Bayesian Inference of a Multivariate Regression Model

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Marick S. Sinay

2014-01-01

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.

General regression and representation model for classification.

Directory of Open Access Journals (Sweden)

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.

Hierarchical regression analysis in structural Equation Modeling

NARCIS (Netherlands)

de Jong, P.F.

1999-01-01

In a hierarchical or fixed-order regression analysis, the independent variables are entered into the regression equation in a prespecified order. Such an analysis is often performed when the extra amount of variance accounted for in a dependent variable by a specific independent variable is the main

Regression modeling of ground-water flow

Science.gov (United States)

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

1985-01-01

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)

Augmented Beta rectangular regression models: A Bayesian perspective.

Science.gov (United States)

Wang, Jue; Luo, Sheng

2016-01-01

Mixed effects Beta regression models based on Beta distributions have been widely used to analyze longitudinal percentage or proportional data ranging between zero and one. However, Beta distributions are not flexible to extreme outliers or excessive events around tail areas, and they do not account for the presence of the boundary values zeros and ones because these values are not in the support of the Beta distributions. To address these issues, we propose a mixed effects model using Beta rectangular distribution and augment it with the probabilities of zero and one. We conduct extensive simulation studies to assess the performance of mixed effects models based on both the Beta and Beta rectangular distributions under various scenarios. The simulation studies suggest that the regression models based on Beta rectangular distributions improve the accuracy of parameter estimates in the presence of outliers and heavy tails. The proposed models are applied to the motivating Neuroprotection Exploratory Trials in Parkinson's Disease (PD) Long-term Study-1 (LS-1 study, n = 1741), developed by The National Institute of Neurological Disorders and Stroke Exploratory Trials in Parkinson's Disease (NINDS NET-PD) network. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Extended cox regression model: The choice of timefunction

Science.gov (United States)

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

2017-07-01

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.

Regression Models for Market-Shares

DEFF Research Database (Denmark)

Birch, Kristina; Olsen, Jørgen Kai; Tjur, Tue

2005-01-01

On the background of a data set of weekly sales and prices for three brands of coffee, this paper discusses various regression models and their relation to the multiplicative competitive-interaction model (the MCI model, see Cooper 1988, 1993) for market-shares. Emphasis is put on the interpretat......On the background of a data set of weekly sales and prices for three brands of coffee, this paper discusses various regression models and their relation to the multiplicative competitive-interaction model (the MCI model, see Cooper 1988, 1993) for market-shares. Emphasis is put...... on the interpretation of the parameters in relation to models for the total sales based on discrete choice models.Key words and phrases. MCI model, discrete choice model, market-shares, price elasitcity, regression model....

A generalized multivariate regression model for modelling ocean wave heights

Science.gov (United States)

Wang, X. L.; Feng, Y.; Swail, V. R.

2012-04-01

In this study, a generalized multivariate linear regression model is developed to represent the relationship between 6-hourly ocean significant wave heights (Hs) and the corresponding 6-hourly mean sea level pressure (MSLP) fields. The model is calibrated using the ERA-Interim reanalysis of Hs and MSLP fields for 1981-2000, and is validated using the ERA-Interim reanalysis for 2001-2010 and ERA40 reanalysis of Hs and MSLP for 1958-2001. The performance of the fitted model is evaluated in terms of Pierce skill score, frequency bias index, and correlation skill score. Being not normally distributed, wave heights are subjected to a data adaptive Box-Cox transformation before being used in the model fitting. Also, since 6-hourly data are being modelled, lag-1 autocorrelation must be and is accounted for. The models with and without Box-Cox transformation, and with and without accounting for autocorrelation, are inter-compared in terms of their prediction skills. The fitted MSLP-Hs relationship is then used to reconstruct historical wave height climate from the 6-hourly MSLP fields taken from the Twentieth Century Reanalysis (20CR, Compo et al. 2011), and to project possible future wave height climates using CMIP5 model simulations of MSLP fields. The reconstructed and projected wave heights, both seasonal means and maxima, are subject to a trend analysis that allows for non-linear (polynomial) trends.

Regression-Based Norms for a Bi-factor Model for Scoring the Brief Test of Adult Cognition by Telephone (BTACT).

Science.gov (United States)

Gurnani, Ashita S; John, Samantha E; Gavett, Brandon E

2015-05-01

The current study developed regression-based normative adjustments for a bi-factor model of the The Brief Test of Adult Cognition by Telephone (BTACT). Archival data from the Midlife Development in the United States-II Cognitive Project were used to develop eight separate linear regression models that predicted bi-factor BTACT scores, accounting for age, education, gender, and occupation-alone and in various combinations. All regression models provided statistically significant fit to the data. A three-predictor regression model fit best and accounted for 32.8% of the variance in the global bi-factor BTACT score. The fit of the regression models was not improved by gender. Eight different regression models are presented to allow the user flexibility in applying demographic corrections to the bi-factor BTACT scores. Occupation corrections, while not widely used, may provide useful demographic adjustments for adult populations or for those individuals who have attained an occupational status not commensurate with expected educational attainment. © The Author 2015. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Electricity consumption forecasting in Italy using linear regression models

Energy Technology Data Exchange (ETDEWEB)

Bianco, Vincenzo; Manca, Oronzio; Nardini, Sergio [DIAM, Seconda Universita degli Studi di Napoli, Via Roma 29, 81031 Aversa (CE) (Italy)

2009-09-15

The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The time period considered for the historical data is from 1970 to 2007. Different regression models were developed, using historical electricity consumption, gross domestic product (GDP), gross domestic product per capita (GDP per capita) and population. A first part of the paper considers the estimation of GDP, price and GDP per capita elasticities of domestic and non-domestic electricity consumption. The domestic and non-domestic short run price elasticities are found to be both approximately equal to -0.06, while long run elasticities are equal to -0.24 and -0.09, respectively. On the contrary, the elasticities of GDP and GDP per capita present higher values. In the second part of the paper, different regression models, based on co-integrated or stationary data, are presented. Different statistical tests are employed to check the validity of the proposed models. A comparison with national forecasts, based on complex econometric models, such as Markal-Time, was performed, showing that the developed regressions are congruent with the official projections, with deviations of {+-}1% for the best case and {+-}11% for the worst. These deviations are to be considered acceptable in relation to the time span taken into account. (author)

Electricity consumption forecasting in Italy using linear regression models

International Nuclear Information System (INIS)

Bianco, Vincenzo; Manca, Oronzio; Nardini, Sergio

2009-01-01

The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The time period considered for the historical data is from 1970 to 2007. Different regression models were developed, using historical electricity consumption, gross domestic product (GDP), gross domestic product per capita (GDP per capita) and population. A first part of the paper considers the estimation of GDP, price and GDP per capita elasticities of domestic and non-domestic electricity consumption. The domestic and non-domestic short run price elasticities are found to be both approximately equal to -0.06, while long run elasticities are equal to -0.24 and -0.09, respectively. On the contrary, the elasticities of GDP and GDP per capita present higher values. In the second part of the paper, different regression models, based on co-integrated or stationary data, are presented. Different statistical tests are employed to check the validity of the proposed models. A comparison with national forecasts, based on complex econometric models, such as Markal-Time, was performed, showing that the developed regressions are congruent with the official projections, with deviations of ±1% for the best case and ±11% for the worst. These deviations are to be considered acceptable in relation to the time span taken into account. (author)

Boosted beta regression.

Directory of Open Access Journals (Sweden)

Matthias Schmid

Full Text Available Regression analysis with a bounded outcome is a common problem in applied statistics. Typical examples include regression models for percentage outcomes and the analysis of ratings that are measured on a bounded scale. In this paper, we consider beta regression, which is a generalization of logit models to situations where the response is continuous on the interval (0,1. Consequently, beta regression is a convenient tool for analyzing percentage responses. The classical approach to fit a beta regression model is to use maximum likelihood estimation with subsequent AIC-based variable selection. As an alternative to this established - yet unstable - approach, we propose a new estimation technique called boosted beta regression. With boosted beta regression estimation and variable selection can be carried out simultaneously in a highly efficient way. Additionally, both the mean and the variance of a percentage response can be modeled using flexible nonlinear covariate effects. As a consequence, the new method accounts for common problems such as overdispersion and non-binomial variance structures.

A Seemingly Unrelated Poisson Regression Model

OpenAIRE

King, Gary

1989-01-01

This article introduces a new estimator for the analysis of two contemporaneously correlated endogenous event count variables. This seemingly unrelated Poisson regression model (SUPREME) estimator combines the efficiencies created by single equation Poisson regression model estimators and insights from "seemingly unrelated" linear regression models.

Panel Smooth Transition Regression Models

DEFF Research Database (Denmark)

González, Andrés; Terasvirta, Timo; Dijk, Dick van

We introduce the panel smooth transition regression model. This new model is intended for characterizing heterogeneous panels, allowing the regression coefficients to vary both across individuals and over time. Specifically, heterogeneity is allowed for by assuming that these coefficients are bou...

Interpretation of commonly used statistical regression models.

Science.gov (United States)

Kasza, Jessica; Wolfe, Rory

2014-01-01

A review of some regression models commonly used in respiratory health applications is provided in this article. Simple linear regression, multiple linear regression, logistic regression and ordinal logistic regression are considered. The focus of this article is on the interpretation of the regression coefficients of each model, which are illustrated through the application of these models to a respiratory health research study. © 2013 The Authors. Respirology © 2013 Asian Pacific Society of Respirology.

Geographically weighted negative binomial regression applied to zonal level safety performance models.

