimated via Logistic Regression, in terms of predictive power and financial losses for the institution; and to verify the viability of using the GWLR technique to develop credit scoring models. The metrics used to compare the models developed via the two techniques were the AICc informational criterion, the accuracy of the models, the percentage of false positives, the sum of the value of false positive debt, and the expected monetary value of portfolio default compared with the monetary value of defaults observed. The models estimated for each region in the DF were distinct in their variables and coefficients (parameters, with it being concluded that credit risk was influenced differently in each region in the study. The Logistic Regression and GWLR methodologies presented very close results, in terms of predictive power and financial losses for the institution, and the study demonstrated viability in using the GWLR technique to develop credit scoring models for the target population in the study.

  14. CICAAR - Convolutive ICA with an Auto-Regressive Inverse Model

    Dyrholm, Mads; Hansen, Lars Kai


    We invoke an auto-regressive IIR inverse model for convolutive ICA and derive expressions for the likelihood and its gradient. We argue that optimization will give a stable inverse. When there are more sensors than sources the mixing model parameters are estimated in a second step by least squares...

  15. Systematic evaluation of land use regression models for NO₂

    Wang, M.|info:eu-repo/dai/nl/345480279; Beelen, R.M.J.|info:eu-repo/dai/nl/30483100X; Eeftens, M.R.|info:eu-repo/dai/nl/315028300; Meliefste, C.; Hoek, G.|info:eu-repo/dai/nl/069553475; Brunekreef, B.|info:eu-repo/dai/nl/067548180


    Land use regression (LUR) models have become popular to explain the spatial variation of air pollution concentrations. Independent evaluation is important. We developed LUR models for nitrogen dioxide (NO(2)) using measurements conducted at 144 sampling sites in The Netherlands. Sites were randomly



    In this paper,a class of functional-coefficient regression models is proposed and an estimation procedure based on the locally weighted least equares is suggested. This class of models,with the proposed estimation method,is a powerful means for exploratory data analysis.

  17. Improving sub-pixel imperviousness change prediction by ensembling heterogeneous non-linear regression models

    Drzewiecki, Wojciech


    In this work nine non-linear regression models were compared for sub-pixel impervious surface area mapping from Landsat images. The comparison was done in three study areas both for accuracy of imperviousness coverage evaluation in individual points in time and accuracy of imperviousness change assessment. The performance of individual machine learning algorithms (Cubist, Random Forest, stochastic gradient boosting of regression trees, k-nearest neighbors regression, random k-nearest neighbors regression, Multivariate Adaptive Regression Splines, averaged neural networks, and support vector machines with polynomial and radial kernels) was also compared with the performance of heterogeneous model ensembles constructed from the best models trained using particular techniques. The results proved that in case of sub-pixel evaluation the most accurate prediction of change may not necessarily be based on the most accurate individual assessments. When single methods are considered, based on obtained results Cubist algorithm may be advised for Landsat based mapping of imperviousness for single dates. However, Random Forest may be endorsed when the most reliable evaluation of imperviousness change is the primary goal. It gave lower accuracies for individual assessments, but better prediction of change due to more correlated errors of individual predictions. Heterogeneous model ensembles performed for individual time points assessments at least as well as the best individual models. In case of imperviousness change assessment the ensembles always outperformed single model approaches. It means that it is possible to improve the accuracy of sub-pixel imperviousness change assessment using ensembles of heterogeneous non-linear regression models.

  18. Fitting Additive Binomial Regression Models with the R Package blm

    Stephanie Kovalchik


    Full Text Available The R package blm provides functions for fitting a family of additive regression models to binary data. The included models are the binomial linear model, in which all covariates have additive effects, and the linear-expit (lexpit model, which allows some covariates to have additive effects and other covariates to have logisitc effects. Additive binomial regression is a model of event probability, and the coefficients of linear terms estimate covariate-adjusted risk differences. Thus, in contrast to logistic regression, additive binomial regression puts focus on absolute risk and risk differences. In this paper, we give an overview of the methodology we have developed to fit the binomial linear and lexpit models to binary outcomes from cohort and population-based case-control studies. We illustrate the blm packages methods for additive model estimation, diagnostics, and inference with risk association analyses of a bladder cancer nested case-control study in the NIH-AARP Diet and Health Study.

  19. Support Vector Regression-Based Adaptive Divided Difference Filter for Nonlinear State Estimation Problems

    Hongjian Wang


    Full Text Available We present a support vector regression-based adaptive divided difference filter (SVRADDF algorithm for improving the low state estimation accuracy of nonlinear systems, which are typically affected by large initial estimation errors and imprecise prior knowledge of process and measurement noises. The derivative-free SVRADDF algorithm is significantly simpler to compute than other methods and is implemented using only functional evaluations. The SVRADDF algorithm involves the use of the theoretical and actual covariance of the innovation sequence. Support vector regression (SVR is employed to generate the adaptive factor to tune the noise covariance at each sampling instant when the measurement update step executes, which improves the algorithm’s robustness. The performance of the proposed algorithm is evaluated by estimating states for (i an underwater nonmaneuvering target bearing-only tracking system and (ii maneuvering target bearing-only tracking in an air-traffic control system. The simulation results show that the proposed SVRADDF algorithm exhibits better performance when compared with a traditional DDF algorithm.

  20. Locally adaptive regression filter-based infrared focal plane array non-uniformity correction

    Li, Jia; Qin, Hanlin; Yan, Xiang; Huang, He; Zhao, Yingjuan; Zhou, Huixin


    Due to the limitations of the manufacturing technology, the response rates to the same infrared radiation intensity in each infrared detector unit are not identical. As a result, the non-uniformity of infrared focal plane array, also known as fixed pattern noise (FPN), is generated. To solve this problem, correcting the non-uniformity in infrared image is a promising approach, and many non-uniformity correction (NUC) methods have been proposed. However, they have some defects such as slow convergence, ghosting and scene degradation. To overcome these defects, a novel non-uniformity correction method based on locally adaptive regression filter is proposed. First, locally adaptive regression method is used to separate the infrared image into base layer containing main scene information and the detail layer containing detailed scene with FPN. Then, the detail layer sequence is filtered by non-linear temporal filter to obtain the non-uniformity. Finally, the high quality infrared image is obtained by subtracting non-uniformity component from original image. The experimental results show that the proposed method can significantly eliminate the ghosting and the scene degradation. The results of correction are superior to the THPF-NUC and NN-NUC in the aspects of subjective visual and objective evaluation index.

  1. Maximum Entropy Discrimination Poisson Regression for Software Reliability Modeling.

    Chatzis, Sotirios P; Andreou, Andreas S


    Reliably predicting software defects is one of the most significant tasks in software engineering. Two of the major components of modern software reliability modeling approaches are: 1) extraction of salient features for software system representation, based on appropriately designed software metrics and 2) development of intricate regression models for count data, to allow effective software reliability data modeling and prediction. Surprisingly, research in the latter frontier of count data regression modeling has been rather limited. More specifically, a lack of simple and efficient algorithms for posterior computation has made the Bayesian approaches appear unattractive, and thus underdeveloped in the context of software reliability modeling. In this paper, we try to address these issues by introducing a novel Bayesian regression model for count data, based on the concept of max-margin data modeling, effected in the context of a fully Bayesian model treatment with simple and efficient posterior distribution updates. Our novel approach yields a more discriminative learning technique, making more effective use of our training data during model inference. In addition, it allows of better handling uncertainty in the modeled data, which can be a significant problem when the training data are limited. We derive elegant inference algorithms for our model under the mean-field paradigm and exhibit its effectiveness using the publicly available benchmark data sets.

  2. Sugarcane Land Classification with Satellite Imagery using Logistic Regression Model

    Henry, F.; Herwindiati, D. E.; Mulyono, S.; Hendryli, J.


    This paper discusses the classification of sugarcane plantation area from Landsat-8 satellite imagery. The classification process uses binary logistic regression method with time series data of normalized difference vegetation index as input. The process is divided into two steps: training and classification. The purpose of training step is to identify the best parameter of the regression model using gradient descent algorithm. The best fit of the model can be utilized to classify sugarcane and non-sugarcane area. The experiment shows high accuracy and successfully maps the sugarcane plantation area which obtained best result of Cohen’s Kappa value 0.7833 (strong) with 89.167% accuracy.

  3. An Implementation of Bayesian Adaptive Regression Splines (BARS in C with S and R Wrappers

    Garrick Wallstrom


    Full Text Available BARS (DiMatteo, Genovese, and Kass 2001 uses the powerful reversible-jump MCMC engine to perform spline-based generalized nonparametric regression. It has been shown to work well in terms of having small mean-squared error in many examples (smaller than known competitors, as well as producing visually-appealing fits that are smooth (filtering out high-frequency noise while adapting to sudden changes (retaining high-frequency signal. However, BARS is computationally intensive. The original implementation in S was too slow to be practical in certain situations, and was found to handle some data sets incorrectly. We have implemented BARS in C for the normal and Poisson cases, the latter being important in neurophysiological and other point-process applications. The C implementation includes all needed subroutines for fitting Poisson regression, manipulating B-splines (using code created by Bates and Venables, and finding starting values for Poisson regression (using code for density estimation created by Kooperberg. The code utilizes only freely-available external libraries (LAPACK and BLAS and is otherwise self-contained. We have also provided wrappers so that BARS can be used easily within S or R.

  4. The art of regression modeling in road safety

    Hauer, Ezra


    This unique book explains how to fashion useful regression models from commonly available data to erect models essential for evidence-based road safety management and research. Composed from techniques and best practices presented over many years of lectures and workshops, The Art of Regression Modeling in Road Safety illustrates that fruitful modeling cannot be done without substantive knowledge about the modeled phenomenon. Class-tested in courses and workshops across North America, the book is ideal for professionals, researchers, university professors, and graduate students with an interest in, or responsibilities related to, road safety. This book also: · Presents for the first time a powerful analytical tool for road safety researchers and practitioners · Includes problems and solutions in each chapter as well as data and spreadsheets for running models and PowerPoint presentation slides · Features pedagogy well-suited for graduate courses and workshops including problems, solutions, and PowerPoint p...

  5. [A Brillouin Scattering Spectrum Feature Extraction Based on Flies Optimization Algorithm with Adaptive Mutation and Generalized Regression Neural Network].

    Zhang, Yan-jun; Liu, Wen-zhe; Fu, Xing-hu; Bi, Wei-hong


    According to the high precision extracting characteristics of scattering spectrum in Brillouin optical time domain reflection optical fiber sensing system, this paper proposes a new algorithm based on flies optimization algorithm with adaptive mutation and generalized regression neural network. The method takes advantages of the generalized regression neural network which has the ability of the approximation ability, learning speed and generalization of the model. Moreover, by using the strong search ability of flies optimization algorithm with adaptive mutation, it can enhance the learning ability of the neural network. Thus the fitting degree of Brillouin scattering spectrum and the extraction accuracy of frequency shift is improved. Model of actual Brillouin spectrum are constructed by Gaussian white noise on theoretical spectrum, whose center frequency is 11.213 GHz and the linewidths are 40-50, 30-60 and 20-70 MHz, respectively. Comparing the algorithm with the Levenberg-Marquardt fitting method based on finite element analysis, hybrid algorithm particle swarm optimization, Levenberg-Marquardt and the least square method, the maximum frequency shift error of the new algorithm is 0.4 MHz, the fitting degree is 0.991 2 and the root mean square error is 0.024 1. The simulation results show that the proposed algorithm has good fitting degree and minimum absolute error. Therefore, the algorithm can be used on distributed optical fiber sensing system based on Brillouin optical time domain reflection, which can improve the fitting of Brillouin scattering spectrum and the precision of frequency shift extraction effectively.

  6. Logistic regression for risk factor modelling in stuttering research.

    Reed, Phil; Wu, Yaqionq


    To outline the uses of logistic regression and other statistical methods for risk factor analysis in the context of research on stuttering. The principles underlying the application of a logistic regression are illustrated, and the types of questions to which such a technique has been applied in the stuttering field are outlined. The assumptions and limitations of the technique are discussed with respect to existing stuttering research, and with respect to formulating appropriate research strategies to accommodate these considerations. Finally, some alternatives to the approach are briefly discussed. The way the statistical procedures are employed are demonstrated with some hypothetical data. Research into several practical issues concerning stuttering could benefit if risk factor modelling were used. Important examples are early diagnosis, prognosis (whether a child will recover or persist) and assessment of treatment outcome. After reading this article you will: (a) Summarize the situations in which logistic regression can be applied to a range of issues about stuttering; (b) Follow the steps in performing a logistic regression analysis; (c) Describe the assumptions of the logistic regression technique and the precautions that need to be checked when it is employed; (d) Be able to summarize its advantages over other techniques like estimation of group differences and simple regression. Copyright © 2012 Elsevier Inc. All rights reserved.

  7. Direction of Effects in Multiple Linear Regression Models.

    Wiedermann, Wolfgang; von Eye, Alexander


    Previous studies analyzed asymmetric properties of the Pearson correlation coefficient using higher than second order moments. These asymmetric properties can be used to determine the direction of dependence in a linear regression setting (i.e., establish which of two variables is more likely to be on the outcome side) within the framework of cross-sectional observational data. Extant approaches are restricted to the bivariate regression case. The present contribution extends the direction of dependence methodology to a multiple linear regression setting by analyzing distributional properties of residuals of competing multiple regression models. It is shown that, under certain conditions, the third central moments of estimated regression residuals can be used to decide upon direction of effects. In addition, three different approaches for statistical inference are discussed: a combined D'Agostino normality test, a skewness difference test, and a bootstrap difference test. Type I error and power of the procedures are assessed using Monte Carlo simulations, and an empirical example is provided for illustrative purposes. In the discussion, issues concerning the quality of psychological data, possible extensions of the proposed methods to the fourth central moment of regression residuals, and potential applications are addressed.

  8. Adaptive Estimation of Heteroscedastic Money Demand Model of Pakistan

    Muhammad Aslam


    Full Text Available For the problem of estimation of Money demand model of Pakistan, money supply (M1 shows heteroscedasticity of the unknown form. For estimation of such model we compare two adaptive estimators with ordinary least squares estimator and show the attractive performance of the adaptive estimators, namely, nonparametric kernel estimator and nearest neighbour regression estimator. These comparisons are made on the basis standard errors of the estimated coefficients, standard error of regression, Akaike Information Criteria (AIC value, and the Durban-Watson statistic for autocorrelation. We further show that nearest neighbour regression estimator performs better when comparing with the other nonparametric kernel estimator.

  9. Modelling multimodal photometric redshift regression with noisy observations

    Kügler, S D


    In this work, we are trying to extent the existing photometric redshift regression models from modeling pure photometric data back to the spectra themselves. To that end, we developed a PCA that is capable of describing the input uncertainty (including missing values) in a dimensionality reduction framework. With this "spectrum generator" at hand, we are capable of treating the redshift regression problem in a fully Bayesian framework, returning a posterior distribution over the redshift. This approach allows therefore to approach the multimodal regression problem in an adequate fashion. In addition, input uncertainty on the magnitudes can be included quite naturally and lastly, the proposed algorithm allows in principle to make predictions outside the training values which makes it a fascinating opportunity for the detection of high-redshifted quasars.

  10. A Multi-objective Procedure for Efficient Regression Modeling

    Sinha, Ankur; Kuosmanen, Timo


    Variable selection is recognized as one of the most critical steps in statistical modeling. The problems encountered in engineering and social sciences are commonly characterized by over-abundance of explanatory variables, non-linearities and unknown interdependencies between the regressors. An added difficulty is that the analysts may have little or no prior knowledge on the relative importance of the variables. To provide a robust method for model selection, this paper introduces a technique called the Multi-objective Genetic Algorithm for Variable Selection (MOGA-VS) which provides the user with an efficient set of regression models for a given data-set. The algorithm considers the regression problem as a two objective task, where the purpose is to choose those models over the other which have less number of regression coefficients and better goodness of fit. In MOGA-VS, the model selection procedure is implemented in two steps. First, we generate the frontier of all efficient or non-dominated regression m...

  11. Analyzing industrial energy use through ordinary least squares regression models

    Golden, Allyson Katherine

    Extensive research has been performed using regression analysis and calibrated simulations to create baseline energy consumption models for residential buildings and commercial institutions. However, few attempts have been made to discuss the applicability of these methodologies to establish baseline energy consumption models for industrial manufacturing facilities. In the few studies of industrial facilities, the presented linear change-point and degree-day regression analyses illustrate ideal cases. It follows that there is a need in the established literature to discuss the methodologies and to determine their applicability for establishing baseline energy consumption models of industrial manufacturing facilities. The thesis determines the effectiveness of simple inverse linear statistical regression models when establishing baseline energy consumption models for industrial manufacturing facilities. Ordinary least squares change-point and degree-day regression methods are used to create baseline energy consumption models for nine different case studies of industrial manufacturing facilities located in the southeastern United States. The influence of ambient dry-bulb temperature and production on total facility energy consumption is observed. The energy consumption behavior of industrial manufacturing facilities is only sometimes sufficiently explained by temperature, production, or a combination of the two variables. This thesis also provides methods for generating baseline energy models that are straightforward and accessible to anyone in the industrial manufacturing community. The methods outlined in this thesis may be easily replicated by anyone that possesses basic spreadsheet software and general knowledge of the relationship between energy consumption and weather, production, or other influential variables. With the help of simple inverse linear regression models, industrial manufacturing facilities may better understand their energy consumption and

  12. Applications of some discrete regression models for count data

    B. M. Golam Kibria


    Full Text Available In this paper we have considered several regression models to fit the count data that encounter in the field of Biometrical, Environmental, Social Sciences and Transportation Engineering. We have fitted Poisson (PO, Negative Binomial (NB, Zero-Inflated Poisson (ZIP and Zero-Inflated Negative Binomial (ZINB regression models to run-off-road (ROR crash data which collected on arterial roads in south region (rural of Florida State. To compare the performance of these models, we analyzed data with moderate to high percentage of zero counts. Because the variances were almost three times greater than the means, it appeared that both NB and ZINB models performed better than PO and ZIP models for the zero inflated and over dispersed count data.

  13. Application of multivariate adaptive regression spine-assisted objective function on optimization of heat transfer rate around a cylinder

    Dey, Prasenjit; Dad, Ajoy K. [Mechanical Engineering Department, National Institute of Technology, Agartala (India)


    The present study aims to predict the heat transfer characteristics around a square cylinder with different corner radii using multivariate adaptive regression splines (MARS). Further, the MARS-generated objective function is optimized by particle swarm optimization. The data for the prediction are taken from the recently published article by the present authors [P. Dey, A. Sarkar, A.K. Das, Development of GEP and ANN model to predict the unsteady forced convection over a cylinder, Neural Comput. Appl. (2015). Further, the MARS model is compared with artificial neural network and gene expression programming. It has been found that the MARS model is very efficient in predicting the heat transfer characteristics. It has also been found that MARS is more efficient than artificial neural network and gene expression programming in predicting the forced convection data, and also particle swarm optimization can efficiently optimize the heat transfer rate.

  14. A regression model to estimate regional ground water recharge.

    Lorenz, David L; Delin, Geoffrey N


    A regional regression model was developed to estimate the spatial distribution of ground water recharge in subhumid regions. The regional regression recharge (RRR) model was based on a regression of basin-wide estimates of recharge from surface water drainage basins, precipitation, growing degree days (GDD), and average basin specific yield (SY). Decadal average recharge, precipitation, and GDD were used in the RRR model. The RRR estimates were derived from analysis of stream base flow using a computer program that was based on the Rorabaugh method. As expected, there was a strong correlation between recharge and precipitation. The model was applied to statewide data in Minnesota. Where precipitation was least in the western and northwestern parts of the state (50 to 65 cm/year), recharge computed by the RRR model also was lowest (0 to 5 cm/year). A strong correlation also exists between recharge and SY. SY was least in areas where glacial lake clay occurs, primarily in the northwest part of the state; recharge estimates in these areas were in the 0- to 5-cm/year range. In sand-plain areas where SY is greatest, recharge estimates were in the 15- to 29-cm/year range on the basis of the RRR model. Recharge estimates that were based on the RRR model compared favorably with estimates made on the basis of other methods. The RRR model can be applied in other subhumid regions where region wide data sets of precipitation, streamflow, GDD, and soils data are available.

  15. Time series regression model for infectious disease and weather.

    Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro


    Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

  16. Regression modeling strategies with applications to linear models, logistic and ordinal regression, and survival analysis

    Harrell , Jr , Frank E


    This highly anticipated second edition features new chapters and sections, 225 new references, and comprehensive R software. In keeping with the previous edition, this book is about the art and science of data analysis and predictive modeling, which entails choosing and using multiple tools. Instead of presenting isolated techniques, this text emphasizes problem solving strategies that address the many issues arising when developing multivariable models using real data and not standard textbook examples. It includes imputation methods for dealing with missing data effectively, methods for fitting nonlinear relationships and for making the estimation of transformations a formal part of the modeling process, methods for dealing with "too many variables to analyze and not enough observations," and powerful model validation techniques based on the bootstrap.  The reader will gain a keen understanding of predictive accuracy, and the harm of categorizing continuous predictors or outcomes.  This text realistically...

  17. Modeling energy expenditure in children and adolescents using quantile regression

    Advanced mathematical models have the potential to capture the complex metabolic and physiological processes that result in energy expenditure (EE). Study objective is to apply quantile regression (QR) to predict EE and determine quantile-dependent variation in covariate effects in nonobese and obes...

  18. Linearity and Misspecification Tests for Vector Smooth Transition Regression Models

    Teräsvirta, Timo; Yang, Yukai

    The purpose of the paper is to derive Lagrange multiplier and Lagrange multiplier type specification and misspecification tests for vector smooth transition regression models. We report results from simulation studies in which the size and power properties of the proposed asymptotic tests in small...

  19. Trimmed Likelihood-based Estimation in Binary Regression Models

    Cizek, P.


    The binary-choice regression models such as probit and logit are typically estimated by the maximum likelihood method.To improve its robustness, various M-estimation based procedures were proposed, which however require bias corrections to achieve consistency and their resistance to outliers is rela


    QianWeimin; LiYumei


    The parameter estimation and the coefficient of contamination for the regression models with repeated measures are studied when its response variables are contaminated by another random variable sequence. Under the suitable conditions it is proved that the estimators which are established in the paper are strongly consistent estimators.

  1. Change-point estimation for censored regression model

    Zhan-feng WANG; Yao-hua WU; Lin-cheng ZHAO


    In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly consistent. Furthermore, its convergence rate is also obtained.

  2. Improved Methodology for Parameter Inference in Nonlinear, Hydrologic Regression Models

    Bates, Bryson C.


    A new method is developed for the construction of reliable marginal confidence intervals and joint confidence regions for the parameters of nonlinear, hydrologic regression models. A parameter power transformation is combined with measures of the asymptotic bias and asymptotic skewness of maximum likelihood estimators to determine the transformation constants which cause the bias or skewness to vanish. These optimized constants are used to construct confidence intervals and regions for the transformed model parameters using linear regression theory. The resulting confidence intervals and regions can be easily mapped into the original parameter space to give close approximations to likelihood method confidence intervals and regions for the model parameters. Unlike many other approaches to parameter transformation, the procedure does not use a grid search to find the optimal transformation constants. An example involving the fitting of the Michaelis-Menten model to velocity-discharge data from an Australian gauging station is used to illustrate the usefulness of the methodology.

  3. On modified skew logistic regression model and its applications

    C. Satheesh Kumar


    Full Text Available Here we consider a modified form of the logistic regression model useful for situations where the dependent variable is dichotomous in nature and the explanatory variables exhibit asymmetric and multimodal behaviour. The proposed model has been fitted to some real life data set by using method of maximum likelihood estimation and illustrated its usefulness in certain medical applications.

  4. Improved Testing and Specifivations of Smooth Transition Regression Models

    Escribano, Álvaro; Jordá, Óscar


    This paper extends previous work in Escribano and Jordá (1997)and introduces new LM specification procedures to choose between Logistic and Exponential Smooth Transition Regression (STR)Models. These procedures are simpler, consistent and more powerful than those previously available in the literature. An analysis of the properties of Taylor approximations around the transition function of STR models permits one to understand why these procedures work better and it suggests ways to improve te...

  5. Support vector regression-based internal model control

    HUANG Yan-wei; PENG Tie-gen


    This paper proposes a design of internal model control systems for process with delay by using support vector regression (SVR). The proposed system fully uses the excellent nonlinear estimation performance of SVR with the structural risk minimization principle. Closed-system stability and steady error are analyzed for the existence of modeling errors. The simulations show that the proposed control systems have the better control performance than that by neural networks in the cases of the training samples with small size and noises.



    The purpose of this paper is to study the theory of conservative estimating functions in nonlinear regression model with aggregated data. In this model, a quasi-score function with aggregated data is defined. When this function happens to be conservative, it is projection of the true score function onto a class of estimation functions. By constructing, the potential function for the projected score with aggregated data is obtained, which have some properties of log-likelihood function.

  7. Using regression models to determine the poroelastic properties of cartilage.

    Chung, Chen-Yuan; Mansour, Joseph M


    The feasibility of determining biphasic material properties using regression models was investigated. A transversely isotropic poroelastic finite element model of stress relaxation was developed and validated against known results. This model was then used to simulate load intensity for a wide range of material properties. Linear regression equations for load intensity as a function of the five independent material properties were then developed for nine time points (131, 205, 304, 390, 500, 619, 700, 800, and 1000s) during relaxation. These equations illustrate the effect of individual material property on the stress in the time history. The equations at the first four time points, as well as one at a later time (five equations) could be solved for the five unknown material properties given computed values of the load intensity. Results showed that four of the five material properties could be estimated from the regression equations to within 9% of the values used in simulation if time points up to 1000s are included in the set of equations. However, reasonable estimates of the out of plane Poisson's ratio could not be found. Although all regression equations depended on permeability, suggesting that true equilibrium was not realized at 1000s of simulation, it was possible to estimate material properties to within 10% of the expected values using equations that included data up to 800s. This suggests that credible estimates of most material properties can be obtained from tests that are not run to equilibrium, which is typically several thousand seconds.

  8. On concurvity in nonlinear and nonparametric regression models

    Sonia Amodio


    Full Text Available When data are affected by multicollinearity in the linear regression framework, then concurvity will be present in fitting a generalized additive model (GAM. The term concurvity describes nonlinear dependencies among the predictor variables. As collinearity results in inflated variance of the estimated regression coefficients in the linear regression model, the result of the presence of concurvity leads to instability of the estimated coefficients in GAMs. Even if the backfitting algorithm will always converge to a solution, in case of concurvity the final solution of the backfitting procedure in fitting a GAM is influenced by the starting functions. While exact concurvity is highly unlikely, approximate concurvity, the analogue of multicollinearity, is of practical concern as it can lead to upwardly biased estimates of the parameters and to underestimation of their standard errors, increasing the risk of committing type I error. We compare the existing approaches to detect concurvity, pointing out their advantages and drawbacks, using simulated and real data sets. As a result, this paper will provide a general criterion to detect concurvity in nonlinear and non parametric regression models.

  9. Iterative Weighted Semiparametric Least Squares Estimation in Repeated Measurement Partially Linear Regression Models

    Ge-mai Chen; Jin-hong You


    Consider a repeated measurement partially linear regression model with an unknown vector pasemiparametric generalized least squares estimator (SGLSE) ofβ, we propose an iterative weighted semiparametric least squares estimator (IWSLSE) and show that it improves upon the SGLSE in terms of asymptotic covariance matrix. An adaptive procedure is given to determine the number of iterations. We also show that when the number of replicates is less than or equal to two, the IWSLSE can not improve upon the SGLSE.These results are generalizations of those in [2] to the case of semiparametric regressions.

  10. Regression Models and Fuzzy Logic Prediction of TBM Penetration Rate

    Minh, Vu Trieu; Katushin, Dmitri; Antonov, Maksim; Veinthal, Renno


    This paper presents statistical analyses of rock engineering properties and the measured penetration rate of tunnel boring machine (TBM) based on the data of an actual project. The aim of this study is to analyze the influence of rock engineering properties including uniaxial compressive strength (UCS), Brazilian tensile strength (BTS), rock brittleness index (BI), the distance between planes of weakness (DPW), and the alpha angle (Alpha) between the tunnel axis and the planes of weakness on the TBM rate of penetration (ROP). Four (4) statistical regression models (two linear and two nonlinear) are built to predict the ROP of TBM. Finally a fuzzy logic model is developed as an alternative method and compared to the four statistical regression models. Results show that the fuzzy logic model provides better estimations and can be applied to predict the TBM performance. The R-squared value (R2) of the fuzzy logic model scores the highest value of 0.714 over the second runner-up of 0.667 from the multiple variables nonlinear regression model.

  11. Adaptation of Predictive Models to PDA Hand-Held Devices

    Lin, Edward J


    Full Text Available Prediction models using multiple logistic regression are appearing with increasing frequency in the medical literature. Problems associated with these models include the complexity of computations when applied in their pure form, and lack of availability at the bedside. Personal digital assistant (PDA hand-held devices equipped with spreadsheet software offer the clinician a readily available and easily applied means of applying predictive models at the bedside. The purposes of this article are to briefly review regression as a means of creating predictive models and to describe a method of choosing and adapting logistic regression models to emergency department (ED clinical practice.

  12. Structural break detection method based on the Adaptive Regression Splines technique

    Kucharczyk, Daniel; Wyłomańska, Agnieszka; Zimroz, Radosław


    For many real data, long term observation consists of different processes that coexist or occur one after the other. Those processes very often exhibit different statistical properties and thus before the further analysis the observed data should be segmented. This problem one can find in different applications and therefore new segmentation techniques have been appeared in the literature during last years. In this paper we propose a new method of time series segmentation, i.e. extraction from the analysed vector of observations homogeneous parts with similar behaviour. This method is based on the absolute deviation about the median of the signal and is an extension of the previously proposed techniques also based on the simple statistics. In this paper we introduce the method of structural break point detection which is based on the Adaptive Regression Splines technique, one of the form of regression analysis. Moreover we propose also the statistical test which allows testing hypothesis of behaviour related to different regimes. First, the methodology we apply to the simulated signals with different distributions in order to show the effectiveness of the new technique. Next, in the application part we analyse the real data set that represents the vibration signal from a heavy duty crusher used in a mineral processing plant.


    Siana Halim


    Full Text Available Production plants of a company are located in several areas that spread across Middle and East Java. As the production process employs mostly manpower, we suspected that each location has different characteristics affecting the productivity. Thus, the production data may have a spatial and hierarchical structure. For fitting a linear regression using the ordinary techniques, we are required to make some assumptions about the nature of the residuals i.e. independent, identically and normally distributed. However, these assumptions were rarely fulfilled especially for data that have a spatial and hierarchical structure. We worked out the problem using mixed effect model. This paper discusses the model construction of productivity and several characteristics in the production line by taking location as a random effect. The simple model with high utility that satisfies the necessary regression assumptions was built using a free statistic software R version 2.6.1.

  14. Illustrating Bayesian evaluation of informative hypotheses for regression models

    Anouck eKluytmans


    Full Text Available In the present paper we illustrate the Bayesian evaluation of informative hypotheses for regression models. This approach allows psychologists to more directly test their theories than they would using conventional statis- tical analyses. Throughout this paper, both real-world data and simulated datasets will be introduced and evaluated to investigate the pragmatical as well as the theoretical qualities of the approach. We will pave the way from forming informative hypotheses in the context of regression models to interpreting the Bayes factors that express the support for the hypotheses being evaluated. In doing so, the present approach goes beyond p-values and uninformative null hypothesis testing, moving on to informative testing and quantification of model support in a way that is accessible to everyday psychologists.

  15. Batch Mode Active Learning for Regression With Expected Model Change.

    Cai, Wenbin; Zhang, Muhan; Zhang, Ya


    While active learning (AL) has been widely studied for classification problems, limited efforts have been done on AL for regression. In this paper, we introduce a new AL framework for regression, expected model change maximization (EMCM), which aims at choosing the unlabeled data instances that result in the maximum change of the current model once labeled. The model change is quantified as the difference between the current model parameters and the updated parameters after the inclusion of the newly selected examples. In light of the stochastic gradient descent learning rule, we approximate the change as the gradient of the loss function with respect to each single candidate instance. Under the EMCM framework, we propose novel AL algorithms for the linear and nonlinear regression models. In addition, by simulating the behavior of the sequential AL policy when applied for k iterations, we further extend the algorithms to batch mode AL to simultaneously choose a set of k most informative instances at each query time. Extensive experimental results on both UCI and StatLib benchmark data sets have demonstrated that the proposed algorithms are highly effective and efficient.

  16. Hierarchical Neural Regression Models for Customer Churn Prediction

    Golshan Mohammadi


    Full Text Available As customers are the main assets of each industry, customer churn prediction is becoming a major task for companies to remain in competition with competitors. In the literature, the better applicability and efficiency of hierarchical data mining techniques has been reported. This paper considers three hierarchical models by combining four different data mining techniques for churn prediction, which are backpropagation artificial neural networks (ANN, self-organizing maps (SOM, alpha-cut fuzzy c-means (α-FCM, and Cox proportional hazards regression model. The hierarchical models are ANN + ANN + Cox, SOM + ANN + Cox, and α-FCM + ANN + Cox. In particular, the first component of the models aims to cluster data in two churner and nonchurner groups and also filter out unrepresentative data or outliers. Then, the clustered data as the outputs are used to assign customers to churner and nonchurner groups by the second technique. Finally, the correctly classified data are used to create Cox proportional hazards model. To evaluate the performance of the hierarchical models, an Iranian mobile dataset is considered. The experimental results show that the hierarchical models outperform the single Cox regression baseline model in terms of prediction accuracy, Types I and II errors, RMSE, and MAD metrics. In addition, the α-FCM + ANN + Cox model significantly performs better than the two other hierarchical models.

  17. Regression Model to Predict Global Solar Irradiance in Malaysia

    Hairuniza Ahmed Kutty


    Full Text Available A novel regression model is developed to estimate the monthly global solar irradiance in Malaysia. The model is developed based on different available meteorological parameters, including temperature, cloud cover, rain precipitate, relative humidity, wind speed, pressure, and gust speed, by implementing regression analysis. This paper reports on the details of the analysis of the effect of each prediction parameter to identify the parameters that are relevant to estimating global solar irradiance. In addition, the proposed model is compared in terms of the root mean square error (RMSE, mean bias error (MBE, and the coefficient of determination (R2 with other models available from literature studies. Seven models based on single parameters (PM1 to PM7 and five multiple-parameter models (PM7 to PM12 are proposed. The new models perform well, with RMSE ranging from 0.429% to 1.774%, R2 ranging from 0.942 to 0.992, and MBE ranging from −0.1571% to 0.6025%. In general, cloud cover significantly affects the estimation of global solar irradiance. However, cloud cover in Malaysia lacks sufficient influence when included into multiple-parameter models although it performs fairly well in single-parameter prediction models.

  18. Phone Duration Modeling of Affective Speech Using Support Vector Regression

    Alexandros Lazaridis


    Full Text Available In speech synthesis accurate modeling of prosody is important for producing high quality synthetic speech. One of the main aspects of prosody is phone duration. Robust phone duration modeling is a prerequisite for synthesizing emotional speech with natural sounding. In this work ten phone duration models are evaluated. These models belong to well known and widely used categories of algorithms, such as the decision trees, linear regression, lazy-learning algorithms and meta-learning algorithms. Furthermore, we investigate the effectiveness of Support Vector Regression (SVR in phone duration modeling in the context of emotional speech. The evaluation of the eleven models is performed on a Modern Greek emotional speech database which consists of four categories of emotional speech (anger, fear, joy, sadness plus neutral speech. The experimental results demonstrated that the SVR-based modeling outperforms the other ten models across all the four emotion categories. Specifically, the SVR model achieved an average relative reduction of 8% in terms of root mean square error (RMSE throughout all emotional categories.

  19. Adaptive visual attention model

    Hügli, Heinz; Bur, Alexandre


    Visual attention, defined as the ability of a biological or artificial vision system to rapidly detect potentially relevant parts of a visual scene, provides a general purpose solution for low level feature detection in a vision architecture. Well considered for its universal detection behaviour, the general model of visual attention is suited for any environment but inferior to dedicated feature detectors in more specific environments. The goal of the development presented in this paper is t...

  20. Data correction for seven activity trackers based on regression models.

    Andalibi, Vafa; Honko, Harri; Christophe, Francois; Viik, Jari


    Using an activity tracker for measuring activity-related parameters, e.g. steps and energy expenditure (EE), can be very helpful in assisting a person's fitness improvement. Unlike the measuring of number of steps, an accurate EE estimation requires additional personal information as well as accurate velocity of movement, which is hard to achieve due to inaccuracy of sensors. In this paper, we have evaluated regression-based models to improve the precision for both steps and EE estimation. For this purpose, data of seven activity trackers and two reference devices was collected from 20 young adult volunteers wearing all devices at once in three different tests, namely 60-minute office work, 6-hour overall activity and 60-minute walking. Reference data is used to create regression models for each device and relative percentage errors of adjusted values are then statistically compared to that of original values. The effectiveness of regression models are determined based on the result of a statistical test. During a walking period, EE measurement was improved in all devices. The step measurement was also improved in five of them. The results show that improvement of EE estimation is possible only with low-cost implementation of fitting model over the collected data e.g. in the app or in corresponding service back-end.

  1. Forecasting relativistic electron flux using dynamic multiple regression models

    H.-L. Wei


    Full Text Available The forecast of high energy electron fluxes in the radiation belts is important because the exposure of modern spacecraft to high energy particles can result in significant damage to onboard systems. A comprehensive physical model of processes related to electron energisation that can be used for such a forecast has not yet been developed. In the present paper a systems identification approach is exploited to deduce a dynamic multiple regression model that can be used to predict the daily maximum of high energy electron fluxes at geosynchronous orbit from data. It is shown that the model developed provides reliable predictions.

  2. Resampling procedures to validate dendro-auxometric regression models


    Full Text Available Regression analysis has a large use in several sectors of forest research. The validation of a dendro-auxometric model is a basic step in the building of the model itself. The more a model resists to attempts of demonstrating its groundlessness, the more its reliability increases. In the last decades many new theories, that quite utilizes the calculation speed of the calculators, have been formulated. Here we show the results obtained by the application of a bootsprap resampling procedure as a validation tool.