Science.gov (United States)

Gomes, Marcos José Timbó Lima; Cunto, Flávio; da Silva, Alan Ricardo

2017-09-01

Generalized Linear Models (GLM) with negative binomial distribution for errors, have been widely used to estimate safety at the level of transportation planning. The limited ability of this technique to take spatial effects into account can be overcome through the use of local models from spatial regression techniques, such as Geographically Weighted Poisson Regression (GWPR). Although GWPR is a system that deals with spatial dependency and heterogeneity and has already been used in some road safety studies at the planning level, it fails to account for the possible overdispersion that can be found in the observations on road-traffic crashes. Two approaches were adopted for the Geographically Weighted Negative Binomial Regression (GWNBR) model to allow discrete data to be modeled in a non-stationary form and to take note of the overdispersion of the data: the first examines the constant overdispersion for all the traffic zones and the second includes the variable for each spatial unit. This research conducts a comparative analysis between non-spatial global crash prediction models and spatial local GWPR and GWNBR at the level of traffic zones in Fortaleza/Brazil. A geographic database of 126 traffic zones was compiled from the available data on exposure, network characteristics, socioeconomic factors and land use. The models were calibrated by using the frequency of injury crashes as a dependent variable and the results showed that GWPR and GWNBR achieved a better performance than GLM for the average residuals and likelihood as well as reducing the spatial autocorrelation of the residuals, and the GWNBR model was more able to capture the spatial heterogeneity of the crash frequency. Copyright © 2017 Elsevier Ltd. All rights reserved.

INVESTIGATION OF E-MAIL TRAFFIC BY USING ZERO-INFLATED REGRESSION MODELS

Directory of Open Access Journals (Sweden)

Yılmaz KAYA

2012-06-01

Full Text Available Based on count data obtained with a value of zero may be greater than anticipated. These types of data sets should be used to analyze by regression methods taking into account zero values. Zero- Inflated Poisson (ZIP, Zero-Inflated negative binomial (ZINB, Poisson Hurdle (PH, negative binomial Hurdle (NBH are more common approaches in modeling more zero value possessing dependent variables than expected. In the present study, the e-mail traffic of Yüzüncü Yıl University in 2009 spring semester was investigated. ZIP and ZINB, PH and NBH regression methods were applied on the data set because more zeros counting (78.9% were found in data set than expected. ZINB and NBH regression considered zero dispersion and overdispersion were found to be more accurate results due to overdispersion and zero dispersion in sending e-mail. ZINB is determined to be best model accordingto Vuong statistics and information criteria.

Cross-validation pitfalls when selecting and assessing regression and classification models.

Science.gov (United States)

Krstajic, Damjan; Buturovic, Ljubomir J; Leahy, David E; Thomas, Simon

2014-03-29

We address the problem of selecting and assessing classification and regression models using cross-validation. Current state-of-the-art methods can yield models with high variance, rendering them unsuitable for a number of practical applications including QSAR. In this paper we describe and evaluate best practices which improve reliability and increase confidence in selected models. A key operational component of the proposed methods is cloud computing which enables routine use of previously infeasible approaches. We describe in detail an algorithm for repeated grid-search V-fold cross-validation for parameter tuning in classification and regression, and we define a repeated nested cross-validation algorithm for model assessment. As regards variable selection and parameter tuning we define two algorithms (repeated grid-search cross-validation and double cross-validation), and provide arguments for using the repeated grid-search in the general case. We show results of our algorithms on seven QSAR datasets. The variation of the prediction performance, which is the result of choosing different splits of the dataset in V-fold cross-validation, needs to be taken into account when selecting and assessing classification and regression models. We demonstrate the importance of repeating cross-validation when selecting an optimal model, as well as the importance of repeating nested cross-validation when assessing a prediction error.

Variation Patterns in Across-Word Regressive Assimilation in Picard: An Optimality Theoretic Account.

Science.gov (United States)

Cardoso, Walcir

2001-01-01

Offers an optimality theoretic account for the phonological process of across-word regressive assimilation (AWRA) in Picard, a Gallo-Romance dialect spoken in the Picardie region in Northern France and Southern Belgium. Focuses on the varieties spoken in the Vimeu region of France. Examines one particular topic in the analysis of AWRA: the…

Poisson Mixture Regression Models for Heart Disease Prediction.

Science.gov (United States)

Mufudza, Chipo; Erol, Hamza

2016-01-01

Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regression models. Results show that a two-component concomitant variable Poisson mixture regression model predicts heart disease better than both the standard Poisson mixture regression model and the ordinary general linear Poisson regression model due to its low Bayesian Information Criteria value. Furthermore, a Zero Inflated Poisson Mixture Regression model turned out to be the best model for heart prediction over all models as it both clusters individuals into high or low risk category and predicts rate to heart disease componentwise given clusters available. It is deduced that heart disease prediction can be effectively done by identifying the major risks componentwise using Poisson mixture regression model.

Poisson Mixture Regression Models for Heart Disease Prediction

Science.gov (United States)

Erol, Hamza

2016-01-01

Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regression models. Results show that a two-component concomitant variable Poisson mixture regression model predicts heart disease better than both the standard Poisson mixture regression model and the ordinary general linear Poisson regression model due to its low Bayesian Information Criteria value. Furthermore, a Zero Inflated Poisson Mixture Regression model turned out to be the best model for heart prediction over all models as it both clusters individuals into high or low risk category and predicts rate to heart disease componentwise given clusters available. It is deduced that heart disease prediction can be effectively done by identifying the major risks componentwise using Poisson mixture regression model. PMID:27999611

Mixture of Regression Models with Single-Index

OpenAIRE

Xiang, Sijia; Yao, Weixin

2016-01-01

In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed model. However, unlike existing semiparametric mixture regression models, the new pro- posed model can easily incorporate multivariate predictors into the nonparametric components. Backfitting estimates and the corresponding algorithms have been proposed for...

An Additive-Multiplicative Cox-Aalen Regression Model

DEFF Research Database (Denmark)

Scheike, Thomas H.; Zhang, Mei-Jie

2002-01-01

Aalen model; additive risk model; counting processes; Cox regression; survival analysis; time-varying effects......Aalen model; additive risk model; counting processes; Cox regression; survival analysis; time-varying effects...

Bias and Uncertainty in Regression-Calibrated Models of Groundwater Flow in Heterogeneous Media

DEFF Research Database (Denmark)

Cooley, R.L.; Christensen, Steen

2006-01-01

small. Model error is accounted for in the weighted nonlinear regression methodology developed to estimate θ* and assess model uncertainties by incorporating the second-moment matrix of the model errors into the weight matrix. Techniques developed by statisticians to analyze classical nonlinear...... are reduced in magnitude. Biases, correction factors, and confidence and prediction intervals were obtained for a test problem for which model error is large to test robustness of the methodology. Numerical results conform with the theoretical analysis....

Reliable and relevant modelling of real world data: a personal account of the development of PLS Regression

DEFF Research Database (Denmark)

Martens, Harald

2001-01-01

Why and how the Partial Least Squares Regression (PLSR) was developed, is here described from the author's perspective. The paper outlines my frustrating experiences in the 70'ies with two conflicting and equally over-ambitious and oversimplified modelling cultures - in traditional chemistry...

[From clinical judgment to linear regression model.

Science.gov (United States)

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

2013-01-01

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.

Regression models of reactor diagnostic signals

International Nuclear Information System (INIS)

Vavrin, J.

1989-01-01

The application is described of an autoregression model as the simplest regression model of diagnostic signals in experimental analysis of diagnostic systems, in in-service monitoring of normal and anomalous conditions and their diagnostics. The method of diagnostics is described using a regression type diagnostic data base and regression spectral diagnostics. The diagnostics is described of neutron noise signals from anomalous modes in the experimental fuel assembly of a reactor. (author)

Forecasting with Dynamic Regression Models

CERN Document Server

Pankratz, Alan

2012-01-01

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.

Bias and Uncertainty in Regression-Calibrated Models of Groundwater Flow in Heterogeneous Media

DEFF Research Database (Denmark)

Cooley, R.L.; Christensen, Steen

2006-01-01

by a lumped or smoothed m-dimensional approximation γθ*, where γ is an interpolation matrix and θ* is a stochastic vector of parameters. Vector θ* has small enough dimension to allow its estimation with the available data. The consequence of the replacement is that model function f(γθ*) written in terms......Groundwater models need to account for detailed but generally unknown spatial variability (heterogeneity) of the hydrogeologic model inputs. To address this problem we replace the large, m-dimensional stochastic vector β that reflects both small and large scales of heterogeneity in the inputs...... small. Model error is accounted for in the weighted nonlinear regression methodology developed to estimate θ* and assess model uncertainties by incorporating the second-moment matrix of the model errors into the weight matrix. Techniques developed by statisticians to analyze classical nonlinear...

Categorical regression dose-response modeling

Science.gov (United States)

The goal of this training is to provide participants with training on the use of the U.S. EPA’s Categorical Regression soft¬ware (CatReg) and its application to risk assessment. Categorical regression fits mathematical models to toxicity data that have been assigned ord...

Regression models in the determination of the absorbed dose with extrapolation chamber for ophthalmological applicators

International Nuclear Information System (INIS)

Alvarez R, J.T.; Morales P, R.

1992-06-01

The absorbed dose for equivalent soft tissue is determined,it is imparted by ophthalmologic applicators, ( 90 Sr/ 90 Y, 1850 MBq) using an extrapolation chamber of variable electrodes; when estimating the slope of the extrapolation curve using a simple lineal regression model is observed that the dose values are underestimated from 17.7 percent up to a 20.4 percent in relation to the estimate of this dose by means of a regression model polynomial two grade, at the same time are observed an improvement in the standard error for the quadratic model until in 50%. Finally the global uncertainty of the dose is presented, taking into account the reproducibility of the experimental arrangement. As conclusion it can infers that in experimental arrangements where the source is to contact with the extrapolation chamber, it was recommended to substitute the lineal regression model by the quadratic regression model, in the determination of the slope of the extrapolation curve, for more exact and accurate measurements of the absorbed dose. (Author)

Moderation analysis using a two-level regression model.