  3. Fuzzy and Regression Modelling of Hard Milling Process

    A. Tamilarasan


    Full Text Available The present study highlights the application of box-behnken design coupled with fuzzy and regression modeling approach for making expert system in hard milling process to improve the process performance with systematic reduction of production cost. The important input fields of work piece hardness, nose radius, feed per tooth, radial depth of cut and axial depth cut were considered. The cutting forces, work surface temperature and sound pressure level were identified as key index of machining outputs. The results indicate that the fuzzy logic and regression modeling technique can be effectively used for the prediction of desired responses with less average error variation. Predicted results were verified by experiments and shown the good potential characteristics of the developed system for automated machining environment.

  4. Regression Cloud Models and Their Applications in Energy Consumption of Data Center

    Yanshuang Zhou


    Full Text Available As cloud data center consumes more and more energy, both researchers and engineers aim to minimize energy consumption while keeping its services available. A good energy model can reflect the relationships between running tasks and the energy consumed by hardware and can be further used to schedule tasks for saving energy. In this paper, we analyzed linear and nonlinear regression energy model based on performance counters and system utilization and proposed a support vector regression energy model. For performance counters, we gave a general linear regression framework and compared three linear regression models. For system utilization, we compared our support vector regression model with linear regression and three nonlinear regression models. The experiments show that linear regression model is good enough to model performance counters, nonlinear regression is better than linear regression model for modeling system utilization, and support vector regression model is better than polynomial and exponential regression models.

  5. Predicting heartbeat arrival time for failure detection over internet using auto-regressive exogenous model

    Zhao Haijun; Ma Yan; Huang Xiaohong; Su Yujie


    Predicting heartbeat message arrival time is crucial for the quality of failure detection service over internet. However, internet dynamic characteristics make it very difficult to understand message behavior and accurately predict heartbeat arrival time. To solve this problem, a novel black-box model is proposed to predict the next heartbeat arrival time. Heartbeat arrival time is modeled as auto-regressive process, heartbeat sending time is modeled as exogenous variable, the model's coefficients are estimated based on the sliding window of observations and this result is used to predict the next heartbeat arrival time. Simulation shows that this adaptive auto-regressive exogenous (ARX) model can accurately capture heartbeat arrival dynamics and minimize prediction error in different network environments.

  6. Central limit theorem of linear regression model under right censorship

    HE; Shuyuan(何书元); HUANG; Xiang(Heung; Wong)(黄香)


    In this paper, the estimation of joint distribution F(y,z) of (Y, Z) and the estimation in thelinear regression model Y = b′Z + ε for complete data are extended to that of the right censored data. Theregression parameter estimates of b and the variance of ε are weighted least square estimates with randomweights. The central limit theorems of the estimators are obtained under very weak conditions and the derivedasymptotic variance has a very simple form.


    Goutam Saha


    Full Text Available The binary logistic regression model is used to analyze the school examination results(scores of 1002 students. The analysis is performed on the basis of the independent variables viz.gender, medium of instruction, type of schools, category of schools, board of examinations andlocation of schools, where scores or marks are assumed to be dependent variables. The odds ratioanalysis compares the scores obtained in two examinations viz. matriculation and highersecondary.

  8. Predicting and Modelling of Survival Data when Cox's Regression Model does not hold

    Scheike, Thomas H.; Zhang, Mei-Jie


    Aalen model; additive risk model; counting processes; competing risk; Cox regression; flexible modeling; goodness of fit; prediction of survival; survival analysis; time-varying effects......Aalen model; additive risk model; counting processes; competing risk; Cox regression; flexible modeling; goodness of fit; prediction of survival; survival analysis; time-varying effects...




    Full Text Available Regression is commonly used to determine the relationship between the response variable and the predictor variable, where the parameters are estimated by Ordinary Least Square (OLS. This method can be used with an assumption that residuals are normally distributed (0, σ2. However, the assumption of normality of the data is often violated due to extreme observations, which are often found in the climate data. Modeling of rice harvested area with rainfall predictor variables allows extreme observations. Therefore, another approximation is necessary to be applied in order to overcome the presence of extreme observations. The method used to solve this problem is a Gaussian Copula Marginal Regression (GCMR, the regression-based Copula. As a case study, the method is applied to model rice harvested area of rice production centers in East Java, Indonesia, covering District: Banyuwangi, Lamongan, Bojonegoro, Ngawi and Jember. Copula is chosen because this method is not strict against the assumption distribution, especially the normal distribution. Moreover, this method can describe dependency on extreme point clearly. The GCMR performance will be compared with OLS and Generalized Linear Models (GLM. The identification result of the dependencies structure between the Rice Harvest per period (RH and monthly rainfall showed a dependency in all areas of research. It is shown that the real test copula type mostly follows the Gumbel distribution. While the comparison of the model goodness for rice harvested area in the modeling showed that the method used to model the exact GCMR in five districts RH1 and RH2 in Jember district since its lowest AICc. Looking at the data distribution pattern of response variables, it can be concluded that the GCMR good for modeling the response variable that is not normally distributed and tend to have a large skew.

  10. The analysis of internet addiction scale using multivariate adaptive regression splines.

    Kayri, M


    Determining real effects on internet dependency is too crucial with unbiased and robust statistical method. MARS is a new non-parametric method in use in the literature for parameter estimations of cause and effect based research. MARS can both obtain legible model curves and make unbiased parametric predictions. In order to examine the performance of MARS, MARS findings will be compared to Classification and Regression Tree (C&RT) findings, which are considered in the literature to be efficient in revealing correlations between variables. The data set for the study is taken from "The Internet Addiction Scale" (IAS), which attempts to reveal addiction levels of individuals. The population of the study consists of 754 secondary school students (301 female, 443 male students with 10 missing data). MARS 2.0 trial version is used for analysis by MARS method and C&RT analysis was done by SPSS. MARS obtained six base functions of the model. As a common result of these six functions, regression equation of the model was found. Over the predicted variable, MARS showed that the predictors of daily Internet-use time on average, the purpose of Internet-use, grade of students and occupations of mothers had a significant effect (Pdependency level prediction. The fact that MARS revealed extent to which the variable, which was considered significant, changes the character of the model was observed in this study.

  11. Online Statistical Modeling (Regression Analysis) for Independent Responses

    Made Tirta, I.; Anggraeni, Dian; Pandutama, Martinus


    Regression analysis (statistical analmodelling) are among statistical methods which are frequently needed in analyzing quantitative data, especially to model relationship between response and explanatory variables. Nowadays, statistical models have been developed into various directions to model various type and complex relationship of data. Rich varieties of advanced and recent statistical modelling are mostly available on open source software (one of them is R). However, these advanced statistical modelling, are not very friendly to novice R users, since they are based on programming script or command line interface. Our research aims to developed web interface (based on R and shiny), so that most recent and advanced statistical modelling are readily available, accessible and applicable on web. We have previously made interface in the form of e-tutorial for several modern and advanced statistical modelling on R especially for independent responses (including linear models/LM, generalized linier models/GLM, generalized additive model/GAM and generalized additive model for location scale and shape/GAMLSS). In this research we unified them in the form of data analysis, including model using Computer Intensive Statistics (Bootstrap and Markov Chain Monte Carlo/ MCMC). All are readily accessible on our online Virtual Statistics Laboratory. The web (interface) make the statistical modeling becomes easier to apply and easier to compare them in order to find the most appropriate model for the data.

  12. Regression Modeling of Competing Risks Data Based on Pseudovalues of the Cumulative Incidence Function

    Klein, John P.; Andersen, Per Kragh


    Bone marrow transplantation; Generalized estimating equations; Jackknife statistics; Regression models......Bone marrow transplantation; Generalized estimating equations; Jackknife statistics; Regression models...

  13. K factor estimation in distribution transformers using linear regression models

    Juan Miguel Astorga Gómez


    Full Text Available Background: Due to massive incorporation of electronic equipment to distribution systems, distribution transformers are subject to operation conditions other than the design ones, because of the circulation of harmonic currents. It is necessary to quantify the effect produced by these harmonic currents to determine the capacity of the transformer to withstand these new operating conditions. The K-factor is an indicator that estimates the ability of a transformer to withstand the thermal effects caused by harmonic currents. This article presents a linear regression model to estimate the value of the K-factor, from total current harmonic content obtained with low-cost equipment.Method: Two distribution transformers that feed different loads are studied variables, current total harmonic distortion factor K are recorded, and the regression model that best fits the data field is determined. To select the regression model the coefficient of determination R2 and the Akaike Information Criterion (AIC are used. With the selected model, the K-factor is estimated to actual operating conditions.Results: Once determined the model it was found that for both agricultural cargo and industrial mining, present harmonic content (THDi exceeds the values that these transformers can drive (average of 12.54% and minimum 8,90% in the case of agriculture and average value of 18.53% and a minimum of 6.80%, for industrial mining case.Conclusions: When estimating the K factor using polynomial models it was determined that studied transformers can not withstand the current total harmonic distortion of their current loads. The appropriate K factor for studied transformer should be 4; this allows transformers support the current total harmonic distortion of their respective loads.

  14. Integration of association statistics over genomic regions using Bayesian adaptive regression splines

    Zhang Xiaohua


    Full Text Available Abstract In the search for genetic determinants of complex disease, two approaches to association analysis are most often employed, testing single loci or testing a small group of loci jointly via haplotypes for their relationship to disease status. It is still debatable which of these approaches is more favourable, and under what conditions. The former has the advantage of simplicity but suffers severely when alleles at the tested loci are not in linkage disequilibrium (LD with liability alleles; the latter should capture more of the signal encoded in LD, but is far from simple. The complexity of haplotype analysis could be especially troublesome for association scans over large genomic regions, which, in fact, is becoming the standard design. For these reasons, the authors have been evaluating statistical methods that bridge the gap between single-locus and haplotype-based tests. In this article, they present one such method, which uses non-parametric regression techniques embodied by Bayesian adaptive regression splines (BARS. For a set of markers falling within a common genomic region and a corresponding set of single-locus association statistics, the BARS procedure integrates these results into a single test by examining the class of smooth curves consistent with the data. The non-parametric BARS procedure generally finds no signal when no liability allele exists in the tested region (ie it achieves the specified size of the test and it is sensitive enough to pick up signals when a liability allele is present. The BARS procedure provides a robust and potentially powerful alternative to classical tests of association, diminishes the multiple testing problem inherent in those tests and can be applied to a wide range of data types, including genotype frequencies estimated from pooled samples.

  15. Extended cox regression model: The choice of timefunction

    Isik, Hatice; Tutkun, Nihal Ata; Karasoy, Durdu


    Cox regression model (CRM), which takes into account the effect of censored observations, is one the most applicative and usedmodels in survival analysis to evaluate the effects of covariates. Proportional hazard (PH), requires a constant hazard ratio over time, is the assumptionofCRM. Using extended CRM provides the test of including a time dependent covariate to assess the PH assumption or an alternative model in case of nonproportional hazards. In this study, the different types of real data sets are used to choose the time function and the differences between time functions are analyzed and discussed.

  16. A New Approach in Regression Analysis for Modeling Adsorption Isotherms

    Dana D. Marković


    Full Text Available Numerous regression approaches to isotherm parameters estimation appear in the literature. The real insight into the proper modeling pattern can be achieved only by testing methods on a very big number of cases. Experimentally, it cannot be done in a reasonable time, so the Monte Carlo simulation method was applied. The objective of this paper is to introduce and compare numerical approaches that involve different levels of knowledge about the noise structure of the analytical method used for initial and equilibrium concentration determination. Six levels of homoscedastic noise and five types of heteroscedastic noise precision models were considered. Performance of the methods was statistically evaluated based on median percentage error and mean absolute relative error in parameter estimates. The present study showed a clear distinction between two cases. When equilibrium experiments are performed only once, for the homoscedastic case, the winning error function is ordinary least squares, while for the case of heteroscedastic noise the use of orthogonal distance regression or Margart’s percent standard deviation is suggested. It was found that in case when experiments are repeated three times the simple method of weighted least squares performed as well as more complicated orthogonal distance regression method.

  17. Model and Variable Selection Procedures for Semiparametric Time Series Regression

    Risa Kato


    Full Text Available Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions. The complexity of semiparametric models poses new challenges for issues of nonparametric and parametric inference and model selection that frequently arise from time series data analysis. In this paper, we propose penalized least squares estimators which can simultaneously select significant variables and estimate unknown parameters. An innovative class of variable selection procedure is proposed to select significant variables and basis functions in a semiparametric model. The asymptotic normality of the resulting estimators is established. Information criteria for model selection are also proposed. We illustrate the effectiveness of the proposed procedures with numerical simulations.

  18. Regularized multivariate regression models with skew-t error distributions

    Chen, Lianfu


    We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both the regression coefficient and inverse scale matrices simultaneously. The sparsity is introduced through penalizing the negative log-likelihood by adding L1-penalties on the entries of the two matrices. Taking advantage of the hierarchical representation of skew-t distributions, and using the expectation conditional maximization (ECM) algorithm, we reduce the problem to penalized normal likelihood and develop a procedure to minimize the ensuing objective function. Using a simulation study the performance of the method is assessed, and the methodology is illustrated using a real data set with a 24-dimensional response vector. © 2014 Elsevier B.V.

  19. Modeling the number of car theft using Poisson regression

    Zulkifli, Malina; Ling, Agnes Beh Yen; Kasim, Maznah Mat; Ismail, Noriszura


    Regression analysis is the most popular statistical methods used to express the relationship between the variables of response with the covariates. The aim of this paper is to evaluate the factors that influence the number of car theft using Poisson regression model. This paper will focus on the number of car thefts that occurred in districts in Peninsular Malaysia. There are two groups of factor that have been considered, namely district descriptive factors and socio and demographic factors. The result of the study showed that Bumiputera composition, Chinese composition, Other ethnic composition, foreign migration, number of residence with the age between 25 to 64, number of employed person and number of unemployed person are the most influence factors that affect the car theft cases. These information are very useful for the law enforcement department, insurance company and car owners in order to reduce and limiting the car theft cases in Peninsular Malaysia.

  20. Electricity demand loads modeling using AutoRegressive Moving Average (ARMA) models

    Pappas, S.S. [Department of Information and Communication Systems Engineering, University of the Aegean, Karlovassi, 83 200 Samos (Greece); Ekonomou, L.; Chatzarakis, G.E. [Department of Electrical Engineering Educators, ASPETE - School of Pedagogical and Technological Education, N. Heraklion, 141 21 Athens (Greece); Karamousantas, D.C. [Technological Educational Institute of Kalamata, Antikalamos, 24100 Kalamata (Greece); Katsikas, S.K. [Department of Technology Education and Digital Systems, University of Piraeus, 150 Androutsou Srt., 18 532 Piraeus (Greece); Liatsis, P. [Division of Electrical Electronic and Information Engineering, School of Engineering and Mathematical Sciences, Information and Biomedical Engineering Centre, City University, Northampton Square, London EC1V 0HB (United Kingdom)


    This study addresses the problem of modeling the electricity demand loads in Greece. The provided actual load data is deseasonilized and an AutoRegressive Moving Average (ARMA) model is fitted on the data off-line, using the Akaike Corrected Information Criterion (AICC). The developed model fits the data in a successful manner. Difficulties occur when the provided data includes noise or errors and also when an on-line/adaptive modeling is required. In both cases and under the assumption that the provided data can be represented by an ARMA model, simultaneous order and parameter estimation of ARMA models under the presence of noise are performed. The produced results indicate that the proposed method, which is based on the multi-model partitioning theory, tackles successfully the studied problem. For validation purposes the produced results are compared with three other established order selection criteria, namely AICC, Akaike's Information Criterion (AIC) and Schwarz's Bayesian Information Criterion (BIC). The developed model could be useful in the studies that concern electricity consumption and electricity prices forecasts. (author)

  1. Interpreting parameters in the logistic regression model with random effects

    Larsen, Klaus; Petersen, Jørgen Holm; Budtz-Jørgensen, Esben


    interpretation, interval odds ratio, logistic regression, median odds ratio, normally distributed random effects......interpretation, interval odds ratio, logistic regression, median odds ratio, normally distributed random effects...

  2. Dynamic Regression Intervention Modeling for the Malaysian Daily Load

    Fadhilah Abdrazak


    Full Text Available Malaysia is a unique country due to having both fixed and moving holidays.  These moving holidays may overlap with other fixed holidays and therefore, increase the complexity of the load forecasting activities. The errors due to holidays’ effects in the load forecasting are known to be higher than other factors.  If these effects can be estimated and removed, the behavior of the series could be better viewed.  Thus, the aim of this paper is to improve the forecasting errors by using a dynamic regression model with intervention analysis.   Based on the linear transfer function method, a daily load model consists of either peak or average is developed.  The developed model outperformed the seasonal ARIMA model in estimating the fixed and moving holidays’ effects and achieved a smaller Mean Absolute Percentage Error (MAPE in load forecast.

  3. Modeling of the Monthly Rainfall-Runoff Process Through Regressions

    Campos-Aranda Daniel Francisco


    Full Text Available To solve the problems associated with the assessment of water resources of a river, the modeling of the rainfall-runoff process (RRP allows the deduction of runoff missing data and to extend its record, since generally the information available on precipitation is larger. It also enables the estimation of inputs to reservoirs, when their building led to the suppression of the gauging station. The simplest mathematical model that can be set for the RRP is the linear regression or curve on a monthly basis. Such a model is described in detail and is calibrated with the simultaneous record of monthly rainfall and runoff in Ballesmi hydrometric station, which covers 35 years. Since the runoff of this station has an important contribution from the spring discharge, the record is corrected first by removing that contribution. In order to do this a procedure was developed based either on the monthly average regional runoff coefficients or on nearby and similar watershed; in this case the Tancuilín gauging station was used. Both stations belong to the Partial Hydrologic Region No. 26 (Lower Rio Panuco and are located within the state of San Luis Potosi, México. The study performed indicates that the monthly regression model, due to its conceptual approach, faithfully reproduces monthly average runoff volumes and achieves an excellent approximation in relation to the dispersion, proved by calculation of the means and standard deviations.

  4. Mixed-model Regression for Variable-star Photometry

    Dose, Eric


    Mixed-model regression, a recent advance from social-science statistics, applies directly to reducing one night's photometric raw data, especially for variable stars in fields with multiple comparison stars. One regression model per filter/passband yields any or all of: transform values, extinction values, nightly zero-points, rapid zero-point fluctuations ("cirrus effect"), ensemble comparisons, vignette and gradient removal arising from incomplete flat-correction, check-star and target-star magnitudes, and specific indications of unusually large catalog magnitude errors. When images from several different fields of view are included, the models improve without complicating the calculations. The mixed-model approach is generally robust to outliers and missing data points, and it directly yields 14 diagnostic plots, used to monitor data set quality and/or residual systematic errors - these diagnostic plots may in fact turn out to be the prime advantage of this approach. Also presented is initial work on a split-annulus approach to sky background estimation, intended to address the sensitivity of photometric observations to noise within the sky-background annulus.

  5. Genetic evaluation of European quails by random regression models

    Flaviana Miranda Gonçalves


    Full Text Available The objective of this study was to compare different random regression models, defined from different classes of heterogeneity of variance combined with different Legendre polynomial orders for the estimate of (covariance of quails. The data came from 28,076 observations of 4,507 female meat quails of the LF1 lineage. Quail body weights were determined at birth and 1, 14, 21, 28, 35 and 42 days of age. Six different classes of residual variance were fitted to Legendre polynomial functions (orders ranging from 2 to 6 to determine which model had the best fit to describe the (covariance structures as a function of time. According to the evaluated criteria (AIC, BIC and LRT, the model with six classes of residual variances and of sixth-order Legendre polynomial was the best fit. The estimated additive genetic variance increased from birth to 28 days of age, and dropped slightly from 35 to 42 days. The heritability estimates decreased along the growth curve and changed from 0.51 (1 day to 0.16 (42 days. Animal genetic and permanent environmental correlation estimates between weights and age classes were always high and positive, except for birth weight. The sixth order Legendre polynomial, along with the residual variance divided into six classes was the best fit for the growth rate curve of meat quails; therefore, they should be considered for breeding evaluation processes by random regression models.

  6. Stochastic expansions using continuous dictionaries: L\\'{e}vy adaptive regression kernels

    Wolpert, Robert L; Tu, Chong; 10.1214/11-AOS889


    This article describes a new class of prior distributions for nonparametric function estimation. The unknown function is modeled as a limit of weighted sums of kernels or generator functions indexed by continuous parameters that control local and global features such as their translation, dilation, modulation and shape. L\\'{e}vy random fields and their stochastic integrals are employed to induce prior distributions for the unknown functions or, equivalently, for the number of kernels and for the parameters governing their features. Scaling, shape, and other features of the generating functions are location-specific to allow quite different function properties in different parts of the space, as with wavelet bases and other methods employing overcomplete dictionaries. We provide conditions under which the stochastic expansions converge in specified Besov or Sobolev norms. Under a Gaussian error model, this may be viewed as a sparse regression problem, with regularization induced via the L\\'{e}vy random field p...

  7. Application of principal component analysis-multivariate adaptive regression splines for the simultaneous spectrofluorimetric determination of dialkyltins in micellar media.

    Ghasemi, Jahan B; Zolfonoun, Ehsan


    A new multicomponent analysis method, based on principal component analysis-multivariate adaptive regression splines (PC-MARS) is proposed for the determination of dialkyltin compounds. In Tween-20 micellar media, dimethyl and dibutyltin react with morin to give fluorescent complexes with the maximum emission peaks at 527 and 520nm, respectively. The spectrofluorimetric matrix data, before building the MARS models, were subjected to principal component analysis and decomposed to PC scores as starting points for the MARS algorithm. The algorithm classifies the calibration data into several groups, in each a regression line or hyperplane is fitted. Performances of the proposed methods were tested in term of root mean square errors of prediction (RMSEP), using synthetic solutions. The results show the strong potential of PC-MARS, as a multivariate calibration method, to be applied to spectral data for multicomponent determinations. The effect of different experimental parameters on the performance of the method were studied and discussed. The prediction capability of the proposed method compared with GC-MS method for determination of dimethyltin and/or dibutyltin. Copyright © 2013 Elsevier B.V. All rights reserved.

  8. Fuzzy regression modeling for tool performance prediction and degradation detection.

    Li, X; Er, M J; Lim, B S; Zhou, J H; Gan, O P; Rutkowski, L


    In this paper, the viability of using Fuzzy-Rule-Based Regression Modeling (FRM) algorithm for tool performance and degradation detection is investigated. The FRM is developed based on a multi-layered fuzzy-rule-based hybrid system with Multiple Regression Models (MRM) embedded into a fuzzy logic inference engine that employs Self Organizing Maps (SOM) for clustering. The FRM converts a complex nonlinear problem to a simplified linear format in order to further increase the accuracy in prediction and rate of convergence. The efficacy of the proposed FRM is tested through a case study - namely to predict the remaining useful life of a ball nose milling cutter during a dry machining process of hardened tool steel with a hardness of 52-54 HRc. A comparative study is further made between four predictive models using the same set of experimental data. It is shown that the FRM is superior as compared with conventional MRM, Back Propagation Neural Networks (BPNN) and Radial Basis Function Networks (RBFN) in terms of prediction accuracy and learning speed.

  9. Multivariate parametric random effect regression models for fecundability studies.

    Ecochard, R; Clayton, D G


    Delay until conception is generally described by a mixture of geometric distributions. Weinberg and Gladen (1986, Biometrics 42, 547-560) proposed a regression generalization of the beta-geometric mixture model where covariates effects were expressed in terms of contrasts of marginal hazards. Scheike and Jensen (1997, Biometrics 53, 318-329) developed a frailty model for discrete event times data based on discrete-time analogues of Hougaard's results (1984, Biometrika 71, 75-83). This paper is on a generalization to a three-parameter family distribution and an extension to multivariate cases. The model allows the introduction of explanatory variables, including time-dependent variables at the subject-specific level, together with a choice from a flexible family of random effect distributions. This makes it possible, in the context of medically assisted conception, to include data sources with multiple pregnancies (or attempts at pregnancy) per couple.

  10. The application of Dynamic Linear Bayesian Models in hydrological forecasting: Varying Coefficient Regression and Discount Weighted Regression

    Ciupak, Maurycy; Ozga-Zielinski, Bogdan; Adamowski, Jan; Quilty, John; Khalil, Bahaa


    A novel implementation of Dynamic Linear Bayesian Models (DLBM), using either a Varying Coefficient Regression (VCR) or a Discount Weighted Regression (DWR) algorithm was used in the hydrological modeling of annual hydrographs as well as 1-, 2-, and 3-day lead time stream flow forecasting. Using hydrological data (daily discharge, rainfall, and mean, maximum and minimum air temperatures) from the Upper Narew River watershed in Poland, the forecasting performance of DLBM was compared to that of traditional multiple linear regression (MLR) and more recent artificial neural network (ANN) based models. Model performance was ranked DLBM-DWR > DLBM-VCR > MLR > ANN for both annual hydrograph modeling and 1-, 2-, and 3-day lead forecasting, indicating that the DWR and VCR algorithms, operating in a DLBM framework, represent promising new methods for both annual hydrograph modeling and short-term stream flow forecasting.

  11. Estimation of reference evapotranspiration using multivariate fractional polynomial, Bayesian regression, and robust regression models in three arid environments

    Khoshravesh, Mojtaba; Sefidkouhi, Mohammad Ali Gholami; Valipour, Mohammad


    The proper evaluation of evapotranspiration is essential in food security investigation, farm management, pollution detection, irrigation scheduling, nutrient flows, carbon balance as well as hydrologic modeling, especially in arid environments. To achieve sustainable development and to ensure water supply, especially in arid environments, irrigation experts need tools to estimate reference evapotranspiration on a large scale. In this study, the monthly reference evapotranspiration was estimated by three different regression models including the multivariate fractional polynomial (MFP), robust regression, and Bayesian regression in Ardestan, Esfahan, and Kashan. The results were compared with Food and Agriculture Organization (FAO)-Penman-Monteith (FAO-PM) to select the best model. The results show that at a monthly scale, all models provided a closer agreement with the calculated values for FAO-PM ( R 2 > 0.95 and RMSE < 12.07 mm month-1). However, the MFP model gives better estimates than the other two models for estimating reference evapotranspiration at all stations.

  12. Regression Models for Predicting Force Coefficients of Aerofoils

    Mohammed ABDUL AKBAR


    Full Text Available Renewable sources of energy are attractive and advantageous in a lot of different ways. Among the renewable energy sources, wind energy is the fastest growing type. Among wind energy converters, Vertical axis wind turbines (VAWTs have received renewed interest in the past decade due to some of the advantages they possess over their horizontal axis counterparts. VAWTs have evolved into complex 3-D shapes. A key component in predicting the output of VAWTs through analytical studies is obtaining the values of lift and drag coefficients which is a function of shape of the aerofoil, ‘angle of attack’ of wind and Reynolds’s number of flow. Sandia National Laboratories have carried out extensive experiments on aerofoils for the Reynolds number in the range of those experienced by VAWTs. The volume of experimental data thus obtained is huge. The current paper discusses three Regression analysis models developed wherein lift and drag coefficients can be found out using simple formula without having to deal with the bulk of the data. Drag coefficients and Lift coefficients were being successfully estimated by regression models with R2 values as high as 0.98.

  13. Empirical likelihood ratio tests for multivariate regression models

    WU Jianhong; ZHU Lixing


    This paper proposes some diagnostic tools for checking the adequacy of multivariate regression models including classical regression and time series autoregression. In statistical inference, the empirical likelihood ratio method has been well known to be a powerful tool for constructing test and confidence region. For model checking, however, the naive empirical likelihood (EL) based tests are not of Wilks' phenomenon. Hence, we make use of bias correction to construct the EL-based score tests and derive a nonparametric version of Wilks' theorem. Moreover, by the advantages of both the EL and score test method, the EL-based score tests share many desirable features as follows: They are self-scale invariant and can detect the alternatives that converge to the null at rate n-1/2, the possibly fastest rate for lack-of-fit testing; they involve weight functions, which provides us with the flexibility to choose scores for improving power performance, especially under directional alternatives. Furthermore, when the alternatives are not directional, we construct asymptotically distribution-free maximin tests for a large class of possible alternatives. A simulation study is carried out and an application for a real dataset is analyzed.

  14. Approximation by randomly weighting method in censored regression model


    Censored regression ("Tobit") models have been in common use, and their linear hypothesis testings have been widely studied. However, the critical values of these tests are usually related to quantities of an unknown error distribution and estimators of nuisance parameters. In this paper, we propose a randomly weighting test statistic and take its conditional distribution as an approximation to null distribution of the test statistic. It is shown that, under both the null and local alternative hypotheses, conditionally asymptotic distribution of the randomly weighting test statistic is the same as the null distribution of the test statistic. Therefore, the critical values of the test statistic can be obtained by randomly weighting method without estimating the nuisance parameters. At the same time, we also achieve the weak consistency and asymptotic normality of the randomly weighting least absolute deviation estimate in censored regression model. Simulation studies illustrate that the per-formance of our proposed resampling test method is better than that of central chi-square distribution under the null hypothesis.

  15. Approximation by randomly weighting method in censored regression model

    WANG ZhanFeng; WU YaoHua; ZHAO LinCheng


    Censored regression ("Tobit") models have been in common use,and their linear hypothesis testings have been widely studied.However,the critical values of these tests are usually related to quantities of an unknown error distribution and estimators of nuisance parameters.In this paper,we propose a randomly weighting test statistic and take its conditional distribution as an approximation to null distribution of the test statistic.It is shown that,under both the null and local alternative hypotheses,conditionally asymptotic distribution of the randomly weighting test statistic is the same as the null distribution of the test statistic.Therefore,the critical values of the test statistic can be obtained by randomly weighting method without estimating the nuisance parameters.At the same time,we also achieve the weak consistency and asymptotic normality of the randomly weighting least absolute deviation estimate in censored regression model.Simulation studies illustrate that the performance of our proposed resampling test method is better than that of central chi-square distribution under the null hypothesis.

  16. G/SPLINES: A hybrid of Friedman's Multivariate Adaptive Regression Splines (MARS) algorithm with Holland's genetic algorithm

    Rogers, David


    G/SPLINES are a hybrid of Friedman's Multivariable Adaptive Regression Splines (MARS) algorithm with Holland's Genetic Algorithm. In this hybrid, the incremental search is replaced by a genetic search. The G/SPLINE algorithm exhibits performance comparable to that of the MARS algorithm, requires fewer least squares computations, and allows significantly larger problems to be considered.

  17. Remodeling and Estimation for Sparse Partially Linear Regression Models

    Yunhui Zeng


    Full Text Available When the dimension of covariates in the regression model is high, one usually uses a submodel as a working model that contains significant variables. But it may be highly biased and the resulting estimator of the parameter of interest may be very poor when the coefficients of removed variables are not exactly zero. In this paper, based on the selected submodel, we introduce a two-stage remodeling method to get the consistent estimator for the parameter of interest. More precisely, in the first stage, by a multistep adjustment, we reconstruct an unbiased model based on the correlation information between the covariates; in the second stage, we further reduce the adjusted model by a semiparametric variable selection method and get a new estimator of the parameter of interest simultaneously. Its convergence rate and asymptotic normality are also obtained. The simulation results further illustrate that the new estimator outperforms those obtained by the submodel and the full model in the sense of mean square errors of point estimation and mean square prediction errors of model prediction.

  18. Information Criteria for Deciding between Normal Regression Models

    Maier, Robert S


    Regression models fitted to data can be assessed on their goodness of fit, though models with many parameters should be disfavored to prevent over-fitting. Statisticians' tools for this are little known to physical scientists. These include the Akaike Information Criterion (AIC), a penalized goodness-of-fit statistic, and the AICc, a variant including a small-sample correction. They entered the physical sciences through being used by astrophysicists to compare cosmological models; e.g., predictions of the distance-redshift relation. The AICc is shown to have been misapplied, being applicable only if error variances are unknown. If error bars accompany the data, the AIC should be used instead. Erroneous applications of the AICc are listed in an appendix. It is also shown how the variability of the AIC difference between models with a known error variance can be estimated. This yields a significance test that can potentially replace the use of `Akaike weights' for deciding between such models. Additionally, the...

  19. Genomic breeding value estimation using nonparametric additive regression models

    Solberg Trygve


    Full Text Available Abstract Genomic selection refers to the use of genomewide dense markers for breeding value estimation and subsequently for selection. The main challenge of genomic breeding value estimation is the estimation of many effects from a limited number of observations. Bayesian methods have been proposed to successfully cope with these challenges. As an alternative class of models, non- and semiparametric models were recently introduced. The present study investigated the ability of nonparametric additive regression models to predict genomic breeding values. The genotypes were modelled for each marker or pair of flanking markers (i.e. the predictors separately. The nonparametric functions for the predictors were estimated simultaneously using additive model theory, applying a binomial kernel. The optimal degree of smoothing was determined by bootstrapping. A mutation-drift-balance simulation was carried out. The breeding values of the last generation (genotyped was predicted using data from the next last generation (genotyped and phenotyped. The results show moderate to high accuracies of the predicted breeding values. A determination of predictor specific degree of smoothing increased the accuracy.


    Jahani, Mohammad Ali; Yaminfirooz, Mousa; Siamian, Hasan


    The purpose of this study was to drawing a regression model of organizational climate of central libraries of Iran's universities. This study is an applied research. The statistical population of this study consisted of 96 employees of the central libraries of Iran's public universities selected among the 117 universities affiliated to the Ministry of Health by Stratified Sampling method (510 people). Climate Qual localized questionnaire was used as research tools. For predicting the organizational climate pattern of the libraries is used from the multivariate linear regression and track diagram. of the 9 variables affecting organizational climate, 5 variables of innovation, teamwork, customer service, psychological safety and deep diversity play a major role in prediction of the organizational climate of Iran's libraries. The results also indicate that each of these variables with different coefficient have the power to predict organizational climate but the climate score of psychological safety (0.94) plays a very crucial role in predicting the organizational climate. Track diagram showed that five variables of teamwork, customer service, psychological safety, deep diversity and innovation directly effects on the organizational climate variable that contribution of the team work from this influence is more than any other variables. Of the indicator of the organizational climate of climateQual, the contribution of the team work from this influence is more than any other variables that reinforcement of teamwork in academic libraries can be more effective in improving the organizational climate of this type libraries.


    Jahani, Mohammad Ali; Yaminfirooz, Mousa; Siamian, Hasan


    Background: The purpose of this study was to drawing a regression model of organizational climate of central libraries of Iran’s universities. Methods: This study is an applied research. The statistical population of this study consisted of 96 employees of the central libraries of Iran’s public universities selected among the 117 universities affiliated to the Ministry of Health by Stratified Sampling method (510 people). Climate Qual localized questionnaire was used as research tools. For predicting the organizational climate pattern of the libraries is used from the multivariate linear regression and track diagram. Results: of the 9 variables affecting organizational climate, 5 variables of innovation, teamwork, customer service, psychological safety and deep diversity play a major role in prediction of the organizational climate of Iran’s libraries. The results also indicate that each of these variables with different coefficient have the power to predict organizational climate but the climate score of psychological safety (0.94) plays a very crucial role in predicting the organizational climate. Track diagram showed that five variables of teamwork, customer service, psychological safety, deep diversity and innovation directly effects on the organizational climate variable that contribution of the team work from this influence is more than any other variables. Conclusions: Of the indicator of the organizational climate of climateQual, the contribution of the team work from this influence is more than any other variables that reinforcement of teamwork in academic libraries can be more effective in improving the organizational climate of this type libraries. PMID:26622203

  2. A Gompertz regression model for fern spores germination

    Gabriel y Galán, Jose María


    Full Text Available Germination is one of the most important biological processes for both seed and spore plants, also for fungi. At present, mathematical models of germination have been developed in fungi, bryophytes and several plant species. However, ferns are the only group whose germination has never been modelled. In this work we develop a regression model of the germination of fern spores. We have found that for Blechnum serrulatum, Blechnum yungense, Cheilanthes pilosa, Niphidium macbridei and Polypodium feuillei species the Gompertz growth model describe satisfactorily cumulative germination. An important result is that regression parameters are independent of fern species and the model is not affected by intraspecific variation. Our results show that the Gompertz curve represents a general germination model for all the non-green spore leptosporangiate ferns, including in the paper a discussion about the physiological and ecological meaning of the model.La germinación es uno de los procesos biológicos más relevantes tanto para las plantas con esporas, como para las plantas con semillas y los hongos. Hasta el momento, se han desarrollado modelos de germinación para hongos, briofitos y diversas especies de espermatófitos. Los helechos son el único grupo de plantas cuya germinación nunca ha sido modelizada. En este trabajo se desarrolla un modelo de regresión para explicar la germinación de las esporas de helechos. Observamos que para las especies Blechnum serrulatum, Blechnum yungense, Cheilanthes pilosa, Niphidium macbridei y Polypodium feuillei el modelo de crecimiento de Gompertz describe satisfactoriamente la germinación acumulativa. Un importante resultado es que los parámetros de la regresión son independientes de la especie y que el modelo no está afectado por variación intraespecífica. Por lo tanto, los resultados del trabajo muestran que la curva de Gompertz puede representar un modelo general para todos los helechos leptosporangiados

  3. Meta-Modeling by Symbolic Regression and Pareto Simulated Annealing

    Stinstra, E.; Rennen, G.; Teeuwen, G.J.A.


    The subject of this paper is a new approach to Symbolic Regression.Other publications on Symbolic Regression use Genetic Programming.This paper describes an alternative method based on Pareto Simulated Annealing.Our method is based on linear regression for the estimation of constants.Interval arithm

  4. Multiple linear combination (MLC) regression tests for common variants adapted to linkage disequilibrium structure

    Yoo, Yun Joo; Sun, Lei; Poirier, Julia G.; Paterson, Andrew D.


    ABSTRACT By jointly analyzing multiple variants within a gene, instead of one at a time, gene‐based multiple regression can improve power, robustness, and interpretation in genetic association analysis. We investigate multiple linear combination (MLC) test statistics for analysis of common variants under realistic trait models with linkage disequilibrium (LD) based on HapMap Asian haplotypes. MLC is a directional test that exploits LD structure in a gene to construct clusters of closely correlated variants recoded such that the majority of pairwise correlations are positive. It combines variant effects within the same cluster linearly, and aggregates cluster‐specific effects in a quadratic sum of squares and cross‐products, producing a test statistic with reduced degrees of freedom (df) equal to the number of clusters. By simulation studies of 1000 genes from across the genome, we demonstrate that MLC is a well‐powered and robust choice among existing methods across a broad range of gene structures. Compared to minimum P‐value, variance‐component, and principal‐component methods, the mean power of MLC is never much lower than that of other methods, and can be higher, particularly with multiple causal variants. Moreover, the variation in gene‐specific MLC test size and power across 1000 genes is less than that of other methods, suggesting it is a complementary approach for discovery in genome‐wide analysis. The cluster construction of the MLC test statistics helps reveal within‐gene LD structure, allowing interpretation of clustered variants as haplotypic effects, while multiple regression helps to distinguish direct and indirect associations. PMID:27885705

  5. Predicting strength of recycled aggregate concrete using Artificial Neural Network, Adaptive Neuro-Fuzzy Inference System and Multiple Linear Regression

    Faezehossadat Khademi


    Full Text Available Compressive strength of concrete, recognized as one of the most significant mechanical properties of concrete, is identified as one of the most essential factors for the quality assurance of concrete. In the current study, three different data-driven models, i.e., Artificial Neural Network (ANN, Adaptive Neuro-Fuzzy Inference System (ANFIS, and Multiple Linear Regression (MLR were used to predict the 28 days compressive strength of recycled aggregate concrete (RAC. Recycled aggregate is the current need of the hour owing to its environmental pleasant aspect of re-using the wastes due to construction. 14 different input parameters, including both dimensional and non-dimensional parameters, were used in this study for predicting the 28 days compressive strength of concrete. The present study concluded that estimation of 28 days compressive strength of recycled aggregate concrete was performed better by ANN and ANFIS in comparison to MLR. In other words, comparing the test step of all the three models, it can be concluded that the MLR model is better to be utilized for preliminary mix design of concrete, and ANN and ANFIS models are suggested to be used in the mix design optimization and in the case of higher accuracy necessities. In addition, the performance of data-driven models with and without the non-dimensional parameters is explored. It was observed that the data-driven models show better accuracy when the non-dimensional parameters were used as additional input parameters. Furthermore, the effect of each non-dimensional parameter on the performance of each data-driven model is investigated. Finally, the effect of number of input parameters on 28 days compressive strength of concrete is examined.

  6. Modeling Information Content Via Dirichlet-Multinomial Regression Analysis.

    Ferrari, Alberto


    Shannon entropy is being increasingly used in biomedical research as an index of complexity and information content in sequences of symbols, e.g. languages, amino acid sequences, DNA methylation patterns and animal vocalizations. Yet, distributional properties of information entropy as a random variable have seldom been the object of study, leading to researchers mainly using linear models or simulation-based analytical approach to assess differences in information content, when entropy is measured repeatedly in different experimental conditions. Here a method to perform inference on entropy in such conditions is proposed. Building on results coming from studies in the field of Bayesian entropy estimation, a symmetric Dirichlet-multinomial regression model, able to deal efficiently with the issue of mean entropy estimation, is formulated. Through a simulation study the model is shown to outperform linear modeling in a vast range of scenarios and to have promising statistical properties. As a practical example, the method is applied to a data set coming from a real experiment on animal communication.

  7. A nonlinear regression model-based predictive control algorithm.

    Dubay, R; Abu-Ayyad, M; Hernandez, J M


    This paper presents a unique approach for designing a nonlinear regression model-based predictive controller (NRPC) for single-input-single-output (SISO) and multi-input-multi-output (MIMO) processes that are common in industrial applications. The innovation of this strategy is that the controller structure allows nonlinear open-loop modeling to be conducted while closed-loop control is executed every sampling instant. Consequently, the system matrix is regenerated every sampling instant using a continuous function providing a more accurate prediction of the plant. Computer simulations are carried out on nonlinear plants, demonstrating that the new approach is easily implemented and provides tight control. Also, the proposed algorithm is implemented on two real time SISO applications; a DC motor, a plastic injection molding machine and a nonlinear MIMO thermal system comprising three temperature zones to be controlled with interacting effects. The experimental closed-loop responses of the proposed algorithm were compared to a multi-model dynamic matrix controller (MPC) with improved results for various set point trajectories. Good disturbance rejection was attained, resulting in improved tracking of multi-set point profiles in comparison to multi-model MPC.

  8. Statistical Inference for Partially Linear Regression Models with Measurement Errors

    Jinhong YOU; Qinfeng XU; Bin ZHOU


    In this paper, the authors investigate three aspects of statistical inference for the partially linear regression models where some covariates are measured with errors. Firstly,a bandwidth selection procedure is proposed, which is a combination of the difference-based technique and GCV method. Secondly, a goodness-of-fit test procedure is proposed,which is an extension of the generalized likelihood technique. Thirdly, a variable selection procedure for the parametric part is provided based on the nonconcave penalization and corrected profile least squares. Same as "Variable selection via nonconcave penalized like-lihood and its oracle properties" (J. Amer. Statist. Assoc., 96, 2001, 1348-1360), it is shown that the resulting estimator has an oracle property with a proper choice of regu-larization parameters and penalty function. Simulation studies are conducted to illustrate the finite sample performances of the proposed procedures.

  9. Projection-type estimation for varying coefficient regression models

    Lee, Young K; Park, Byeong U; 10.3150/10-BEJ331


    In this paper we introduce new estimators of the coefficient functions in the varying coefficient regression model. The proposed estimators are obtained by projecting the vector of the full-dimensional kernel-weighted local polynomial estimators of the coefficient functions onto a Hilbert space with a suitable norm. We provide a backfitting algorithm to compute the estimators. We show that the algorithm converges at a geometric rate under weak conditions. We derive the asymptotic distributions of the estimators and show that the estimators have the oracle properties. This is done for the general order of local polynomial fitting and for the estimation of the derivatives of the coefficient functions, as well as the coefficient functions themselves. The estimators turn out to have several theoretical and numerical advantages over the marginal integration estimators studied by Yang, Park, Xue and H\\"{a}rdle [J. Amer. Statist. Assoc. 101 (2006) 1212--1227].

  10. The R Package threg to Implement Threshold Regression Models

    Tao Xiao


    This new package includes four functions: threg, and the methods hr, predict and plot for threg objects returned by threg. The threg function is the model-fitting function which is used to calculate regression coefficient estimates, asymptotic standard errors and p values. The hr method for threg objects is the hazard-ratio calculation function which provides the estimates of hazard ratios at selected time points for specified scenarios (based on given categories or value settings of covariates. The predict method for threg objects is used for prediction. And the plot method for threg objects provides plots for curves of estimated hazard functions, survival functions and probability density functions of the first-hitting-time; function curves corresponding to different scenarios can be overlaid in the same plot for comparison to give additional research insights.

  11. Epistasis analysis for quantitative traits by functional regression model.

    Zhang, Futao; Boerwinkle, Eric; Xiong, Momiao


    The critical barrier in interaction analysis for rare variants is that most traditional statistical methods for testing interactions were originally designed for testing the interaction between common variants and are difficult to apply to rare variants because of their prohibitive computational time and poor ability. The great challenges for successful detection of interactions with next-generation sequencing (NGS) data are (1) lack of methods for interaction analysis with rare variants, (2) severe multiple testing, and (3) time-consuming computations. To meet these challenges, we shift the paradigm of interaction analysis between two loci to interaction analysis between two sets of loci or genomic regions and collectively test interactions between all possible pairs of SNPs within two genomic regions. In other words, we take a genome region as a basic unit of interaction analysis and use high-dimensional data reduction and functional data analysis techniques to develop a novel functional regression model to collectively test interactions between all possible pairs of single nucleotide polymorphisms (SNPs) within two genome regions. By intensive simulations, we demonstrate that the functional regression models for interaction analysis of the quantitative trait have the correct type 1 error rates and a much better ability to detect interactions than the current pairwise interaction analysis. The proposed method was applied to exome sequence data from the NHLBI's Exome Sequencing Project (ESP) and CHARGE-S study. We discovered 27 pairs of genes showing significant interactions after applying the Bonferroni correction (P-values < 4.58 × 10(-10)) in the ESP, and 11 were replicated in the CHARGE-S study.

  12. The Analysis of Internet Addiction Scale Using Multivariate Adaptive Regression Splines

    M Kayri


    Full Text Available "nBackground: Determining real effects on internet dependency is too crucial with unbiased and robust statistical method. MARS is a new non-parametric method in use in the literature for parameter estimations of cause and effect based research. MARS can both obtain legible model curves and make unbiased parametric predictions."nMethods: In order to examine the performance of MARS, MARS findings will be compared to Classification and Regres­sion Tree (C&RT findings, which are considered in the literature to be efficient in revealing correlations between variables. The data set for the study is taken from "The Internet Addiction Scale" (IAS, which attempts to reveal addiction levels of individu­als. The population of the study consists of 754 secondary school students (301 female, 443 male students with 10 miss­ing data. MARS 2.0 trial version is used for analysis by MARS method and C&RT analysis was done by SPSS."nResults: MARS obtained six base functions of the model. As a common result of these six functions, regression equation of the model was found. Over the predicted variable, MARS showed that the predictors of daily Internet-use time on average, the purpose of Internet- use, grade of students and occupations of mothers had a significant effect (P< 0.05. In this compara­tive study, MARS obtained different findings from C&RT in dependency level prediction."nConclusion: The fact that MARS revealed extent to which the variable, which was considered significant, changes the charac­ter of the model was observed in this study.

  13. On the use of a regression model for trend estimates from ground-based atmospheric observations in the Southern hemisphere

    Bencherif, H


    Full Text Available The present reports on the use of a multi-regression model adapted at Reunion University for temperature and ozone trend estimates. Depending on the location of the observing site, the studied geophysical signal is broken down in form of a sum...

  14. Robust Medical Test Evaluation Using Flexible Bayesian Semiparametric Regression Models

    Adam J. Branscum


    Full Text Available The application of Bayesian methods is increasing in modern epidemiology. Although parametric Bayesian analysis has penetrated the population health sciences, flexible nonparametric Bayesian methods have received less attention. A goal in nonparametric Bayesian analysis is to estimate unknown functions (e.g., density or distribution functions rather than scalar parameters (e.g., means or proportions. For instance, ROC curves are obtained from the distribution functions corresponding to continuous biomarker data taken from healthy and diseased populations. Standard parametric approaches to Bayesian analysis involve distributions with a small number of parameters, where the prior specification is relatively straight forward. In the nonparametric Bayesian case, the prior is placed on an infinite dimensional space of all distributions, which requires special methods. A popular approach to nonparametric Bayesian analysis that involves Polya tree prior distributions is described. We provide example code to illustrate how models that contain Polya tree priors can be fit using SAS software. The methods are used to evaluate the covariate-specific accuracy of the biomarker, soluble epidermal growth factor receptor, for discerning lung cancer cases from controls using a flexible ROC regression modeling framework. The application highlights the usefulness of flexible models over a standard parametric method for estimating ROC curves.

  15. Modeling Pan Evaporation for Kuwait by Multiple Linear Regression

    Jaber Almedeij


    Full Text Available Evaporation is an important parameter for many projects related to hydrology and water resources systems. This paper constitutes the first study conducted in Kuwait to obtain empirical relations for the estimation of daily and monthly pan evaporation as functions of available meteorological data of temperature, relative humidity, and wind speed. The data used here for the modeling are daily measurements of substantial continuity coverage, within a period of 17 years between January 1993 and December 2009, which can be considered representative of the desert climate of the urban zone of the country. Multiple linear regression technique is used with a procedure of variable selection for fitting the best model forms. The correlations of evaporation with temperature and relative humidity are also transformed in order to linearize the existing curvilinear patterns of the data by using power and exponential functions, respectively. The evaporation models suggested with the best variable combinations were shown to produce results that are in a reasonable agreement with observation values.

  16. The microcomputer scientific software series 2: general linear model--regression.

    Harold M. Rauscher


    The general linear model regression (GLMR) program provides the microcomputer user with a sophisticated regression analysis capability. The output provides a regression ANOVA table, estimators of the regression model coefficients, their confidence intervals, confidence intervals around the predicted Y-values, residuals for plotting, a check for multicollinearity, a...

  17. Air Pollution Analysis using Ontologies and Regression Models

    Parul Choudhary


    Full Text Available Rapidly throughout the world economy, "the expansive Web" in the "world" explosive growth, rapidly growing market characterized by short product cycles exists and the demand for increased flexibility as well as the extensive use of a new data vision managed data society. A new socio-economic system that relies more and more on movement and allocation results in data whose daily existence, refinement, economy and adjust the exchange industry. Cooperative Engineering Co -operation and multi -disciplinary installed on people's cooperation is a good example. Semantic Web is a new form of Web content that is meaningful to computers and additional approved another example. Communication, vision sharing and exchanging data Society's are new commercial bet. Urban air pollution modeling and data processing techniques need elevated Association. Artificial intelligence in countless ways and breakthrough technologies can solve environmental problems from uneven offers. A method for data to formal ontology means a true meaning and lack of ambiguity to allow us to portray memo. In this work we survey regression model for ontologies and air pollution.

  18. Regression Models Using Fully Discharged Voltage and Internal Resistance for State of Health Estimation of Lithium-Ion Batteries

    Kuo-Hsin Tseng


    Full Text Available Accurate estimation of lithium-ion battery life is essential to assure the reliable operation of the energy supply system. This study develops regression models for battery prognostics using statistical methods. The resultant regression models can not only monitor a battery’s degradation trend but also accurately predict its remaining useful life (RUL at an early stage. Three sets of test data are employed in the training stage for regression models. Another set of data is then applied to the regression models for validation. The fully discharged voltage (Vdis and internal resistance (R are adopted as aging parameters in two different mathematical models, with polynomial and exponential functions. A particle swarm optimization (PSO process is applied to search for optimal coefficients of the regression models. Simulations indicate that the regression models using Vdis and R as aging parameters can build a real state of health profile more accurately than those using cycle number, N. The Monte Carlo method is further employed to make the models adaptive. The subsequent results, however, show that this results in an insignificant improvement of the battery life prediction. A reasonable speculation is that the PSO process already yields the major model coefficients.

  19. Evolution of an adaptive behavior and its sensory receptors promotes eye regression in blind cavefish

    Yoshizawa, Masato; Yamamoto, Yoshiyuki; O'Quin, Kelly E; Jeffery, William R


    .... More recently, several different adaptive hypotheses have been proposed to explain eye degeneration based on studies in the teleost Astyanax mexicanus, which consists of blind cave-dwelling (cavefish...

  20. Modeling Fire Occurrence at the City Scale: A Comparison between Geographically Weighted Regression and Global Linear Regression.

    Song, Chao; Kwan, Mei-Po; Zhu, Jiping


    An increasing number of fires are occurring with the rapid development of cities, resulting in increased risk for human beings and the environment. This study compares geographically weighted regression-based models, including geographically weighted regression (GWR) and geographically and temporally weighted regression (GTWR), which integrates spatial and temporal effects and global linear regression models (LM) for modeling fire risk at the city scale. The results show that the road density and the spatial distribution of enterprises have the strongest influences on fire risk, which implies that we should focus on areas where roads and enterprises are densely clustered. In addition, locations with a large number of enterprises have fewer fire ignition records, probably because of strict management and prevention measures. A changing number of significant variables across space indicate that heterogeneity mainly exists in the northern and eastern rural and suburban areas of Hefei city, where human-related facilities or road construction are only clustered in the city sub-centers. GTWR can capture small changes in the spatiotemporal heterogeneity of the variables while GWR and LM cannot. An approach that integrates space and time enables us to better understand the dynamic changes in fire risk. Thus governments can use the results to manage fire safety at the city scale.

  1. High dimensional linear regression models under long memory dependence and measurement error

    Kaul, Abhishek

    This dissertation consists of three chapters. The first chapter introduces the models under consideration and motivates problems of interest. A brief literature review is also provided in this chapter. The second chapter investigates the properties of Lasso under long range dependent model errors. Lasso is a computationally efficient approach to model selection and estimation, and its properties are well studied when the regression errors are independent and identically distributed. We study the case, where the regression errors form a long memory moving average process. We establish a finite sample oracle inequality for the Lasso solution. We then show the asymptotic sign consistency in this setup. These results are established in the high dimensional setup (p> n) where p can be increasing exponentially with n. Finally, we show the consistency, n½ --d-consistency of Lasso, along with the oracle property of adaptive Lasso, in the case where p is fixed. Here d is the memory parameter of the stationary error sequence. The performance of Lasso is also analysed in the present setup with a simulation study. The third chapter proposes and investigates the properties of a penalized quantile based estimator for measurement error models. Standard formulations of prediction problems in high dimension regression models assume the availability of fully observed covariates and sub-Gaussian and homogeneous model errors. This makes these methods inapplicable to measurement errors models where covariates are unobservable and observations are possibly non sub-Gaussian and heterogeneous. We propose weighted penalized corrected quantile estimators for the regression parameter vector in linear regression models with additive measurement errors, where unobservable covariates are nonrandom. The proposed estimators forgo the need for the above mentioned model assumptions. We study these estimators in both the fixed dimension and high dimensional sparse setups, in the latter setup, the


    Multivariate analysis of snake microhabitat has historically used techniques that were derived under assumptions of normality and common covariance structure (e.g., discriminant function analysis, MANOVA). In this study, polytomous logistic regression (PLR which does not require ...

  3. Correlation-regression model for physico-chemical quality of ...


    Key words: Groundwater, water quality, bore well, water supply, correlation, regression. INTRODUCTION ..... interpreting groundwater quality data and relating them to specific hydro ..... Regional trends in nitrate content of Texas groundwater.

  4. Extending the linear model with R generalized linear, mixed effects and nonparametric regression models

    Faraway, Julian J


    Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway''s critically acclaimed Linear Models with R examined regression and analysis of variance, demonstrated the different methods available, and showed in which situations each one applies. Following in those footsteps, Extending the Linear Model with R surveys the techniques that grow from the regression model, presenting three extensions to that framework: generalized linear models (GLMs), mixed effect models, and nonparametric regression models. The author''s treatment is thoroughly modern and covers topics that include GLM diagnostics, generalized linear mixed models, trees, and even the use of neural networks in statistics. To demonstrate the interplay of theory and practice, throughout the book the author weaves the use of the R software environment to analyze the data of real examples, providing all of the R commands necessary to reproduce the analyses. All of the ...


    M. Ahmadlou; M. R. Delavar; Tayyebi, A.; H. Shafizadeh-Moghadam


    Land use change (LUC) models used for modelling urban growth are different in structure and performance. Local models divide the data into separate subsets and fit distinct models on each of the subsets. Non-parametric models are data driven and usually do not have a fixed model structure or model structure is unknown before the modelling process. On the other hand, global models perform modelling using all the available data. In addition, parametric models have a fixed structure before the m...

  6. Regression of retinopathy by squalamine in a mouse model.

    Higgins, Rosemary D; Yan, Yun; Geng, Yixun; Zasloff, Michael; Williams, Jon I


    The goal of this study was to determine whether an antiangiogenic agent, squalamine, given late during the evolution of oxygen-induced retinopathy (OIR) in the mouse, could improve retinal neovascularization. OIR was induced in neonatal C57BL6 mice and the neonates were treated s.c. with squalamine doses begun at various times after OIR induction. A system of retinal whole mounts and assessment of neovascular nuclei extending beyond the inner limiting membrane from animals reared under room air or OIR conditions and killed periodically from d 12 to 21 were used to assess retinopathy in squalamine-treated and untreated animals. OIR evolved after 75% oxygen exposure in neonatal mice with florid retinal neovascularization developing by d 14. Squalamine (single dose, 25 mg/kg s.c.) given on d 15 or 16, but not d 17, substantially improved retinal neovascularization in the mouse model of OIR. There was improvement seen in the degree of blood vessel tuft formation, blood vessel tortuosity, and central vasoconstriction with squalamine treatment at d 15 or 16. Single-dose squalamine at d 12 was effective at reducing subsequent development of retinal neovascularization at doses as low as 1 mg/kg. Squalamine is a very active inhibitor of OIR in mouse neonates at doses as low as 1 mg/kg given once. Further, squalamine given late in the course of OIR improves retinopathy by inducing regression of retinal neovessels and abrogating invasion of new vessels beyond the inner-limiting membrane of the retina.

  7. Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model

    Møller, Niels Framroze

    This paper attempts to clarify the connection between simple economic theory models and the approach of the Cointegrated Vector-Auto-Regressive model (CVAR). By considering (stylized) examples of simple static equilibrium models, it is illustrated in detail, how the theoretical model and its...

  8. Development and evaluation of novel forecasting adaptive ensemble model

    C.M. Anish


    Full Text Available This paper proposes a new ensemble based adaptive forecasting structure for efficient different interval days' ahead prediction of five different asset values (NAV. In this approach three individual adaptive structures such as adaptive moving average (AMA, adaptive auto regressive moving average (AARMA and feedback radial basis function network (FRBF are employed to first train with conventional LMS, conventional forward-backward LMS and corresponding learning algorithm of FRBF respectively. After successful validation of each model the output obtained by each individual model is optimally weighted using Genetic algorithm (GA as well as particle swarm optimization (PSO based techniques to produce the best possible different days ahead prediction accuracy. Finally the results of prediction obtained of the NAV values are compared with the results obtained by individual predictors as well as by other four existing ensemble schemes. It is in general demonstrated that in all cases the proposed forecasting scheme outperforms other competitive methods.

  9. Regression model for tuning the PID controller with fractional order time delay system

    S.P. Agnihotri; Laxman Madhavrao Waghmare


    In this paper a regression model based for tuning proportional integral derivative (PID) controller with fractional order time delay system is proposed. The novelty of this paper is that tuning parameters of the fractional order time delay system are optimally predicted using the regression model. In the proposed method, the output parameters of the fractional order system are used to derive the regression function. Here, the regression model depends on the weights of the exponential function...

  10. A generalized additive regression model for survival times

    Scheike, Thomas H.


    Additive Aalen model; counting process; disability model; illness-death model; generalized additive models; multiple time-scales; non-parametric estimation; survival data; varying-coefficient models......Additive Aalen model; counting process; disability model; illness-death model; generalized additive models; multiple time-scales; non-parametric estimation; survival data; varying-coefficient models...

  11. A generalized additive regression model for survival times

    Scheike, Thomas H.


    Additive Aalen model; counting process; disability model; illness-death model; generalized additive models; multiple time-scales; non-parametric estimation; survival data; varying-coefficient models......Additive Aalen model; counting process; disability model; illness-death model; generalized additive models; multiple time-scales; non-parametric estimation; survival data; varying-coefficient models...

  12. A Computationally Efficient State Space Approach to Estimating Multilevel Regression Models and Multilevel Confirmatory Factor Models.

    Gu, Fei; Preacher, Kristopher J; Wu, Wei; Yung, Yiu-Fai


    Although the state space approach for estimating multilevel regression models has been well established for decades in the time series literature, it does not receive much attention from educational and psychological researchers. In this article, we (a) introduce the state space approach for estimating multilevel regression models and (b) extend the state space approach for estimating multilevel factor models. A brief outline of the state space formulation is provided and then state space forms for univariate and multivariate multilevel regression models, and a multilevel confirmatory factor model, are illustrated. The utility of the state space approach is demonstrated with either a simulated or real example for each multilevel model. It is concluded that the results from the state space approach are essentially identical to those from specialized multilevel regression modeling and structural equation modeling software. More importantly, the state space approach offers researchers a computationally more efficient alternative to fit multilevel regression models with a large number of Level 1 units within each Level 2 unit or a large number of observations on each subject in a longitudinal study.

  13. A Bayesian Nonparametric Causal Model for Regression Discontinuity Designs

    Karabatsos, George; Walker, Stephen G.


    The regression discontinuity (RD) design (Thistlewaite & Campbell, 1960; Cook, 2008) provides a framework to identify and estimate causal effects from a non-randomized design. Each subject of a RD design is assigned to the treatment (versus assignment to a non-treatment) whenever her/his observed value of the assignment variable equals or…

  14. Linear regression model selection using p-values when the model dimension grows

    Pokarowski, Piotr; Teisseyre, Paweł


    We consider a new criterion-based approach to model selection in linear regression. Properties of selection criteria based on p-values of a likelihood ratio statistic are studied for families of linear regression models. We prove that such procedures are consistent i.e. the minimal true model is chosen with probability tending to 1 even when the number of models under consideration slowly increases with a sample size. The simulation study indicates that introduced methods perform promisingly when compared with Akaike and Bayesian Information Criteria.

  15. Modelling subject-specific childhood growth using linear mixed-effect models with cubic regression splines.

    Grajeda, Laura M; Ivanescu, Andrada; Saito, Mayuko; Crainiceanu, Ciprian; Jaganath, Devan; Gilman, Robert H; Crabtree, Jean E; Kelleher, Dermott; Cabrera, Lilia; Cama, Vitaliano; Checkley, William


    Childhood growth is a cornerstone of pediatric research. Statistical models need to consider individual trajectories to adequately describe growth outcomes. Specifically, well-defined longitudinal models are essential to characterize both population and subject-specific growth. Linear mixed-effect models with cubic regression splines can account for the nonlinearity of growth curves and provide reasonable estimators of population and subject-specific growth, velocity and acceleration. We provide a stepwise approach that builds from simple to complex models, and account for the intrinsic complexity of the data. We start with standard cubic splines regression models and build up to a model that includes subject-specific random intercepts and slopes and residual autocorrelation. We then compared cubic regression splines vis-à-vis linear piecewise splines, and with varying number of knots and positions. Statistical code is provided to ensure reproducibility and improve dissemination of methods. Models are applied to longitudinal height measurements in a cohort of 215 Peruvian children followed from birth until their fourth year of life. Unexplained variability, as measured by the variance of the regression model, was reduced from 7.34 when using ordinary least squares to 0.81 (p linear mixed-effect models with random slopes and a first order continuous autoregressive error term. There was substantial heterogeneity in both the intercept (p linear regression equation for both estimation and prediction of population- and individual-level growth in height. We show that cubic regression splines are superior to linear regression splines for the case of a small number of knots in both estimation and prediction with the full linear mixed effect model (AIC 19,352 vs. 19,598, respectively). While the regression parameters are more complex to interpret in the former, we argue that inference for any problem depends more on the estimated curve or differences in curves rather

  16. A nonparametric dynamic additive regression model for longitudinal data

    Martinussen, Torben; Scheike, Thomas H.


    dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models......dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models...

  17. Evaluation of Regression and Neuro_Fuzzy Models in Estimating Saturated Hydraulic Conductivity

    J. Behmanesh


    Full Text Available Study of soil hydraulic properties such as saturated and unsaturated hydraulic conductivity is required in the environmental investigations. Despite numerous research, measuring saturated hydraulic conductivity using by direct methods are still costly, time consuming and professional. Therefore estimating saturated hydraulic conductivity using rapid and low cost methods such as pedo-transfer functions with acceptable accuracy was developed. The purpose of this research was to compare and evaluate 11 pedo-transfer functions and Adaptive Neuro-Fuzzy Inference System (ANFIS to estimate saturated hydraulic conductivity of soil. In this direct, saturated hydraulic conductivity and physical properties in 40 points of Urmia were calculated. The soil excavated was used in the lab to determine its easily accessible parameters. The results showed that among existing models, Aimrun et al model had the best estimation for soil saturated hydraulic conductivity. For mentioned model, the Root Mean Square Error and Mean Absolute Error parameters were 0.174 and 0.028 m/day respectively. The results of the present research, emphasises the importance of effective porosity application as an important accessible parameter in accuracy of pedo-transfer functions. sand and silt percent, bulk density and soil particle density were selected to apply in 561 ANFIS models. In training phase of best ANFIS model, the R2 and RMSE were calculated 1 and 1.2×10-7 respectively. These amounts in the test phase were 0.98 and 0.0006 respectively. Comparison of regression and ANFIS models showed that the ANFIS model had better results than regression functions. Also Nuro-Fuzzy Inference System had capability to estimatae with high accuracy in various soil textures.

  18. Adapting AIC to conditional model selection

    M. van Ommen (Matthijs)


    textabstractIn statistical settings such as regression and time series, we can condition on observed information when predicting the data of interest. For example, a regression model explains the dependent variables $y_1, \\ldots, y_n$ in terms of the independent variables $x_1, \\ldots, x_n$.



    A simple but efficient method has been proposed to select variables in heteroscedastic regression models. It is shown that the pseudo empirical wavelet coefficients corresponding to the significant explanatory variables in the regression models are clearly larger than those nonsignificant ones, on the basis of which a procedure is developed to select variables in regression models. The coefficients of the models are also estimated. All estimators are proved to be consistent.

  20. Regression mixture models : Does modeling the covariance between independent variables and latent classes improve the results?

    Lamont, A.E.; Vermunt, J.K.; Van Horn, M.L.


    Regression mixture models are increasingly used as an exploratory approach to identify heterogeneity in the effects of a predictor on an outcome. In this simulation study, we tested the effects of violating an implicit assumption often made in these models; that is, independent variables in the

  1. 基于多元自适应回归样条的青藏高原温泉区域的冻土分布制图%Modeling Permafrost Distribution in Wenquan Area over Qinghai-Tibet Plateau by Using Multivariate Adaptive Regression Splines

    张秀敏; 南卓铜; 吴吉春; 杜二计; 王通; 游艳辉


    以探地雷达、电磁测深、钻探等技术方法获得野外数据及数字高程(DEM)遥感数据为基础,通过聚类分析和相关性分析对高程、坡度、坡向等因素对多年冻土分布的影响进行了定量化研究.利用非线性的多元自适应回归样条(MARS)方法建立了基于高程、太阳辐射的多年冻土分布模型,通过自身的交叉验证及对比年平均地温模型和逻辑回归模型的总体分类精度,说明MARS模型具有较好的分类精度.运用MARS模型模拟了整个温泉区域冻土的空间分布特征.结果表明:MARS模型分类精度较高,验证了此模型模拟温泉区域冻土分布的可行性;此模型除了考虑高程对对多年冻土分布的控制作用外,还体现了太阳辐射这一局地综合因素对多年冻土分布的调整作用,较好地模拟了高程相对较低的低山区多年冻土的存在.%In order to understand the distribution patterns of permafrost in the Wenquan area on the Qinghai-Tibet Plateau,the effects of altitude,slope and aspect and other topo-climatic factors on the distribution of permafrost were studied,using the correlation analysis with digital elevation(DEM) data,borehole observations and measures from ground penetrating radar(GPR) and the electromagnetic sounding method.A permafrost distribution model based on the nonlinear multiple adaptive regression splines(MARS) method was developed,taking elevation and direct solar radiation as variables.Five-fold cross validation shows that this model has a good simulation capability in describing the permafrost distribution spatial pattern in the study area.Applying the model to the study area indicates that in the Wenquan area there is 1 881 km2 of permafrost area,accounting for 76% of the total Wenquan area.The MARS model is better than the mean annual ground temperature model and the logistic model,because the MARS model takes into account not only elevation,the predominantly

  2. A diversified portfolio model of adaptability.

    Chandra, Siddharth; Leong, Frederick T L


    A new model of adaptability, the diversified portfolio model (DPM) of adaptability, is introduced. In the 1950s, Markowitz developed the financial portfolio model by demonstrating that investors could optimize the ratio of risk and return on their portfolios through risk diversification. The DPM integrates attractive features of a variety of models of adaptability, including Linville's self-complexity model, the risk and resilience model, and Bandura's social cognitive theory. The DPM draws on the concept of portfolio diversification, positing that diversified investment in multiple life experiences, life roles, and relationships promotes positive adaptation to life's challenges. The DPM provides a new integrative model of adaptability across the biopsychosocial levels of functioning. More importantly, the DPM addresses a gap in the literature by illuminating the antecedents of adaptive processes studied in a broad array of psychological models. The DPM is described in relation to the biopsychosocial model and propositions are offered regarding its utility in increasing adaptiveness. Recommendations for future research are also offered. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

  3. Noise Reduction and Gap Filling of fAPAR Time Series Using an Adapted Local Regression Filter

    Álvaro Moreno


    Full Text Available Time series of remotely sensed data are an important source of information for understanding land cover dynamics. In particular, the fraction of absorbed photosynthetic active radiation (fAPAR is a key variable in the assessment of vegetation primary production over time. However, the fAPAR series derived from polar orbit satellites are not continuous and consistent in space and time. Filtering methods are thus required to fill in gaps and produce high-quality time series. This study proposes an adapted (iteratively reweighted local regression filter (LOESS and performs a benchmarking intercomparison with four popular and generally applicable smoothing methods: Double Logistic (DLOG, smoothing spline (SSP, Interpolation for Data Reconstruction (IDR and adaptive Savitzky-Golay (ASG. This paper evaluates the main advantages and drawbacks of the considered techniques. The results have shown that ASG and the adapted LOESS perform better in recovering fAPAR time series over multiple controlled noisy scenarios. Both methods can robustly reconstruct the fAPAR trajectories, reducing the noise up to 80% in the worst simulation scenario, which might be attributed to the quality control (QC MODIS information incorporated into these filtering algorithms, their flexibility and adaptation to the upper envelope. The adapted LOESS is particularly resistant to outliers. This method clearly outperforms the other considered methods to deal with the high presence of gaps and noise in satellite data records. The low RMSE and biases obtained with the LOESS method (|rMBE| < 8%; rRMSE < 20% reveals an optimal reconstruction even in most extreme situations with long seasonal gaps. An example of application of the LOESS method to fill in invalid values in real MODIS images presenting persistent cloud and snow coverage is also shown. The LOESS approach is recommended in most remote sensing applications, such as gap-filling, cloud-replacement, and observing temporal

  4. Unobtrusive user modeling for adaptive hypermedia

    Holz, H.J.; Hofmann, K.; Reed, C.; Uchyigit, G.; Ma, M.Y.


    We propose a technique for user modeling in Adaptive Hypermedia (AH) that is unobtrusive at both the level of observable behavior and that of cognition. Unobtrusive user modeling is complementary to transparent user modeling. Unobtrusive user modeling induces user models appropriate for Educational

  5. Data-driven fuel consumption estimation: A multivariate adaptive regression spline approach

    Chen, Yuche; Zhu, Lei; Gonder, Jeffrey; Young, Stanley; Walkowicz, Kevin


    Providing guidance and information to drivers to help them make fuel-efficient route choices remains an important and effective strategy in the near term to reduce fuel consumption from the transportation sector. One key component in implementing this strategy is a fuel-consumption estimation model. In this paper, we developed a mesoscopic fuel consumption estimation model that can be implemented into an eco-routing system. Our proposed model presents a framework that utilizes large-scale, real-world driving data, clusters road links by free-flow speed and fits one statistical model for each of cluster. This model includes predicting variables that were rarely or never considered before, such as free-flow speed and number of lanes. We applied the model to a real-world driving data set based on a global positioning system travel survey in the Philadelphia-Camden-Trenton metropolitan area. Results from the statistical analyses indicate that the independent variables we chose influence the fuel consumption rates of vehicles. But the magnitude and direction of the influences are dependent on the type of road links, specifically free-flow speeds of links. A statistical diagnostic is conducted to ensure the validity of the models and results. Although the real-world driving data we used to develop statistical relationships are specific to one region, the framework we developed can be easily adjusted and used to explore the fuel consumption relationship in other regions.

  6. GIS-Based Analytical Tools for Transport Planning: Spatial Regression Models for Transportation Demand Forecast

    Simone Becker Lopes


    Full Text Available Considering the importance of spatial issues in transport planning, the main objective of this study was to analyze the results obtained from different approaches of spatial regression models. In the case of spatial autocorrelation, spatial dependence patterns should be incorporated in the models, since that dependence may affect the predictive power of these models. The results obtained with the spatial regression models were also compared with the results of a multiple linear regression model that is typically used in trips generation estimations. The findings support the hypothesis that the inclusion of spatial effects in regression models is important, since the best results were obtained with alternative models (spatial regression models or the ones with spatial variables included. This was observed in a case study carried out in the city of Porto Alegre, in the state of Rio Grande do Sul, Brazil, in the stages of specification and calibration of the models, with two distinct datasets.

  7. First Look at Photometric Reduction via Mixed-Model Regression (Poster abstract)

    Dose, E.


    (Abstract only) Mixed-model regression is proposed as a new approach to photometric reduction, especially for variable-star photometry in several filters. Mixed-model regression adds to normal multivariate regression certain "random effects": categorical-variable terms that model and extract specific systematic errors such as image-to-image zero-point fluctuations (cirrus effect) or even errors in comp-star catalog magnitudes.

  8. Introduction to mixed modelling beyond regression and analysis of variance

    Galwey, N W


    Mixed modelling is one of the most promising and exciting areas of statistical analysis, enabling more powerful interpretation of data through the recognition of random effects. However, many perceive mixed modelling as an intimidating and specialized technique.

  9. Investigating the Performance of Alternate Regression Weights by Studying All Possible Criteria in Regression Models with a Fixed Set of Predictors

    Waller, Niels; Jones, Jeff


    We describe methods for assessing all possible criteria (i.e., dependent variables) and subsets of criteria for regression models with a fixed set of predictors, x (where x is an n x 1 vector of independent variables). Our methods build upon the geometry of regression coefficients (hereafter called regression weights) in n-dimensional space. For a…

  10. Data to support "Boosted Regression Tree Models to Explain Watershed Nutrient Concentrations & Biological Condition"

    U.S. Environmental Protection Agency — Spreadsheets are included here to support the manuscript "Boosted Regression Tree Models to Explain Watershed Nutrient Concentrations and Biological Condition". This...

  11. [The model of adaptive primary image processing].

    Dudkin, K N; Mironov, S V; Dudkin, A K; Chikhman, V N


    A computer model of adaptive segmentation of the 2D visual objects was developed. Primary image descriptions are realised via spatial frequency filters and feature detectors performing as self-organised mechanisms. Simulation of the control processes related to attention, lateral, frequency-selective and cross-orientation inhibition, determines the adaptive image processing.