Science.gov (United States)

Yuan, Ke-Hai; Cheng, Ying; Maxwell, Scott

2014-10-01

Moderation analysis is widely used in social and behavioral research. The most commonly used model for moderation analysis is moderated multiple regression (MMR) in which the explanatory variables of the regression model include product terms, and the model is typically estimated by least squares (LS). This paper argues for a two-level regression model in which the regression coefficients of a criterion variable on predictors are further regressed on moderator variables. An algorithm for estimating the parameters of the two-level model by normal-distribution-based maximum likelihood (NML) is developed. Formulas for the standard errors (SEs) of the parameter estimates are provided and studied. Results indicate that, when heteroscedasticity exists, NML with the two-level model gives more efficient and more accurate parameter estimates than the LS analysis of the MMR model. When error variances are homoscedastic, NML with the two-level model leads to essentially the same results as LS with the MMR model. Most importantly, the two-level regression model permits estimating the percentage of variance of each regression coefficient that is due to moderator variables. When applied to data from General Social Surveys 1991, NML with the two-level model identified a significant moderation effect of race on the regression of job prestige on years of education while LS with the MMR model did not. An R package is also developed and documented to facilitate the application of the two-level model.

Learning Supervised Topic Models for Classification and Regression from Crowds

DEFF Research Database (Denmark)

Rodrigues, Filipe; Lourenco, Mariana; Ribeiro, Bernardete

2017-01-01

problems, which account for the heterogeneity and biases among different annotators that are encountered in practice when learning from crowds. We develop an efficient stochastic variational inference algorithm that is able to scale to very large datasets, and we empirically demonstrate the advantages...... annotation tasks, prone to ambiguity and noise, often with high volumes of documents, deem learning under a single-annotator assumption unrealistic or unpractical for most real-world applications. In this article, we propose two supervised topic models, one for classification and another for regression...

Variable selection and model choice in geoadditive regression models.

Science.gov (United States)

Kneib, Thomas; Hothorn, Torsten; Tutz, Gerhard

2009-06-01

Model choice and variable selection are issues of major concern in practical regression analyses, arising in many biometric applications such as habitat suitability analyses, where the aim is to identify the influence of potentially many environmental conditions on certain species. We describe regression models for breeding bird communities that facilitate both model choice and variable selection, by a boosting algorithm that works within a class of geoadditive regression models comprising spatial effects, nonparametric effects of continuous covariates, interaction surfaces, and varying coefficients. The major modeling components are penalized splines and their bivariate tensor product extensions. All smooth model terms are represented as the sum of a parametric component and a smooth component with one degree of freedom to obtain a fair comparison between the model terms. A generic representation of the geoadditive model allows us to devise a general boosting algorithm that automatically performs model choice and variable selection.

Adjusting for overdispersion in piecewise exponential regression models to estimate excess mortality rate in population-based research.

Science.gov (United States)

Luque-Fernandez, Miguel Angel; Belot, Aurélien; Quaresma, Manuela; Maringe, Camille; Coleman, Michel P; Rachet, Bernard

2016-10-01

In population-based cancer research, piecewise exponential regression models are used to derive adjusted estimates of excess mortality due to cancer using the Poisson generalized linear modelling framework. However, the assumption that the conditional mean and variance of the rate parameter given the set of covariates x i are equal is strong and may fail to account for overdispersion given the variability of the rate parameter (the variance exceeds the mean). Using an empirical example, we aimed to describe simple methods to test and correct for overdispersion. We used a regression-based score test for overdispersion under the relative survival framework and proposed different approaches to correct for overdispersion including a quasi-likelihood, robust standard errors estimation, negative binomial regression and flexible piecewise modelling. All piecewise exponential regression models showed the presence of significant inherent overdispersion (p-value regression modelling, with either a quasi-likelihood or robust standard errors, was the best approach as it deals with both, overdispersion due to model misspecification and true or inherent overdispersion.

The MIDAS Touch: Mixed Data Sampling Regression Models

OpenAIRE

Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen

2004-01-01

We introduce Mixed Data Sampling (henceforth MIDAS) regression models. The regressions involve time series data sampled at different frequencies. Technically speaking MIDAS models specify conditional expectations as a distributed lag of regressors recorded at some higher sampling frequencies. We examine the asymptotic properties of MIDAS regression estimation and compare it with traditional distributed lag models. MIDAS regressions have wide applicability in macroeconomics and �nance.

EMD-regression for modelling multi-scale relationships, and application to weather-related cardiovascular mortality

Science.gov (United States)

Masselot, Pierre; Chebana, Fateh; Bélanger, Diane; St-Hilaire, André; Abdous, Belkacem; Gosselin, Pierre; Ouarda, Taha B. M. J.

2018-01-01

In a number of environmental studies, relationships between natural processes are often assessed through regression analyses, using time series data. Such data are often multi-scale and non-stationary, leading to a poor accuracy of the resulting regression models and therefore to results with moderate reliability. To deal with this issue, the present paper introduces the EMD-regression methodology consisting in applying the empirical mode decomposition (EMD) algorithm on data series and then using the resulting components in regression models. The proposed methodology presents a number of advantages. First, it accounts of the issues of non-stationarity associated to the data series. Second, this approach acts as a scan for the relationship between a response variable and the predictors at different time scales, providing new insights about this relationship. To illustrate the proposed methodology it is applied to study the relationship between weather and cardiovascular mortality in Montreal, Canada. The results shed new knowledge concerning the studied relationship. For instance, they show that the humidity can cause excess mortality at the monthly time scale, which is a scale not visible in classical models. A comparison is also conducted with state of the art methods which are the generalized additive models and distributed lag models, both widely used in weather-related health studies. The comparison shows that EMD-regression achieves better prediction performances and provides more details than classical models concerning the relationship.

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

Science.gov (United States)

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

2015-11-01

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.

Real estate value prediction using multivariate regression models

Science.gov (United States)

Manjula, R.; Jain, Shubham; Srivastava, Sharad; Rajiv Kher, Pranav

2017-11-01

The real estate market is one of the most competitive in terms of pricing and the same tends to vary significantly based on a lot of factors, hence it becomes one of the prime fields to apply the concepts of machine learning to optimize and predict the prices with high accuracy. Therefore in this paper, we present various important features to use while predicting housing prices with good accuracy. We have described regression models, using various features to have lower Residual Sum of Squares error. While using features in a regression model some feature engineering is required for better prediction. Often a set of features (multiple regressions) or polynomial regression (applying a various set of powers in the features) is used for making better model fit. For these models are expected to be susceptible towards over fitting ridge regression is used to reduce it. This paper thus directs to the best application of regression models in addition to other techniques to optimize the result.

Application of Negative Binomial Regression for Assessing Public ...

African Journals Online (AJOL)

Because the variance was nearly two times greater than the mean, the negative binomial regression model provided an improved fit to the data and accounted better for overdispersion than the Poisson regression model, which assumed that the mean and variance are the same. The level of education and race were found

Model-based Quantile Regression for Discrete Data

KAUST Repository

Padellini, Tullia

2018-04-10

Quantile regression is a class of methods voted to the modelling of conditional quantiles. In a Bayesian framework quantile regression has typically been carried out exploiting the Asymmetric Laplace Distribution as a working likelihood. Despite the fact that this leads to a proper posterior for the regression coefficients, the resulting posterior variance is however affected by an unidentifiable parameter, hence any inferential procedure beside point estimation is unreliable. We propose a model-based approach for quantile regression that considers quantiles of the generating distribution directly, and thus allows for a proper uncertainty quantification. We then create a link between quantile regression and generalised linear models by mapping the quantiles to the parameter of the response variable, and we exploit it to fit the model with R-INLA. We extend it also in the case of discrete responses, where there is no 1-to-1 relationship between quantiles and distribution\\'s parameter, by introducing continuous generalisations of the most common discrete variables (Poisson, Binomial and Negative Binomial) to be exploited in the fitting.

Learning Supervised Topic Models for Classification and Regression from Crowds.

Science.gov (United States)

Rodrigues, Filipe; Lourenco, Mariana; Ribeiro, Bernardete; Pereira, Francisco C

2017-12-01

The growing need to analyze large collections of documents has led to great developments in topic modeling. Since documents are frequently associated with other related variables, such as labels or ratings, much interest has been placed on supervised topic models. However, the nature of most annotation tasks, prone to ambiguity and noise, often with high volumes of documents, deem learning under a single-annotator assumption unrealistic or unpractical for most real-world applications. In this article, we propose two supervised topic models, one for classification and another for regression problems, which account for the heterogeneity and biases among different annotators that are encountered in practice when learning from crowds. We develop an efficient stochastic variational inference algorithm that is able to scale to very large datasets, and we empirically demonstrate the advantages of the proposed model over state-of-the-art approaches.

Variable importance in latent variable regression models

NARCIS (Netherlands)

Kvalheim, O.M.; Arneberg, R.; Bleie, O.; Rajalahti, T.; Smilde, A.K.; Westerhuis, J.A.

2014-01-01

The quality and practical usefulness of a regression model are a function of both interpretability and prediction performance. This work presents some new graphical tools for improved interpretation of latent variable regression models that can also assist in improved algorithms for variable

Weighted functional linear regression models for gene-based association analysis.

Science.gov (United States)

Belonogova, Nadezhda M; Svishcheva, Gulnara R; Wilson, James F; Campbell, Harry; Axenovich, Tatiana I

2018-01-01

Functional linear regression models are effectively used in gene-based association analysis of complex traits. These models combine information about individual genetic variants, taking into account their positions and reducing the influence of noise and/or observation errors. To increase the power of methods, where several differently informative components are combined, weights are introduced to give the advantage to more informative components. Allele-specific weights have been introduced to collapsing and kernel-based approaches to gene-based association analysis. Here we have for the first time introduced weights to functional linear regression models adapted for both independent and family samples. Using data simulated on the basis of GAW17 genotypes and weights defined by allele frequencies via the beta distribution, we demonstrated that type I errors correspond to declared values and that increasing the weights of causal variants allows the power of functional linear models to be increased. We applied the new method to real data on blood pressure from the ORCADES sample. Five of the six known genes with P models. Moreover, we found an association between diastolic blood pressure and the VMP1 gene (P = 8.18×10-6), when we used a weighted functional model. For this gene, the unweighted functional and weighted kernel-based models had P = 0.004 and 0.006, respectively. The new method has been implemented in the program package FREGAT, which is freely available at https://cran.r-project.org/web/packages/FREGAT/index.html.

A simple approach to power and sample size calculations in logistic regression and Cox regression models.