  12. Spatial Double Generalized Beta Regression Models: Extensions and Application to Study Quality of Education in Colombia

    Cepeda-Cuervo, Edilberto; Núñez-Antón, Vicente


    In this article, a proposed Bayesian extension of the generalized beta spatial regression models is applied to the analysis of the quality of education in Colombia. We briefly revise the beta distribution and describe the joint modeling approach for the mean and dispersion parameters in the spatial regression models' setting. Finally, we motivate…

  13. Stochastic Approximation Methods for Latent Regression Item Response Models. Research Report. ETS RR-09-09

    von Davier, Matthias; Sinharay, Sandip


    This paper presents an application of a stochastic approximation EM-algorithm using a Metropolis-Hastings sampler to estimate the parameters of an item response latent regression model. Latent regression models are extensions of item response theory (IRT) to a 2-level latent variable model in which covariates serve as predictors of the…

  14. Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindley's paradox

    Kleibergen, F.


    We obtain the prior and posterior probability of a nested regression model as the Hausdorff-integral of the prior and posterior on the parameters of an encompassing linear regression model over a lower dimensional set that represents the nested model. The invariant expression of the

  15. Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox

    Kleibergen, F.R.


    We obtain the prior and posterior probability of a nested regression model as the Hausdorff-integral of the prior and posterior on the parameters of an encompassing linear regression model over a lower-dimensional set that represents the nested model. The Hausdorff-integral is invariant and

  16. A note on the maximum likelihood estimator in the gamma regression model

    Jerzy P. Rydlewski


    Full Text Available This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.

  17. Genetic parameters for various random regression models to describe the weight data of pigs

    Huisman, A.E.; Veerkamp, R.F.; Arendonk, van J.A.M.


    Various random regression models have been advocated for the fitting of covariance structures. It was suggested that a spline model would fit better to weight data than a random regression model that utilizes orthogonal polynomials. The objective of this study was to investigate which kind of random

  18. Genetic parameters for different random regression models to describe weight data of pigs

    Huisman, A.E.; Veerkamp, R.F.; Arendonk, van J.A.M.


    Various random regression models have been advocated for the fitting of covariance structures. It was suggested that a spline model would fit better to weight data than a random regression model that utilizes orthogonal polynomials. The objective of this study was to investigate which kind of random

  19. Spatial Double Generalized Beta Regression Models: Extensions and Application to Study Quality of Education in Colombia

    Cepeda-Cuervo, Edilberto; Núñez-Antón, Vicente


    In this article, a proposed Bayesian extension of the generalized beta spatial regression models is applied to the analysis of the quality of education in Colombia. We briefly revise the beta distribution and describe the joint modeling approach for the mean and dispersion parameters in the spatial regression models' setting. Finally, we…

  20. Predicting recycling behaviour: Comparison of a linear regression model and a fuzzy logic model.

    Vesely, Stepan; Klöckner, Christian A; Dohnal, Mirko


    In this paper we demonstrate that fuzzy logic can provide a better tool for predicting recycling behaviour than the customarily used linear regression. To show this, we take a set of empirical data on recycling behaviour (N=664), which we randomly divide into two halves. The first half is used to estimate a linear regression model of recycling behaviour, and to develop a fuzzy logic model of recycling behaviour. As the first comparison, the fit of both models to the data included in estimation of the models (N=332) is evaluated. As the second comparison, predictive accuracy of both models for "new" cases (hold-out data not included in building the models, N=332) is assessed. In both cases, the fuzzy logic model significantly outperforms the regression model in terms of fit. To conclude, when accurate predictions of recycling and possibly other environmental behaviours are needed, fuzzy logic modelling seems to be a promising technique. Copyright © 2015 Elsevier Ltd. All rights reserved.

  1. Multiple models adaptive feedforward decoupling controller

    Wang Xin; Li Shaoyuan; Wang Zhongjie


    When the parameters of the system change abruptly, a new multivariable adaptive feedforward decoupling controller using multiple models is presented to improve the transient response. The system models are composed of multiple fixed models, one free-running adaptive model and one re-initialized adaptive model. The fixed models are used to provide initial control to the process. The re-initialized adaptive model can be reinitialized as the selected model to improve the adaptation speed. The free-running adaptive controller is added to guarantee the overall system stability. At each instant, the best system model is selected according to the switching index and the corresponding controller is designed. During the controller design, the interaction is viewed as the measurable disturbance and eliminated by the choice of the weighting polynomial matrix. It not only eliminates the steady-state error but also decouples the system dynamically. The global convergence is obtained and several simulation examples are presented to illustrate the effectiveness of the proposed controller.

  2. Modeling by regression for laser cutting of quartz crystal


    Presents the theoretical models built by analysis of the mechanism of laser cutting of quartz crystal and re gression of test results for the laser cutting of quartz crystal, and comparative analysis of calculation errors for these models, and concludes with test results that these models comprehensively reflect the physical features of laser cutting of quartz crystal and satisfy the industrial production requirements, and they can be used to select right parameters for improvement of productivity and quality and saving of energy.

  3. Logistic Regression Models to Forecast Travelling Behaviour in Tripoli City

    Amiruddin Ismail


    Full Text Available Transport modes are very important to Libyan’s Tripoli residents for their daily trips. However, the total number of own car and private transport namely taxi and micro buses on the road increases and causes many problems such as traffic congestion, accidents, air and noise pollution. These problems then causes other related phenomena to the travel activities such as delay in trips, stress and frustration to motorists which may affect their productivity and efficiency to both workers and students. Delay may also increase travel cost as well inefficiency in trips making if compare to other public transport users in some Arabs cities. Switching to public transport (PT modes alternatives such as buses, light rail transit and underground train could improve travel time and travel costs. A transport study has been carried out at Tripoli City Authority areas among own car users who live in areas with inadequate of private transport and poor public transportation services. Analyses about relation between factors such as travel time, travel cost, trip purpose and parking cost have been made to answer research questions. Logistic regression technique has been used to analyse these factors that influence users to switch their trips mode to public transport alternatives.

  4. Teacher training through the Regression Model in foreign language education

    Jesús García Laborda


    Full Text Available In the last few years, Spain has seen dramatic changes in its educational system. Many of them have been rejected by most teachers after their implementation (LOGSE while others have found potential drawbacks even before starting operating (LOCE, LOE. To face these changes, schools need well qualified instructors. Given this need, and also considering that, although all the schools want the best teachers but, as teachers’ salaries are regulated by the state, few schools can actually offer incentives to their teachers and consequently schools never have the instructors they wish. Apart from this, state schools have a fixed salary for their teachers and private institutions offer no additional bonuses for things like additional training or diplomas (for example, masters or post-degree courses and, therefore, teachers are rarely interested in pursuing any further studies in methodology or any other related fields such as education or applied linguistics. Although many teachers acknowledge their love to teaching, the current situation in schools (school violence, bad salaries, depression, social desprestige, legal changes and so has made the teaching job one of the most complicated and undevoted in Spain. It is not unusual to have a couple of instructors ill due to depression and other psychological sicknesses. This paper deals with the development and implementation of a training program based on regressive visualizations of one’s experience both as a teacher as well as a learner.

  5. Misspecified poisson regression models for large-scale registry data

    Grøn, Randi; Gerds, Thomas A.; Andersen, Per K.


    working models that are then likely misspecified. To support and improve conclusions drawn from such models, we discuss methods for sensitivity analysis, for estimation of average exposure effects using aggregated data, and a semi-parametric bootstrap method to obtain robust standard errors. The methods...


    Liu Jixue; Chen Xiru


    Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadratic-mean consistency.

  7. A Noncentral "t" Regression Model for Meta-Analysis

    Camilli, Gregory; de la Torre, Jimmy; Chiu, Chia-Yi


    In this article, three multilevel models for meta-analysis are examined. Hedges and Olkin suggested that effect sizes follow a noncentral "t" distribution and proposed several approximate methods. Raudenbush and Bryk further refined this model; however, this procedure is based on a normal approximation. In the current research literature, this…

  8. A Negative Binomial Regression Model for Accuracy Tests

    Hung, Lai-Fa


    Rasch used a Poisson model to analyze errors and speed in reading tests. An important property of the Poisson distribution is that the mean and variance are equal. However, in social science research, it is very common for the variance to be greater than the mean (i.e., the data are overdispersed). This study embeds the Rasch model within an…

  9. Additive Intensity Regression Models in Corporate Default Analysis

    Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo


    We consider additive intensity (Aalen) models as an alternative to the multiplicative intensity (Cox) models for analyzing the default risk of a sample of rated, nonfinancial U.S. firms. The setting allows for estimating and testing the significance of time-varying effects. We use a variety of mo...

  10. A generalized exponential time series regression model for electricity prices

    Haldrup, Niels; Knapik, Oskar; Proietti, Tomasso

    We consider the issue of modeling and forecasting daily electricity spot prices on the Nord Pool Elspot power market. We propose a method that can handle seasonal and non-seasonal persistence by modelling the price series as a generalized exponential process. As the presence of spikes can distort...... the estimation of the dynamic structure of the series we consider an iterative estimation strategy which, conditional on a set of parameter estimates, clears the spikes using a data cleaning algorithm, and reestimates the parameters using the cleaned data so as to robustify the estimates. Conditional...... on the estimated model, the best linear predictor is constructed. Our modeling approach provides good fit within sample and outperforms competing benchmark predictors in terms of forecasting accuracy. We also find that building separate models for each hour of the day and averaging the forecasts is a better...

  11. Accounting for exhaust gas transport dynamics in instantaneous emission models via smooth transition regression.

    Kamarianakis, Yiannis; Gao, H Oliver


    Collecting and analyzing high frequency emission measurements has become very usual during the past decade as significantly more information with respect to formation conditions can be collected than from regulated bag measurements. A challenging issue for researchers is the accurate time-alignment between tailpipe measurements and engine operating variables. An alignment procedure should take into account both the reaction time of the analyzers and the dynamics of gas transport in the exhaust and measurement systems. This paper discusses a statistical modeling framework that compensates for variable exhaust transport delay while relating tailpipe measurements with engine operating covariates. Specifically it is shown that some variants of the smooth transition regression model allow for transport delays that vary smoothly as functions of the exhaust flow rate. These functions are characterized by a pair of coefficients that can be estimated via a least-squares procedure. The proposed models can be adapted to encompass inherent nonlinearities that were implicit in previous instantaneous emissions modeling efforts. This article describes the methodology and presents an illustrative application which uses data collected from a diesel bus under real-world driving conditions.

  12. Inference of gene regulatory networks from genetic perturbations with linear regression model.

    Zijian Dong

    Full Text Available It is an effective strategy to use both genetic perturbation data and gene expression data to infer regulatory networks that aims to improve the detection accuracy of the regulatory relationships among genes. Based on both types of data, the genetic regulatory networks can be accurately modeled by Structural Equation Modeling (SEM. In this paper, a linear regression (LR model is formulated based on the SEM, and a novel iterative scheme using Bayesian inference is proposed to estimate the parameters of the LR model (LRBI. Comparative evaluations of LRBI with other two algorithms, the Adaptive Lasso (AL-Based and the Sparsity-aware Maximum Likelihood (SML, are also presented. Simulations show that LRBI has significantly better performance than AL-Based, and overperforms SML in terms of power of detection. Applying the LRBI algorithm to experimental data, we inferred the interactions in a network of 35 yeast genes. An open-source program of the LRBI algorithm is freely available upon request.

  13. An alternative approach to the ground motion prediction problem by a non-parametric adaptive regression method

    Yerlikaya-Özkurt, Fatma; Askan, Aysegul; Weber, Gerhard-Wilhelm


    Ground Motion Prediction Equations (GMPEs) are empirical relationships which are used for determining the peak ground response at a particular distance from an earthquake source. They relate the peak ground responses as a function of earthquake source type, distance from the source, local site conditions where the data are recorded and finally the depth and magnitude of the earthquake. In this article, a new prediction algorithm, called Conic Multivariate Adaptive Regression Splines (CMARS), is employed on an available dataset for deriving a new GMPE. CMARS is based on a special continuous optimization technique, conic quadratic programming. These convex optimization problems are very well-structured, resembling linear programs and, hence, permitting the use of interior point methods. The CMARS method is performed on the strong ground motion database of Turkey. Results are compared with three other GMPEs. CMARS is found to be effective for ground motion prediction purposes.

  14. Using the classical linear regression model in analysis of the dependences of conveyor belt life

    Miriam Andrejiová


    Full Text Available The paper deals with the classical linear regression model of the dependence of conveyor belt life on some selected parameters: thickness of paint layer, width and length of the belt, conveyor speed and quantity of transported material. The first part of the article is about regression model design, point and interval estimation of parameters, verification of statistical significance of the model, and about the parameters of the proposed regression model. The second part of the article deals with identification of influential and extreme values that can have an impact on estimation of regression model parameters. The third part focuses on assumptions of the classical regression model, i.e. on verification of independence assumptions, normality and homoscedasticity of residuals.

  15. Climate variations and salmonellosis transmission in Adelaide, South Australia: a comparison between regression models

    Zhang, Ying; Bi, Peng; Hiller, Janet


    This is the first study to identify appropriate regression models for the association between climate variation and salmonellosis transmission. A comparison between different regression models was conducted using surveillance data in Adelaide, South Australia. By using notified salmonellosis cases and climatic variables from the Adelaide metropolitan area over the period 1990-2003, four regression methods were examined: standard Poisson regression, autoregressive adjusted Poisson regression, multiple linear regression, and a seasonal autoregressive integrated moving average (SARIMA) model. Notified salmonellosis cases in 2004 were used to test the forecasting ability of the four models. Parameter estimation, goodness-of-fit and forecasting ability of the four regression models were compared. Temperatures occurring 2 weeks prior to cases were positively associated with cases of salmonellosis. Rainfall was also inversely related to the number of cases. The comparison of the goodness-of-fit and forecasting ability suggest that the SARIMA model is better than the other three regression models. Temperature and rainfall may be used as climatic predictors of salmonellosis cases in regions with climatic characteristics similar to those of Adelaide. The SARIMA model could, thus, be adopted to quantify the relationship between climate variations and salmonellosis transmission.

  16. An assessment of coefficient accuracy in linear regression models with spatially varying coefficients

    Wheeler, David C.; Calder, Catherine A.


    The realization in the statistical and geographical sciences that a relationship between an explanatory variable and a response variable in a linear regression model is not always constant across a study area has led to the development of regression models that allow for spatially varying coefficients. Two competing models of this type are geographically weighted regression (GWR) and Bayesian regression models with spatially varying coefficient processes (SVCP). In the application of these spatially varying coefficient models, marginal inference on the regression coefficient spatial processes is typically of primary interest. In light of this fact, there is a need to assess the validity of such marginal inferences, since these inferences may be misleading in the presence of explanatory variable collinearity. In this paper, we present the results of a simulation study designed to evaluate the sensitivity of the spatially varying coefficients in the competing models to various levels of collinearity. The simulation study results show that the Bayesian regression model produces more accurate inferences on the regression coefficients than does GWR. In addition, the Bayesian regression model is overall fairly robust in terms of marginal coefficient inference to moderate levels of collinearity, and degrades less substantially than GWR with strong collinearity.

  17. Moment-bases estimation of smooth transition regression models with endogenous variables

    W.D. Areosa (Waldyr Dutra); M.J. McAleer (Michael); M.C. Medeiros (Marcelo)


    textabstractNonlinear regression models have been widely used in practice for a variety of time series and cross-section datasets. For purposes of analyzing univariate and multivariate time series data, in particular, Smooth Transition Regression (STR) models have been shown to be very useful for re

  18. Covariance Functions and Random Regression Models in the ...


    modelled to account for heterogeneity of variance by AY. ... Results suggest that selection for CW could be effective and that RRM could be .... permanent environmental effects; and εij is the temporary environmental effect or measurement error. .... (1999), however, obtained correlations that were variable as low as 0.23 ...

  19. Genomic Prediction of Genotype × Environment Interaction Kernel Regression Models.

    Cuevas, Jaime; Crossa, José; Soberanis, Víctor; Pérez-Elizalde, Sergio; Pérez-Rodríguez, Paulino; Campos, Gustavo de Los; Montesinos-López, O A; Burgueño, Juan


    In genomic selection (GS), genotype × environment interaction (G × E) can be modeled by a marker × environment interaction (M × E). The G × E may be modeled through a linear kernel or a nonlinear (Gaussian) kernel. In this study, we propose using two nonlinear Gaussian kernels: the reproducing kernel Hilbert space with kernel averaging (RKHS KA) and the Gaussian kernel with the bandwidth estimated through an empirical Bayesian method (RKHS EB). We performed single-environment analyses and extended to account for G × E interaction (GBLUP-G × E, RKHS KA-G × E and RKHS EB-G × E) in wheat ( L.) and maize ( L.) data sets. For single-environment analyses of wheat and maize data sets, RKHS EB and RKHS KA had higher prediction accuracy than GBLUP for all environments. For the wheat data, the RKHS KA-G × E and RKHS EB-G × E models did show up to 60 to 68% superiority over the corresponding single environment for pairs of environments with positive correlations. For the wheat data set, the models with Gaussian kernels had accuracies up to 17% higher than that of GBLUP-G × E. For the maize data set, the prediction accuracy of RKHS EB-G × E and RKHS KA-G × E was, on average, 5 to 6% higher than that of GBLUP-G × E. The superiority of the Gaussian kernel models over the linear kernel is due to more flexible kernels that accounts for small, more complex marker main effects and marker-specific interaction effects.

  20. Multiscale regression model to infer historical temperatures in a central Mediterranean sub-regional area

    N. Diodato


    Full Text Available To reconstruct sub-regional European climate over the past centuries, several efforts have been made using historical datasets. However, only scattered information at low spatial and temporal resolution have been produced to date for the Mediterranean area. This paper has exploited, for Southern and Central Italy (Mediterranean Sub-Regional Area, an unprecedented historical dataset as an attempt to model seasonal (winter and summer air temperatures in pre-instrumental time (back to 1500. Combining information derived from proxy documentary data and large-scale simulation, a statistical methodology in the form of multiscale-temperature regression (MTR-model was developed to adapt larger-scale estimations to the sub-regional temperature pattern. The modelled response lacks essentially of autocorrelations among the residuals (marginal or any significance in the Durbin-Watson statistic, and agrees well with the independent data from the validation sample (Nash-Sutcliffe efficiency coefficient >0.60. The advantage of the approach is not merely increased accuracy in estimation. Rather, it relies on the ability to extract (and exploit the right information to replicate coherent temperature series in historical times.

  1. Quantile regression

    Hao, Lingxin


    Quantile Regression, the first book of Hao and Naiman's two-book series, establishes the seldom recognized link between inequality studies and quantile regression models. Though separate methodological literature exists for each subject, the authors seek to explore the natural connections between this increasingly sought-after tool and research topics in the social sciences. Quantile regression as a method does not rely on assumptions as restrictive as those for the classical linear regression; though more traditional models such as least squares linear regression are more widely utilized, Hao

  2. Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model

    Møller, Niels Framroze

    This paper attempts to clarify the connection between simple economic theory models and the approach of the Cointegrated Vector-Auto-Regressive model (CVAR). By considering (stylized) examples of simple static equilibrium models, it is illustrated in detail, how the theoretical model and its stru....... Further fundamental extensions and advances to more sophisticated theory models, such as those related to dynamics and expectations (in the structural relations) are left for future papers......This paper attempts to clarify the connection between simple economic theory models and the approach of the Cointegrated Vector-Auto-Regressive model (CVAR). By considering (stylized) examples of simple static equilibrium models, it is illustrated in detail, how the theoretical model and its......, it is demonstrated how other controversial hypotheses such as Rational Expectations can be formulated directly as restrictions on the CVAR-parameters. A simple example of a "Neoclassical synthetic" AS-AD model is also formulated. Finally, the partial- general equilibrium distinction is related to the CVAR as well...

  3. Asymptotic Normality of LS Estimate in Simple Linear EV Regression Model

    Jixue LIU


    Though EV model is theoretically more appropriate for applications in which measurement errors exist, people are still more inclined to use the ordinary regression models and the traditional LS method owing to the difficulties of statistical inference and computation. So it is meaningful to study the performance of LS estimate in EV model.In this article we obtain general conditions guaranteeing the asymptotic normality of the estimates of regression coefficients in the linear EV model. It is noticeable that the result is in some way different from the corresponding result in the ordinary regression model.

  4. Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data


    In this paper, we study the local asymptotic behavior of the regression spline estimator in the framework of marginal semiparametric model. Similarly to Zhu, Fung and He (2008), we give explicit expression for the asymptotic bias of regression spline estimator for nonparametric function f. Our results also show that the asymptotic bias of the regression spline estimator does not depend on the working covariance matrix, which distinguishes the regression splines from the smoothing splines and the seemingly unrelated kernel. To understand the local bias result of the regression spline estimator, we show that the regression spline estimator can be obtained iteratively by applying the standard weighted least squares regression spline estimator to pseudo-observations. At each iteration, the bias of the estimator is unchanged and only the variance is updated.

  5. Predicting Antitumor Activity of Peptides by Consensus of Regression Models Trained on a Small Data Sample

    Ivanka Jerić


    Full Text Available Predicting antitumor activity of compounds using regression models trained on a small number of compounds with measured biological activity is an ill-posed inverse problem. Yet, it occurs very often within the academic community. To counteract, up to some extent, overfitting problems caused by a small training data, we propose to use consensus of six regression models for prediction of biological activity of virtual library of compounds. The QSAR descriptors of 22 compounds related to the opioid growth factor (OGF, Tyr-Gly-Gly-Phe-Met with known antitumor activity were used to train regression models: the feed-forward artificial neural network, the k-nearest neighbor, sparseness constrained linear regression, the linear and nonlinear (with polynomial and Gaussian kernel support vector machine. Regression models were applied on a virtual library of 429 compounds that resulted in six lists with candidate compounds ranked by predicted antitumor activity. The highly ranked candidate compounds were synthesized, characterized and tested for an antiproliferative activity. Some of prepared peptides showed more pronounced activity compared with the native OGF; however, they were less active than highly ranked compounds selected previously by the radial basis function support vector machine (RBF SVM regression model. The ill-posedness of the related inverse problem causes unstable behavior of trained regression models on test data. These results point to high complexity of prediction based on the regression models trained on a small data sample.

  6. A Vector Auto Regression Model Applied to Real Estate Development Investment: A Statistic Analysis

    Liu, Fengyun; Matsuno, Shuji; Malekian, Reza; Yu, Jin; Li, Zhixiong


    .... The above theoretical model is empirically evidenced with VAR (Vector Auto Regression) methodology. A panel VAR model shows that land leasing and real estate price appreciation positively affect local government general fiscal revenue...

  7. Reduction of the curvature of a class of nonlinear regression models

    吴翊; 易东云


    It is proved that the curvature of nonlinear model can be reduced to zero by increasing measured data for a class of nonlinear regression models. The result is important to actual problem and has obtained satisfying effect on data fusing.

  8. Genetic parameters for tunisian holsteins using a test-day random regression model.

    Hammami, H; Rekik, B; Soyeurt, H; Ben Gara, A; Gengler, N


    Genetic parameters of milk, fat, and protein yields were estimated in the first 3 lactations for registered Tunisian Holsteins. Data included 140,187; 97,404; and 62,221 test-day production records collected on 22,538; 15,257; and 9,722 first-, second-, and third-parity cows, respectively. Records were of cows calving from 1992 to 2004 in 96 herds. (Co)variance components were estimated by Bayesian methods and a 3-trait-3-lactation random regression model. Gibbs sampling was used to obtain posterior distributions. The model included herd x test date, age x season of calving x stage of lactation [classes of 25 days in milk (DIM)], production sector x stage of lactation (classes of 5 DIM) as fixed effects, and random regression coefficients for additive genetic, permanent environmental, and herd-year of calving effects, which were defined as modified constant, linear, and quadratic Legendre coefficients. Heritability estimates for 305-d milk, fat and protein yields were moderate (0.12 to 0.18) and in the same range of parameters estimated in management systems with low to medium production levels. Heritabilities of test-day milk and protein yields for selected DIM were higher in the middle than at the beginning or the end of lactation. Inversely, heritabilities of fat yield were high at the peripheries of lactation. Genetic correlations among 305-d yield traits ranged from 0.50 to 0.86. The largest genetic correlation was observed between the first and second lactation, potentially due to the limited expression of genetic potential of superior cows in later lactations. Results suggested a lack of adaptation under the local management and climatic conditions. Results should be useful to implement a BLUP evaluation for the Tunisian cow population; however, results also indicated that further research focused on data quality might be needed.

  9. Multivariable Linear Regression Model for Promotional Forecasting:The Coca Cola - Morrisons Case

    Zheng, Yiwei/Y


    This paper describes a promotional forecasting model, built by linear regression module in Microsoft Excel. It intends to provide quick and reliable forecasts with a moderate credit and to assist the CPFR between the Coca Cola Enterprises (CCE) and the Morrisons. The model is derived from previous researches and literature review on CPFR, promotion, forecasting and modelling. It is designed as a multivariable linear regression model, which involves several promotional mix as variables includi...

  10. Comparative analysis of regression and artificial neural network models for wind speed prediction

    Bilgili, Mehmet; Sahin, Besir


    In this study, wind speed was modeled by linear regression (LR), nonlinear regression (NLR) and artificial neural network (ANN) methods. A three-layer feedforward artificial neural network structure was constructed and a backpropagation algorithm was used for the training of ANNs. To get a successful simulation, firstly, the correlation coefficients between all of the meteorological variables (wind speed, ambient temperature, atmospheric pressure, relative humidity and rainfall) were calculated taking two variables in turn for each calculation. All independent variables were added to the simple regression model. Then, the method of stepwise multiple regression was applied for the selection of the “best” regression equation (model). Thus, the best independent variables were selected for the LR and NLR models and also used in the input layer of the ANN. The results obtained by all methods were compared to each other. Finally, the ANN method was found to provide better performance than the LR and NLR methods.

  11. Prediction of the result in race walking using regularized regression models

    Krzysztof Przednowek


    Full Text Available The following paper presents the use of regularized linear models as tools to optimize training process. The models were calculated by using data collected from race-walkers' training events. The models used predict the outcomes over a 3 km race and following a prescribed training plan. The material included a total of 122 training patterns made by 21 players. The methods of analysis include: classical model of OLS regression, ridge regression, LASSO regression and elastic net regression. In order to compare and choose the best method a cross-validation of the extit{leave-one-out} was used. All models were calculated using R language with additional packages. The best model was determined by the LASSO method which generates an error of about 26 seconds. The method has simplified the structure of the model by eliminating 5 out of 18 predictors.

  12. Logistic regression models for polymorphic and antagonistic pleiotropic gene action on human aging and longevity

    Tan, Qihua; Bathum, L; Christiansen, L


    In this paper, we apply logistic regression models to measure genetic association with human survival for highly polymorphic and pleiotropic genes. By modelling genotype frequency as a function of age, we introduce a logistic regression model with polytomous responses to handle the polymorphic...... situation. Genotype and allele-based parameterization can be used to investigate the modes of gene action and to reduce the number of parameters, so that the power is increased while the amount of multiple testing minimized. A binomial logistic regression model with fractional polynomials is used to capture...


    梅长林; 张文修; 梁怡


    Some fundamental issues on statistical inferences relating to varying-coefficient regression models are addressed and studied. An exact testing procedure is proposed for checking the goodness of fit of a varying-coefficient model fired by the locally weighted regression technique versus an ordinary linear regression model. Also, an appropriate statistic for testing variation of model parameters over the locations where the observations are collected is constructed and a formal testing approach which is essential to exploring spatial non-stationarity in geography science is suggested.

  14. Comparing Methodologies for Developing an Early Warning System: Classification and Regression Tree Model versus Logistic Regression. REL 2015-077

    Koon, Sharon; Petscher, Yaacov


    The purpose of this report was to explicate the use of logistic regression and classification and regression tree (CART) analysis in the development of early warning systems. It was motivated by state education leaders' interest in maintaining high classification accuracy while simultaneously improving practitioner understanding of the rules by…

  15. Aboveground biomass and carbon stocks modelling using non-linear regression model

    Ain Mohd Zaki, Nurul; Abd Latif, Zulkiflee; Nazip Suratman, Mohd; Zainee Zainal, Mohd


    Aboveground biomass (AGB) is an important source of uncertainty in the carbon estimation for the tropical forest due to the variation biodiversity of species and the complex structure of tropical rain forest. Nevertheless, the tropical rainforest holds the most extensive forest in the world with the vast diversity of tree with layered canopies. With the usage of optical sensor integrate with empirical models is a common way to assess the AGB. Using the regression, the linkage between remote sensing and a biophysical parameter of the forest may be made. Therefore, this paper exemplifies the accuracy of non-linear regression equation of quadratic function to estimate the AGB and carbon stocks for the tropical lowland Dipterocarp forest of Ayer Hitam forest reserve, Selangor. The main aim of this investigation is to obtain the relationship between biophysical parameter field plots with the remotely-sensed data using nonlinear regression model. The result showed that there is a good relationship between crown projection area (CPA) and carbon stocks (CS) with Pearson Correlation (p < 0.01), the coefficient of correlation (r) is 0.671. The study concluded that the integration of Worldview-3 imagery with the canopy height model (CHM) raster based LiDAR were useful in order to quantify the AGB and carbon stocks for a larger sample area of the lowland Dipterocarp forest.

  16. A new approach to adaptive data models

    Ion LUNGU


    Full Text Available Over the last decade, there has been a substantial increase in the volume and complexity of data we collect, store and process. We are now aware of the increasing demand for real time data processing in every continuous business process that evolves within the organization. We witness a shift from a traditional static data approach to a more adaptive model approach. This article aims to extend understanding in the field of data models used in information systems by examining how an adaptive data model approach for managing business processes can help organizations accommodate on the fly and build dynamic capabilities to react in a dynamic environment.

  17. Linear Multivariable Regression Models for Prediction of Eddy Dissipation Rate from Available Meteorological Data

    MCKissick, Burnell T. (Technical Monitor); Plassman, Gerald E.; Mall, Gerald H.; Quagliano, John R.


    Linear multivariable regression models for predicting day and night Eddy Dissipation Rate (EDR) from available meteorological data sources are defined and validated. Model definition is based on a combination of 1997-2000 Dallas/Fort Worth (DFW) data sources, EDR from Aircraft Vortex Spacing System (AVOSS) deployment data, and regression variables primarily from corresponding Automated Surface Observation System (ASOS) data. Model validation is accomplished through EDR predictions on a similar combination of 1994-1995 Memphis (MEM) AVOSS and ASOS data. Model forms include an intercept plus a single term of fixed optimal power for each of these regression variables; 30-minute forward averaged mean and variance of near-surface wind speed and temperature, variance of wind direction, and a discrete cloud cover metric. Distinct day and night models, regressing on EDR and the natural log of EDR respectively, yield best performance and avoid model discontinuity over day/night data boundaries.

  18. Graphical Models and Computerized Adaptive Testing.

    Mislevy, Robert J.; Almond, Russell G.

    This paper synthesizes ideas from the fields of graphical modeling and education testing, particularly item response theory (IRT) applied to computerized adaptive testing (CAT). Graphical modeling can offer IRT a language for describing multifaceted skills and knowledge, and disentangling evidence from complex performances. IRT-CAT can offer…

  19. Combining an additive and tree-based regression model simultaneously: STIMA

    Dusseldorp, E.; Conversano, C.; Os, B.J. van


    Additive models and tree-based regression models are two main classes of statistical models used to predict the scores on a continuous response variable. It is known that additive models become very complex in the presence of higher order interaction effects, whereas some tree-based models, such as

  20. Analyzing Multilevel Data: Comparing Findings from Hierarchical Linear Modeling and Ordinary Least Squares Regression

    Rocconi, Louis M.


    This study examined the differing conclusions one may come to depending upon the type of analysis chosen, hierarchical linear modeling or ordinary least squares (OLS) regression. To illustrate this point, this study examined the influences of seniors' self-reported critical thinking abilities three ways: (1) an OLS regression with the student…

  1. Mechanisms of Developmental Regression in Autism and the Broader Phenotype: A Neural Network Modeling Approach

    Thomas, Michael S. C.; Knowland, Victoria C. P.; Karmiloff-Smith, Annette


    Loss of previously established behaviors in early childhood constitutes a markedly atypical developmental trajectory. It is found almost uniquely in autism and its cause is currently unknown (Baird et al., 2008). We present an artificial neural network model of developmental regression, exploring the hypothesis that regression is caused by…

  2. Mechanisms of Developmental Regression in Autism and the Broader Phenotype: A Neural Network Modeling Approach

    Thomas, Michael S. C.; Knowland, Victoria C. P.; Karmiloff-Smith, Annette


    Loss of previously established behaviors in early childhood constitutes a markedly atypical developmental trajectory. It is found almost uniquely in autism and its cause is currently unknown (Baird et al., 2008). We present an artificial neural network model of developmental regression, exploring the hypothesis that regression is caused by…


    刘应安; 韦博成


    This paper constructs a set of confidence regions of parameters in terms of statistical curvatures for AR(q) nonlinear regression models. The geometric frameworks are proposed for the model. Then several confidence regions for parameters and parameter subsets in terms of statistical curvatures are given based on the likelihood ratio statistics and score statistics. Several previous results, such as [1] and [2] are extended to AR(q)nonlinear regression models.

  4. Hybrid Surface Mesh Adaptation for Climate Modeling

    Ahmed Khamayseh; Valmor de Almeida; Glen Hansen


    Solution-driven mesh adaptation is becoming quite popular for spatial error control in the numerical simulation of complex computational physics applications, such as climate modeling. Typically, spatial adaptation is achieved by element subdivision (h adaptation) with a primary goal of resolving the local length scales of interest. A second, lesspopular method of spatial adaptivity is called "mesh motion" (r adaptation); the smooth repositioning of mesh node points aimed at resizing existing elements to capture the local length scales. This paper proposes an adaptation method based on a combination of both element subdivision and node point repositioning (rh adaptation). By combining these two methods using the notion of a mobility function, the proposed approach seeks to increase the flexibility and extensibility of mesh motion algorithms while providing a somewhat smoother transition between refined regions than is pro-duced by element subdivision alone. Further, in an attempt to support the requirements of a very general class of climate simulation applications, the proposed method is de-signed to accommodate unstructured, polygonal mesh topologies in addition to the most popular mesh types.

  5. Predictive market segmentation model: An application of logistic regression model and CHAID procedure

    Soldić-Aleksić Jasna


    Full Text Available Market segmentation presents one of the key concepts of the modern marketing. The main goal of market segmentation is focused on creating groups (segments of customers that have similar characteristics, needs, wishes and/or similar behavior regarding the purchase of concrete product/service. Companies can create specific marketing plan for each of these segments and therefore gain short or long term competitive advantage on the market. Depending on the concrete marketing goal, different segmentation schemes and techniques may be applied. This paper presents a predictive market segmentation model based on the application of logistic regression model and CHAID analysis. The logistic regression model was used for the purpose of variables selection (from the initial pool of eleven variables which are statistically significant for explaining the dependent variable. Selected variables were afterwards included in the CHAID procedure that generated the predictive market segmentation model. The model results are presented on the concrete empirical example in the following form: summary model results, CHAID tree, Gain chart, Index chart, risk and classification tables.

  6. Comparing uncertainty resulting from two-step and global regression procedures applied to microbial growth models.

    Martino, K G; Marks, B P


    Two different microbial modeling procedures were compared and validated against independent data for Listeria monocytogenes growth. The most generally used method is two consecutive regressions: growth parameters are estimated from a primary regression of microbial counts, and a secondary regression relates the growth parameters to experimental conditions. A global regression is an alternative method in which the primary and secondary models are combined, giving a direct relationship between experimental factors and microbial counts. The Gompertz equation was the primary model, and a response surface model was the secondary model. Independent data from meat and poultry products were used to validate the modeling procedures. The global regression yielded the lower standard errors of calibration, 0.95 log CFU/ml for aerobic and 1.21 log CFU/ml for anaerobic conditions. The two-step procedure yielded errors of 1.35 log CFU/ml for aerobic and 1.62 log CFU/ ml for anaerobic conditions. For food products, the global regression was more robust than the two-step procedure for 65% of the cases studied. The robustness index for the global regression ranged from 0.27 (performed better than expected) to 2.60. For the two-step method, the robustness index ranged from 0.42 to 3.88. The predictions were overestimated (fail safe) in more than 50% of the cases using the global regression and in more than 70% of the cases using the two-step regression. Overall, the global regression performed better than the two-step procedure for this specific application.

  7. Multilevel modeling was a convenient alternative to common regression designs in longitudinal suicide research.

    Antretter, Elfi; Dunkel, Dirk; Osvath, Peter; Voros, Viktor; Fekete, Sandor; Haring, Christian


    The prospective investigation of repetitive nonfatal suicidal behavior is associated with two methodological problems. Due to the commonly used definitions of nonfatal suicidal behavior, clinical samples usually consist of patients with a considerable between-person variability. Second, repeated nonfatal suicidal episodes of the same subjects are likely to be correlated. We examined three regression techniques to comparatively evaluate their efficiency in addressing the given methodological problems. Repeated episodes of nonfatal suicidal behavior were assessed in two independent patient samples during a 2-year follow-up period. The first regression design modeled repetitive nonfatal suicidal behavior as a summary measure. The second regression model treated repeated episodes of the same subject as independent events. The third regression model represented a hierarchical linear model. The estimated mean effects of the first model were likely to be nonrepresentative for a considerable part of the study subjects. The second regression design overemphasized the impact of the predictor variables. The hierarchical linear model most appropriately accounted for the heterogeneity of the samples and the correlated data structure. The nonhierarchical regression designs did not provide appropriate statistical models for the prospective investigation of repetitive nonfatal suicidal behavior. Multilevel modeling provides a convenient alternative.

  8. Intelligent CAD Methodology Research of Adaptive Modeling

    ZHANG Weibo; LI Jun; YAN Jianrong


    The key to carry out ICAD technology is to establish the knowledge-based and wide rang of domains-covered product model. This paper put out a knowledge-based methodology of adaptive modeling. It is under the Ontology mind, using the Object-Oriented technology and being a knowledge-based model framework. It involves the diverse domains in product design and realizes the multi-domain modeling, embedding the relative information including standards, regulars and expert experience. To test the feasibility of the methodology, the research bonds of the automotive diaphragm spring clutch design and an adaptive clutch design model is established, using the knowledge-based modeling language-AML.