Science.gov (United States)

Vaeth, Michael; Skovlund, Eva

2004-06-15

For a given regression problem it is possible to identify a suitably defined equivalent two-sample problem such that the power or sample size obtained for the two-sample problem also applies to the regression problem. For a standard linear regression model the equivalent two-sample problem is easily identified, but for generalized linear models and for Cox regression models the situation is more complicated. An approximately equivalent two-sample problem may, however, also be identified here. In particular, we show that for logistic regression and Cox regression models the equivalent two-sample problem is obtained by selecting two equally sized samples for which the parameters differ by a value equal to the slope times twice the standard deviation of the independent variable and further requiring that the overall expected number of events is unchanged. In a simulation study we examine the validity of this approach to power calculations in logistic regression and Cox regression models. Several different covariate distributions are considered for selected values of the overall response probability and a range of alternatives. For the Cox regression model we consider both constant and non-constant hazard rates. The results show that in general the approach is remarkably accurate even in relatively small samples. Some discrepancies are, however, found in small samples with few events and a highly skewed covariate distribution. Comparison with results based on alternative methods for logistic regression models with a single continuous covariate indicates that the proposed method is at least as good as its competitors. The method is easy to implement and therefore provides a simple way to extend the range of problems that can be covered by the usual formulas for power and sample size determination. Copyright 2004 John Wiley & Sons, Ltd.

Regression modeling methods, theory, and computation with SAS

CERN Document Server

Panik, Michael

2009-01-01

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,

Regression Models For Multivariate Count Data.

Science.gov (United States)

Zhang, Yiwen; Zhou, Hua; Zhou, Jin; Sun, Wei

2017-01-01

Data with multivariate count responses frequently occur in modern applications. The commonly used multinomial-logit model is limiting due to its restrictive mean-variance structure. For instance, analyzing count data from the recent RNA-seq technology by the multinomial-logit model leads to serious errors in hypothesis testing. The ubiquity of over-dispersion and complicated correlation structures among multivariate counts calls for more flexible regression models. In this article, we study some generalized linear models that incorporate various correlation structures among the counts. Current literature lacks a treatment of these models, partly due to the fact that they do not belong to the natural exponential family. We study the estimation, testing, and variable selection for these models in a unifying framework. The regression models are compared on both synthetic and real RNA-seq data.

A review of a priori regression models for warfarin maintenance dose prediction.

Directory of Open Access Journals (Sweden)

Ben Francis

Full Text Available A number of a priori warfarin dosing algorithms, derived using linear regression methods, have been proposed. Although these dosing algorithms may have been validated using patients derived from the same centre, rarely have they been validated using a patient cohort recruited from another centre. In order to undertake external validation, two cohorts were utilised. One cohort formed by patients from a prospective trial and the second formed by patients in the control arm of the EU-PACT trial. Of these, 641 patients were identified as having attained stable dosing and formed the dataset used for validation. Predicted maintenance doses from six criterion fulfilling regression models were then compared to individual patient stable warfarin dose. Predictive ability was assessed with reference to several statistics including the R-square and mean absolute error. The six regression models explained different amounts of variability in the stable maintenance warfarin dose requirements of the patients in the two validation cohorts; adjusted R-squared values ranged from 24.2% to 68.6%. An overview of the summary statistics demonstrated that no one dosing algorithm could be considered optimal. The larger validation cohort from the prospective trial produced more consistent statistics across the six dosing algorithms. The study found that all the regression models performed worse in the validation cohort when compared to the derivation cohort. Further, there was little difference between regression models that contained pharmacogenetic coefficients and algorithms containing just non-pharmacogenetic coefficients. The inconsistency of results between the validation cohorts suggests that unaccounted population specific factors cause variability in dosing algorithm performance. Better methods for dosing that take into account inter- and intra-individual variability, at the initiation and maintenance phases of warfarin treatment, are needed.

A review of a priori regression models for warfarin maintenance dose prediction.

Science.gov (United States)

Francis, Ben; Lane, Steven; Pirmohamed, Munir; Jorgensen, Andrea

2014-01-01

A number of a priori warfarin dosing algorithms, derived using linear regression methods, have been proposed. Although these dosing algorithms may have been validated using patients derived from the same centre, rarely have they been validated using a patient cohort recruited from another centre. In order to undertake external validation, two cohorts were utilised. One cohort formed by patients from a prospective trial and the second formed by patients in the control arm of the EU-PACT trial. Of these, 641 patients were identified as having attained stable dosing and formed the dataset used for validation. Predicted maintenance doses from six criterion fulfilling regression models were then compared to individual patient stable warfarin dose. Predictive ability was assessed with reference to several statistics including the R-square and mean absolute error. The six regression models explained different amounts of variability in the stable maintenance warfarin dose requirements of the patients in the two validation cohorts; adjusted R-squared values ranged from 24.2% to 68.6%. An overview of the summary statistics demonstrated that no one dosing algorithm could be considered optimal. The larger validation cohort from the prospective trial produced more consistent statistics across the six dosing algorithms. The study found that all the regression models performed worse in the validation cohort when compared to the derivation cohort. Further, there was little difference between regression models that contained pharmacogenetic coefficients and algorithms containing just non-pharmacogenetic coefficients. The inconsistency of results between the validation cohorts suggests that unaccounted population specific factors cause variability in dosing algorithm performance. Better methods for dosing that take into account inter- and intra-individual variability, at the initiation and maintenance phases of warfarin treatment, are needed.

Nonparametric Mixture of Regression Models.

Science.gov (United States)

Huang, Mian; Li, Runze; Wang, Shaoli

2013-07-01

Motivated by an analysis of US house price index data, we propose nonparametric finite mixture of regression models. We study the identifiability issue of the proposed models, and develop an estimation procedure by employing kernel regression. We further systematically study the sampling properties of the proposed estimators, and establish their asymptotic normality. A modified EM algorithm is proposed to carry out the estimation procedure. We show that our algorithm preserves the ascent property of the EM algorithm in an asymptotic sense. Monte Carlo simulations are conducted to examine the finite sample performance of the proposed estimation procedure. An empirical analysis of the US house price index data is illustrated for the proposed methodology.

The performance of random coefficient regression in accounting for residual confounding.

Science.gov (United States)

Gustafson, Paul; Greenland, Sander

2006-09-01

Greenland (2000, Biometrics 56, 915-921) describes the use of random coefficient regression to adjust for residual confounding in a particular setting. We examine this setting further, giving theoretical and empirical results concerning the frequentist and Bayesian performance of random coefficient regression. Particularly, we compare estimators based on this adjustment for residual confounding to estimators based on the assumption of no residual confounding. This devolves to comparing an estimator from a nonidentified but more realistic model to an estimator from a less realistic but identified model. The approach described by Gustafson (2005, Statistical Science 20, 111-140) is used to quantify the performance of a Bayesian estimator arising from a nonidentified model. From both theoretical calculations and simulations we find support for the idea that superior performance can be obtained by replacing unrealistic identifying constraints with priors that allow modest departures from those constraints. In terms of point-estimator bias this superiority arises when the extent of residual confounding is substantial, but the advantage is much broader in terms of interval estimation. The benefit from modeling residual confounding is maintained when the prior distributions employed only roughly correspond to reality, for the standard identifying constraints are equivalent to priors that typically correspond much worse.

Gaussian Process Regression Model in Spatial Logistic Regression

Science.gov (United States)

Sofro, A.; Oktaviarina, A.

2018-01-01

Spatial analysis has developed very quickly in the last decade. One of the favorite approaches is based on the neighbourhood of the region. Unfortunately, there are some limitations such as difficulty in prediction. Therefore, we offer Gaussian process regression (GPR) to accommodate the issue. In this paper, we will focus on spatial modeling with GPR for binomial data with logit link function. The performance of the model will be investigated. We will discuss the inference of how to estimate the parameters and hyper-parameters and to predict as well. Furthermore, simulation studies will be explained in the last section.

Sparse reduced-rank regression with covariance estimation

KAUST Repository

Chen, Lisha

2014-12-08

Improving the predicting performance of the multiple response regression compared with separate linear regressions is a challenging question. On the one hand, it is desirable to seek model parsimony when facing a large number of parameters. On the other hand, for certain applications it is necessary to take into account the general covariance structure for the errors of the regression model. We assume a reduced-rank regression model and work with the likelihood function with general error covariance to achieve both objectives. In addition we propose to select relevant variables for reduced-rank regression by using a sparsity-inducing penalty, and to estimate the error covariance matrix simultaneously by using a similar penalty on the precision matrix. We develop a numerical algorithm to solve the penalized regression problem. In a simulation study and real data analysis, the new method is compared with two recent methods for multivariate regression and exhibits competitive performance in prediction and variable selection.

Sparse reduced-rank regression with covariance estimation

KAUST Repository

Chen, Lisha; Huang, Jianhua Z.

2014-01-01

Improving the predicting performance of the multiple response regression compared with separate linear regressions is a challenging question. On the one hand, it is desirable to seek model parsimony when facing a large number of parameters. On the other hand, for certain applications it is necessary to take into account the general covariance structure for the errors of the regression model. We assume a reduced-rank regression model and work with the likelihood function with general error covariance to achieve both objectives. In addition we propose to select relevant variables for reduced-rank regression by using a sparsity-inducing penalty, and to estimate the error covariance matrix simultaneously by using a similar penalty on the precision matrix. We develop a numerical algorithm to solve the penalized regression problem. In a simulation study and real data analysis, the new method is compared with two recent methods for multivariate regression and exhibits competitive performance in prediction and variable selection.

Regression and regression analysis time series prediction modeling on climate data of quetta, pakistan

International Nuclear Information System (INIS)

Jafri, Y.Z.; Kamal, L.

2007-01-01

Various statistical techniques was used on five-year data from 1998-2002 of average humidity, rainfall, maximum and minimum temperatures, respectively. The relationships to regression analysis time series (RATS) were developed for determining the overall trend of these climate parameters on the basis of which forecast models can be corrected and modified. We computed the coefficient of determination as a measure of goodness of fit, to our polynomial regression analysis time series (PRATS). The correlation to multiple linear regression (MLR) and multiple linear regression analysis time series (MLRATS) were also developed for deciphering the interdependence of weather parameters. Spearman's rand correlation and Goldfeld-Quandt test were used to check the uniformity or non-uniformity of variances in our fit to polynomial regression (PR). The Breusch-Pagan test was applied to MLR and MLRATS, respectively which yielded homoscedasticity. We also employed Bartlett's test for homogeneity of variances on a five-year data of rainfall and humidity, respectively which showed that the variances in rainfall data were not homogenous while in case of humidity, were homogenous. Our results on regression and regression analysis time series show the best fit to prediction modeling on climatic data of Quetta, Pakistan. (author)

Robust mislabel logistic regression without modeling mislabel probabilities.

Science.gov (United States)

Hung, Hung; Jou, Zhi-Yu; Huang, Su-Yun

2018-03-01

Logistic regression is among the most widely used statistical methods for linear discriminant analysis. In many applications, we only observe possibly mislabeled responses. Fitting a conventional logistic regression can then lead to biased estimation. One common resolution is to fit a mislabel logistic regression model, which takes into consideration of mislabeled responses. Another common method is to adopt a robust M-estimation by down-weighting suspected instances. In this work, we propose a new robust mislabel logistic regression based on γ-divergence. Our proposal possesses two advantageous features: (1) It does not need to model the mislabel probabilities. (2) The minimum γ-divergence estimation leads to a weighted estimating equation without the need to include any bias correction term, that is, it is automatically bias-corrected. These features make the proposed γ-logistic regression more robust in model fitting and more intuitive for model interpretation through a simple weighting scheme. Our method is also easy to implement, and two types of algorithms are included. Simulation studies and the Pima data application are presented to demonstrate the performance of γ-logistic regression. © 2017, The International Biometric Society.

Entrepreneurial intention modeling using hierarchical multiple regression

Directory of Open Access Journals (Sweden)

Marina Jeger

2014-12-01

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.

Mixed Frequency Data Sampling Regression Models: The R Package midasr

Directory of Open Access Journals (Sweden)

Eric Ghysels

2016-08-01

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.

Impact of multicollinearity on small sample hydrologic regression models

Science.gov (United States)

Kroll, Charles N.; Song, Peter

2013-06-01

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.

Applied Regression Modeling A Business Approach

CERN Document Server

Pardoe, Iain

2012-01-01

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

Testing homogeneity in Weibull-regression models.

Science.gov (United States)

Bolfarine, Heleno; Valença, Dione M

2005-10-01

In survival studies with families or geographical units it may be of interest testing whether such groups are homogeneous for given explanatory variables. In this paper we consider score type tests for group homogeneity based on a mixing model in which the group effect is modelled as a random variable. As opposed to hazard-based frailty models, this model presents survival times that conditioned on the random effect, has an accelerated failure time representation. The test statistics requires only estimation of the conventional regression model without the random effect and does not require specifying the distribution of the random effect. The tests are derived for a Weibull regression model and in the uncensored situation, a closed form is obtained for the test statistic. A simulation study is used for comparing the power of the tests. The proposed tests are applied to real data sets with censored data.

Model-based Quantile Regression for Discrete Data

KAUST Repository

Padellini, Tullia; Rue, Haavard

2018-01-01

Quantile regression is a class of methods voted to the modelling of conditional quantiles. In a Bayesian framework quantile regression has typically been carried out exploiting the Asymmetric Laplace Distribution as a working likelihood. Despite

Detection of epistatic effects with logic regression and a classical linear regression model.

Science.gov (United States)

Malina, Magdalena; Ickstadt, Katja; Schwender, Holger; Posch, Martin; Bogdan, Małgorzata

2014-02-01

To locate multiple interacting quantitative trait loci (QTL) influencing a trait of interest within experimental populations, usually methods as the Cockerham's model are applied. Within this framework, interactions are understood as the part of the joined effect of several genes which cannot be explained as the sum of their additive effects. However, if a change in the phenotype (as disease) is caused by Boolean combinations of genotypes of several QTLs, this Cockerham's approach is often not capable to identify them properly. To detect such interactions more efficiently, we propose a logic regression framework. Even though with the logic regression approach a larger number of models has to be considered (requiring more stringent multiple testing correction) the efficient representation of higher order logic interactions in logic regression models leads to a significant increase of power to detect such interactions as compared to a Cockerham's approach. The increase in power is demonstrated analytically for a simple two-way interaction model and illustrated in more complex settings with simulation study and real data analysis.

Bayesian quantile regression-based partially linear mixed-effects joint models for longitudinal data with multiple features.

Science.gov (United States)

Zhang, Hanze; Huang, Yangxin; Wang, Wei; Chen, Henian; Langland-Orban, Barbara

2017-01-01

In longitudinal AIDS studies, it is of interest to investigate the relationship between HIV viral load and CD4 cell counts, as well as the complicated time effect. Most of common models to analyze such complex longitudinal data are based on mean-regression, which fails to provide efficient estimates due to outliers and/or heavy tails. Quantile regression-based partially linear mixed-effects models, a special case of semiparametric models enjoying benefits of both parametric and nonparametric models, have the flexibility to monitor the viral dynamics nonparametrically and detect the varying CD4 effects parametrically at different quantiles of viral load. Meanwhile, it is critical to consider various data features of repeated measurements, including left-censoring due to a limit of detection, covariate measurement error, and asymmetric distribution. In this research, we first establish a Bayesian joint models that accounts for all these data features simultaneously in the framework of quantile regression-based partially linear mixed-effects models. The proposed models are applied to analyze the Multicenter AIDS Cohort Study (MACS) data. Simulation studies are also conducted to assess the performance of the proposed methods under different scenarios.

AN APPLICATION OF FUNCTIONAL MULTIVARIATE REGRESSION MODEL TO MULTICLASS CLASSIFICATION

OpenAIRE

Krzyśko, Mirosław; Smaga, Łukasz

2017-01-01

In this paper, the scale response functional multivariate regression model is considered. By using the basis functions representation of functional predictors and regression coefficients, this model is rewritten as a multivariate regression model. This representation of the functional multivariate regression model is used for multiclass classification for multivariate functional data. Computational experiments performed on real labelled data sets demonstrate the effectiveness of the proposed ...

Accounting for and predicting the influence of spatial autocorrelation in water quality modeling

Science.gov (United States)

Miralha, L.; Kim, D.

2017-12-01

Although many studies have attempted to investigate the spatial trends of water quality, more attention is yet to be paid to the consequences of considering and ignoring the spatial autocorrelation (SAC) that exists in water quality parameters. Several studies have mentioned the importance of accounting for SAC in water quality modeling, as well as the differences in outcomes between models that account for and ignore SAC. However, the capacity to predict the magnitude of such differences is still ambiguous. In this study, we hypothesized that SAC inherently possessed by a response variable (i.e., water quality parameter) influences the outcomes of spatial modeling. We evaluated whether the level of inherent SAC is associated with changes in R-Squared, Akaike Information Criterion (AIC), and residual SAC (rSAC), after accounting for SAC during modeling procedure. The main objective was to analyze if water quality parameters with higher Moran's I values (inherent SAC measure) undergo a greater increase in R² and a greater reduction in both AIC and rSAC. We compared a non-spatial model (OLS) to two spatial regression approaches (spatial lag and error models). Predictor variables were the principal components of topographic (elevation and slope), land cover, and hydrological soil group variables. We acquired these data from federal online sources (e.g. USGS). Ten watersheds were selected, each in a different state of the USA. Results revealed that water quality parameters with higher inherent SAC showed substantial increase in R² and decrease in rSAC after performing spatial regressions. However, AIC values did not show significant changes. Overall, the higher the level of inherent SAC in water quality variables, the greater improvement of model performance. This indicates a linear and direct relationship between the spatial model outcomes (R² and rSAC) and the degree of SAC in each water quality variable. Therefore, our study suggests that the inherent level of

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

Science.gov (United States)

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

2017-06-01

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.

Measurement error in epidemiologic studies of air pollution based on land-use regression models.

Science.gov (United States)

Basagaña, Xavier; Aguilera, Inmaculada; Rivera, Marcela; Agis, David; Foraster, Maria; Marrugat, Jaume; Elosua, Roberto; Künzli, Nino

2013-10-15

Land-use regression (LUR) models are increasingly used to estimate air pollution exposure in epidemiologic studies. These models use air pollution measurements taken at a small set of locations and modeling based on geographical covariates for which data are available at all study participant locations. The process of LUR model development commonly includes a variable selection procedure. When LUR model predictions are used as explanatory variables in a model for a health outcome, measurement error can lead to bias of the regression coefficients and to inflation of their variance. In previous studies dealing with spatial predictions of air pollution, bias was shown to be small while most of the effect of measurement error was on the variance. In this study, we show that in realistic cases where LUR models are applied to health data, bias in health-effect estimates can be substantial. This bias depends on the number of air pollution measurement sites, the number of available predictors for model selection, and the amount of explainable variability in the true exposure. These results should be taken into account when interpreting health effects from studies that used LUR models.

Targeting: Logistic Regression, Special Cases and Extensions

Directory of Open Access Journals (Sweden)

Helmut Schaeben

2014-12-01

Full Text Available Logistic regression is a classical linear model for logit-transformed conditional probabilities of a binary target variable. It recovers the true conditional probabilities if the joint distribution of predictors and the target is of log-linear form. Weights-of-evidence is an ordinary logistic regression with parameters equal to the differences of the weights of evidence if all predictor variables are discrete and conditionally independent given the target variable. The hypothesis of conditional independence can be tested in terms of log-linear models. If the assumption of conditional independence is violated, the application of weights-of-evidence does not only corrupt the predicted conditional probabilities, but also their rank transform. Logistic regression models, including the interaction terms, can account for the lack of conditional independence, appropriate interaction terms compensate exactly for violations of conditional independence. Multilayer artificial neural nets may be seen as nested regression-like models, with some sigmoidal activation function. Most often, the logistic function is used as the activation function. If the net topology, i.e., its control, is sufficiently versatile to mimic interaction terms, artificial neural nets are able to account for violations of conditional independence and yield very similar results. Weights-of-evidence cannot reasonably include interaction terms; subsequent modifications of the weights, as often suggested, cannot emulate the effect of interaction terms.