  9. Prediction Model of Cutting Parameters for Turning High Strength Steel Grade-H: Comparative Study of Regression Model versus ANFIS

    Adel T. Abbas


    Full Text Available The Grade-H high strength steel is used in the manufacturing of many civilian and military products. The procedures of manufacturing these parts have several turning operations. The key factors for the manufacturing of these parts are the accuracy, surface roughness (Ra, and material removal rate (MRR. The production line of these parts contains many CNC turning machines to get good accuracy and repeatability. The manufacturing engineer should fulfill the required surface roughness value according to the design drawing from first trail (otherwise these parts will be rejected as well as keeping his eye on maximum metal removal rate. The rejection of these parts at any processing stage will represent huge problems to any factory because the processing and raw material of these parts are very expensive. In this paper the artificial neural network was used for predicting the surface roughness for different cutting parameters in CNC turning operations. These parameters were investigated to get the minimum surface roughness. In addition, a mathematical model for surface roughness was obtained from the experimental data using a regression analysis method. The experimental data are then compared with both the regression analysis results and ANFIS (Adaptive Network-based Fuzzy Inference System estimations.

  10. Maximum likelihood polynomial regression for robust speech recognition

    LU Yong; WU Zhenyang


    The linear hypothesis is the main disadvantage of maximum likelihood linear re- gression (MLLR). This paper applies the polynomial regression method to model adaptation and establishes a nonlinear model adaptation algorithm using maximum likelihood polyno

  11. Multivariable Regression and Adaptive Neurofuzzy Inference System Predictions of Ash Fusion Temperatures Using Ash Chemical Composition of US Coals

    Shahab Karimi


    Full Text Available In this study, the effects of ratios of dolomite, base/acid, silica, SiO2/Al2O3, and Fe2O3/CaO, base and acid oxides, and 11 oxides (SiO2, Al2O3, CaO, MgO, MnO, Na2O, K2O, Fe2O3, TiO2, P2O5, and SO3 on ash fusion temperatures for 1040 US coal samples from 12 states were evaluated using regression and adaptive neurofuzzy inference system (ANFIS methods. Different combinations of independent variables were examined to predict ash fusion temperatures in the multivariable procedure. The combination of the “11 oxides + (Base/Acid + Silica ratio” was the best predictor. Correlation coefficients (R2 of 0.891, 0.917, and 0.94 were achieved using nonlinear equations for the prediction of initial deformation temperature (IDT, softening temperature (ST, and fluid temperature (FT, respectively. The mentioned “best predictor” was used as input to the ANFIS system as well, and the correlation coefficients (R2 of the prediction were enhanced to 0.97, 0.98, and 0.99 for IDT, ST, and FT, respectively. The prediction precision that was achieved in this work exceeded that reported in previously published works.

  12. Multivariate Adaptative Regression Splines (MARS, una alternativa para el análisis de series de tiempo

    Jairo Vanegas


    Full Text Available Multivariate Adaptative Regression Splines (MARS es un método de modelación no paramétrico que extiende el modelo lineal incorporando no linealidades e interacciones de variables. Es una herramienta flexible que automatiza la construcción de modelos de predicción, seleccionando variables relevantes, transformando las variables predictoras, tratando valores perdidos y previniendo sobreajustes mediante un autotest. También permite predecir tomando en cuenta factores estructurales que pudieran tener influencia sobre la variable respuesta, generando modelos hipotéticos. El resultado final serviría para identificar puntos de corte relevantes en series de datos. En el área de la salud es poco utilizado, por lo que se propone como una herramienta más para la evaluación de indicadores relevantes en salud pública. Para efectos demostrativos se utilizaron series de datos de mortalidad de menores de 5 años de Costa Rica en el periodo 1978-2008.

  13. Regression modeling of streamflow, baseflow, and runoff using geographic information systems.

    Zhu, Yuanhong; Day, Rick L


    Regression models for predicting total streamflow (TSF), baseflow (TBF), and storm runoff (TRO) are needed for water resource planning and management. This study used 54 streams with >20 years of streamflow gaging station records during the period October 1971 to September 2001 in Pennsylvania and partitioned TSF into TBF and TRO. TBF was considered a surrogate of groundwater recharge for basins. Regression models for predicting basin-wide TSF, TBF, and TRO were developed under three scenarios that varied in regression variables used for model development. Regression variables representing basin geomorphological, geological, soil, and climatic characteristics were estimated using geographic information systems. All regression models for TSF, TBF, and TRO had R(2) values >0.94 and reasonable prediction errors. The two best TSF models developed under scenarios 1 and 2 had similar absolute prediction errors. The same was true for the two best TBF models. Therefore, any one of the two best TSF and TBF models could be used for respective flow prediction depending on variable availability. The TRO model developed under scenario 1 had smaller absolute prediction errors than that developed under scenario 2. Simplified Area-alone models developed under scenario 3 might be used when variables for using best models are not available, but had lower R(2) values and higher or more variable prediction errors than the best models.

  14. Procedures for adjusting regional regression models of urban-runoff quality using local data

    Hoos, A.B.; Sisolak, J.K.


    Statistical operations termed model-adjustment procedures (MAP?s) can be used to incorporate local data into existing regression models to improve the prediction of urban-runoff quality. Each MAP is a form of regression analysis in which the local data base is used as a calibration data set. Regression coefficients are determined from the local data base, and the resulting `adjusted? regression models can then be used to predict storm-runoff quality at unmonitored sites. The response variable in the regression analyses is the observed load or mean concentration of a constituent in storm runoff for a single storm. The set of explanatory variables used in the regression analyses is different for each MAP, but always includes the predicted value of load or mean concentration from a regional regression model. The four MAP?s examined in this study were: single-factor regression against the regional model prediction, P, (termed MAP-lF-P), regression against P,, (termed MAP-R-P), regression against P, and additional local variables (termed MAP-R-P+nV), and a weighted combination of P, and a local-regression prediction (termed MAP-W). The procedures were tested by means of split-sample analysis, using data from three cities included in the Nationwide Urban Runoff Program: Denver, Colorado; Bellevue, Washington; and Knoxville, Tennessee. The MAP that provided the greatest predictive accuracy for the verification data set differed among the three test data bases and among model types (MAP-W for Denver and Knoxville, MAP-lF-P and MAP-R-P for Bellevue load models, and MAP-R-P+nV for Bellevue concentration models) and, in many cases, was not clearly indicated by the values of standard error of estimate for the calibration data set. A scheme to guide MAP selection, based on exploratory data analysis of the calibration data set, is presented and tested. The MAP?s were tested for sensitivity to the size of a calibration data set. As expected, predictive accuracy of all MAP?s for

  15. Comparison of land-use regression models between Great Britain and the Netherlands.

    Vienneau, D.; de Hoogh, K.; Beelen, R.M.J.; Fischer, P.; Hoek, G.; Briggs, D.


    Land-use regression models have increasingly been applied for air pollution mapping at typically the city level. Though models generally predict spatial variability well, the structure of models differs widely between studies. The observed differences in the models may be due to artefacts of data an

  16. Parameter-elevation Regressions on Independent Slopes Model Monthly Climate Data for the Continental United States.

    U.S. Geological Survey, Department of the Interior — This dataset was created using the PRISM (Parameter-elevation Regressions on Independent Slopes Model) climate mapping system, developed by Dr. Christopher Daly,...

  17. Rank Set Sampling in Improving the Estimates of Simple Regression Model

    M Iqbal Jeelani


    Full Text Available In this paper Rank set sampling (RSS is introduced with a view of increasing the efficiency of estimates of Simple regression model. Regression model is considered with respect to samples taken from sampling techniques like Simple random sampling (SRS, Systematic sampling (SYS and Rank set sampling (RSS. It is found that R2 and Adj R2 obtained from regression model based on Rank set sample is higher than rest of two sampling schemes. Similarly Root mean square error, p-values, coefficient of variation are much lower in Rank set based regression model, also under validation technique (Jackknifing there is consistency in the measure of R2, Adj R2 and RMSE in case of RSS as compared to SRS and SYS. Results are supported with an empirical study involving a real data set generated of Pinus Wallichiana taken from block Langate of district Kupwara. 

  18. Efficient Estimation for Semiparametric Varying Coefficient Partially Linear Regression Models with Current Status Data

    Tao Hu; Heng-jian Cui; Xing-wei Tong


    This article considers a semiparametric varying-coefficient partially linear regression model with current status data. The semiparametric varying-coefficient partially linear regression model which is a gen-eralization of the partially linear regression model and varying-coefficient regression model that allows one to explore the possibly nonlinear effect of a certain covariate on the response variable. A Sieve maximum likelihood estimation method is proposed and the asymptotic properties of the proposed estimators are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. The convergence rate of the estima-tor for the unknown smooth function is obtained and the estimator for the unknown parameter is shown to be asymptotically efficient and normally distributed. Simulation studies are conducted to examine the small-sample properties of the proposed estimates and a real dataset is used to illustrate our approach.

  19. Estimation of pyrethroid pesticide intake using regression modeling of food groups based on composite dietary samples

    Population-based estimates of pesticide intake are needed to characterize exposure for particular demographic groups based on their dietary behaviors. Regression modeling performed on measurements of selected pesticides in composited duplicate diet samples allowed (1) estimation ...

  20. Boosted Regression Tree Models to Explain Watershed Nutrient Concentrations and Biological Condition

    Boosted regression tree (BRT) models were developed to quantify the nonlinear relationships between landscape variables and nutrient concentrations in a mesoscale mixed land cover watershed during base-flow conditions. Factors that affect instream biological components, based on ...

  1. Boosted Regression Tree Models to Explain Watershed Nutrient Concentrations and Biological Condition

    Boosted regression tree (BRT) models were developed to quantify the nonlinear relationships between landscape variables and nutrient concentrations in a mesoscale mixed land cover watershed during base-flow conditions. Factors that affect instream biological components, based on ...

  2. Evaluation of accuracy of linear regression models in predicting urban stormwater discharge characteristics.

    Madarang, Krish J; Kang, Joo-Hyon


    Stormwater runoff has been identified as a source of pollution for the environment, especially for receiving waters. In order to quantify and manage the impacts of stormwater runoff on the environment, predictive models and mathematical models have been developed. Predictive tools such as regression models have been widely used to predict stormwater discharge characteristics. Storm event characteristics, such as antecedent dry days (ADD), have been related to response variables, such as pollutant loads and concentrations. However it has been a controversial issue among many studies to consider ADD as an important variable in predicting stormwater discharge characteristics. In this study, we examined the accuracy of general linear regression models in predicting discharge characteristics of roadway runoff. A total of 17 storm events were monitored in two highway segments, located in Gwangju, Korea. Data from the monitoring were used to calibrate United States Environmental Protection Agency's Storm Water Management Model (SWMM). The calibrated SWMM was simulated for 55 storm events, and the results of total suspended solid (TSS) discharge loads and event mean concentrations (EMC) were extracted. From these data, linear regression models were developed. R(2) and p-values of the regression of ADD for both TSS loads and EMCs were investigated. Results showed that pollutant loads were better predicted than pollutant EMC in the multiple regression models. Regression may not provide the true effect of site-specific characteristics, due to uncertainty in the data.

  3. Random regression models using different functions to model milk flow in dairy cows.

    Laureano, M M M; Bignardi, A B; El Faro, L; Cardoso, V L; Tonhati, H; Albuquerque, L G


    We analyzed 75,555 test-day milk flow records from 2175 primiparous Holstein cows that calved between 1997 and 2005. Milk flow was obtained by dividing the mean milk yield (kg) of the 3 daily milking by the total milking time (min) and was expressed as kg/min. Milk flow was grouped into 43 weekly classes. The analyses were performed using a single-trait Random Regression Models that included direct additive genetic, permanent environmental, and residual random effects. In addition, the contemporary group and linear and quadratic effects of cow age at calving were included as fixed effects. Fourth-order orthogonal Legendre polynomial of days in milk was used to model the mean trend in milk flow. The additive genetic and permanent environmental covariance functions were estimated using random regression Legendre polynomials and B-spline functions of days in milk. The model using a third-order Legendre polynomial for additive genetic effects and a sixth-order polynomial for permanent environmental effects, which contained 7 residual classes, proved to be the most adequate to describe variations in milk flow, and was also the most parsimonious. The heritability in milk flow estimated by the most parsimonious model was of moderate to high magnitude.

  4. Modelling QTL effect on BTA06 using random regression test day models.

    Suchocki, T; Szyda, J; Zhang, Q


    In statistical models, a quantitative trait locus (QTL) effect has been incorporated either as a fixed or as a random term, but, up to now, it has been mainly considered as a time-independent variable. However, for traits recorded repeatedly, it is very interesting to investigate the variation of QTL over time. The major goal of this study was to estimate the position and effect of QTL for milk, fat, protein yields and for somatic cell score based on test day records, while testing whether the effects are constant or variable throughout lactation. The analysed data consisted of 23 paternal half-sib families (716 daughters of 23 sires) of Chinese Holstein-Friesian cattle genotyped at 14 microsatellites located in the area of the casein loci on BTA6. A sequence of three models was used: (i) a lactation model, (ii) a random regression model with a QTL constant in time and (iii) a random regression model with a QTL variable in time. The results showed that, for each production trait, at least one significant QTL exists. For milk and protein yields, the QTL effect was variable in time, while for fat yield, each of the three models resulted in a significant QTL effect. When a QTL is incorporated into a model as a constant over time, its effect is averaged over lactation stages and may, thereby, be difficult or even impossible to be detected. Our results showed that, in such a situation, only a longitudinal model is able to identify loci significantly influencing trait variation.

  5. Hybrid adaptive control of a dragonfly model

    Couceiro, Micael S.; Ferreira, Nuno M. F.; Machado, J. A. Tenreiro


    Dragonflies show unique and superior flight performances than most of other insect species and birds. They are equipped with two pairs of independently controlled wings granting an unmatchable flying performance and robustness. In this paper, it is presented an adaptive scheme controlling a nonlinear model inspired in a dragonfly-like robot. It is proposed a hybrid adaptive ( HA) law for adjusting the parameters analyzing the tracking error. At the current stage of the project it is considered essential the development of computational simulation models based in the dynamics to test whether strategies or algorithms of control, parts of the system (such as different wing configurations, tail) as well as the complete system. The performance analysis proves the superiority of the HA law over the direct adaptive ( DA) method in terms of faster and improved tracking and parameter convergence.

  6. The empirical likelihood goodness-of-fit test for regression model

    Li-xing ZHU; Yong-song QIN; Wang-li XU


    Goodness-of-fit test for regression modes has received much attention in literature. In this paper, empirical likelihood (EL) goodness-of-fit tests for regression models including classical parametric and autoregressive (AR) time series models are proposed. Unlike the existing locally smoothing and globally smoothing methodologies, the new method has the advantage that the tests are self-scale invariant and that the asymptotic null distribution is chi-squared. Simulations are carried out to illustrate the methodology.

  7. On asymptotics of t-type regression estimation in multiple linear model


    We consider a robust estimator (t-type regression estimator) of multiple linear regression model by maximizing marginal likelihood of a scaled t-type error t-distribution.The marginal likelihood can also be applied to the de-correlated response when the withinsubject correlation can be consistently estimated from an initial estimate of the model based on the independent working assumption. This paper shows that such a t-type estimator is consistent.

  8. Developing and testing a global-scale regression model to quantify mean annual streamflow

    Barbarossa, Valerio; Huijbregts, Mark A. J.; Hendriks, A. Jan; Beusen, Arthur H. W.; Clavreul, Julie; King, Henry; Schipper, Aafke M.


    Quantifying mean annual flow of rivers (MAF) at ungauged sites is essential for assessments of global water supply, ecosystem integrity and water footprints. MAF can be quantified with spatially explicit process-based models, which might be overly time-consuming and data-intensive for this purpose, or with empirical regression models that predict MAF based on climate and catchment characteristics. Yet, regression models have mostly been developed at a regional scale and the extent to which they can be extrapolated to other regions is not known. In this study, we developed a global-scale regression model for MAF based on a dataset unprecedented in size, using observations of discharge and catchment characteristics from 1885 catchments worldwide, measuring between 2 and 106 km2. In addition, we compared the performance of the regression model with the predictive ability of the spatially explicit global hydrological model PCR-GLOBWB by comparing results from both models to independent measurements. We obtained a regression model explaining 89% of the variance in MAF based on catchment area and catchment averaged mean annual precipitation and air temperature, slope and elevation. The regression model performed better than PCR-GLOBWB for the prediction of MAF, as root-mean-square error (RMSE) values were lower (0.29-0.38 compared to 0.49-0.57) and the modified index of agreement (d) was higher (0.80-0.83 compared to 0.72-0.75). Our regression model can be applied globally to estimate MAF at any point of the river network, thus providing a feasible alternative to spatially explicit process-based global hydrological models.

  9. Regression Model Term Selection for the Analysis of Strain-Gage Balance Calibration Data

    Ulbrich, Norbert Manfred; Volden, Thomas R.


    The paper discusses the selection of regression model terms for the analysis of wind tunnel strain-gage balance calibration data. Different function class combinations are presented that may be used to analyze calibration data using either a non-iterative or an iterative method. The role of the intercept term in a regression model of calibration data is reviewed. In addition, useful algorithms and metrics originating from linear algebra and statistics are recommended that will help an analyst (i) to identify and avoid both linear and near-linear dependencies between regression model terms and (ii) to make sure that the selected regression model of the calibration data uses only statistically significant terms. Three different tests are suggested that may be used to objectively assess the predictive capability of the final regression model of the calibration data. These tests use both the original data points and regression model independent confirmation points. Finally, data from a simplified manual calibration of the Ames MK40 balance is used to illustrate the application of some of the metrics and tests to a realistic calibration data set.

  10. A hybrid model using logistic regression and wavelet transformation to detect traffic incidents

    Shaurya Agarwal


    Full Text Available This research paper investigates a hybrid model using logistic regression with a wavelet-based feature extraction for detecting traffic incidents. A logistic regression model is suitable when the outcome can take only a limited number of values. For traffic incident detection, the outcome is limited to only two values, the presence or absence of an incident. The logistic regression model used in this study is a generalized linear model (GLM with a binomial response and a logit link function. This paper presents a framework to use logistic regression and wavelet-based feature extraction for traffic incident detection. It investigates the effect of preprocessing data on the performance of incident detection models. Results of this study indicate that logistic regression along with wavelet based feature extraction can be used effectively for incident detection by balancing the incident detection rate and the false alarm rate according to need. Logistic regression on raw data resulted in a maximum detection rate of 95.4% at the cost of 14.5% false alarm rate. Whereas the hybrid model achieved a maximum detection rate of 98.78% at the expense of 6.5% false alarm rate. Results indicate that the proposed approach is practical and efficient; with future improvements in the proposed technique, it will make an effective tool for traffic incident detection.

  11. OPLS statistical model versus linear regression to assess sonographic predictors of stroke prognosis.

    Vajargah, Kianoush Fathi; Sadeghi-Bazargani, Homayoun; Mehdizadeh-Esfanjani, Robab; Savadi-Oskouei, Daryoush; Farhoudi, Mehdi


    The objective of the present study was to assess the comparable applicability of orthogonal projections to latent structures (OPLS) statistical model vs traditional linear regression in order to investigate the role of trans cranial doppler (TCD) sonography in predicting ischemic stroke prognosis. The study was conducted on 116 ischemic stroke patients admitted to a specialty neurology ward. The Unified Neurological Stroke Scale was used once for clinical evaluation on the first week of admission and again six months later. All data was primarily analyzed using simple linear regression and later considered for multivariate analysis using PLS/OPLS models through the SIMCA P+12 statistical software package. The linear regression analysis results used for the identification of TCD predictors of stroke prognosis were confirmed through the OPLS modeling technique. Moreover, in comparison to linear regression, the OPLS model appeared to have higher sensitivity in detecting the predictors of ischemic stroke prognosis and detected several more predictors. Applying the OPLS model made it possible to use both single TCD measures/indicators and arbitrarily dichotomized measures of TCD single vessel involvement as well as the overall TCD result. In conclusion, the authors recommend PLS/OPLS methods as complementary rather than alternative to the available classical regression models such as linear regression.

  12. Use of empirical likelihood to calibrate auxiliary information in partly linear monotone regression models.

    Chen, Baojiang; Qin, Jing


    In statistical analysis, a regression model is needed if one is interested in finding the relationship between a response variable and covariates. When the response depends on the covariate, then it may also depend on the function of this covariate. If one has no knowledge of this functional form but expect for monotonic increasing or decreasing, then the isotonic regression model is preferable. Estimation of parameters for isotonic regression models is based on the pool-adjacent-violators algorithm (PAVA), where the monotonicity constraints are built in. With missing data, people often employ the augmented estimating method to improve estimation efficiency by incorporating auxiliary information through a working regression model. However, under the framework of the isotonic regression model, the PAVA does not work as the monotonicity constraints are violated. In this paper, we develop an empirical likelihood-based method for isotonic regression model to incorporate the auxiliary information. Because the monotonicity constraints still hold, the PAVA can be used for parameter estimation. Simulation studies demonstrate that the proposed method can yield more efficient estimates, and in some situations, the efficiency improvement is substantial. We apply this method to a dementia study.

  13. An explanatory model of underwater adaptation

    Joaquín Colodro

    Full Text Available The underwater environment is an extreme environment that requires a process of human adaptation with specific psychophysiological demands to ensure survival and productive activity. From the standpoint of existing models of intelligence, personality and performance, in this explanatory study we have analyzed the contribution of individual differences in explaining the adaptation of military personnel in a stressful environment. Structural equation analysis was employed to verify a model representing the direct effects of psychological variables on individual adaptation to an adverse environment, and we have been able to confirm, during basic military diving courses, the structural relationships among these variables and their ability to predict a third of the variance of a criterion that has been studied very little to date. In this way, we have confirmed in a sample of professionals (N = 575 the direct relationship of emotional adjustment, conscientiousness and general mental ability with underwater adaptation, as well as the inverse relationship of emotional reactivity. These constructs are the psychological basis for working under water, contributing to an improved adaptation to this environment and promoting risk prevention and safety in diving activities.

  14. Using the Logistic Regression model in supporting decisions of establishing marketing strategies

    Cristinel CONSTANTIN


    Full Text Available This paper is about an instrumental research regarding the using of Logistic Regression model for data analysis in marketing research. The decision makers inside different organisation need relevant information to support their decisions regarding the marketing strategies. The data provided by marketing research could be computed in various ways but the multivariate data analysis models can enhance the utility of the information. Among these models we can find the Logistic Regression model, which is used for dichotomous variables. Our research is based on explanation the utility of this model and interpretation of the resulted information in order to help practitioners and researchers to use it in their future investigations

  15. Regression-based air temperature spatial prediction models: an example from Poland

    Mariusz Szymanowski


    Full Text Available A Geographically Weighted Regression ? Kriging (GWRK algorithm, based on the local Geographically Weighted Regression (GWR, is applied for spatial prediction of air temperature in Poland. Hengl's decision tree for selecting a suitable prediction model is extended for varying spatial relationships between the air temperature and environmental predictors with an assumption of existing environmental dependence of analyzed temperature variables. The procedure includes the potential choice of a local GWR instead of the global Multiple Linear Regression (MLR method for modeling the deterministic part of spatial variation, which is usual in the standard regression (residual kriging model (MLRK. The analysis encompassed: testing for environmental correlation, selecting an appropriate regression model, testing for spatial autocorrelation of the residual component, and validating the prediction accuracy. The proposed approach was performed for 69 air temperature cases, with time aggregation ranging from daily to annual average air temperatures. The results show that, irrespective of the level of data aggregation, the spatial distribution of temperature is better fitted by local models, and hence is the reason for choosing a GWR instead of the MLR for all variables analyzed. Additionally, in most cases (78% there is spatial autocorrelation in the residuals of the deterministic part, which suggests that the GWR model should be extended by ordinary kriging of residuals to the GWRK form. The decision tree used in this paper can be considered as universal as it encompasses either spatially varying relationships of modeled and explanatory variables or random process that can be modeled by a stochastic extension of the regression model (residual kriging. Moreover, for all cases analyzed, the selection of a method based on the local regression model (GWRK or GWR does not depend on the data aggregation level, showing the potential versatility of the technique.

  16. Semantic models for adaptive interactive systems

    Hussein, Tim; Lukosch, Stephan; Ziegler, Jürgen; Calvary, Gaëlle


    Providing insights into methodologies for designing adaptive systems based on semantic data, and introducing semantic models that can be used for building interactive systems, this book showcases many of the applications made possible by the use of semantic models.Ontologies may enhance the functional coverage of an interactive system as well as its visualization and interaction capabilities in various ways. Semantic models can also contribute to bridging gaps; for example, between user models, context-aware interfaces, and model-driven UI generation. There is considerable potential for using

  17. Error estimation and adaptive chemical transport modeling

    Malte Braack


    Full Text Available We present a numerical method to use several chemical transport models of increasing accuracy and complexity in an adaptive way. In largest parts of the domain, a simplified chemical model may be used, whereas in certain regions a more complex model is needed for accuracy reasons. A mathematically derived error estimator measures the modeling error and provides information where to use more accurate models. The error is measured in terms of output functionals. Therefore, one has to consider adjoint problems which carry sensitivity information. This concept is demonstrated by means of ozone formation and pollution emission.

  18. Modeling and (adaptive) control of greenhouse climates

    Udink ten Cate, A.J.


    The material presented in this thesis can be grouped around four themes, system concepts, modeling, control and adaptive control. In this summary these themes will be treated separately.

    System concepts

    In Chapters 1 and 2 an overview of the problem formulation

  19. Modelling and (adaptive) control of greenhouse climates

    Udink ten Cate, A.J.


    The material presented in this thesis can be grouped around four themes, system concepts, modeling, control and adaptive control. In this summary these themes will be treated separately.System conceptsIn Chapters 1 and 2 an overview of the problem formulation is presented. It is suggested that there

  20. Intuitionistic Fuzzy Weighted Linear Regression Model with Fuzzy Entropy under Linear Restrictions.

    Kumar, Gaurav; Bajaj, Rakesh Kumar


    In fuzzy set theory, it is well known that a triangular fuzzy number can be uniquely determined through its position and entropies. In the present communication, we extend this concept on triangular intuitionistic fuzzy number for its one-to-one correspondence with its position and entropies. Using the concept of fuzzy entropy the estimators of the intuitionistic fuzzy regression coefficients have been estimated in the unrestricted regression model. An intuitionistic fuzzy weighted linear regression (IFWLR) model with some restrictions in the form of prior information has been considered. Further, the estimators of regression coefficients have been obtained with the help of fuzzy entropy for the restricted/unrestricted IFWLR model by assigning some weights in the distance function.

  1. Exploring nonlinear relations: models of clinical decision making by regression with optimal scaling.

    Hartmann, Armin; Van Der Kooij, Anita J; Zeeck, Almut


    In explorative regression studies, linear models are often applied without questioning the linearity of the relations between the predictor variables and the dependent variable, or linear relations are taken as an approximation. In this study, the method of regression with optimal scaling transformations is demonstrated. This method does not require predefined nonlinear functions and results in easy-to-interpret transformations that will show the form of the relations. The method is illustrated using data from a German multicenter project on the indication criteria for inpatient or day clinic psychotherapy treatment. The indication criteria to include in the regression model were selected with the Lasso, which is a tool for predictor selection that overcomes the disadvantages of stepwise regression methods. The resulting prediction model indicates that treatment status is (approximately) linearly related to some criteria and nonlinearly related to others.

  2. Modeling personalized head-related impulse response using support vector regression

    HUANG Qing-hua; FANG Yong


    A new customization approach based on support vector regression (SVR) is proposed to obtain individual headrelated impulse response (HRIR) without complex measurement and special equipment. Principal component analysis (PCA) is first applied to obtain a few principal components and corresponding weight vectors correlated with individual anthropometric parameters. Then the weight vectors act as output of the nonlinear regression model. Some measured anthropometric parameters are selected as input of the model according to the correlation coefficients between the parameters and the weight vectors. After the regression model is learned from the training data, the individual HRIR can be predicted based on the measured anthropometric parameters. Compared with a back-propagation neural network (BPNN) for nonlinear regression,better generalization and prediction performance for small training samples can be obtained using the proposed PCA-SVR algorithm.


    J. Behmanesh


    Full Text Available Modeling rainfall-runoff relationships in a watershed have an important role in water resources engineering. Researchers have used numerical models for modeling rainfall-runoff process in the watershed because of non-linear nature of rainfall-runoff relationship, vast data requirement and physical models hardness. The main object of this research was to model the rainfall-runoff relationship at the Turkey River in Mississippi. In this research, two numerical models including ANN and ANFIS were used to model the rainfall-runoff process and the best model was chosen. Also, by using SPSS software, the regression equations were developed and then the best equation was selected from regression analysis. The obtained results from the numerical and regression modeling were compared each other. The comparison showed that the model obtained from ANFIS modeling was better than the model obtained from regression modeling. The results also stated that the Turkey river flow rate had a logical relationship with one and two days ago flow rate and one, two and three days ago rainfall values.


    J. Behmanesh


    Full Text Available Modeling rainfall-runoff relationships in a watershed have an important role in water resources engineering. Researchers have used numerical models for modeling rainfall-runoff process in the watershed because of non-linear nature of rainfall-runoff relationship, vast data requirement and physical models hardness. The main object of this research was to model the rainfall-runoff relationship at the Turkey River in Mississippi. In this research, two numerical models including ANN and ANFIS were used to model the rainfall-runoff process and the best model was chosen. Also, by using SPSS software, the regression equations were developed and then the best equation was selected from regression analysis. The obtained results from the numerical and regression modeling were compared each other. The comparison showed that the model obtained from ANFIS modeling was better than the model obtained from regression modeling. The results also stated that the Turkey river flow rate had a logical relationship with one and two days ago flow rate and one, two and three days ago rainfall values.

  5. Predicting dissolved oxygen concentration using kernel regression modeling approaches with nonlinear hydro-chemical data.

    Singh, Kunwar P; Gupta, Shikha; Rai, Premanjali


    Kernel function-based regression models were constructed and applied to a nonlinear hydro-chemical dataset pertaining to surface water for predicting the dissolved oxygen levels. Initial features were selected using nonlinear approach. Nonlinearity in the data was tested using BDS statistics, which revealed the data with nonlinear structure. Kernel ridge regression, kernel principal component regression, kernel partial least squares regression, and support vector regression models were developed using the Gaussian kernel function and their generalization and predictive abilities were compared in terms of several statistical parameters. Model parameters were optimized using the cross-validation procedure. The proposed kernel regression methods successfully captured the nonlinear features of the original data by transforming it to a high dimensional feature space using the kernel function. Performance of all the kernel-based modeling methods used here were comparable both in terms of predictive and generalization abilities. Values of the performance criteria parameters suggested for the adequacy of the constructed models to fit the nonlinear data and their good predictive capabilities.

  6. Mixed-effects Gaussian process functional regression models with application to dose-response curve prediction.

    Shi, J Q; Wang, B; Will, E J; West, R M


    We propose a new semiparametric model for functional regression analysis, combining a parametric mixed-effects model with a nonparametric Gaussian process regression model, namely a mixed-effects Gaussian process functional regression model. The parametric component can provide explanatory information between the response and the covariates, whereas the nonparametric component can add nonlinearity. We can model the mean and covariance structures simultaneously, combining the information borrowed from other subjects with the information collected from each individual subject. We apply the model to dose-response curves that describe changes in the responses of subjects for differing levels of the dose of a drug or agent and have a wide application in many areas. We illustrate the method for the management of renal anaemia. An individual dose-response curve is improved when more information is included by this mechanism from the subject/patient over time, enabling a patient-specific treatment regime.

  7. Adaptive Modeling for Security Infrastructure Fault Response

    CUI Zhong-jie; YAO Shu-ping; HU Chang-zhen


    Based on the analysis of inherent limitations in existing security response decision-making systems, a dynamic adaptive model of fault response is presented. Several security fault levels were founded, which comprise the basic level, equipment level and mechanism level. Fault damage cost is calculated using the analytic hierarchy process. Meanwhile, the model evaluates the impact of different responses upon fault repair and normal operation. Response operation cost and response negative cost are introduced through quantitative calculation. This model adopts a comprehensive response decision of security fault in three principles-the maximum and minimum principle, timeliness principle, acquiescence principle, which assure optimal response countermeasure is selected for different situations. Experimental results show that the proposed model has good self-adaptation ability, timeliness and cost-sensitiveness.

  8. An Alumni Oriented Approach to Sport Management Curriculum Design Using Performance Ratings and a Regression Model.

    Ulrich, David; Parkhouse, Bonnie L.


    An alumni-based model is proposed as an alternative to sports management curriculum design procedures. The model relies on the assessment of curriculum by sport management alumni and uses performance ratings of employers and measures of satisfaction by alumni in a regression model to identify curriculum leading to increased work performance and…

  9. Penalized regression techniques for modeling relationships between metabolites and tomato taste attributes

    Menendez, P.; Eilers, P.; Tikunov, Y.M.; Bovy, A.G.; Eeuwijk, van F.


    The search for models which link tomato taste attributes to their metabolic profiling, is a main challenge within the breeding programs that aim to enhance tomato flavor. In this paper, we compared such models calculated by the traditional statistical approach, stepwise regression, with models obtai


    Parameshwar V. Pandit


    Full Text Available Purpose: To analysis the dependence of oral health diseases i.e. dental caries and periodontal disease on considering the number of risk factors through the applications of logistic regression model. Method: The cross sectional study involves a systematic random sample of 1760 permanent dentition aged between 18-40 years in Dharwad, Karnataka, India. Dharwad is situated in North Karnataka. The mean age was 34.26±7.28. The risk factors of dental caries and periodontal disease were established by multiple logistic regression model using SPSS statistical software. Results: The factors like frequency of brushing, timings of cleaning teeth and type of toothpastes are significant persistent predictors of dental caries and periodontal disease. The log likelihood value of full model is –1013.1364 and Akaike’s Information Criterion (AIC is 1.1752 as compared to reduced regression model are -1019.8106 and 1.1748 respectively for dental caries. But, the log likelihood value of full model is –1085.7876 and AIC is 1.2577 followed by reduced regression model are -1019.8106 and 1.1748 respectively for periodontal disease. The area under Receiver Operating Characteristic (ROC curve for the dental caries is 0.7509 (full model and 0.7447 (reduced model; the ROC for the periodontal disease is 0.6128 (full model and 0.5821 (reduced model. Conclusions: The frequency of brushing, timings of cleaning teeth and type of toothpastes are main signifi cant risk factors of dental caries and periodontal disease. The fitting performance of reduced logistic regression model is slightly a better fit as compared to full logistic regression model in identifying the these risk factors for both dichotomous dental caries and periodontal disease.

  11. Structured Additive Regression Models: An R Interface to BayesX

    Nikolaus Umlauf


    Full Text Available Structured additive regression (STAR models provide a flexible framework for model- ing possible nonlinear effects of covariates: They contain the well established frameworks of generalized linear models and generalized additive models as special cases but also allow a wider class of effects, e.g., for geographical or spatio-temporal data, allowing for specification of complex and realistic models. BayesX is standalone software package providing software for fitting general class of STAR models. Based on a comprehensive open-source regression toolbox written in C++, BayesX uses Bayesian inference for estimating STAR models based on Markov chain Monte Carlo simulation techniques, a mixed model representation of STAR models, or stepwise regression techniques combining penalized least squares estimation with model selection. BayesX not only covers models for responses from univariate exponential families, but also models from less-standard regression situations such as models for multi-categorical responses with either ordered or unordered categories, continuous time survival data, or continuous time multi-state models. This paper presents a new fully interactive R interface to BayesX: the R package R2BayesX. With the new package, STAR models can be conveniently specified using Rs formula language (with some extended terms, fitted using the BayesX binary, represented in R with objects of suitable classes, and finally printed/summarized/plotted. This makes BayesX much more accessible to users familiar with R and adds extensive graphics capabilities for visualizing fitted STAR models. Furthermore, R2BayesX complements the already impressive capabilities for semiparametric regression in R by a comprehensive toolbox comprising in particular more complex response types and alternative inferential procedures such as simulation-based Bayesian inference.


    S. Goyal


    Full Text Available This paper highlights the significance of computational intelligence models for predicting shelf life of processed cheese stored at 7-8 g.C. Linear Layer and Generalized Regression models were developed with input parameters: Soluble nitrogen, pH, Standard plate count, Yeast & mould count, Spores, and sensory score as output parameter. Mean Square Error, Root Mean Square Error, Coefficient of Determination and Nash - Sutcliffo Coefficient were used in order to compare the prediction ability of the models. The study revealed that Generalized Regression computational intelligence models are quite effective in predicting the shelf life of processed cheese stored at 7-8 g.C.

  13. The Relationship between Economic Growth and Money Laundering – a Linear Regression Model

    Daniel Rece


    Full Text Available This study provides an overview of the relationship between economic growth and money laundering modeled by a least squares function. The report analyzes statistically data collected from USA, Russia, Romania and other eleven European countries, rendering a linear regression model. The study illustrates that 23.7% of the total variance in the regressand (level of money laundering is “explained” by the linear regression model. In our opinion, this model will provide critical auxiliary judgment and decision support for anti-money laundering service systems.

  14. Regression models for interval censored survival data: Application to HIV infection in Danish homosexual men

    Carstensen, Bendix


    This paper shows how to fit excess and relative risk regression models to interval censored survival data, and how to implement the models in standard statistical software. The methods developed are used for the analysis of HIV infection rates in a cohort of Danish homosexual men.......This paper shows how to fit excess and relative risk regression models to interval censored survival data, and how to implement the models in standard statistical software. The methods developed are used for the analysis of HIV infection rates in a cohort of Danish homosexual men....