Perceived Organizational Support for Enhancing Welfare at Work: A Regression Tree Model

Science.gov (United States)

Giorgi, Gabriele; Dubin, David; Perez, Javier Fiz

2016-01-01

When trying to examine outcomes such as welfare and well-being, research tends to focus on main effects and take into account limited numbers of variables at a time. There are a number of techniques that may help address this problem. For example, many statistical packages available in R provide easy-to-use methods of modeling complicated analysis such as classification and tree regression (i.e., recursive partitioning). The present research illustrates the value of recursive partitioning in the prediction of perceived organizational support in a sample of more than 6000 Italian bankers. Utilizing the tree function party package in R, we estimated a regression tree model predicting perceived organizational support from a multitude of job characteristics including job demand, lack of job control, lack of supervisor support, training, etc. The resulting model appears particularly helpful in pointing out several interactions in the prediction of perceived organizational support. In particular, training is the dominant factor. Another dimension that seems to influence organizational support is reporting (perceived communication about safety and stress concerns). Results are discussed from a theoretical and methodological point of view. PMID:28082924

Alternative regression models to assess increase in childhood BMI.

Science.gov (United States)

Beyerlein, Andreas; Fahrmeir, Ludwig; Mansmann, Ulrich; Toschke, André M

2008-09-08

Body mass index (BMI) data usually have skewed distributions, for which common statistical modeling approaches such as simple linear or logistic regression have limitations. 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. 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. GAMLSS and quantile regression seem to be more appropriate than common GLMs for risk factor modeling of BMI data.

Alternative regression models to assess increase in childhood BMI

OpenAIRE

Beyerlein, Andreas; Fahrmeir, Ludwig; Mansmann, Ulrich; Toschke, André M

2008-01-01

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 childre...

Thermal Efficiency Degradation Diagnosis Method Using Regression Model

International Nuclear Information System (INIS)

Jee, Chang Hyun; Heo, Gyun Young; Jang, Seok Won; Lee, In Cheol

2011-01-01

This paper proposes an idea for thermal efficiency degradation diagnosis in turbine cycles, which is based on turbine cycle simulation under abnormal conditions and a linear regression model. The correlation between the inputs for representing degradation conditions (normally unmeasured but intrinsic states) and the simulation outputs (normally measured but superficial states) was analyzed with the linear regression model. The regression models can inversely response an associated intrinsic state for a superficial state observed from a power plant. The diagnosis method proposed herein is classified into three processes, 1) simulations for degradation conditions to get measured states (referred as what-if method), 2) development of the linear model correlating intrinsic and superficial states, and 3) determination of an intrinsic state using the superficial states of current plant and the linear regression model (referred as inverse what-if method). The what-if method is to generate the outputs for the inputs including various root causes and/or boundary conditions whereas the inverse what-if method is the process of calculating the inverse matrix with the given superficial states, that is, component degradation modes. The method suggested in this paper was validated using the turbine cycle model for an operating power plant

Random regression models for detection of gene by environment interaction

Directory of Open Access Journals (Sweden)

Meuwissen Theo HE

2007-02-01

Full Text Available Abstract Two random regression models, where the effect of a putative QTL was regressed on an environmental gradient, are described. The first model estimates the correlation between intercept and slope of the random regression, while the other model restricts this correlation to 1 or -1, which is expected under a bi-allelic QTL model. The random regression models were compared to a model assuming no gene by environment interactions. The comparison was done with regards to the models ability to detect QTL, to position them accurately and to detect possible QTL by environment interactions. A simulation study based on a granddaughter design was conducted, and QTL were assumed, either by assigning an effect independent of the environment or as a linear function of a simulated environmental gradient. It was concluded that the random regression models were suitable for detection of QTL effects, in the presence and absence of interactions with environmental gradients. Fixing the correlation between intercept and slope of the random regression had a positive effect on power when the QTL effects re-ranked between environments.

Alternative regression models to assess increase in childhood BMI

Directory of Open Access Journals (Sweden)

Mansmann Ulrich

2008-09-01

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.

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

Science.gov (United States)

Harold M. Rauscher

1983-01-01

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...

Wavelet regression model in forecasting crude oil price

Science.gov (United States)

Hamid, Mohd Helmie; Shabri, Ani

2017-05-01

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.

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

DEFF Research Database (Denmark)

Scheike, Thomas H.; Zhang, Mei-Jie

2002-01-01

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...

Spatial stochastic regression modelling of urban land use

International Nuclear Information System (INIS)

Arshad, S H M; Jaafar, J; Abiden, M Z Z; Latif, Z A; Rasam, A R A

2014-01-01

Urbanization is very closely linked to industrialization, commercialization or overall economic growth and development. This results in innumerable benefits of the quantity and quality of the urban environment and lifestyle but on the other hand contributes to unbounded development, urban sprawl, overcrowding and decreasing standard of living. Regulation and observation of urban development activities is crucial. The understanding of urban systems that promotes urban growth are also essential for the purpose of policy making, formulating development strategies as well as development plan preparation. This study aims to compare two different stochastic regression modeling techniques for spatial structure models of urban growth in the same specific study area. Both techniques will utilize the same datasets and their results will be analyzed. The work starts by producing an urban growth model by using stochastic regression modeling techniques namely the Ordinary Least Square (OLS) and Geographically Weighted Regression (GWR). The two techniques are compared to and it is found that, GWR seems to be a more significant stochastic regression model compared to OLS, it gives a smaller AICc (Akaike's Information Corrected Criterion) value and its output is more spatially explainable

Physics constrained nonlinear regression models for time series

International Nuclear Information System (INIS)

Majda, Andrew J; Harlim, John

2013-01-01

A central issue in contemporary science is the development of data driven statistical nonlinear dynamical models for time series of partial observations of nature or a complex physical model. It has been established recently that ad hoc quadratic multi-level regression (MLR) models can have finite-time blow up of statistical solutions and/or pathological behaviour of their invariant measure. Here a new class of physics constrained multi-level quadratic regression models are introduced, analysed and applied to build reduced stochastic models from data of nonlinear systems. These models have the advantages of incorporating memory effects in time as well as the nonlinear noise from energy conserving nonlinear interactions. The mathematical guidelines for the performance and behaviour of these physics constrained MLR models as well as filtering algorithms for their implementation are developed here. Data driven applications of these new multi-level nonlinear regression models are developed for test models involving a nonlinear oscillator with memory effects and the difficult test case of the truncated Burgers–Hopf model. These new physics constrained quadratic MLR models are proposed here as process models for Bayesian estimation through Markov chain Monte Carlo algorithms of low frequency behaviour in complex physical data. (paper)

Logistic regression modelling: procedures and pitfalls in developing and interpreting prediction models

Directory of Open Access Journals (Sweden)

Nataša Šarlija

2017-01-01

Full Text Available This study sheds light on the most common issues related to applying logistic regression in prediction models for company growth. The purpose of the paper is 1 to provide a detailed demonstration of the steps in developing a growth prediction model based on logistic regression analysis, 2 to discuss common pitfalls and methodological errors in developing a model, and 3 to provide solutions and possible ways of overcoming these issues. Special attention is devoted to the question of satisfying logistic regression assumptions, selecting and defining dependent and independent variables, using classification tables and ROC curves, for reporting model strength, interpreting odds ratios as effect measures and evaluating performance of the prediction model. Development of a logistic regression model in this paper focuses on a prediction model of company growth. The analysis is based on predominantly financial data from a sample of 1471 small and medium-sized Croatian companies active between 2009 and 2014. The financial data is presented in the form of financial ratios divided into nine main groups depicting following areas of business: liquidity, leverage, activity, profitability, research and development, investing and export. The growth prediction model indicates aspects of a business critical for achieving high growth. In that respect, the contribution of this paper is twofold. First, methodological, in terms of pointing out pitfalls and potential solutions in logistic regression modelling, and secondly, theoretical, in terms of identifying factors responsible for high growth of small and medium-sized companies.

Regression Models for Repairable Systems

Czech Academy of Sciences Publication Activity Database

Novák, Petr

2015-01-01

Roč. 17, č. 4 (2015), s. 963-972 ISSN 1387-5841 Institutional support: RVO:67985556 Keywords : Reliability analysis * Repair models * Regression Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.782, year: 2015 http://library.utia.cas.cz/separaty/2015/SI/novak-0450902.pdf

Augmenting Data with Published Results in Bayesian Linear Regression

Science.gov (United States)

de Leeuw, Christiaan; Klugkist, Irene

2012-01-01

In most research, linear regression analyses are performed without taking into account published results (i.e., reported summary statistics) of similar previous studies. Although the prior density in Bayesian linear regression could accommodate such prior knowledge, formal models for doing so are absent from the literature. The goal of this…

Geographically weighted regression model on poverty indicator

Science.gov (United States)

Slamet, I.; Nugroho, N. F. T. A.; Muslich

2017-12-01

In this research, we applied geographically weighted regression (GWR) for analyzing the poverty in Central Java. We consider Gaussian Kernel as weighted function. The GWR uses the diagonal matrix resulted from calculating kernel Gaussian function as a weighted function in the regression model. The kernel weights is used to handle spatial effects on the data so that a model can be obtained for each location. The purpose of this paper is to model of poverty percentage data in Central Java province using GWR with Gaussian kernel weighted function and to determine the influencing factors in each regency/city in Central Java province. Based on the research, we obtained geographically weighted regression model with Gaussian kernel weighted function on poverty percentage data in Central Java province. We found that percentage of population working as farmers, population growth rate, percentage of households with regular sanitation, and BPJS beneficiaries are the variables that affect the percentage of poverty in Central Java province. In this research, we found the determination coefficient R2 are 68.64%. There are two categories of district which are influenced by different of significance factors.