  15. A primer for biomedical scientists on how to execute model II linear regression analysis.

    Ludbrook, John


    1. There are two very different ways of executing linear regression analysis. One is Model I, when the x-values are fixed by the experimenter. The other is Model II, in which the x-values are free to vary and are subject to error. 2. I have received numerous complaints from biomedical scientists that they have great difficulty in executing Model II linear regression analysis. This may explain the results of a Google Scholar search, which showed that the authors of articles in journals of physiology, pharmacology and biochemistry rarely use Model II regression analysis. 3. I repeat my previous arguments in favour of using least products linear regression analysis for Model II regressions. I review three methods for executing ordinary least products (OLP) and weighted least products (WLP) regression analysis: (i) scientific calculator and/or computer spreadsheet; (ii) specific purpose computer programs; and (iii) general purpose computer programs. 4. Using a scientific calculator and/or computer spreadsheet, it is easy to obtain correct values for OLP slope and intercept, but the corresponding 95% confidence intervals (CI) are inaccurate. 5. Using specific purpose computer programs, the freeware computer program smatr gives the correct OLP regression coefficients and obtains 95% CI by bootstrapping. In addition, smatr can be used to compare the slopes of OLP lines. 6. When using general purpose computer programs, I recommend the commercial programs systat and Statistica for those who regularly undertake linear regression analysis and I give step-by-step instructions in the Supplementary Information as to how to use loss functions.

  16. Comparison between linear and non-parametric regression models for genome-enabled prediction in wheat.

    Pérez-Rodríguez, Paulino; Gianola, Daniel; González-Camacho, Juan Manuel; Crossa, José; Manès, Yann; Dreisigacker, Susanne


    In genome-enabled prediction, parametric, semi-parametric, and non-parametric regression models have been used. This study assessed the predictive ability of linear and non-linear models using dense molecular markers. The linear models were linear on marker effects and included the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B. The non-linear models (this refers to non-linearity on markers) were reproducing kernel Hilbert space (RKHS) regression, Bayesian regularized neural networks (BRNN), and radial basis function neural networks (RBFNN). These statistical models were compared using 306 elite wheat lines from CIMMYT genotyped with 1717 diversity array technology (DArT) markers and two traits, days to heading (DTH) and grain yield (GY), measured in each of 12 environments. It was found that the three non-linear models had better overall prediction accuracy than the linear regression specification. Results showed a consistent superiority of RKHS and RBFNN over the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B models.

  17. Evaluation of Regression Models of Balance Calibration Data Using an Empirical Criterion

    Ulbrich, Norbert; Volden, Thomas R.


    An empirical criterion for assessing the significance of individual terms of regression models of wind tunnel strain gage balance outputs is evaluated. The criterion is based on the percent contribution of a regression model term. It considers a term to be significant if its percent contribution exceeds the empirical threshold of 0.05%. The criterion has the advantage that it can easily be computed using the regression coefficients of the gage outputs and the load capacities of the balance. First, a definition of the empirical criterion is provided. Then, it is compared with an alternate statistical criterion that is widely used in regression analysis. Finally, calibration data sets from a variety of balances are used to illustrate the connection between the empirical and the statistical criterion. A review of these results indicated that the empirical criterion seems to be suitable for a crude assessment of the significance of a regression model term as the boundary between a significant and an insignificant term cannot be defined very well. Therefore, regression model term reduction should only be performed by using the more universally applicable statistical criterion.

  18. Modeling Governance KB with CATPCA to Overcome Multicollinearity in the Logistic Regression

    Khikmah, L.; Wijayanto, H.; Syafitri, U. D.


    The problem often encounters in logistic regression modeling are multicollinearity problems. Data that have multicollinearity between explanatory variables with the result in the estimation of parameters to be bias. Besides, the multicollinearity will result in error in the classification. In general, to overcome multicollinearity in regression used stepwise regression. They are also another method to overcome multicollinearity which involves all variable for prediction. That is Principal Component Analysis (PCA). However, classical PCA in only for numeric data. Its data are categorical, one method to solve the problems is Categorical Principal Component Analysis (CATPCA). Data were used in this research were a part of data Demographic and Population Survey Indonesia (IDHS) 2012. This research focuses on the characteristic of women of using the contraceptive methods. Classification results evaluated using Area Under Curve (AUC) values. The higher the AUC value, the better. Based on AUC values, the classification of the contraceptive method using stepwise method (58.66%) is better than the logistic regression model (57.39%) and CATPCA (57.39%). Evaluation of the results of logistic regression using sensitivity, shows the opposite where CATPCA method (99.79%) is better than logistic regression method (92.43%) and stepwise (92.05%). Therefore in this study focuses on major class classification (using a contraceptive method), then the selected model is CATPCA because it can raise the level of the major class model accuracy.

  19. Computer and Modernization%Low-dose CT Image Reconstruction Based on Adaptive Kernel Regression Method and Algebraic Reconstruction Technique



    针对稀疏角度投影数据CT图像重建问题,TV-ART算法将图像的梯度稀疏先验知识引入代数重建法( ART)中,对分段平滑的图像具有较好的重建效果。但是,该算法在边界重建时会产生阶梯效应,影响重建质量。因此,本文提出自适应核回归函数结合代数重建法的重建算法( LAKR-ART),不仅在边界重建时不会产生阶梯效应,而且对细节纹理重建具有更好的重建效果。最后对shepp-logan标准CT图像和实际CT头颅图像进行仿真实验,并与ART、TV-ART算法进行比较,实验结果表明本文算法有效。%To the problem of sparse angular projection data of CT image reconstruction, TV-ART algorithm introduces the gradient sparse prior knowledge of image to algebraic reconstruction, and the local smooth image gets a better reconstruction effect. How-ever, the algorithm generates step effect when the borders are reconstructed, affecting the quality of the reconstruction. Therefore, this paper proposes an adaptive kernel regression function combined with Algebraic Reconstruction Technique reconstruction algo-rithm ( LAKR-ART) , it does not produce the step effect on the border reconstruction, and has a better effect to detail reconstruc-tion. Finally we use the shepp-logan CT image and the actual CT image to make the simulation experiment, and compare with ART and TV-ART algorithm. The experimental results show the algorithm is of effectiveness.

  20. A Stochastic Restricted Principal Components Regression Estimator in the Linear Model

    Daojiang He


    Full Text Available We propose a new estimator to combat the multicollinearity in the linear model when there are stochastic linear restrictions on the regression coefficients. The new estimator is constructed by combining the ordinary mixed estimator (OME and the principal components regression (PCR estimator, which is called the stochastic restricted principal components (SRPC regression estimator. Necessary and sufficient conditions for the superiority of the SRPC estimator over the OME and the PCR estimator are derived in the sense of the mean squared error matrix criterion. Finally, we give a numerical example and a Monte Carlo study to illustrate the performance of the proposed estimator.

  1. Regression analysis understanding and building business and economic models using Excel

    Wilson, J Holton


    The technique of regression analysis is used so often in business and economics today that an understanding of its use is necessary for almost everyone engaged in the field. This book will teach you the essential elements of building and understanding regression models in a business/economic context in an intuitive manner. The authors take a non-theoretical treatment that is accessible even if you have a limited statistical background. It is specifically designed to teach the correct use of regression, while advising you of its limitations and teaching about common pitfalls. This book describe

  2. Restricted spatial regression in practice: Geostatistical models, confounding, and robustness under model misspecification

    Hanks, Ephraim M.; Schliep, Erin M.; Hooten, Mevin B.; Hoeting, Jennifer A.


    In spatial generalized linear mixed models (SGLMMs), covariates that are spatially smooth are often collinear with spatially smooth random effects. This phenomenon is known as spatial confounding and has been studied primarily in the case where the spatial support of the process being studied is discrete (e.g., areal spatial data). In this case, the most common approach suggested is restricted spatial regression (RSR) in which the spatial random effects are constrained to be orthogonal to the fixed effects. We consider spatial confounding and RSR in the geostatistical (continuous spatial support) setting. We show that RSR provides computational benefits relative to the confounded SGLMM, but that Bayesian credible intervals under RSR can be inappropriately narrow under model misspecification. We propose a posterior predictive approach to alleviating this potential problem and discuss the appropriateness of RSR in a variety of situations. We illustrate RSR and SGLMM approaches through simulation studies and an analysis of malaria frequencies in The Gambia, Africa.

  3. Estimasi Model Seemingly Unrelated Regression (SUR dengan Metode Generalized Least Square (GLS

    Ade Widyaningsih


    Full Text Available Regression analysis is a statistical tool that is used to determine the relationship between two or more quantitative variables so that one variable can be predicted from the other variables. A method that can used to obtain a good estimation in the regression analysis is ordinary least squares method. The least squares method is used to estimate the parameters of one or more regression but relationships among the errors in the response of other estimators are not allowed. One way to overcome this problem is Seemingly Unrelated Regression model (SUR in which parameters are estimated using Generalized Least Square (GLS. In this study, the author applies SUR model using GLS method on world gasoline demand data. The author obtains that SUR using GLS is better than OLS because SUR produce smaller errors than the OLS.

  4. Modeling of retardance in ferrofluid with Taguchi-based multiple regression analysis

    Lin, Jing-Fung; Wu, Jyh-Shyang; Sheu, Jer-Jia


    The citric acid (CA) coated Fe3O4 ferrofluids are prepared by a co-precipitation method and the magneto-optical retardance property is measured by a Stokes polarimeter. Optimization and multiple regression of retardance in ferrofluids are executed by combining Taguchi method and Excel. From the nine tests for four parameters, including pH of suspension, molar ratio of CA to Fe3O4, volume of CA, and coating temperature, influence sequence and excellent program are found. Multiple regression analysis and F-test on the significance of regression equation are performed. It is found that the model F value is much larger than Fcritical and significance level P <0.0001. So it can be concluded that the regression model has statistically significant predictive ability. Substituting excellent program into equation, retardance is obtained as 32.703°, higher than the highest value in tests by 11.4%.

  5. A land use regression model for ambient ultrafine particles in Montreal, Canada: A comparison of linear regression and a machine learning approach.

    Weichenthal, Scott; Ryswyk, Keith Van; Goldstein, Alon; Bagg, Scott; Shekkarizfard, Maryam; Hatzopoulou, Marianne


    Existing evidence suggests that ambient ultrafine particles (UFPs) (regression model for UFPs in Montreal, Canada using mobile monitoring data collected from 414 road segments during the summer and winter months between 2011 and 2012. Two different approaches were examined for model development including standard multivariable linear regression and a machine learning approach (kernel-based regularized least squares (KRLS)) that learns the functional form of covariate impacts on ambient UFP concentrations from the data. The final models included parameters for population density, ambient temperature and wind speed, land use parameters (park space and open space), length of local roads and rail, and estimated annual average NOx emissions from traffic. The final multivariable linear regression model explained 62% of the spatial variation in ambient UFP concentrations whereas the KRLS model explained 79% of the variance. The KRLS model performed slightly better than the linear regression model when evaluated using an external dataset (R(2)=0.58 vs. 0.55) or a cross-validation procedure (R(2)=0.67 vs. 0.60). In general, our findings suggest that the KRLS approach may offer modest improvements in predictive performance compared to standard multivariable linear regression models used to estimate spatial variations in ambient UFPs. However, differences in predictive performance were not statistically significant when evaluated using the cross-validation procedure.

  6. Adapting virtual camera behaviour through player modelling

    Burelli, Paolo; Yannakakis, Georgios N.


    Research in virtual camera control has focused primarily on finding methods to allow designers to place cameras effectively and efficiently in dynamic and unpredictable environments, and to generate complex and dynamic plans for cinematography in virtual environments. In this article, we propose...... a novel approach to virtual camera control, which builds upon camera control and player modelling to provide the user with an adaptive point-of-view. To achieve this goal, we propose a methodology to model the player’s preferences on virtual camera movements and we employ the resulting models to tailor...... the viewpoint movements to the player type and her game-play style. Ultimately, the methodology is applied to a 3D platform game and is evaluated through a controlled experiment; the results suggest that the resulting adaptive cinematographic experience is favoured by some player types and it can generate...

  7. Childhood dental injuries: a resiliency model of adaptation.

    Porritt, Jenny M; Rodd, Helen D; Baker, Sarah R


    There is a paucity of research examining how children and their families adapt to traumatic dental injuries. This study examined how clinical and psychosocial factors influence adaptation to this oral stressor using a theoretical framework of resiliency and adaptation. Children with traumatised permanent teeth, who were attending a UK dental hospital, completed questionnaires at baseline and at a 6 month follow-up. Child questionnaires assessed coping styles, social support, and quality of life outcomes. Parents were also asked to complete questionnaires, which assessed previous stressors/strains on the family, social support, healthcare satisfaction, and family impacts. Data related to the child's dental injury were collected from clinical notes. Structural equation modelling and regression analyses were employed to analyse data. One hundred and eight children and 113 parents participated at baseline. Children's gender, coping style, social support, and family functioning significantly predicted children's oral health-related quality of life. Parents' satisfaction with their children's dental care significantly predicted parental quality of life outcomes. Children's close friend support and healthcare satisfaction remained significant predictors of positive outcomes at follow-up. The findings revealed important psychosocial factors that influence child and family adaptation to childhood dental trauma. © 2014 BSPD, IAPD and John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.

  8. A brief introduction to regression designs and mixed-effects modelling by a recent convert

    Balling, Laura Winther


    This article discusses the advantages of multiple regression designs over the factorial designs traditionally used in many psycholinguistic experiments. It is shown that regression designs are typically more informative, statistically more powerful and better suited to the analysis of naturalistic tasks. The advantages of including both fixed and random effects are demonstrated with reference to linear mixed-effects models, and problems of collinearity, variable distribution and variable sele...

  9. Deriving Genomic Breeding Values for Residual Feed Intake from Covariance Functions of Random Regression Models

    Strathe, Anders B; Mark, Thomas; Nielsen, Bjarne; Do, Duy Ngoc; KADARMIDEEN, Haja N.; Jensen, Just


    Random regression models were used to estimate covariance functions between cumulated feed intake (CFI) and body weight (BW) in 8424 Danish Duroc pigs. Random regressions on second order Legendre polynomials of age were used to describe genetic and permanent environmental curves in BW and CFI. Based on covariance functions, residual feed intake (RFI) was defined and derived as the conditional genetic variance in feed intake given mid-test breeding value for BW and rate of gain. The heritabili...

  10. Modelling of binary logistic regression for obesity among secondary students in a rural area of Kedah

    Kamaruddin, Ainur Amira; Ali, Zalila; Noor, Norlida Mohd.; Baharum, Adam; Ahmad, Wan Muhamad Amir W.


    Logistic regression analysis examines the influence of various factors on a dichotomous outcome by estimating the probability of the event's occurrence. Logistic regression, also called a logit model, is a statistical procedure used to model dichotomous outcomes. In the logit model the log odds of the dichotomous outcome is modeled as a linear combination of the predictor variables. The log odds ratio in logistic regression provides a description of the probabilistic relationship of the variables and the outcome. In conducting logistic regression, selection procedures are used in selecting important predictor variables, diagnostics are used to check that assumptions are valid which include independence of errors, linearity in the logit for continuous variables, absence of multicollinearity, and lack of strongly influential outliers and a test statistic is calculated to determine the aptness of the model. This study used the binary logistic regression model to investigate overweight and obesity among rural secondary school students on the basis of their demographics profile, medical history, diet and lifestyle. The results indicate that overweight and obesity of students are influenced by obesity in family and the interaction between a student's ethnicity and routine meals intake. The odds of a student being overweight and obese are higher for a student having a family history of obesity and for a non-Malay student who frequently takes routine meals as compared to a Malay student.

  11. Proximate analysis based multiple regression models for higher heating value estimation of low rank coals

    Akkaya, Ali Volkan [Department of Mechanical Engineering, Yildiz Technical University, 34349 Besiktas, Istanbul (Turkey)


    In this paper, multiple nonlinear regression models for estimation of higher heating value of coals are developed using proximate analysis data obtained generally from the low rank coal samples as-received basis. In this modeling study, three main model structures depended on the number of proximate analysis parameters, which are named the independent variables, such as moisture, ash, volatile matter and fixed carbon, are firstly categorized. Secondly, sub-model structures with different arrangements of the independent variables are considered. Each sub-model structure is analyzed with a number of model equations in order to find the best fitting model using multiple nonlinear regression method. Based on the results of nonlinear regression analysis, the best model for each sub-structure is determined. Among them, the models giving highest correlation for three main structures are selected. Although the selected all three models predicts HHV rather accurately, the model involving four independent variables provides the most accurate estimation of HHV. Additionally, when the chosen model with four independent variables and a literature model are tested with extra proximate analysis data, it is seen that that the developed model in this study can give more accurate prediction of HHV of coals. It can be concluded that the developed model is effective tool for HHV estimation of low rank coals. (author)

  12. Study of Mechanical Properties of Wool Type Fabrics using ANCOVA Regression Model

    Hristian, L.; Ostafe, M. M.; Manea, L. R.; Apostol, L. L.


    The work has achieved a study on the variation of tensile strength for the four groups of wool fabric type, depending on the fiber composition, the tensile strength of the warp yarns and the weft yarns technological density using ANCOVA regression model. ANCOVA checks the correlation between a dependent variable and the covariate independent variables and removes the variability from the dependent variable that can be accounted for by the covariates. Analysis of covariance models combines analysis of variance with regression analysis techniques. Regarding design, ANCOVA models explain the dependent variable by combining categorical (qualitative) independent variables with continuous (quantitative) variables. There are special extensions to ANCOVA calculations to estimate parameters for both categorical and continuous variables. However ANCOVA models can also be calculated using multiple regression analysis using a design matrix with a mix of dummy-coded qualitative and quantitative variables.

  13. truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models

    Maria Karlsson


    Full Text Available Problems with truncated data occur in many areas, complicating estimation and inference. Regarding linear regression models, the ordinary least squares estimator is inconsistent and biased for these types of data and is therefore unsuitable for use. Alternative estimators, designed for the estimation of truncated regression models, have been developed. This paper presents the R package truncSP. The package contains functions for the estimation of semi-parametric truncated linear regression models using three different estimators: the symmetrically trimmed least squares, quadratic mode, and left truncated estimators, all of which have been shown to have good asymptotic and ?nite sample properties. The package also provides functions for the analysis of the estimated models. Data from the environmental sciences are used to illustrate the functions in the package.

  14. Efficient Quantile Estimation for Functional-Coefficient Partially Linear Regression Models

    Zhangong ZHOU; Rong JIANG; Weimin QIAN


    The quantile estimation methods are proposed for functional-coefficient partially linear regression (FCPLR) model by combining nonparametric and functional-coefficient regression (FCR) model.The local linear scheme and the integrated method are used to obtain local quantile estimators of all unknown functions in the FCPLR model.These resulting estimators are asymptotically normal,but each of them has big variance.To reduce variances of these quantile estimators,the one-step backfitting technique is used to obtain the efficient quantile estimators of all unknown functions,and their asymptotic normalities are derived.Two simulated examples are carried out to illustrate the proposed estimation methodology.

  15. Adaptive evolution on a continuous lattice model

    Claudino, Elder S.; Lyra, M. L.; Gleria, Iram; Campos, Paulo R. A.


    In the current work, we investigate the evolutionary dynamics of a spatially structured population model defined on a continuous lattice. In the model, individuals disperse at a constant rate v and competition is local and delimited by the competition radius R. Due to dispersal, the neighborhood size (number of individuals competing for reproduction) fluctuates over time. Here we address how these new variables affect the adaptive process. While the fixation probabilities of beneficial mutations are roughly the same as in a panmitic population for small fitness effects s, a dependence on v and R becomes more evident for large s. These quantities also strongly influence fixation times, but their dependencies on s are well approximated by s-1/2, which means that the speed of the genetic wave front is proportional to s. Most important is the observation that the model exhibits a dual behavior displaying a power-law growth for the fixation rate and speed of adaptation with the beneficial mutation rate, as observed in other spatially structured population models, while simultaneously showing a nonsaturating behavior for the speed of adaptation with the population size N, as in homogeneous populations.

  16. Adaptive Numerical Algorithms in Space Weather Modeling

    Toth, Gabor; vanderHolst, Bart; Sokolov, Igor V.; DeZeeuw, Darren; Gombosi, Tamas I.; Fang, Fang; Manchester, Ward B.; Meng, Xing; Nakib, Dalal; Powell, Kenneth G.; Stout, Quentin F.; Glocer, Alex; Ma, Ying-Juan; Opher, Merav


    Space weather describes the various processes in the Sun-Earth system that present danger to human health and technology. The goal of space weather forecasting is to provide an opportunity to mitigate these negative effects. Physics-based space weather modeling is characterized by disparate temporal and spatial scales as well as by different physics in different domains. A multi-physics system can be modeled by a software framework comprising of several components. Each component corresponds to a physics domain, and each component is represented by one or more numerical models. The publicly available Space Weather Modeling Framework (SWMF) can execute and couple together several components distributed over a parallel machine in a flexible and efficient manner. The framework also allows resolving disparate spatial and temporal scales with independent spatial and temporal discretizations in the various models. Several of the computationally most expensive domains of the framework are modeled by the Block-Adaptive Tree Solar wind Roe Upwind Scheme (BATS-R-US) code that can solve various forms of the magnetohydrodynamics (MHD) equations, including Hall, semi-relativistic, multi-species and multi-fluid MHD, anisotropic pressure, radiative transport and heat conduction. Modeling disparate scales within BATS-R-US is achieved by a block-adaptive mesh both in Cartesian and generalized coordinates. Most recently we have created a new core for BATS-R-US: the Block-Adaptive Tree Library (BATL) that provides a general toolkit for creating, load balancing and message passing in a 1, 2 or 3 dimensional block-adaptive grid. We describe the algorithms of BATL and demonstrate its efficiency and scaling properties for various problems. BATS-R-US uses several time-integration schemes to address multiple time-scales: explicit time stepping with fixed or local time steps, partially steady-state evolution, point-implicit, semi-implicit, explicit/implicit, and fully implicit numerical

  17. Regression Basics

    Kahane, Leo H


    Using a friendly, nontechnical approach, the Second Edition of Regression Basics introduces readers to the fundamentals of regression. Accessible to anyone with an introductory statistics background, this book builds from a simple two-variable model to a model of greater complexity. Author Leo H. Kahane weaves four engaging examples throughout the text to illustrate not only the techniques of regression but also how this empirical tool can be applied in creative ways to consider a broad array of topics. New to the Second Edition Offers greater coverage of simple panel-data estimation:

  18. Deep ensemble learning of sparse regression models for brain disease diagnosis.

    Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang


    Recent studies on brain imaging analysis witnessed the core roles of machine learning techniques in computer-assisted intervention for brain disease diagnosis. Of various machine-learning techniques, sparse regression models have proved their effectiveness in handling high-dimensional data but with a small number of training samples, especially in medical problems. In the meantime, deep learning methods have been making great successes by outperforming the state-of-the-art performances in various applications. In this paper, we propose a novel framework that combines the two conceptually different methods of sparse regression and deep learning for Alzheimer's disease/mild cognitive impairment diagnosis and prognosis. Specifically, we first train multiple sparse regression models, each of which is trained with different values of a regularization control parameter. Thus, our multiple sparse regression models potentially select different feature subsets from the original feature set; thereby they have different powers to predict the response values, i.e., clinical label and clinical scores in our work. By regarding the response values from our sparse regression models as target-level representations, we then build a deep convolutional neural network for clinical decision making, which thus we call 'Deep Ensemble Sparse Regression Network.' To our best knowledge, this is the first work that combines sparse regression models with deep neural network. In our experiments with the ADNI cohort, we validated the effectiveness of the proposed method by achieving the highest diagnostic accuracies in three classification tasks. We also rigorously analyzed our results and compared with the previous studies on the ADNI cohort in the literature.

  19. Sensitivity analysis and optimization of system dynamics models : Regression analysis and statistical design of experiments

    Kleijnen, J.P.C.


    This tutorial discusses what-if analysis and optimization of System Dynamics models. These problems are solved, using the statistical techniques of regression analysis and design of experiments (DOE). These issues are illustrated by applying the statistical techniques to a System Dynamics model for

  20. Fitting multistate transition models with autoregressive logistic regression : Supervised exercise in intermittent claudication

    de Vries, S O; Fidler, Vaclav; Kuipers, Wietze D; Hunink, Maria G M


    The purpose of this study was to develop a model that predicts the outcome of supervised exercise for intermittent claudication. The authors present an example of the use of autoregressive logistic regression for modeling observed longitudinal data. Data were collected from 329 participants in a six

  1. A Percentile Regression Model for the Number of Errors in Group Conversation Tests.

    Liski, Erkki P.; Puntanen, Simo

    A statistical model is presented for analyzing the results of group conversation tests in English, developed in a Finnish university study from 1977 to 1981. The model is illustrated with the findings from the study. In this study, estimates of percentile curves for the number of errors are of greater interest than the mean regression line. It was…

  2. Random regression models in the evaluation of the growth curve of Simbrasil beef cattle

    Mota, M.; Marques, F.A.; Lopes, P.S.; Hidalgo, A.M.


    Random regression models were used to estimate the types and orders of random effects of (co)variance functions in the description of the growth trajectory of the Simbrasil cattle breed. Records for 7049 animals totaling 18,677 individual weighings were submitted to 15 models from the third to the

  3. Sample Size Determination for Regression Models Using Monte Carlo Methods in R

    Beaujean, A. Alexander


    A common question asked by researchers using regression models is, What sample size is needed for my study? While there are formulae to estimate sample sizes, their assumptions are often not met in the collected data. A more realistic approach to sample size determination requires more information such as the model of interest, strength of the…

  4. Random regression models in the evaluation of the growth curve of Simbrasil beef cattle

    Mota, M.; Marques, F.A.; Lopes, P.S.; Hidalgo, A.M.


    Random regression models were used to estimate the types and orders of random effects of (co)variance functions in the description of the growth trajectory of the Simbrasil cattle breed. Records for 7049 animals totaling 18,677 individual weighings were submitted to 15 models from the third to the f

  5. Logistic regression models of factors influencing the location of bioenergy and biofuels plants

    T.M. Young; R.L. Zaretzki; J.H. Perdue; F.M. Guess; X. Liu


    Logistic regression models were developed to identify significant factors that influence the location of existing wood-using bioenergy/biofuels plants and traditional wood-using facilities. Logistic models provided quantitative insight for variables influencing the location of woody biomass-using facilities. Availability of "thinnings to a basal area of 31.7m2/ha...


    Ahmet DEMIR


    Full Text Available Artificial neural network models have been already used on many different fields successfully. However, many researches show that ANN models provide better optimum results than other competitive models in most of the researches. But does it provide optimum solutions in case ANN is proposed as hybrid model? The answer of this question is given in this research by using these models on modelling a forecast for GDP growth of Japan. Multiple regression models utilized as competitive models versus hybrid ANN (ANN + multiple regression models. Results have shown that hybrid model gives better responds than multiple regression models. However, variables, which were significantly affecting GDP growth, were determined and some of the variables, which were assumed to be affecting GDP growth of Japan, were eliminated statistically.

  7. Longitudinal beta regression models for analyzing health-related quality of life scores over time

    Hunger Matthias


    Full Text Available Abstract Background Health-related quality of life (HRQL has become an increasingly important outcome parameter in clinical trials and epidemiological research. HRQL scores are typically bounded at both ends of the scale and often highly skewed. Several regression techniques have been proposed to model such data in cross-sectional studies, however, methods applicable in longitudinal research are less well researched. This study examined the use of beta regression models for analyzing longitudinal HRQL data using two empirical examples with distributional features typically encountered in practice. Methods We used SF-6D utility data from a German older age cohort study and stroke-specific HRQL data from a randomized controlled trial. We described the conceptual differences between mixed and marginal beta regression models and compared both models to the commonly used linear mixed model in terms of overall fit and predictive accuracy. Results At any measurement time, the beta distribution fitted the SF-6D utility data and stroke-specific HRQL data better than the normal distribution. The mixed beta model showed better likelihood-based fit statistics than the linear mixed model and respected the boundedness of the outcome variable. However, it tended to underestimate the true mean at the upper part of the distribution. Adjusted group means from marginal beta model and linear mixed model were nearly identical but differences could be observed with respect to standard errors. Conclusions Understanding the conceptual differences between mixed and marginal beta regression models is important for their proper use in the analysis of longitudinal HRQL data. Beta regression fits the typical distribution of HRQL data better than linear mixed models, however, if focus is on estimating group mean scores rather than making individual predictions, the two methods might not differ substantially.

  8. Time-varying parameter auto-regressive models for autocovariance nonstationary time series

    FEI WanChun; BAI Lun


    In this paper,autocovariance nonstationary time series is clearly defined on a family of time series.We propose three types of TVPAR (time-varying parameter auto-regressive) models:the full order TVPAR model,the time-unvarying order TVPAR model and the time-varying order TVPAR model for autocovariance nonstationary time series.Related minimum AIC (Akaike information criterion) estimations are carried out.

  9. Time-varying parameter auto-regressive models for autocovariance nonstationary time series


    In this paper, autocovariance nonstationary time series is clearly defined on a family of time series. We propose three types of TVPAR (time-varying parameter auto-regressive) models: the full order TVPAR model, the time-unvarying order TVPAR model and the time-varying order TV-PAR model for autocovariance nonstationary time series. Related minimum AIC (Akaike information criterion) estimations are carried out.

  10. Model-Free Adaptive Heating Process Control

    Ivana LUKÁČOVÁ; Piteľ, Ján


    The aim of this paper is to analyze the dynamic behaviour of a Model-Free Adaptive (MFA) heating process control. The MFA controller is designed as three layer neural network with proportional element. The method of backward propagation of errors was used for neural network training. Visualization and training of the artificial neural network was executed by Netlab in Matlab environment. Simulation of the MFA heating process control with outdoor temperature compensation has proved better resu...

  11. Fully Adaptive Radar Modeling and Simulation Development


    Organization (NATO) Sensors Electronics Technology (SET)-227 Panel on Cognitive Radar. The FAR M&S architecture developed in Phase I allows for...Air Force’s previously developed radar M&S tools. This report is organized as follows. In Chapter 3, we provide an overview of the FAR framework...AFRL-RY-WP-TR-2017-0074 FULLY ADAPTIVE RADAR MODELING AND SIMULATION DEVELOPMENT Kristine L. Bell and Anthony Kellems Metron, Inc

  12. Adaptive cyber-attack modeling system

    Gonsalves, Paul G.; Dougherty, Edward T.


    The pervasiveness of software and networked information systems is evident across a broad spectrum of business and government sectors. Such reliance provides an ample opportunity not only for the nefarious exploits of lone wolf computer hackers, but for more systematic software attacks from organized entities. Much effort and focus has been placed on preventing and ameliorating network and OS attacks, a concomitant emphasis is required to address protection of mission critical software. Typical software protection technique and methodology evaluation and verification and validation (V&V) involves the use of a team of subject matter experts (SMEs) to mimic potential attackers or hackers. This manpower intensive, time-consuming, and potentially cost-prohibitive approach is not amenable to performing the necessary multiple non-subjective analyses required to support quantifying software protection levels. To facilitate the evaluation and V&V of software protection solutions, we have designed and developed a prototype adaptive cyber attack modeling system. Our approach integrates an off-line mechanism for rapid construction of Bayesian belief network (BN) attack models with an on-line model instantiation, adaptation and knowledge acquisition scheme. Off-line model construction is supported via a knowledge elicitation approach for identifying key domain requirements and a process for translating these requirements into a library of BN-based cyber-attack models. On-line attack modeling and knowledge acquisition is supported via BN evidence propagation and model parameter learning.

  13. Predicting recovery of cognitive function soon after stroke: differential modeling of logarithmic and linear regression.

    Suzuki, Makoto; Sugimura, Yuko; Yamada, Sumio; Omori, Yoshitsugu; Miyamoto, Masaaki; Yamamoto, Jun-ichi


    Cognitive disorders in the acute stage of stroke are common and are important independent predictors of adverse outcome in the long term. Despite the impact of cognitive disorders on both patients and their families, it is still difficult to predict the extent or duration of cognitive impairments. The objective of the present study was, therefore, to provide data on predicting the recovery of cognitive function soon after stroke by differential modeling with logarithmic and linear regression. This study included two rounds of data collection comprising 57 stroke patients enrolled in the first round for the purpose of identifying the time course of cognitive recovery in the early-phase group data, and 43 stroke patients in the second round for the purpose of ensuring that the correlation of the early-phase group data applied to the prediction of each individual's degree of cognitive recovery. In the first round, Mini-Mental State Examination (MMSE) scores were assessed 3 times during hospitalization, and the scores were regressed on the logarithm and linear of time. In the second round, calculations of MMSE scores were made for the first two scoring times after admission to tailor the structures of logarithmic and linear regression formulae to fit an individual's degree of functional recovery. The time course of early-phase recovery for cognitive functions resembled both logarithmic and linear functions. However, MMSE scores sampled at two baseline points based on logarithmic regression modeling could estimate prediction of cognitive recovery more accurately than could linear regression modeling (logarithmic modeling, R(2) = 0.676, Plinear regression modeling, R(2) = 0.598, P<0.0001). Logarithmic modeling based on MMSE scores could accurately predict the recovery of cognitive function soon after the occurrence of stroke. This logarithmic modeling with mathematical procedures is simple enough to be adopted in daily clinical practice.

  14. Predicting recovery of cognitive function soon after stroke: differential modeling of logarithmic and linear regression.

    Makoto Suzuki

    Full Text Available Cognitive disorders in the acute stage of stroke are common and are important independent predictors of adverse outcome in the long term. Despite the impact of cognitive disorders on both patients and their families, it is still difficult to predict the extent or duration of cognitive impairments. The objective of the present study was, therefore, to provide data on predicting the recovery of cognitive function soon after stroke by differential modeling with logarithmic and linear regression. This study included two rounds of data collection comprising 57 stroke patients enrolled in the first round for the purpose of identifying the time course of cognitive recovery in the early-phase group data, and 43 stroke patients in the second round for the purpose of ensuring that the correlation of the early-phase group data applied to the prediction of each individual's degree of cognitive recovery. In the first round, Mini-Mental State Examination (MMSE scores were assessed 3 times during hospitalization, and the scores were regressed on the logarithm and linear of time. In the second round, calculations of MMSE scores were made for the first two scoring times after admission to tailor the structures of logarithmic and linear regression formulae to fit an individual's degree of functional recovery. The time course of early-phase recovery for cognitive functions resembled both logarithmic and linear functions. However, MMSE scores sampled at two baseline points based on logarithmic regression modeling could estimate prediction of cognitive recovery more accurately than could linear regression modeling (logarithmic modeling, R(2 = 0.676, P<0.0001; linear regression modeling, R(2 = 0.598, P<0.0001. Logarithmic modeling based on MMSE scores could accurately predict the recovery of cognitive function soon after the occurrence of stroke. This logarithmic modeling with mathematical procedures is simple enough to be adopted in daily clinical practice.

  15. Higher precision estimates of regional polar warming by ensemble regression of climate model projections

    Bracegirdle, Thomas J. [British Antarctic Survey, Cambridge (United Kingdom); Stephenson, David B. [University of Exeter, Mathematics Research Institute, Exeter (United Kingdom); NCAS-Climate, Reading (United Kingdom)


    This study presents projections of twenty-first century wintertime surface temperature changes over the high-latitude regions based on the third Coupled Model Inter-comparison Project (CMIP3) multi-model ensemble. The state-dependence of the climate change response on the present day mean state is captured using a simple yet robust ensemble linear regression model. The ensemble regression approach gives different and more precise estimated mean responses compared to the ensemble mean approach. Over the Arctic in January, ensemble regression gives less warming than the ensemble mean along the boundary between sea ice and open ocean (sea ice edge). Most notably, the results show 3 C less warming over the Barents Sea ({proportional_to} 7 C compared to {proportional_to} 10 C). In addition, the ensemble regression method gives projections that are 30 % more precise over the Sea of Okhostk, Bering Sea and Labrador Sea. For the Antarctic in winter (July) the ensemble regression method gives 2 C more warming over the Southern Ocean close to the Greenwich Meridian ({proportional_to} 7 C compared to {proportional_to} 5 C). Projection uncertainty was almost half that of the ensemble mean uncertainty over the Southern Ocean between 30 W to 90 E and 30 % less over the northern Antarctic Peninsula. The ensemble regression model avoids the need for explicit ad hoc weighting of models and exploits the whole ensemble to objectively identify overly influential outlier models. Bootstrap resampling shows that maximum precision over the Southern Ocean can be obtained with ensembles having as few as only six climate models. (orig.)

  16. A Robbins-Monro procedure for estimation in semiparametric regression models

    Bercu, Bernard


    This paper is devoted to the parametric estimation of a shift together with the nonparametric estimation of a regression function in a semiparametric regression model. We implement a Robbins-Monro procedure very efficient and easy to handle. On the one hand, we propose a stochastic algorithm similar to that of Robbins-Monro in order to estimate the shift parameter. A preliminary evaluation of the regression function is not necessary for estimating the shift parameter. On the other hand, we make use of a recursive Nadaraya-Watson estimator for the estimation of the regression function. This kernel estimator takes in account the previous estimation of the shift parameter. We establish the almost sure convergence for both Robbins-Monro and Nadaraya-Watson estimators. The asymptotic normality of our estimates is also provided.

  17. Testing and Modeling Fuel Regression Rate in a Miniature Hybrid Burner

    Luciano Fanton


    Full Text Available Ballistic characterization of an extended group of innovative HTPB-based solid fuel formulations for hybrid rocket propulsion was performed in a lab-scale burner. An optical time-resolved technique was used to assess the quasisteady regression history of single perforation, cylindrical samples. The effects of metalized additives and radiant heat transfer on the regression rate of such formulations were assessed. Under the investigated operating conditions and based on phenomenological models from the literature, analyses of the collected experimental data show an appreciable influence of the radiant heat flux from burnt gases and soot for both unloaded and loaded fuel formulations. Pure HTPB regression rate data are satisfactorily reproduced, while the impressive initial regression rates of metalized formulations require further assessment.