Land-use regression panel models of NO2 concentrations in Seoul, Korea

Science.gov (United States)

Kim, Youngkook; Guldmann, Jean-Michel

2015-04-01

Transportation and land-use activities are major air pollution contributors. Since their shares of emissions vary across space and time, so do air pollution concentrations. Despite these variations, panel data have rarely been used in land-use regression (LUR) modeling of air pollution. In addition, the complex interactions between traffic flows, land uses, and meteorological variables, have not been satisfactorily investigated in LUR models. The purpose of this research is to develop and estimate nitrogen dioxide (NO2) panel models based on the LUR framework with data for Seoul, Korea, accounting for the impacts of these variables, and their interactions with spatial and temporal dummy variables. The panel data vary over several scales: daily (24 h), seasonally (4), and spatially (34 intra-urban measurement locations). To enhance model explanatory power, wind direction and distance decay effects are accounted for. The results show that vehicle-kilometers-traveled (VKT) and solar radiation have statistically strong positive and negative impacts on NO2 concentrations across the four seasonal models. In addition, there are significant interactions with the dummy variables, pointing to VKT and solar radiation effects on NO2 concentrations that vary with time and intra-urban location. The results also show that residential, commercial, and industrial land uses, and wind speed, temperature, and humidity, all impact NO2 concentrations. The R2 vary between 0.95 and 0.98.

Estimation of genetic parameters related to eggshell strength using random regression models.

Science.gov (United States)

Guo, J; Ma, M; Qu, L; Shen, M; Dou, T; Wang, K

2015-01-01

This study examined the changes in eggshell strength and the genetic parameters related to this trait throughout a hen's laying life using random regression. The data were collected from a crossbred population between 2011 and 2014, where the eggshell strength was determined repeatedly for 2260 hens. Using random regression models (RRMs), several Legendre polynomials were employed to estimate the fixed, direct genetic and permanent environment effects. The residual effects were treated as independently distributed with heterogeneous variance for each test week. The direct genetic variance was included with second-order Legendre polynomials and the permanent environment with third-order Legendre polynomials. The heritability of eggshell strength ranged from 0.26 to 0.43, the repeatability ranged between 0.47 and 0.69, and the estimated genetic correlations between test weeks was high at > 0.67. The first eigenvalue of the genetic covariance matrix accounted for about 97% of the sum of all the eigenvalues. The flexibility and statistical power of RRM suggest that this model could be an effective method to improve eggshell quality and to reduce losses due to cracked eggs in a breeding plan.

Principal Covariates Clusterwise Regression (PCCR): Accounting for Multicollinearity and Population Heterogeneity in Hierarchically Organized Data.

Science.gov (United States)

Wilderjans, Tom Frans; Vande Gaer, Eva; Kiers, Henk A L; Van Mechelen, Iven; Ceulemans, Eva

2017-03-01

In the behavioral sciences, many research questions pertain to a regression problem in that one wants to predict a criterion on the basis of a number of predictors. Although in many cases, ordinary least squares regression will suffice, sometimes the prediction problem is more challenging, for three reasons: first, multiple highly collinear predictors can be available, making it difficult to grasp their mutual relations as well as their relations to the criterion. In that case, it may be very useful to reduce the predictors to a few summary variables, on which one regresses the criterion and which at the same time yields insight into the predictor structure. Second, the population under study may consist of a few unknown subgroups that are characterized by different regression models. Third, the obtained data are often hierarchically structured, with for instance, observations being nested into persons or participants within groups or countries. Although some methods have been developed that partially meet these challenges (i.e., principal covariates regression (PCovR), clusterwise regression (CR), and structural equation models), none of these methods adequately deals with all of them simultaneously. To fill this gap, we propose the principal covariates clusterwise regression (PCCR) method, which combines the key idea's behind PCovR (de Jong & Kiers in Chemom Intell Lab Syst 14(1-3):155-164, 1992) and CR (Späth in Computing 22(4):367-373, 1979). The PCCR method is validated by means of a simulation study and by applying it to cross-cultural data regarding satisfaction with life.

On a Robust MaxEnt Process Regression Model with Sample-Selection

Directory of Open Access Journals (Sweden)

Hea-Jung Kim

2018-04-01

Full Text Available In a regression analysis, a sample-selection bias arises when a dependent variable is partially observed as a result of the sample selection. This study introduces a Maximum Entropy (MaxEnt process regression model that assumes a MaxEnt prior distribution for its nonparametric regression function and finds that the MaxEnt process regression model includes the well-known Gaussian process regression (GPR model as a special case. Then, this special MaxEnt process regression model, i.e., the GPR model, is generalized to obtain a robust sample-selection Gaussian process regression (RSGPR model that deals with non-normal data in the sample selection. Various properties of the RSGPR model are established, including the stochastic representation, distributional hierarchy, and magnitude of the sample-selection bias. These properties are used in the paper to develop a hierarchical Bayesian methodology to estimate the model. This involves a simple and computationally feasible Markov chain Monte Carlo algorithm that avoids analytical or numerical derivatives of the log-likelihood function of the model. The performance of the RSGPR model in terms of the sample-selection bias correction, robustness to non-normality, and prediction, is demonstrated through results in simulations that attest to its good finite-sample performance.

On concurvity in nonlinear and nonparametric regression models

Directory of Open Access Journals (Sweden)

Sonia Amodio

2014-12-01

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.

Sparse multivariate factor analysis regression models and its applications to integrative genomics analysis.

Science.gov (United States)

Zhou, Yan; Wang, Pei; Wang, Xianlong; Zhu, Ji; Song, Peter X-K

2017-01-01

The multivariate regression model is a useful tool to explore complex associations between two kinds of molecular markers, which enables the understanding of the biological pathways underlying disease etiology. For a set of correlated response variables, accounting for such dependency can increase statistical power. Motivated by integrative genomic data analyses, we propose a new methodology-sparse multivariate factor analysis regression model (smFARM), in which correlations of response variables are assumed to follow a factor analysis model with latent factors. This proposed method not only allows us to address the challenge that the number of association parameters is larger than the sample size, but also to adjust for unobserved genetic and/or nongenetic factors that potentially conceal the underlying response-predictor associations. The proposed smFARM is implemented by the EM algorithm and the blockwise coordinate descent algorithm. The proposed methodology is evaluated and compared to the existing methods through extensive simulation studies. Our results show that accounting for latent factors through the proposed smFARM can improve sensitivity of signal detection and accuracy of sparse association map estimation. We illustrate smFARM by two integrative genomics analysis examples, a breast cancer dataset, and an ovarian cancer dataset, to assess the relationship between DNA copy numbers and gene expression arrays to understand genetic regulatory patterns relevant to the disease. We identify two trans-hub regions: one in cytoband 17q12 whose amplification influences the RNA expression levels of important breast cancer genes, and the other in cytoband 9q21.32-33, which is associated with chemoresistance in ovarian cancer. © 2016 WILEY PERIODICALS, INC.

Detection of Differential Item Functioning with Nonlinear Regression: A Non-IRT Approach Accounting for Guessing

Science.gov (United States)

Drabinová, Adéla; Martinková, Patrícia

2017-01-01

In this article we present a general approach not relying on item response theory models (non-IRT) to detect differential item functioning (DIF) in dichotomous items with presence of guessing. The proposed nonlinear regression (NLR) procedure for DIF detection is an extension of method based on logistic regression. As a non-IRT approach, NLR can…

Semiparametric Mixtures of Regressions with Single-index for Model Based Clustering

OpenAIRE

Xiang, Sijia; Yao, Weixin

2017-01-01

In this article, we propose two classes of semiparametric mixture regression models with single-index for model based clustering. Unlike many semiparametric/nonparametric mixture regression models that can only be applied to low dimensional predictors, the new semiparametric models can easily incorporate high dimensional predictors into the nonparametric components. The proposed models are very general, and many of the recently proposed semiparametric/nonparametric mixture regression models a...

Forecasting peak asthma admissions in London: an application of quantile regression models

Science.gov (United States)

Soyiri, Ireneous N.; Reidpath, Daniel D.; Sarran, Christophe

2013-07-01

Asthma is a chronic condition of great public health concern globally. The associated morbidity, mortality and healthcare utilisation place an enormous burden on healthcare infrastructure and services. This study demonstrates a multistage quantile regression approach to predicting excess demand for health care services in the form of asthma daily admissions in London, using retrospective data from the Hospital Episode Statistics, weather and air quality. Trivariate quantile regression models (QRM) of asthma daily admissions were fitted to a 14-day range of lags of environmental factors, accounting for seasonality in a hold-in sample of the data. Representative lags were pooled to form multivariate predictive models, selected through a systematic backward stepwise reduction approach. Models were cross-validated using a hold-out sample of the data, and their respective root mean square error measures, sensitivity, specificity and predictive values compared. Two of the predictive models were able to detect extreme number of daily asthma admissions at sensitivity levels of 76 % and 62 %, as well as specificities of 66 % and 76 %. Their positive predictive values were slightly higher for the hold-out sample (29 % and 28 %) than for the hold-in model development sample (16 % and 18 %). QRMs can be used in multistage to select suitable variables to forecast extreme asthma events. The associations between asthma and environmental factors, including temperature, ozone and carbon monoxide can be exploited in predicting future events using QRMs.

Short-term electricity prices forecasting based on support vector regression and Auto-regressive integrated moving average modeling

International Nuclear Information System (INIS)

Che Jinxing; Wang Jianzhou

2010-01-01

In this paper, we present the use of different mathematical models to forecast electricity price under deregulated power. A successful prediction tool of electricity price can help both power producers and consumers plan their bidding strategies. Inspired by that the support vector regression (SVR) model, with the ε-insensitive loss function, admits of the residual within the boundary values of ε-tube, we propose a hybrid model that combines both SVR and Auto-regressive integrated moving average (ARIMA) models to take advantage of the unique strength of SVR and ARIMA models in nonlinear and linear modeling, which is called SVRARIMA. A nonlinear analysis of the time-series indicates the convenience of nonlinear modeling, the SVR is applied to capture the nonlinear patterns. ARIMA models have been successfully applied in solving the residuals regression estimation problems. The experimental results demonstrate that the model proposed outperforms the existing neural-network approaches, the traditional ARIMA models and other hybrid models based on the root mean square error and mean absolute percentage error.