  18. SPSS macros to compare any two fitted values from a regression model.

    Weaver, Bruce; Dubois, Sacha


    In regression models with first-order terms only, the coefficient for a given variable is typically interpreted as the change in the fitted value of Y for a one-unit increase in that variable, with all other variables held constant. Therefore, each regression coefficient represents the difference between two fitted values of Y. But the coefficients represent only a fraction of the possible fitted value comparisons that might be of interest to researchers. For many fitted value comparisons that are not captured by any of the regression coefficients, common statistical software packages do not provide the standard errors needed to compute confidence intervals or carry out statistical tests-particularly in more complex models that include interactions, polynomial terms, or regression splines. We describe two SPSS macros that implement a matrix algebra method for comparing any two fitted values from a regression model. The !OLScomp and !MLEcomp macros are for use with models fitted via ordinary least squares and maximum likelihood estimation, respectively. The output from the macros includes the standard error of the difference between the two fitted values, a 95% confidence interval for the difference, and a corresponding statistical test with its p-value.

  19. Prediction of soil temperature using regression and artificial neural network models

    Bilgili, Mehmet


    In this study, monthly soil temperature was modeled by linear regression (LR), nonlinear regression (NLR) and artificial neural network (ANN) methods. The soil temperature and other meteorological parameters, which have been taken from Adana meteorological station, were observed between the years of 2000 and 2007 by the Turkish State Meteorological Service (TSMS). The soil temperatures were measured at depths of 5, 10, 20, 50 and 100 cm below the ground level. A three-layer feed-forward ANN structure was constructed and a back-propagation algorithm was used for the training of ANNs. In order to get a successful simulation, the correlation coefficients between all of the meteorological variables (soil temperature, atmospheric temperature, atmospheric pressure, relative humidity, wind speed, rainfall, global solar radiation and sunshine duration) were calculated taking them two by two. First, all independent variables were split into two time periods such as cold and warm seasons. They were added to the enter regression model. Then, the method of stepwise multiple regression was applied for the selection of the "best" regression equation (model). Thus, the best independent variables were selected for the LR and NLR models and they were also used in the input layer of the ANN method. Results of these methods were compared to each other. Finally, the ANN method was found to provide better performance than the LR and NLR methods.


    Ersin Yılmaz


    Full Text Available In this study, firstly we will define a right censored data. If we say shortly right-censored data is censoring values that above the exact line. This may be related with scaling device. And then  we will use response variable acquainted from right-censored explanatory variables. Then the linear regression model will be estimated. For censored data’s existence, Kaplan-Meier weights will be used for  the estimation of the model. With the weights regression model  will be consistent and unbiased with that.   And also there is a method for the censored data that is a semi parametric regression and this method also give  useful results  for censored data too. This study also might be useful for the health studies because of the censored data used in medical issues generally.

  1. A general framework for the use of logistic regression models in meta-analysis.

    Simmonds, Mark C; Higgins, Julian Pt


    Where individual participant data are available for every randomised trial in a meta-analysis of dichotomous event outcomes, "one-stage" random-effects logistic regression models have been proposed as a way to analyse these data. Such models can also be used even when individual participant data are not available and we have only summary contingency table data. One benefit of this one-stage regression model over conventional meta-analysis methods is that it maximises the correct binomial likelihood for the data and so does not require the common assumption that effect estimates are normally distributed. A second benefit of using this model is that it may be applied, with only minor modification, in a range of meta-analytic scenarios, including meta-regression, network meta-analyses and meta-analyses of diagnostic test accuracy. This single model can potentially replace the variety of often complex methods used in these areas. This paper considers, with a range of meta-analysis examples, how random-effects logistic regression models may be used in a number of different types of meta-analyses. This one-stage approach is compared with widely used meta-analysis methods including Bayesian network meta-analysis and the bivariate and hierarchical summary receiver operating characteristic (ROC) models for meta-analyses of diagnostic test accuracy.

  2. Construction of risk prediction model of type 2 diabetes mellitus based on logistic regression

    Li Jian


    Full Text Available Objective: to construct multi factor prediction model for the individual risk of T2DM, and to explore new ideas for early warning, prevention and personalized health services for T2DM. Methods: using logistic regression techniques to screen the risk factors for T2DM and construct the risk prediction model of T2DM. Results: Male’s risk prediction model logistic regression equation: logit(P=BMI × 0.735+ vegetables × (−0.671 + age × 0.838+ diastolic pressure × 0.296+ physical activity× (−2.287 + sleep ×(−0.009 +smoking ×0.214; Female’s risk prediction model logistic regression equation: logit(P=BMI ×1.979+ vegetables× (−0.292 + age × 1.355+ diastolic pressure× 0.522+ physical activity × (−2.287 + sleep × (−0.010.The area under the ROC curve of male was 0.83, the sensitivity was 0.72, the specificity was 0.86, the area under the ROC curve of female was 0.84, the sensitivity was 0.75, the specificity was 0.90. Conclusion: This study model data is from a compared study of nested case, the risk prediction model has been established by using the more mature logistic regression techniques, and the model is higher predictive sensitivity, specificity and stability.

  3. Validation of a regression model for standardizing lifetime racing performances of thoroughbreds.

    Martin, G S; Strand, E; Kearney, M T


    To determine the relationship between prediction errors of a regression model of racing finish times and earnings or finish position; the relationship between standardized finish times, determined by use of this model, and earnings or finish position; and whether this model was valid when applied to data for horses that underwent surgical treatment. Survey. Records of 6,700 healthy Thoroughbreds racing in Louisiana and of 31 Thoroughbreds with idiopathic left laryngeal hemiplegia that underwent surgical treatment. Predicted and standardized finish times were calculated by use of the regression model for healthy horses, and the relationships between prediction error (actual--predicted finish time) and standardized finish times, and earnings and finish position, were examined. Then, the regression model was applied to data for horses with hemiplegia to determine whether the model was valid when used to calculate predicted and standardized finish times for lifetime performance data. Prediction error and standardized finish times were negatively correlated with earnings and positively correlated with finish position and, thus, appeared to be reliable measures of racing performance. The regression model was found to be valid when applied to lifetime performance records of horses with laryngeal hemiplegia. Prediction error and standardized finish times are measures of racing performance that can be used to compare performances among Thoroughbred racehorses across a variety of circumstances that would otherwise confound comparison.

  4. Monitoring seasonal influenza epidemics by using internet search data with an ensemble penalized regression model

    Guo, Pi; Zhang, Jianjun; Wang, Li; Yang, Shaoyi; Luo, Ganfeng; Deng, Changyu; Wen, Ye; Zhang, Qingying


    Seasonal influenza epidemics cause serious public health problems in China. Search queries-based surveillance was recently proposed to complement traditional monitoring approaches of influenza epidemics. However, developing robust techniques of search query selection and enhancing predictability for influenza epidemics remains a challenge. This study aimed to develop a novel ensemble framework to improve penalized regression models for detecting influenza epidemics by using Baidu search engine query data from China. The ensemble framework applied a combination of bootstrap aggregating (bagging) and rank aggregation method to optimize penalized regression models. Different algorithms including lasso, ridge, elastic net and the algorithms in the proposed ensemble framework were compared by using Baidu search engine queries. Most of the selected search terms captured the peaks and troughs of the time series curves of influenza cases. The predictability of the conventional penalized regression models were improved by the proposed ensemble framework. The elastic net regression model outperformed the compared models, with the minimum prediction errors. We established a Baidu search engine queries-based surveillance model for monitoring influenza epidemics, and the proposed model provides a useful tool to support the public health response to influenza and other infectious diseases. PMID:28422149

  5. Risk stratification for prognosis in intracerebral hemorrhage: A decision tree model and logistic regression

    Gang WU


    Full Text Available Objective  To analyze the risk factors for prognosis in intracerebral hemorrhage using decision tree (classification and regression tree, CART model and logistic regression model. Methods  CART model and logistic regression model were established according to the risk factors for prognosis of patients with cerebral hemorrhage. The differences in the results were compared between the two methods. Results  Logistic regression analyses showed that hematoma volume (OR-value 0.953, initial Glasgow Coma Scale (GCS score (OR-value 1.210, pulmonary infection (OR-value 0.295, and basal ganglia hemorrhage (OR-value 0.336 were the risk factors for the prognosis of cerebral hemorrhage. The results of CART analysis showed that volume of hematoma and initial GCS score were the main factors affecting the prognosis of cerebral hemorrhage. The effects of two models on the prognosis of cerebral hemorrhage were similar (Z-value 0.402, P=0.688. Conclusions  CART model has a similar value to that of logistic model in judging the prognosis of cerebral hemorrhage, and it is characterized by using transactional analysis between the risk factors, and it is more intuitive. DOI: 10.11855/j.issn.0577-7402.2015.12.13

  6. Magnetic resonance imaging for assessment of parametrial tumour spread and regression patterns in adaptive cervix cancer radiotherapy

    Schmid, Maximilian P.; Fidarova, Elena [Dept. of Radiotherapy, Comprehensive Cancer Center, Medical Univ. of Vienna, Vienna (Austria)], e-mail:; Poetter, Richard [Dept. of Radiotherapy, Comprehensive Cancer Center, Medical Univ. of Vienna, Vienna (Austria); Christian Doppler Lab. for Medical Radiation Research for Radiation Oncology, Medical Univ. of Vienna (Austria)] [and others


    Purpose: To investigate the impact of magnetic resonance imaging (MRI)-morphologic differences in parametrial infiltration on tumour response during primary radio chemotherapy in cervical cancer. Material and methods: Eighty-five consecutive cervical cancer patients with FIGO stages IIB (n = 59) and IIIB (n = 26), treated by external beam radiotherapy ({+-}chemotherapy) and image-guided adaptive brachytherapy, underwent T2-weighted MRI at the time of diagnosis and at the time of brachytherapy. MRI patterns of parametrial tumour infiltration at the time of diagnosis were assessed with regard to predominant morphology and maximum extent of parametrial tumour infiltration and were stratified into five tumour groups (TG): 1) expansive with spiculae; 2) expansive with spiculae and infiltrating parts; 3) infiltrative into the inner third of the parametrial space (PM); 4) infiltrative into the middle third of the PM; and 5) infiltrative into the outer third of the PM. MRI at the time of brachytherapy was used for identifying presence (residual vs. no residual disease) and signal intensity (high vs. intermediate) of residual disease within the PM. Left and right PM of each patient were evaluated separately at both time points. The impact of the TG on tumour remission status within the PM was analysed using {chi}2-test and logistic regression analysis. Results: In total, 170 PM were analysed. The TG 1, 2, 3, 4, 5 were present in 12%, 11%, 35%, 25% and 12% of the cases, respectively. Five percent of the PM were tumour-free. Residual tumour in the PM was identified in 19%, 68%, 88%, 90% and 85% of the PM for the TG 1, 2, 3, 4, and 5, respectively. The TG 3 - 5 had significantly higher rates of residual tumour in the PM in comparison to TG 1 + 2 (88% vs. 43%, p < 0.01). Conclusion: MRI-morphologic features of PM infiltration appear to allow for prediction of tumour response during external beam radiotherapy and chemotherapy. A predominantly infiltrative tumour spread at the

  7. Linear regression models of floor surface parameters on friction between Neolite and quarry tiles.

    Chang, Wen-Ruey; Matz, Simon; Grönqvist, Raoul; Hirvonen, Mikko


    For slips and falls, friction is widely used as an indicator of surface slipperiness. Surface parameters, including surface roughness and waviness, were shown to influence friction by correlating individual surface parameters with the measured friction. A collective input from multiple surface parameters as a predictor of friction, however, could provide a broader perspective on the contributions from all the surface parameters evaluated. The objective of this study was to develop regression models between the surface parameters and measured friction. The dynamic friction was measured using three different mixtures of glycerol and water as contaminants. Various surface roughness and waviness parameters were measured using three different cut-off lengths. The regression models indicate that the selected surface parameters can predict the measured friction coefficient reliably in most of the glycerol concentrations and cut-off lengths evaluated. The results of the regression models were, in general, consistent with those obtained from the correlation between individual surface parameters and the measured friction in eight out of nine conditions evaluated in this experiment. A hierarchical regression model was further developed to evaluate the cumulative contributions of the surface parameters in the final iteration by adding these parameters to the regression model one at a time from the easiest to measure to the most difficult to measure and evaluating their impacts on the adjusted R(2) values. For practical purposes, the surface parameter R(a) alone would account for the majority of the measured friction even if it did not reach a statistically significant level in some of the regression models.

  8. Adaptive Control and Synchronization of the Shallow Water Model

    P. Sangapate


    Full Text Available The shallow water model is one of the important models in dynamical systems. This paper investigates the adaptive chaos control and synchronization of the shallow water model. First, adaptive control laws are designed to stabilize the shallow water model. Then adaptive control laws are derived to chaos synchronization of the shallow water model. The sufficient conditions for the adaptive control and synchronization have been analyzed theoretically, and the results are proved using a Barbalat's Lemma.

  9. A Model for Climate Change Adaptation

    Pasqualini, D.; Keating, G. N.


    Climate models predict serious impacts on the western U.S. in the next few decades, including increased temperatures and reduced precipitation. In combination, these changes are linked to profound impacts on fundamental systems, such as water and energy supplies, agriculture, population stability, and the economy. Global and national imperatives for climate change mitigation and adaptation are made actionable at the state level, for instance through greenhouse gas (GHG) emission regulations and incentives for renewable energy sources. However, adaptation occurs at the local level, where energy and water usage can be understood relative to local patterns of agriculture, industry, and culture. In response to the greenhouse gas emission reductions required by California’s Assembly Bill 32 (2006), Sonoma County has committed to sharp emissions reductions across several sectors, including water, energy, and transportation. To assist Sonoma County develop a renewable energy (RE) portfolio to achieve this goal we have developed an integrated assessment model, CLEAR (CLimate-Energy Assessment for Resiliency) model. Building on Sonoma County’s existing baseline studies of energy use, carbon emissions and potential RE sources, the CLEAR model simulates the complex interactions among technology deployment, economics and social behavior. This model enables assessment of these and other components with specific analysis of their coupling and feedbacks because, due to the complex nature of the problem, the interrelated sectors cannot be studied independently. The goal is an approach to climate change mitigation and adaptation that is replicable for use by other interested communities. The model user interfaces helps stakeholders and policymakers understand options for technology implementation.

  10. Blind identification of threshold auto-regressive model for machine fault diagnosis

    LI Zhinong; HE Yongyong; CHU Fulei; WU Zhaotong


    A blind identification method was developed for the threshold auto-regressive (TAR) model. The method had good identification accuracy and rapid convergence, especially for higher order systems. The proposed method was then combined with the hidden Markov model (HMM) to determine the auto-regressive (AR) coefficients for each interval used for feature extraction, with the HMM as a classifier. The fault diagnoses during the speed-up and speed- down processes for rotating machinery have been success- fully completed. The result of the experiment shows that the proposed method is practical and effective.

  11. Methods and applications of linear models regression and the analysis of variance

    Hocking, Ronald R


    Praise for the Second Edition"An essential desktop reference book . . . it should definitely be on your bookshelf." -Technometrics A thoroughly updated book, Methods and Applications of Linear Models: Regression and the Analysis of Variance, Third Edition features innovative approaches to understanding and working with models and theory of linear regression. The Third Edition provides readers with the necessary theoretical concepts, which are presented using intuitive ideas rather than complicated proofs, to describe the inference that is appropriate for the methods being discussed. The book

  12. Analysis of Multivariate Experimental Data Using A Simplified Regression Model Search Algorithm

    Ulbrich, Norbert Manfred


    A new regression model search algorithm was developed in 2011 that may be used to analyze both general multivariate experimental data sets and wind tunnel strain-gage balance calibration data. The new algorithm is a simplified version of a more complex search algorithm that was originally developed at the NASA Ames Balance Calibration Laboratory. The new algorithm has the advantage that it needs only about one tenth of the original algorithm's CPU time for the completion of a search. In addition, extensive testing showed that the prediction accuracy of math models obtained from the simplified algorithm is similar to the prediction accuracy of math models obtained from the original algorithm. The simplified algorithm, however, cannot guarantee that search constraints related to a set of statistical quality requirements are always satisfied in the optimized regression models. Therefore, the simplified search algorithm is not intended to replace the original search algorithm. Instead, it may be used to generate an alternate optimized regression model of experimental data whenever the application of the original search algorithm either fails or requires too much CPU time. Data from a machine calibration of NASA's MK40 force balance is used to illustrate the application of the new regression model search algorithm.

  13. Wind adaptive modeling of transmission lines using minimum description length

    Jaw, Yoonseok; Sohn, Gunho


    The transmission lines are moving objects, which positions are dynamically affected by wind-induced conductor motion while they are acquired by airborne laser scanners. This wind effect results in a noisy distribution of laser points, which often hinders accurate representation of transmission lines and thus, leads to various types of modeling errors. This paper presents a new method for complete 3D transmission line model reconstruction in the framework of inner and across span analysis. The highlighted fact is that the proposed method is capable of indirectly estimating noise scales, which corrupts the quality of laser observations affected by different wind speeds through a linear regression analysis. In the inner span analysis, individual transmission line models of each span are evaluated based on the Minimum Description Length theory and erroneous transmission line segments are subsequently replaced by precise transmission line models with wind-adaptive noise scale estimated. In the subsequent step of across span analysis, detecting the precise start and end positions of the transmission line models, known as the Point of Attachment, is the key issue for correcting partial modeling errors, as well as refining transmission line models. Finally, the geometric and topological completion of transmission line models are achieved over the entire network. A performance evaluation was conducted over 138.5 km long corridor data. In a modest wind condition, the results demonstrates that the proposed method can improve the accuracy of non-wind-adaptive initial models on an average of 48% success rate to produce complete transmission line models in the range between 85% and 99.5% with the positional accuracy of 9.55 cm transmission line models and 28 cm Point of Attachment in the root-mean-square error.

  14. Accounting for spatial effects in land use regression for urban air pollution modeling.

    Bertazzon, Stefania; Johnson, Markey; Eccles, Kristin; Kaplan, Gilaad G


    In order to accurately assess air pollution risks, health studies require spatially resolved pollution concentrations. Land-use regression (LUR) models estimate ambient concentrations at a fine spatial scale. However, spatial effects such as spatial non-stationarity and spatial autocorrelation can reduce the accuracy of LUR estimates by increasing regression errors and uncertainty; and statistical methods for resolving these effects--e.g., spatially autoregressive (SAR) and geographically weighted regression (GWR) models--may be difficult to apply simultaneously. We used an alternate approach to address spatial non-stationarity and spatial autocorrelation in LUR models for nitrogen dioxide. Traditional models were re-specified to include a variable capturing wind speed and direction, and re-fit as GWR models. Mean R(2) values for the resulting GWR-wind models (summer: 0.86, winter: 0.73) showed a 10-20% improvement over traditional LUR models. GWR-wind models effectively addressed both spatial effects and produced meaningful predictive models. These results suggest a useful method for improving spatially explicit models.

  15. Improving regression-model-based streamwater constituent load estimates derived from serially correlated data

    Aulenbach, Brent T.


    A regression-model based approach is a commonly used, efficient method for estimating streamwater constituent load when there is a relationship between streamwater constituent concentration and continuous variables such as streamwater discharge, season and time. A subsetting experiment using a 30-year dataset of daily suspended sediment observations from the Mississippi River at Thebes, Illinois, was performed to determine optimal sampling frequency, model calibration period length, and regression model methodology, as well as to determine the effect of serial correlation of model residuals on load estimate precision. Two regression-based methods were used to estimate streamwater loads, the Adjusted Maximum Likelihood Estimator (AMLE), and the composite method, a hybrid load estimation approach. While both methods accurately and precisely estimated loads at the model's calibration period time scale, precisions were progressively worse at shorter reporting periods, from annually to monthly. Serial correlation in model residuals resulted in observed AMLE precision to be significantly worse than the model calculated standard errors of prediction. The composite method effectively improved upon AMLE loads for shorter reporting periods, but required a sampling interval of at least 15-days or shorter, when the serial correlations in the observed load residuals were greater than 0.15. AMLE precision was better at shorter sampling intervals and when using the shortest model calibration periods, such that the regression models better fit the temporal changes in the concentration-discharge relationship. The models with the largest errors typically had poor high flow sampling coverage resulting in unrepresentative models. Increasing sampling frequency and/or targeted high flow sampling are more efficient approaches to ensure sufficient sampling and to avoid poorly performing models, than increasing calibration period length.

  16. Modeling Approach of Regression Orthogonal Experiment Design for Thermal Error Compensation of CNC Turning Center


    The thermal induced errors can account for as much as 70% of the dimensional errors on a workpiece. Accurate modeling of errors is an essential part of error compensation. Base on analyzing the existing approaches of the thermal error modeling for machine tools, a new approach of regression orthogonal design is proposed, which combines the statistic theory with machine structures, surrounding condition, engineering judgements, and experience in modeling. A whole computation and analysis procedure is given. ...

  17. Income distribution: An adaptive heterogeneous model

    da Silva, L. C.; de Figueirêdo, P. H.


    In this communication an adaptive process is introduced into a many-agent model for closed economic system in order to establish general features of income distribution. In this new version agents are able to modify their exchange parameter ωi of resources through an adaptive process. The conclusions indicate that assuming an instantaneous learning behavior of all agents a Γ-distribution for income is reproduced while a frozen behavior establishes a Pareto’s distribution for income with an exponent ν=0.94±0.02. A third case occurs when a heterogeneous “inertia” behavior is introduced leading us to a Γ-distribution at the low income regime and a power-law decay for the large income values with an exponent ν=2.05±0.05. This method enables investigation of the resources flux in the economic environment and produces also bounding values for the Gini index comparable with data evidences.

  18. Stahel-Donoho kernel estimation for fixed design nonparametric regression models

    LIN; Lu


    This paper reports a robust kernel estimation for fixed design nonparametric regression models.A Stahel-Donoho kernel estimation is introduced,in which the weight functions depend on both the depths of data and the distances between the design points and the estimation points.Based on a local approximation,a computational technique is given to approximate to the incomputable depths of the errors.As a result the new estimator is computationally efficient.The proposed estimator attains a high breakdown point and has perfect asymptotic behaviors such as the asymptotic normality and convergence in the mean squared error.Unlike the depth-weighted estimator for parametric regression models,this depth-weighted nonparametric estimator has a simple variance structure and then we can compare its efficiency with the original one.Some simulations show that the new method can smooth the regression estimation and achieve some desirable balances between robustness and efficiency.

  19. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors

    Xibin Zhang


    Full Text Available This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous and discrete regressors under an unknown error density. The error density is approximated by the kernel density estimator of the unobserved errors, while the regression function is estimated using the Nadaraya-Watson estimator admitting continuous and discrete regressors. We derive an approximate likelihood and posterior for bandwidth parameters, followed by a sampling algorithm. Simulation results show that the proposed approach typically leads to better accuracy of the resulting estimates than cross-validation, particularly for smaller sample sizes. This bandwidth estimation approach is applied to nonparametric regression model of the Australian All Ordinaries returns and the kernel density estimation of gross domestic product (GDP growth rates among the organisation for economic co-operation and development (OECD and non-OECD countries.

  20. Combining the Performance Strengths of the Logistic Regression and Neural Network Models: A Medical Outcomes Approach

    Wun Wong


    Full Text Available The assessment of medical outcomes is important in the effort to contain costs, streamline patient management, and codify medical practices. As such, it is necessary to develop predictive models that will make accurate predictions of these outcomes. The neural network methodology has often been shown to perform as well, if not better, than the logistic regression methodology in terms of sample predictive performance. However, the logistic regression method is capable of providing an explanation regarding the relationship(s between variables. This explanation is often crucial to understanding the clinical underpinnings of the disease process. Given the respective strengths of the methodologies in question, the combined use of a statistical (i.e., logistic regression and machine learning (i.e., neural network technology in the classification of medical outcomes is warranted under appropriate conditions. The study discusses these conditions and describes an approach for combining the strengths of the models.

  1. Local polynomial estimation of heteroscedasticity in a multivariate linear regression model and its applications in economics.

    Su, Liyun; Zhao, Yanyong; Yan, Tianshun; Li, Fenglan


    Multivariate local polynomial fitting is applied to the multivariate linear heteroscedastic regression model. Firstly, the local polynomial fitting is applied to estimate heteroscedastic function, then the coefficients of regression model are obtained by using generalized least squares method. One noteworthy feature of our approach is that we avoid the testing for heteroscedasticity by improving the traditional two-stage method. Due to non-parametric technique of local polynomial estimation, it is unnecessary to know the form of heteroscedastic function. Therefore, we can improve the estimation precision, when the heteroscedastic function is unknown. Furthermore, we verify that the regression coefficients is asymptotic normal based on numerical simulations and normal Q-Q plots of residuals. Finally, the simulation results and the local polynomial estimation of real data indicate that our approach is surely effective in finite-sample situations.

  2. Replica analysis of overfitting in regression models for time-to-event data

    Coolen, A. C. C.; Barrett, J. E.; Paga, P.; Perez-Vicente, C. J.


    Overfitting, which happens when the number of parameters in a model is too large compared to the number of data points available for determining these parameters, is a serious and growing problem in survival analysis. While modern medicine presents us with data of unprecedented dimensionality, these data cannot yet be used effectively for clinical outcome prediction. Standard error measures in maximum likelihood regression, such as p-values and z-scores, are blind to overfitting, and even for Cox’s proportional hazards model (the main tool of medical statisticians), one finds in literature only rules of thumb on the number of samples required to avoid overfitting. In this paper we present a mathematical theory of overfitting in regression models for time-to-event data, which aims to increase our quantitative understanding of the problem and provide practical tools with which to correct regression outcomes for the impact of overfitting. It is based on the replica method, a statistical mechanical technique for the analysis of heterogeneous many-variable systems that has been used successfully for several decades in physics, biology, and computer science, but not yet in medical statistics. We develop the theory initially for arbitrary regression models for time-to-event data, and verify its predictions in detail for the popular Cox model.

  3. Analysis of the Influence of Quantile Regression Model on Mainland Tourists’ Service Satisfaction Performance

    Wen-Cheng Wang


    Full Text Available It is estimated that mainland Chinese tourists travelling to Taiwan can bring annual revenues of 400 billion NTD to the Taiwan economy. Thus, how the Taiwanese Government formulates relevant measures to satisfy both sides is the focus of most concern. Taiwan must improve the facilities and service quality of its tourism industry so as to attract more mainland tourists. This paper conducted a questionnaire survey of mainland tourists and used grey relational analysis in grey mathematics to analyze the satisfaction performance of all satisfaction question items. The first eight satisfaction items were used as independent variables, and the overall satisfaction performance was used as a dependent variable for quantile regression model analysis to discuss the relationship between the dependent variable under different quantiles and independent variables. Finally, this study further discussed the predictive accuracy of the least mean regression model and each quantile regression model, as a reference for research personnel. The analysis results showed that other variables could also affect the overall satisfaction performance of mainland tourists, in addition to occupation and age. The overall predictive accuracy of quantile regression model Q0.25 was higher than that of the other three models.

  4. Analysis of the Influence of Quantile Regression Model on Mainland Tourists' Service Satisfaction Performance

    Wang, Wen-Cheng; Cho, Wen-Chien; Chen, Yin-Jen


    It is estimated that mainland Chinese tourists travelling to Taiwan can bring annual revenues of 400 billion NTD to the Taiwan economy. Thus, how the Taiwanese Government formulates relevant measures to satisfy both sides is the focus of most concern. Taiwan must improve the facilities and service quality of its tourism industry so as to attract more mainland tourists. This paper conducted a questionnaire survey of mainland tourists and used grey relational analysis in grey mathematics to analyze the satisfaction performance of all satisfaction question items. The first eight satisfaction items were used as independent variables, and the overall satisfaction performance was used as a dependent variable for quantile regression model analysis to discuss the relationship between the dependent variable under different quantiles and independent variables. Finally, this study further discussed the predictive accuracy of the least mean regression model and each quantile regression model, as a reference for research personnel. The analysis results showed that other variables could also affect the overall satisfaction performance of mainland tourists, in addition to occupation and age. The overall predictive accuracy of quantile regression model Q0.25 was higher than that of the other three models. PMID:24574916

  5. Logistic回归模型及其应用%Logistic regression model and its application

    常振海; 刘薇


    为了利用Logistic模型提高多分类定性因变量的预测准确率,在二分类Logistic回归模型的基础上,对实际统计数据建立三类别的Logistic模型.采用似然比检验法对自变量的显著性进行检验,剔除了不显著的变量;对每个类别的因变量都确定了1个线性回归函数,并进行了模型检验.分析结果表明,在处理因变量为定性变量的回归分析中,Logistic模型具有很好的预测准确度和实用推广性.%To improve the forecasting accuracy of the multinomial qualitative dependent variable by using logistic model,ternary logistic model is established for actual statistical data based on binary logistic regression model.The significance of independent variables is tested by using the likelihood ratio test method to remove the non-significant variable.A linear regression function is determined for each category dependent variable,and the models are tested.The analysis results show that logistic regression model has good predictive accuracy and practical promotional value in handling regression analysis of qualitative dependent variable.

  6. Post-L1-Penalized Estimators in High-Dimensional Linear Regression Models

    Belloni, Alexandre


    In this paper we study the post-penalized estimator which applies ordinary, unpenalized linear regression to the model selected by the first step penalized estimators, typically the LASSO. We show that post-LASSO can perform as well or nearly as well as the LASSO in terms of the rate of convergence. We show that this performance occurs even if the LASSO-based model selection "fails", in the sense of missing some components of the "true" regression model. Furthermore, post-LASSO can perform strictly better than LASSO, in the sense of a strictly faster rate of convergence, if the LASSO-based model selection correctly includes all components of the "true" model as a subset and enough sparsity is obtained. Of course, in the extreme case, when LASSO perfectly selects the true model, the past-LASSO estimator becomes the oracle estimator. We show that the results hold in both parametric and non-parametric models; and by the "true" model we mean the best $s$-dimensional approximation to the true regression model, whe...

  7. Building factorial regression models to explain and predict nitrate concentrations in groundwater under agricultural land

    Stigter, T. Y.; Ribeiro, L.; Dill, A. M. M. Carvalho


    SummaryFactorial regression models, based on correspondence analysis, are built to explain the high nitrate concentrations in groundwater beneath an agricultural area in the south of Portugal, exceeding 300 mg/l, as a function of chemical variables, electrical conductivity (EC), land use and hydrogeological setting. Two important advantages of the proposed methodology are that qualitative parameters can be involved in the regression analysis and that multicollinearity is avoided. Regression is performed on eigenvectors extracted from the data similarity matrix, the first of which clearly reveals the impact of agricultural practices and hydrogeological setting on the groundwater chemistry of the study area. Significant correlation exists between response variable NO3- and explanatory variables Ca 2+, Cl -, SO42-, depth to water, aquifer media and land use. Substituting Cl - by the EC results in the most accurate regression model for nitrate, when disregarding the four largest outliers (model A). When built solely on land use and hydrogeological setting, the regression model (model B) is less accurate but more interesting from a practical viewpoint, as it is based on easily obtainable data and can be used to predict nitrate concentrations in groundwater in other areas with similar conditions. This is particularly useful for conservative contaminants, where risk and vulnerability assessment methods, based on assumed rather than established correlations, generally produce erroneous results. Another purpose of the models can be to predict the future evolution of nitrate concentrations under influence of changes in land use or fertilization practices, which occur in compliance with policies such as the Nitrates Directive. Model B predicts a 40% decrease in nitrate concentrations in groundwater of the study area, when horticulture is replaced by other land use with much lower fertilization and irrigation rates.

  8. A regression model predicting isometric shoulder muscle activities from arm postures and shoulder joint moments.

    Xu, Xu; McGorry, Raymond W; Lin, Jia-Hua


    Tissue overloading is a major contributor to shoulder musculoskeletal injuries. Previous studies attempted to use regression-based methods to predict muscle activities from shoulder kinematics and shoulder kinetics. While a regression-based method can address co-contraction of the antagonist muscles as opposed to the optimization method, most of these regression models were based on limited shoulder postures. The purpose of this study was to develop a set of regression equations to predict the 10th percentile, the median, and the 90th percentile of normalized electromyography (nEMG) activities from shoulder postures and net shoulder moments. Forty participants generated various 3-D shoulder moments at 96 static postures. The nEMG of 16 shoulder muscles was measured and the 3-D net shoulder moment was calculated using a static biomechanical model. A stepwise regression was used to derive the regression equations. The results indicated the measured range of the 3-D shoulder moment in this study was similar to those observed during work requiring light physical capacity. The r(2) of all the regression equations ranged between 0.228 and 0.818. For the median of the nEMG, the average r(2) among all 16 muscles was 0.645, and the five muscles with the greatest r(2) were the three deltoids, supraspinatus, and infraspinatus. The results can be used by practitioners to estimate the range of the shoulder muscle activities given a specific arm posture and net shoulder moment. Copyright © 2014 The Authors. Published by Elsevier Ltd.. All rights reserved.

  9. Proposal of a regressive model for the hourly diffuse solar radiation under all sky conditions

    Ruiz-Arias, J.A.; Alsamamra, H.; Tovar-Pescador, J.; Pozo-Vazquez, D. [Department of Physics, Building A3-066, University of Jaen, 23071 Jaen (Spain)


    In this work, we propose a new regressive model for the estimation of the hourly diffuse solar irradiation under all sky conditions. This new model is based on the sigmoid function and uses the clearness index and the relative optical mass as predictors. The model performance was compared against other five regressive models using radiation data corresponding to 21 stations in the USA and Europe. In a first part, the 21 stations were grouped into seven subregions (corresponding to seven different climatic regions) and all the models were locally-fitted and evaluated using these seven datasets. Results showed that the new proposed model provides slightly better estimates. Particularly, this new model provides a relative root mean square error in the range 25-35% and a relative mean bias error in the range -15% to 15%, depending on the region. In a second part, the potential global character of the new model was evaluated. To this end, the model was fitted using the whole dataset. Results showed that the global fitting model provides overall better estimates that the locally-fitted models, with relative root mean square error values ranging 20-35% and a relative mean bias error ranging -5% to -12%. Additionally, the new proposed model showed some advantages compared to other evaluated models. Particularly, the sigmoid behaviour of this model is able to provide physically reliable estimates for extreme values of the clearness index even though using less parameter than other tested models. (author)

  10. An adaptive contextual quantum language model

    Li, Jingfei; Zhang, Peng; Song, Dawei; Hou, Yuexian


    User interactions in search system represent a rich source of implicit knowledge about the user's cognitive state and information need that continuously evolves over time. Despite massive efforts that have been made to exploiting and incorporating this implicit knowledge in information retrieval, it is still a challenge to effectively capture the term dependencies and the user's dynamic information need (reflected by query modifications) in the context of user interaction. To tackle these issues, motivated by the recent Quantum Language Model (QLM), we develop a QLM based retrieval model for session search, which naturally incorporates the complex term dependencies occurring in user's historical queries and clicked documents with density matrices. In order to capture the dynamic information within users' search session, we propose a density matrix transformation framework and further develop an adaptive QLM ranking model. Extensive comparative experiments show the effectiveness of our session quantum language models.

  11. Adaptive Lattice Boltzmann Model for Compressible Flows


    A new lattice Boltzmann model for compressible flows is presented. The main difference from the standard lattice Boltzmann model is that the particle velocities are no longer constant, but vary with the mean velocity and internal energy. The adaptive nature of the particle velocities permits the mean flow to have a high Mach number. The introduction of a particle potential energy makes the model suitable for a perfect gas with arbitrary specific heat ratio. The Navier-Stokes (N-S) equations are derived by the Chapman-Enskog method from the BGK Boltzmann equation. Two kinds of simulations have been carried out on the hexagonal lattice to test the proposed model. One is the Sod shock-tube simulation. The other is a strong shock of Mach number 5.09 diffracting around a corner.

  12. On adaptive refinements in discrete probabilistic fracture models

    J. Eliáš


    Full Text Available The possibility to adaptively change discretization density is a well acknowledged and used feature of many continuum models. It is employed to save computational time and increase solution accuracy. Recently, adaptivity has been introduced also for discrete particle models. This contribution applies adaptive technique in probabilistic discrete modelling where material properties are varying in space according to a random field. The random field discretization is adaptively refined hand in hand with the model geometry.

  13. The limiting behavior of the estimated parameters in a misspecified random field regression model

    Dahl, Christian Møller; Qin, Yu

    convenient new uniform convergence results that we propose. This theory may have applications beyond those presented here. Our results indicate that classical statistical inference techniques, in general, works very well for random field regression models in finite samples and that these models succesfully......This paper examines the limiting properties of the estimated parameters in the random field regression model recently proposed by Hamilton (Econometrica, 2001). Though the model is parametric, it enjoys the flexibility of the nonparametric approach since it can approximate a large collection...... of nonlinear functions and it has the added advantage that there is no "curse of dimensionality."Contrary to existing literature on the asymptotic properties of the estimated parameters in random field models our results do not require that the explanatory variables are sampled on a grid. However...

  14. Modeling Zero – Inflated Regression of Road Accidents at Johor Federal Road F001

    Prasetijo Joewono


    Full Text Available This study focused on the Poisson regression with excess zero outcomes on the response variable. A generalized linear modelling technique such as Poisson regression model and Negative Binomial model was found to be insignificant in explaining and handle over dispersion which due to high amount of zeros thus Zero Inflated model was introduced to overcome the problem. The application work on the number of road accidents on F001 Jalan Jb – Air Hitam. Data on road accident were collected for five-year period from 2010 through 2014. The result from analysis show that ZINB model performed best, in terms of the comparative criteria based on the P value less than 0.05.

  15. Profile-driven regression for modeling and runtime optimization of mobile networks

    McClary, Dan; Syrotiuk, Violet; Kulahci, Murat


    of throughput in a mobile ad hoc network, a self-organizing collection of mobile wireless nodes without any fixed infrastructure. The intermediate models generated in profile-driven regression are used to fit an overall model of throughput, and are also used to optimize controllable factors at runtime. Unlike......Computer networks often display nonlinear behavior when examined over a wide range of operating conditions. There are few strategies available for modeling such behavior and optimizing such systems as they run. Profile-driven regression is developed and applied to modeling and runtime optimization...... others, the throughput model accounts for node speed. The resulting optimization is very effective; locally optimizing the network factors at runtime results in throughput as much as six times higher than that achieved with the factors at their default levels....


    A. L. Oleinik


    Full Text Available Subject of Research. The paper deals with the problem of lip region image reconstruction from speech signal by means of Partial Least Squares regression. Such problems arise in connection with development of audio-visual speech processing methods. Audio-visual speech consists of acoustic and visual components (called modalities. Applications of audio-visual speech processing methods include joint modeling of voice and lips’ movement dynamics, synchronization of audio and video streams, emotion recognition, liveness detection. Method. Partial Least Squares regression was applied to solve the posed problem. This method extracts components of initial data with high covariance. These components are used to build regression model. Advantage of this approach lies in the possibility of achieving two goals: identification of latent interrelations between initial data components (e.g. speech signal and lip region image and approximation of initial data component as a function of another one. Main Results. Experimental research on reconstruction of lip region images from speech signal was carried out on VidTIMIT audio-visual speech database. Results of the experiment showed that Partial Least Squares regression is capable of solving reconstruction problem. Practical Significance. Obtained findings give the possibility to assert that Partial Least Squares regression is successfully applicable for solution of vast variety of audio-visual speech processing problems: from synchronization of audio and video streams to liveness detection.

  17. Significance tests to determine the direction of effects in linear regression models.

    Wiedermann, Wolfgang; Hagmann, Michael; von Eye, Alexander


    Previous studies have discussed asymmetric interpretations of the Pearson correlation coefficient and have shown that higher moments can be used to decide on the direction of dependence in the bivariate linear regression setting. The current study extends this approach by illustrating that the third moment of regression residuals may also be used to derive conclusions concerning the direction of effects. Assuming non-normally distributed variables, it is shown that the distribution of residuals of the correctly specified regression model (e.g., Y is regressed on X) is more symmetric than the distribution of residuals of the competing model (i.e., X is regressed on Y). Based on this result, 4 one-sample tests are discussed which can be used to decide which variable is more likely to be the response and which one is more likely to be the explanatory variable. A fifth significance test is proposed based on the differences of skewness estimates, which leads to a more direct test of a hypothesis that is compatible with direction of dependence. A Monte Carlo simulation study was performed to examine the behaviour of the procedures under various degrees of associations, sample sizes, and distributional properties of the underlying population. An empirical example is given which illustrates the application of the tests in practice.

  18. Predicting 30-day Hospital Readmission with Publicly Available Administrative Database. A Conditional Logistic Regression Modeling Approach.

    Zhu, K; Lou, Z; Zhou, J; Ballester, N; Kong, N; Parikh, P


    This article is part of the Focus Theme of Methods of Information in Medicine on "Big Data and Analytics in Healthcare". Hospital readmissions raise healthcare costs and cause significant distress to providers and patients. It is, therefore, of great interest to healthcare organizations to predict what patients are at risk to be readmitted to their hospitals. However, current logistic regression based risk prediction models have limited prediction power when applied to hospital administrative data. Meanwhile, although decision trees and random forests have been applied, they tend to be too complex to understand among the hospital practitioners. Explore the use of conditional logistic regression to increase the prediction accuracy. We analyzed an HCUP statewide inpatient discharge record dataset, which includes patient demographics, clinical and care utilization data from California. We extracted records of heart failure Medicare beneficiaries who had inpatient experience during an 11-month period. We corrected the data imbalance issue with under-sampling. In our study, we first applied standard logistic regression and decision tree to obtain influential variables and derive practically meaning decision rules. We then stratified the original data set accordingly and applied logistic regression on each data stratum. We further explored the effect of interacting variables in the logistic regression modeling. We conducted cross validation to assess the overall prediction performance of conditional logistic regression (CLR) and compared it with standard classification models. The developed CLR models outperformed several standard classification models (e.g., straightforward logistic regression, stepwise logistic regression, random forest, support vector machine). For example, the best CLR model improved the classification accuracy by nearly 20% over the straightforward logistic regression model. Furthermore, the developed CLR models tend to achieve better sensitivity of

  19. Synaptic dynamics: linear model and adaptation algorithm.

    Yousefi, Ali; Dibazar, Alireza A; Berger, Theodore W


    In this research, temporal processing in brain neural circuitries is addressed by a dynamic model of synaptic connections in which the synapse model accounts for both pre- and post-synaptic processes determining its temporal dynamics and strength. Neurons, which are excited by the post-synaptic potentials of hundred of the synapses, build the computational engine capable of processing dynamic neural stimuli. Temporal dynamics in neural models with dynamic synapses will be analyzed, and learning algorithms for synaptic adaptation of neural networks with hundreds of synaptic connections are proposed. The paper starts by introducing a linear approximate model for the temporal dynamics of synaptic transmission. The proposed linear model substantially simplifies the analysis and training of spiking neural networks. Furthermore, it is capable of replicating the synaptic response of the non-linear facilitation-depression model with an accuracy better than 92.5%. In the second part of the paper, a supervised spike-in-spike-out learning rule for synaptic adaptation in dynamic synapse neural networks (DSNN) is proposed. The proposed learning rule is a biologically plausible process, and it is capable of simultaneously adjusting both pre- and post-synaptic components of individual synapses. The last section of the paper starts with presenting the rigorous analysis of the learning algorithm in a system identification task with hundreds of synaptic connections which confirms the learning algorithm's accuracy, repeatability and scalability. The DSNN is utilized to predict the spiking activity of cortical neurons and pattern recognition tasks. The DSNN model is demonstrated to be a generative model capable of producing different cortical neuron spiking patterns and CA1 Pyramidal neurons recordings. A single-layer DSNN classifier on a benchmark pattern recognition task outperforms a 2-Layer Neural Network and GMM classifiers while having fewer numbers of free parameters and

  20. Model Driven Mutation Applied to Adaptative Systems Testing

    Bartel, Alexandre; Munoz, Freddy; Klein, Jacques; Mouelhi, Tejeddine; Traon, Yves Le


    Dynamically Adaptive Systems modify their behav- ior and structure in response to changes in their surrounding environment and according to an adaptation logic. Critical sys- tems increasingly incorporate dynamic adaptation capabilities; examples include disaster relief and space exploration systems. In this paper, we focus on mutation testing of the adaptation logic. We propose a fault model for adaptation logics that classifies faults into environmental completeness and adaptation correct- ness. Since there are several adaptation logic languages relying on the same underlying concepts, the fault model is expressed independently from specific adaptation languages. Taking benefit from model-driven engineering technology, we express these common concepts in a metamodel and define the operational semantics of mutation operators at this level. Mutation is applied on model elements and model transformations are used to propagate these changes to a given adaptation policy in the chosen formalism. Preliminary resul...

  1. Antibiotic Resistances in Livestock: A Comparative Approach to Identify an Appropriate Regression Model for Count Data

    Anke Hüls


    Full Text Available Antimicrobial resistance in livestock is a matter of general concern. To develop hygiene measures and methods for resistance prevention and control, epidemiological studies on a population level are needed to detect factors associated with antimicrobial resistance in livestock holdings. In general, regression models are used to describe these relationships between environmental factors and resistance outcome. Besides the study design, the correlation structures of the different outcomes of antibiotic resistance and structural zero measurements on the resistance outcome as well as on the exposure side are challenges for the epidemiological model building process. The use of appropriate regression models that acknowledge these complexities is essential to assure valid epidemiological interpretations. The aims of this paper are (i to explain the model building process comparing several competing models for count data (negative binomial model, quasi-Poisson model, zero-inflated model, and hurdle model and (ii to compare these models using data from a cross-sectional study on antibiotic resistance in animal husbandry. These goals are essential to evaluate which model is most suitable to identify potential prevention measures. The dataset used as an example in our analyses was generated initially to study the prevalence and associated factors for the appearance of cefotaxime-resistant Escherichia coli in 48 German fattening pig farms. For each farm, the outcome was the count of samples with resistant bacteria. There was almost no overdispersion and only moderate evidence of excess zeros in the data. Our analyses show that it is essential to evaluate regression models in studies analyzing the relationship between environmental factors and antibiotic resistances in livestock. After model comparison based on evaluation of model predictions, Akaike information criterion, and Pearson residuals, here the hurdle model was judged to be the most appropriate

  2. Goodness-of-fit tests and model diagnostics for negative binomial regression of RNA sequencing data.

    Gu Mi

    Full Text Available This work is about assessing model adequacy for negative binomial (NB regression, particularly (1 assessing the adequacy of the NB assumption, and (2 assessing the appropriateness of models for NB dispersion parameters. Tools for the first are appropriate for NB regression generally; those for the second are primarily intended for RNA sequencing (RNA-Seq data analysis. The typically small number of biological samples and large number of genes in RNA-Seq analysis motivate us to address the trade-offs between robustness and statistical power using NB regression models. One widely-used power-saving strategy, for example, is to assume some commonalities of NB dispersion parameters across genes via simple models relating them to mean expression rates, and many such models have been proposed. As RNA-Seq analysis is becoming ever more popular, it is appropriate to make more thorough investigations into power and robustness of the resulting methods, and into practical tools for model assessment. In this article, we propose simulation-based statistical tests and diagnostic graphics to address model adequacy. We provide simulated and real data examples to illustrate that our proposed methods are effective for detecting the misspecification of the NB mean-variance relationship as well as judging the adequacy of fit of several NB dispersion models.

  3. Goodness-of-fit tests and model diagnostics for negative binomial regression of RNA sequencing data.

    Mi, Gu; Di, Yanming; Schafer, Daniel W


    This work is about assessing model adequacy for negative binomial (NB) regression, particularly (1) assessing the adequacy of the NB assumption, and (2) assessing the appropriateness of models for NB dispersion parameters. Tools for the first are appropriate for NB regression generally; those for the second are primarily intended for RNA sequencing (RNA-Seq) data analysis. The typically small number of biological samples and large number of genes in RNA-Seq analysis motivate us to address the trade-offs between robustness and statistical power using NB regression models. One widely-used power-saving strategy, for example, is to assume some commonalities of NB dispersion parameters across genes via simple models relating them to mean expression rates, and many such models have been proposed. As RNA-Seq analysis is becoming ever more popular, it is appropriate to make more thorough investigations into power and robustness of the resulting methods, and into practical tools for model assessment. In this article, we propose simulation-based statistical tests and diagnostic graphics to address model adequacy. We provide simulated and real data examples to illustrate that our proposed methods are effective for detecting the misspecification of the NB mean-variance relationship as well as judging the adequacy of fit of several NB dispersion models.

  4. Logistic regression.

    Nick, Todd G; Campbell, Kathleen M


    The Medical Subject Headings (MeSH) thesaurus used by the National Library of Medicine defines logistic regression models as "statistical models which describe the relationship between a qualitative dependent variable (that is, one which can take only certain discrete values, such as the presence or absence of a disease) and an independent variable." Logistic regression models are used to study effects of predictor variables on categorical outcomes and normally the outcome is binary, such as presence or absence of disease (e.g., non-Hodgkin's lymphoma), in which case the model is called a binary logistic model. When there are multiple predictors (e.g., risk factors and treatments) the model is referred to as a multiple or multivariable logistic regression model and is one of the most frequently used statistical model in medical journals. In this chapter, we examine both simple and multiple binary logistic regression models and present related issues, including interaction, categorical predictor variables, continuous predictor variables, and goodness of fit.

  5. Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models

    Kiviet, J.F.; Phillips, G.D.A.


    In dynamic regression models conditional maximum likelihood (least-squares) coefficient and variance estimators are biased. Using expansion techniques an approximation is obtained to the bias in variance estimation yielding a bias corrected variance estimator. This is achieved for both the standard

  6. Modeling protein tandem mass spectrometry data with an extended linear regression strategy.

    Liu, Han; Bonner, Anthony J; Emili, Andrew


    Tandem mass spectrometry (MS/MS) has emerged as a cornerstone of proteomics owing in part to robust spectral interpretation algorithm. The intensity patterns presented in mass spectra are useful information for identification of peptides and proteins. However, widely used algorithms can not predicate the peak intensity patterns exactly. We have developed a systematic analytical approach based on a family of extended regression models, which permits routine, large scale protein expression profile modeling. By proving an important technical result that the regression coefficient vector is just the eigenvector corresponding to the least eigenvalue of a space transformed version of the original data, this extended regression problem can be reduced to a SVD decomposition problem, thus gain the robustness and efficiency. To evaluate the performance of our model, from 60,960 spectra, we chose 2,859 with high confidence, non redundant matches as training data, based on this specific problem, we derived some measurements of goodness of fit to show that our modeling method is reasonable. The issues of overfitting and underfitting are also discussed. This extended regression strategy therefore offers an effective and efficient framework for in-depth investigation of complex mammalian proteomes.

  7. Testing Mediation Using Multiple Regression and Structural Equation Modeling Analyses in Secondary Data

    Li, Spencer D.


    Mediation analysis in child and adolescent development research is possible using large secondary data sets. This article provides an overview of two statistical methods commonly used to test mediated effects in secondary analysis: multiple regression and structural equation modeling (SEM). Two empirical studies are presented to illustrate the…

  8. Simple multiple regression model for long range forecasting of Indian summer monsoon rainfall

    Sadhuram, Y.; Murthy, T.V.R.

    ) and ISMR is found to be 0.62. The multiple correlation using the above two parameters is 0.85 which explains 72% variance in ISMR. Using the above two parameters a linear multiple regression model to predict ISMR is developed. The results are comparable...

  9. Climate Impacts on Chinese Corn Yields: A Fractional Polynomial Regression Model

    Kooten, van G.C.; Sun, Baojing


    In this study, we examine the effect of climate on corn yields in northern China using data from ten districts in Inner Mongolia and two in Shaanxi province. A regression model with a flexible functional form is specified, with explanatory variables that include seasonal growing degree days,

  10. A Regression Solution to Cason and Cason's Model of Clinical Performance Rating: Easier, Cheaper, Faster.

    Cason, Gerald J.; Cason, Carolyn L.

    A more familiar and efficient method for estimating the parameters of Cason and Cason's model was examined. Using a two-step analysis based on linear regression, rather than the direct search interative procedure, gave about equally good results while providing a 33 to 1 computer processing time advantage, across 14 cohorts of junior medical…


    Hirpa G. Lemu


    Full Text Available This article reports a proposed approach to a frictional resistance description in sheet metal forming processes that enables determination of the friction coefficient value under a wide range of friction conditions without performing time-consuming experiments. The motivation for this proposal is the fact that there exists a considerable amount of factors affect the friction coefficient value and as a result building analytical friction model for specified process conditions is practically impossible. In this proposed approach, a mathematical model of friction behaviour is created using multiple regression analysis and artificial neural networks. The regression analysis was performed using a subroutine in MATLAB programming code and STATISTICA Neural Networks was utilized to build an artificial neural networks model. The effect of different training strategies on the quality of neural networks was studied. As input variables for regression model and training of radial basis function networks, generalized regression neural networks and multilayer networks the results of strip drawing friction test were utilized. Four kinds of Al-Mg alloy sheets were used as a test material.

  12. Sieve M-estimation for semiparametric varying-coefficient partially linear regression model


    This article considers a semiparametric varying-coefficient partially linear regression model.The semiparametric varying-coefficient partially linear regression model which is a generalization of the partially linear regression model and varying-coefficient regression model that allows one to explore the possibly nonlinear effect of a certain covariate on the response variable.A sieve M-estimation method is proposed and the asymptotic properties of the proposed estimators are discussed.Our main object is to estimate the nonparametric component and the unknown parameters simultaneously.It is easier to compute and the required computation burden is much less than the existing two-stage estimation method.Furthermore,the sieve M-estimation is robust in the presence of outliers if we choose appropriate ρ(·).Under some mild conditions,the estimators are shown to be strongly consistent;the convergence rate of the estimator for the unknown nonparametric component is obtained and the estimator for the unknown parameter is shown to be asymptotically normally distributed.Numerical experiments are carried out to investigate the performance of the proposed method.

  13. Multiple regression models for the prediction of the maximum obtainable thermal efficiency of organic Rankine cycles

    Larsen, Ulrik; Pierobon, Leonardo; Wronski, Jorrit;


    to power. In this study we propose four linear regression models to predict the maximum obtainable thermal efficiency for simple and recuperated ORCs. A previously derived methodology is able to determine the maximum thermal efficiency among many combinations of fluids and processes, given the boundary...

  14. Using ROC curves to compare neural networks and logistic regression for modeling individual noncatastrophic tree mortality

    Susan L. King


    The performance of two classifiers, logistic regression and neural networks, are compared for modeling noncatastrophic individual tree mortality for 21 species of trees in West Virginia. The output of the classifier is usually a continuous number between 0 and 1. A threshold is selected between 0 and 1 and all of the trees below the threshold are classified as...

  15. The Performance of the Full Information Maximum Likelihood Estimator in Multiple Regression Models with Missing Data.

    Enders, Craig K.


    Examined the performance of a recently available full information maximum likelihood (FIML) estimator in a multiple regression model with missing data using Monte Carlo simulation and considering the effects of four independent variables. Results indicate that FIML estimation was superior to that of three ad hoc techniques, with less bias and less…

  16. Strategies for Testing Statistical and Practical Significance in Detecting DIF with Logistic Regression Models

    Fidalgo, Angel M.; Alavi, Seyed Mohammad; Amirian, Seyed Mohammad Reza


    This study examines three controversial aspects in differential item functioning (DIF) detection by logistic regression (LR) models: first, the relative effectiveness of different analytical strategies for detecting DIF; second, the suitability of the Wald statistic for determining the statistical significance of the parameters of interest; and…

  17. [Prediction model of health workforce and beds in county hospitals of Hunan by multiple linear regression].

    Ling, Ru; Liu, Jiawang


    To construct prediction model for health workforce and hospital beds in county hospitals of Hunan by multiple linear regression. We surveyed 16 counties in Hunan with stratified random sampling according to uniform questionnaires,and multiple linear regression analysis with 20 quotas selected by literature view was done. Independent variables in the multiple linear regression model on medical personnels in county hospitals included the counties' urban residents' income, crude death rate, medical beds, business occupancy, professional equipment value, the number of devices valued above 10 000 yuan, fixed assets, long-term debt, medical income, medical expenses, outpatient and emergency visits, hospital visits, actual available bed days, and utilization rate of hospital beds. Independent variables in the multiple linear regression model on county hospital beds included the the population of aged 65 and above in the counties, disposable income of urban residents, medical personnel of medical institutions in county area, business occupancy, the total value of professional equipment, fixed assets, long-term debt, medical income, medical expenses, outpatient and emergency visits, hospital visits, actual available bed days, utilization rate of hospital beds, and length of hospitalization. The prediction model shows good explanatory and fitting, and may be used for short- and mid-term forecasting.

  18. Specific features of modelling rules of monetary policy on the basis of hybrid regression models with a neural component

    Lukianenko Iryna H.


    Full Text Available The article considers possibilities and specific features of modelling economic phenomena with the help of the category of models that unite elements of econometric regressions and artificial neural networks. This category of models contains auto-regression neural networks (AR-NN, regressions of smooth transition (STR/STAR, multi-mode regressions of smooth transition (MRSTR/MRSTAR and smooth transition regressions with neural coefficients (NCSTR/NCSTAR. Availability of the neural network component allows models of this category achievement of a high empirical authenticity, including reproduction of complex non-linear interrelations. On the other hand, the regression mechanism expands possibilities of interpretation of the obtained results. An example of multi-mode monetary rule is used to show one of the cases of specification and interpretation of this model. In particular, the article models and interprets principles of management of the UAH exchange rate that come into force when economy passes from a relatively stable into a crisis state.

  19. Neural Network and Regression Soft Model Extended for PAX-300 Aircraft Engine

    Patnaik, Surya N.; Hopkins, Dale A.


    In fiscal year 2001, the neural network and regression capabilities of NASA Glenn Research Center's COMETBOARDS design optimization testbed were extended to generate approximate models for the PAX-300 aircraft engine. The analytical model of the engine is defined through nine variables: the fan efficiency factor, the low pressure of the compressor, the high pressure of the compressor, the high pressure of the turbine, the low pressure of the turbine, the operating pressure, and three critical temperatures (T(sub 4), T(sub vane), and T(sub metal)). Numerical Propulsion System Simulation (NPSS) calculations of the specific fuel consumption (TSFC), as a function of the variables can become time consuming, and numerical instabilities can occur during these design calculations. "Soft" models can alleviate both deficiencies. These approximate models are generated from a set of high-fidelity input-output pairs obtained from the NPSS code and a design of the experiment strategy. A neural network and a regression model with 45 weight factors were trained for the input/output pairs. Then, the trained models were validated through a comparison with the original NPSS code. Comparisons of TSFC versus the operating pressure and of TSFC versus the three temperatures (T(sub 4), T(sub vane), and T(sub metal)) are depicted in the figures. The overall performance was satisfactory for both the regression and the neural network model. The regression model required fewer calculations than the neural network model, and it produced marginally superior results. Training the approximate methods is time consuming. Once trained, the approximate methods generated the solution with only a trivial computational effort, reducing the solution time from hours to less than a minute.

  20. An empirical approach to update multivariate regression models intended for routine industrial use

    Garcia-Mencia, M.V.; Andrade, J.M.; Lopez-Mahia, P.; Prada, D. [University of La Coruna, La Coruna (Spain). Dept. of Analytical Chemistry


    Many problems currently tackled by analysts are highly complex and, accordingly, multivariate regression models need to be developed. Two intertwined topics are important when such models are to be applied within the industrial routines: (1) Did the model account for the 'natural' variance of the production samples? (2) Is the model stable on time? This paper focuses on the second topic and it presents an empirical approach where predictive models developed by using Mid-FTIR and PLS and PCR hold its utility during about nine months when used to predict the octane number of platforming naphthas in a petrochemical refinery. 41 refs., 10 figs., 1 tab.


    林路; 张润楚


    This paper introduces a method of bootstrap wavelet estimation in a nonparametric regression model with weakly dependent processes for both fixed and random designs. The asymptotic bounds for the bias and variance of the bootstrap wavelet estimators are given in the fixed design model. The conditional normality for a modified version of the bootstrap wavelet estimators is obtained in the fixed model. The consistency for the bootstrap wavelet estimator is also proved in the random design model. These results show that the bootstrap wavelet method is valid for the model with weakly dependent processes.

  2. A brief introduction to regression designs and mixed-effects modelling by a recent convert

    Balling, Laura Winther


    This article discusses the advantages of multiple regression designs over the factorial designs traditionally used in many psycholinguistic experiments. It is shown that regression designs are typically more informative, statistically more powerful and better suited to the analysis of naturalistic...... tasks. The advantages of including both fixed and random effects are demonstrated with reference to linear mixed-effects models, and problems of collinearity, variable distribution and variable selection are discussed. The advantages of these techniques are exemplified in an analysis of a word...

  3. Regressions by leaps and bounds and biased estimation techniques in yield modeling

    Marquina, N. E. (Principal Investigator)


    The author has identified the following significant results. It was observed that OLS was not adequate as an estimation procedure when the independent or regressor variables were involved in multicollinearities. This was shown to cause the presence of small eigenvalues of the extended correlation matrix A'A. It was demonstrated that the biased estimation techniques and the all-possible subset regression could help in finding a suitable model for predicting yield. Latent root regression was an excellent tool that found how many predictive and nonpredictive multicollinearities there were.

  4. A Study of Wind Statistics Through Auto-Regressive and Moving-Average (ARMA) Modeling

    尹彰; 周宗仁


    Statistical properties of winds near the Taichung Harbour are investigated. The 26 years′incomplete data of wind speeds, measured on an hourly basis, are used as reference. The possibility of imputation using simulated results of the Auto-Regressive (AR), Moving-Average (MA), and/or Auto-Regressive and Moving-Average (ARMA) models is studied. Predictions of the 25-year extreme wind speeds based upon the augmented data are compared with the original series. Based upon the results, predictions of the 50- and 100-year extreme wind speeds are then made.

  5. Comparison of regression models for estimation of isometric wrist joint torques using surface electromyography

    Menon Carlo


    Full Text Available Abstract Background Several regression models have been proposed for estimation of isometric joint torque using surface electromyography (SEMG signals. Common issues related to torque estimation models are degradation of model accuracy with passage of time, electrode displacement, and alteration of limb posture. This work compares the performance of the most commonly used regression models under these circumstances, in order to assist researchers with identifying the most appropriate model for a specific biomedical application. Methods Eleven healthy volunteers participated in this study. A custom-built rig, equipped with a torque sensor, was used to measure isometric torque as each volunteer flexed and extended his wrist. SEMG signals from eight forearm muscles, in addition to wrist joint torque data were gathered during the experiment. Additional data were gathered one hour and twenty-four hours following the completion of the first data gathering session, for the purpose of evaluating the effects of passage of time and electrode displacement on accuracy of models. Acquired SEMG signals were filtered, rectified, normalized and then fed to models for training. Results It was shown that mean adjusted coefficient of determination (Ra2 values decrease between 20%-35% for different models after one hour while altering arm posture decreased mean Ra2 values between 64% to 74% for different models. Conclusions Model estimation accuracy drops significantly with passage of time, electrode displacement, and alteration of limb posture. Therefore model retraining is crucial for preserving estimation accuracy. Data resampling can significantly reduce model training time without losing estimation accuracy. Among the models compared, ordinary least squares linear regression model (OLS was shown to have high isometric torque estimation accuracy combined with very short training times.

  6. Adaptive Genetic Algorithm Model for Intrusion Detection

    K. S. Anil Kumar


    Full Text Available Intrusion detection systems are intelligent systems designed to identify and prevent the misuse of computer networks and systems. Various approaches to Intrusion Detection are currently being used, but they are relatively ineffective. Thus the emerging network security systems need be part of the life system and this ispossible only by embedding knowledge into the network. The Adaptive Genetic Algorithm Model - IDS comprising of K-Means clustering Algorithm, Genetic Algorithm and Neural Network techniques. Thetechnique is tested using multitude of background knowledge sets in DARPA network traffic datasets.

  7. A Model for Dynamic Adaptive Coscheduling

    LU Sanglu; ZHOU Xiaobo; XIE Li


    This paper proposes a dynamic adaptive coscheduling modelDASIC to take advantage of excess available resources in anetwork of workstations (NOW). Besides coscheduling related subtasksdynamically, DASIC can scale up or down the process space dependingupon the number of available processors on an NOW. Based on thedynamic idle processor group (IPG), DASIC employs three modules: thecoscheduling module, the scalable scheduling module and the loadbalancing module, and uses six algorithms to achieve scalability. Asimplified DASIC was also implemented, and experimental results arepresented in this paper, which show that it can maximize systemutilization, and achieve task parallelism as much as possible.

  8. The applicability of linear regression models in working environments' thermal evaluation.

    Pablo Adamoglu de Oliveira


    Full Text Available The simultaneous analysis of thermal variables with normal distribution with the aim of checking if there is any significative correlation among them or if there is the possibility of making predictions of the values of some of them based on others’ values is considered a problem of great importance in statistics studies. The aim of this paper is to study the applicability of linear regression models in working environments’ thermal comfort studies, thus contributing for the comprehension of the possible environmental cooling, heating or winding needs. It starts with a bibliographical research, followed by a field research, data collection and and software statistical-mathematical data treatment. It was then performed data analysis and the construction of the regression linear models using the t and F tests for determining the consistency of the models and their parameters, as well as the building of conclusions based on the information obtained and on the significance of the mathematical models built.

  9. Application of artificial neural engineering and regression models for forecasting shelf life of instant coffee drink

    Sumit Goyal


    Full Text Available Coffee as beverage is prepared from the roasted seeds (beans of the coffee plant. Coffee is the second most important product in the international market in terms of volume trade and the most important in terms of value. Artificial neural engineering and regression models were developed to predict shelf life of instant coffee drink. Colour and appearance, flavour, viscosity and sediment were used as input parameters. Overall acceptability was used as output parameter. The dataset consisted of experimentally developed 50 observations. The dataset was divided into two disjoint subsets, namely, training set containing 40 observations (80% of total observations and test set comprising of 10 observations (20% of total observations. The network was trained with 500 epochs. Neural network toolbox under Matlab 7.0 software was used for training the models. From the investigation it was revealed that multiple linear regression model was superior over radial basis model for forecasting shelf life of instant coffee drink.

  10. A multivariate linear regression model for the Jordanian industrial electric energy consumption

    Al-Ghandoor, A.; Nahleh, Y.A.; Sandouqa, Y.; Al-Salaymeh, M. [Hashemite Univ., Zarqa (Jordan). Dept. of Industrial Engineering


    The amount of electricity used by the industrial sector in Jordan is an important driver for determining the future energy needs of the country. This paper proposed a model to simulate electricity and energy consumption by industry. The general model approach was based on multivariate regression analysis to provide valuable information regarding energy demands and analysis, and to identify the various factors that influence Jordanian industrial electricity consumption. It was determined that industrial gross output and capacity utilization are the most important variables that drive electricity consumption. The results revealed that the multivariate linear regression model can be used to adequately model the Jordanian industrial electricity consumption with coefficient of determination (R2) and adjusted R2 values of 99.3 and 99.2 per cent, respectively. 19 refs., 4 tabs., 2 figs.

  11. Floating Car Data Based Nonparametric Regression Model for Short-Term Travel Speed Prediction

    WENG Jian-cheng; HU Zhong-wei; YU Quan; REN Fu-tian


    A K-nearest neighbor (K-NN) based nonparametric regression model was proposed to predict travel speed for Beijing expressway. By using the historical traffic data collected from the detectors in Beijing expressways, a specically designed database was developed via the processes including data filtering, wavelet analysis and clustering. The relativity based weighted Euclidean distance was used as the distance metric to identify the K groups of nearest data series. Then, a K-NN nonparametric regression model was built to predict the average travel speeds up to 6 min into the future. Several randomly selected travel speed data series,collected from the floating car data (FCD) system, were used to validate the model. The results indicate that using the FCD, the model can predict average travel speeds with an accuracy of above 90%, and hence is feasible and effective.

  12. Exploratory regression analysis: a tool for selecting models and determining predictor importance.

    Braun, Michael T; Oswald, Frederick L


    Linear regression analysis is one of the most important tools in a researcher's toolbox for creating and testing predictive models. Although linear regression analysis indicates how strongly a set of predictor variables, taken together, will predict a relevant criterion (i.e., the multiple R), the analysis cannot indicate which predictors are the most important. Although there is no definitive or unambiguous method for establishing predictor variable importance, there are several accepted methods. This article reviews those methods for establishing predictor importance and provides a program (in Excel) for implementing them (available for direct download at . The program investigates all 2(p) - 1 submodels and produces several indices of predictor importance. This exploratory approach to linear regression, similar to other exploratory data analysis techniques, has the potential to yield both theoretical and practical benefits.

  13. Bayesian Method of Moments (BMOM) Analysis of Mean and Regression Models

    Zellner, Arnold


    A Bayesian method of moments/instrumental variable (BMOM/IV) approach is developed and applied in the analysis of the important mean and multiple regression models. Given a single set of data, it is shown how to obtain posterior and predictive moments without the use of likelihood functions, prior densities and Bayes' Theorem. The posterior and predictive moments, based on a few relatively weak assumptions, are then used to obtain maximum entropy densities for parameters, realized error terms and future values of variables. Posterior means for parameters and realized error terms are shown to be equal to certain well known estimates and rationalized in terms of quadratic loss functions. Conditional maxent posterior densities for means and regression coefficients given scale parameters are in the normal form while scale parameters' maxent densities are in the exponential form. Marginal densities for individual regression coefficients, realized error terms and future values are in the Laplace or double-exponenti...

  14. A note on constrained M-estimation and its recursive analog in multivariate linear regression models

    RAO; Calyampudi; R


    In this paper,the constrained M-estimation of the regression coeffcients and scatter parameters in a general multivariate linear regression model is considered.Since the constrained M-estimation is not easy to compute,an up-dating recursion procedure is proposed to simplify the com-putation of the estimators when a new observation is obtained.We show that,under mild conditions,the recursion estimates are strongly consistent.In addition,the asymptotic normality of the recursive constrained M-estimators of regression coeffcients is established.A Monte Carlo simulation study of the recursion estimates is also provided.Besides,robustness and asymptotic behavior of constrained M-estimators are briefly discussed.

  15. Fatigue design of a cellular phone folder using regression model-based multi-objective optimization

    Kim, Young Gyun; Lee, Jongsoo


    In a folding cellular phone, the folding device is repeatedly opened and closed by the user, which eventually results in fatigue damage, particularly to the front of the folder. Hence, it is important to improve the safety and endurance of the folder while also reducing its weight. This article presents an optimal design for the folder front that maximizes its fatigue endurance while minimizing its thickness. Design data for analysis and optimization were obtained experimentally using a test jig. Multi-objective optimization was carried out using a nonlinear regression model. Three regression methods were employed: back-propagation neural networks, logistic regression and support vector machines. The AdaBoost ensemble technique was also used to improve the approximation. Two-objective Pareto-optimal solutions were identified using the non-dominated sorting genetic algorithm (NSGA-II). Finally, a numerically optimized solution was validated against experimental product data, in terms of both fatigue endurance and thickness index.

  16. A quantile regression approach for modelling a Health-Related Quality of Life Measure

    Giulia Cavrini


    Full Text Available Objective. The aim of this study is to propose a new approach for modeling the EQ-5D index and EQ-5D VAS in order to explain the lifestyle determinants effect using the quantile regression analysis. Methods. Data was collected within a cross-sectional study that involved a probabilistic sample of 1,622 adults randomly selected from the population register of two Health Authorities of Bologna in northern Italy. The perceived health status of people was measured using the EQ-5D questionnaire. The Visual Analogue Scale included in the EQ-5D Questionnaire, the EQ-VAS, and the EQ-5D index were used to obtain the synthetic measures of quality of life. To model EQ-VAS Score and EQ-5D index, a quantile regression analysis was employed. Quantile Regression is a way to estimate the conditional quantiles of the VAS Score distribution in a linear model, in order to have a more complete view of possible associations between a measure of Health Related Quality of Life (dependent variable and socio-demographic and determinants data. This methodological approach was preferred to an OLS regression because of the EQ-VAS Score and EQ-5D index typical distribution. Main Results. The analysis suggested that age, gender, and comorbidity can explain variability in perceived health status measured by the EQ-5D index and the VAS.

  17. Comparison of a Bayesian Network with a Logistic Regression Model to Forecast IgA Nephropathy

    Michel Ducher


    Full Text Available Models are increasingly used in clinical practice to improve the accuracy of diagnosis. The aim of our work was to compare a Bayesian network to logistic regression to forecast IgA nephropathy (IgAN from simple clinical and biological criteria. Retrospectively, we pooled the results of all biopsies (n=155 performed by nephrologists in a specialist clinical facility between 2002 and 2009. Two groups were constituted at random. The first subgroup was used to determine the parameters of the models adjusted to data by logistic regression or Bayesian network, and the second was used to compare the performances of the models using receiver operating characteristics (ROC curves. IgAN was found (on pathology in 44 patients. Areas under the ROC curves provided by both methods were highly significant but not different from each other. Based on the highest Youden indices, sensitivity reached (100% versus 67% and specificity (73% versus 95% using the Bayesian network and logistic regression, respectively. A Bayesian network is at least as efficient as logistic regression to estimate the probability of a patient suffering IgAN, using simple clinical and biological data obtained during consultation.

  18. Comparison of a Bayesian network with a logistic regression model to forecast IgA nephropathy.

    Ducher, Michel; Kalbacher, Emilie; Combarnous, François; Finaz de Vilaine, Jérome; McGregor, Brigitte; Fouque, Denis; Fauvel, Jean Pierre


    Models are increasingly used in clinical practice to improve the accuracy of diagnosis. The aim of our work was to compare a Bayesian network to logistic regression to forecast IgA nephropathy (IgAN) from simple clinical and biological criteria. Retrospectively, we pooled the results of all biopsies (n = 155) performed by nephrologists in a specialist clinical facility between 2002 and 2009. Two groups were constituted at random. The first subgroup was used to determine the parameters of the models adjusted to data by logistic regression or Bayesian network, and the second was used to compare the performances of the models using receiver operating characteristics (ROC) curves. IgAN was found (on pathology) in 44 patients. Areas under the ROC curves provided by both methods were highly significant but not different from each other. Based on the highest Youden indices, sensitivity reached (100% versus 67%) and specificity (73% versus 95%) using the Bayesian network and logistic regression, respectively. A Bayesian network is at least as efficient as logistic regression to estimate the probability of a patient suffering IgAN, using simple clinical and biological data obtained during consultation.

  19. Passenger Flow Prediction of Subway Transfer Stations Based on Nonparametric Regression Model

    Yujuan Sun


    Full Text Available Passenger flow is increasing dramatically with accomplishment of subway network system in big cities of China. As convergence nodes of subway lines, transfer stations need to assume more passengers due to amount transfer demand among different lines. Then, transfer facilities have to face great pressure such as pedestrian congestion or other abnormal situations. In order to avoid pedestrian congestion or warn the management before it occurs, it is very necessary to predict the transfer passenger flow to forecast pedestrian congestions. Thus, based on nonparametric regression theory, a transfer passenger flow prediction model was proposed. In order to test and illustrate the prediction model, data of transfer passenger flow for one month in XIDAN transfer station were used to calibrate and validate the model. By comparing with Kalman filter model and support vector machine regression model, the results show that the nonparametric regression model has the advantages of high accuracy and strong transplant ability and could predict transfer passenger flow accurately for different intervals.

  20. Reliability based design optimization of concrete mix proportions using generalized ridge regression model

    Rachna Aggarwal


    Full Text Available This paper presents Reliability Based Design Optimization (RBDO model to deal with uncertainties involved in concrete mix design process. The optimization problem is formulated in such a way that probabilistic concrete mix input parameters showing random characteristics are determined by minimizing the cost of concrete subjected to concrete compressive strength constraint for a given target reliability.  Linear and quadratic models based on Ordinary Least Square Regression (OLSR, Traditional Ridge Regression (TRR and Generalized Ridge Regression (GRR techniques have been explored to select the best model to explicitly represent compressive strength of concrete. The RBDO model is solved by Sequential Optimization and Reliability Assessment (SORA method using fully quadratic GRR model. Optimization results for a wide range of target compressive strength and reliability levels of 0.90, 0.95 and 0.99 have been reported. Also, safety factor based Deterministic Design Optimization (DDO designs for each case are obtained. It has been observed that deterministic optimal designs are cost effective but proposed RBDO model gives improved design performance.