Modeling oil production based on symbolic regression

International Nuclear Information System (INIS)

Yang, Guangfei; Li, Xianneng; Wang, Jianliang; Lian, Lian; Ma, Tieju

2015-01-01

Numerous models have been proposed to forecast the future trends of oil production and almost all of them are based on some predefined assumptions with various uncertainties. In this study, we propose a novel data-driven approach that uses symbolic regression to model oil production. We validate our approach on both synthetic and real data, and the results prove that symbolic regression could effectively identify the true models beneath the oil production data and also make reliable predictions. Symbolic regression indicates that world oil production will peak in 2021, which broadly agrees with other techniques used by researchers. Our results also show that the rate of decline after the peak is almost half the rate of increase before the peak, and it takes nearly 12 years to drop 4% from the peak. These predictions are more optimistic than those in several other reports, and the smoother decline will provide the world, especially the developing countries, with more time to orchestrate mitigation plans. -- Highlights: •A data-driven approach has been shown to be effective at modeling the oil production. •The Hubbert model could be discovered automatically from data. •The peak of world oil production is predicted to appear in 2021. •The decline rate after peak is half of the increase rate before peak. •Oil production projected to decline 4% post-peak

Regression models of ultimate methane yields of fruits and vegetable solid wastes, sorghum and napiergrass on chemical composition

Energy Technology Data Exchange (ETDEWEB)

Gunaseelan, V.N. [PSG College of Arts and Science, Coimbatore (India). Department of Zoology

2007-04-15

Several fractions of fruits and vegetable solid wastes (FVSW), sorghum and napiergrass were analyzed for total solids (TS), volatile solids (VS), total organic carbon, total kjeldahl nitrogen, total soluble carbohydrate, extractable protein, acid-detergent fiber (ADF), lignin, cellulose and ash contents. Their ultimate methane yields (B{sub o}) were determined using the biochemical methane potential (BMP) assay. A series of simple and multiple regression models relating the B{sub o} to the various substrate constituents were generated and evaluated using computer statistical software, Statistical Package for Social Sciences (SPSS). The results of simple regression analyses revealed that, only weak relationship existed between the individual components such as carbohydrate, protein, ADF, lignin and cellulose versus B{sub o}. A regression of B{sub o} versus combination of two variables as a single independent variable such as carbohydrate/ADF and carbohydrate + protein/ADF also showed that the relationship is not strong. Thus it does not appear possible to relate the B{sub o} of FVSW, sorghum and napiergrass with single compositional characteristics. The results of multiple regression analyses showed promise and the relationship appeared to be good. When ADF and lignin/ADF were used as independent variables, the percentage of variation accounted for by the model is low for FVSW (r{sup 2}=0.665) and sorghum and napiergrass (r{sup 2}=0.746). Addition of nitrogen, ash and total soluble carbohydrate data to the model had a significantly higher effect on prediction of B{sub o} of these wastes with the r{sup 2} values ranging from 0.9 to 0.99. More than 90% of variation in B{sub o} of FVSW could be accounted for by the models when the variables carbohydrate, lignin, lignin/ADF, nitrogen and ash (r{sup 2}=0.904), carbohydrate, ADF, lignin/ADF, nitrogen and ash (r{sup 2}=0.90) and carbohydrate/ADF, lignin/ADF, lignin and ash (r{sup 2}=0.901) were used. All the models have

Model performance analysis and model validation in logistic regression

Directory of Open Access Journals (Sweden)

Rosa Arboretti Giancristofaro

2007-10-01

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.

The APT model as reduced-rank regression

NARCIS (Netherlands)

Bekker, P.A.; Dobbelstein, P.; Wansbeek, T.J.

Integrating the two steps of an arbitrage pricing theory (APT) model leads to a reduced-rank regression (RRR) model. So the results on RRR can be used to estimate APT models, making estimation very simple. We give a succinct derivation of estimation of RRR, derive the asymptotic variance of RRR

Intermediate and advanced topics in multilevel logistic regression analysis.

Science.gov (United States)

Austin, Peter C; Merlo, Juan

2017-09-10

Multilevel data occur frequently in health services, population and public health, and epidemiologic research. In such research, binary outcomes are common. Multilevel logistic regression models allow one to account for the clustering of subjects within clusters of higher-level units when estimating the effect of subject and cluster characteristics on subject outcomes. A search of the PubMed database demonstrated that the use of multilevel or hierarchical regression models is increasing rapidly. However, our impression is that many analysts simply use multilevel regression models to account for the nuisance of within-cluster homogeneity that is induced by clustering. In this article, we describe a suite of analyses that can complement the fitting of multilevel logistic regression models. These ancillary analyses permit analysts to estimate the marginal or population-average effect of covariates measured at the subject and cluster level, in contrast to the within-cluster or cluster-specific effects arising from the original multilevel logistic regression model. We describe the interval odds ratio and the proportion of opposed odds ratios, which are summary measures of effect for cluster-level covariates. We describe the variance partition coefficient and the median odds ratio which are measures of components of variance and heterogeneity in outcomes. These measures allow one to quantify the magnitude of the general contextual effect. We describe an R 2 measure that allows analysts to quantify the proportion of variation explained by different multilevel logistic regression models. We illustrate the application and interpretation of these measures by analyzing mortality in patients hospitalized with a diagnosis of acute myocardial infarction. © 2017 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd. © 2017 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.

Influence diagnostics in meta-regression model.

Science.gov (United States)

Shi, Lei; Zuo, ShanShan; Yu, Dalei; Zhou, Xiaohua

2017-09-01

This paper studies the influence diagnostics in meta-regression model including case deletion diagnostic and local influence analysis. We derive the subset deletion formulae for the estimation of regression coefficient and heterogeneity variance and obtain the corresponding influence measures. The DerSimonian and Laird estimation and maximum likelihood estimation methods in meta-regression are considered, respectively, to derive the results. Internal and external residual and leverage measure are defined. The local influence analysis based on case-weights perturbation scheme, responses perturbation scheme, covariate perturbation scheme, and within-variance perturbation scheme are explored. We introduce a method by simultaneous perturbing responses, covariate, and within-variance to obtain the local influence measure, which has an advantage of capable to compare the influence magnitude of influential studies from different perturbations. An example is used to illustrate the proposed methodology. Copyright © 2017 John Wiley & Sons, Ltd.

Logistic Regression Modeling of Diminishing Manufacturing Sources for Integrated Circuits

National Research Council Canada - National Science Library

Gravier, Michael

1999-01-01

.... The research identified logistic regression as a powerful tool for analysis of DMSMS and further developed twenty models attempting to identify the "best" way to model and predict DMSMS using logistic regression...

Tutorial on Biostatistics: Linear Regression Analysis of Continuous Correlated Eye Data.

Science.gov (United States)

Ying, Gui-Shuang; Maguire, Maureen G; Glynn, Robert; Rosner, Bernard

2017-04-01

To describe and demonstrate appropriate linear regression methods for analyzing correlated continuous eye data. We describe several approaches to regression analysis involving both eyes, including mixed effects and marginal models under various covariance structures to account for inter-eye correlation. We demonstrate, with SAS statistical software, applications in a study comparing baseline refractive error between one eye with choroidal neovascularization (CNV) and the unaffected fellow eye, and in a study determining factors associated with visual field in the elderly. When refractive error from both eyes were analyzed with standard linear regression without accounting for inter-eye correlation (adjusting for demographic and ocular covariates), the difference between eyes with CNV and fellow eyes was 0.15 diopters (D; 95% confidence interval, CI -0.03 to 0.32D, p = 0.10). Using a mixed effects model or a marginal model, the estimated difference was the same but with narrower 95% CI (0.01 to 0.28D, p = 0.03). Standard regression for visual field data from both eyes provided biased estimates of standard error (generally underestimated) and smaller p-values, while analysis of the worse eye provided larger p-values than mixed effects models and marginal models. In research involving both eyes, ignoring inter-eye correlation can lead to invalid inferences. Analysis using only right or left eyes is valid, but decreases power. Worse-eye analysis can provide less power and biased estimates of effect. Mixed effects or marginal models using the eye as the unit of analysis should be used to appropriately account for inter-eye correlation and maximize power and precision.

Analysis of dental caries using generalized linear and count regression models

Directory of Open Access Journals (Sweden)

Javali M. Phil

2013-11-01

Full Text Available Generalized linear models (GLM are generalization of linear regression models, which allow fitting regression models to response data in all the sciences especially medical and dental sciences that follow a general exponential family. These are flexible and widely used class of such models that can accommodate response variables. Count data are frequently characterized by overdispersion and excess zeros. Zero-inflated count models provide a parsimonious yet powerful way to model this type of situation. Such models assume that the data are a mixture of two separate data generation processes: one generates only zeros, and the other is either a Poisson or a negative binomial data-generating process. Zero inflated count regression models such as the zero-inflated Poisson (ZIP, zero-inflated negative binomial (ZINB regression models have been used to handle dental caries count data with many zeros. We present an evaluation framework to the suitability of applying the GLM, Poisson, NB, ZIP and ZINB to dental caries data set where the count data may exhibit evidence of many zeros and over-dispersion. Estimation of the model parameters using the method of maximum likelihood is provided. Based on the Vuong test statistic and the goodness of fit measure for dental caries data, the NB and ZINB regression models perform better than other count regression models.

Accounting for Regressive Eye-Movements in Models of Sentence Processing: A Reappraisal of the Selective Reanalysis Hypothesis

Science.gov (United States)

Mitchell, Don C.; Shen, Xingjia; Green, Matthew J.; Hodgson, Timothy L.

2008-01-01

When people read temporarily ambiguous sentences, there is often an increased prevalence of regressive eye-movements launched from the word that resolves the ambiguity. Traditionally, such regressions have been interpreted at least in part as reflecting readers' efforts to re-read and reconfigure earlier material, as exemplified by the Selective…

Accounting for covariate measurement error in a Cox model analysis of recurrence of depression.

Science.gov (United States)

Liu, K; Mazumdar, S; Stone, R A; Dew, M A; Houck, P R; Reynolds, C F

2001-01-01

When a covariate measured with error is used as a predictor in a survival analysis using the Cox model, the parameter estimate is usually biased. In clinical research, covariates measured without error such as treatment procedure or sex are often used in conjunction with a covariate measured with error. In a randomized clinical trial of two types of treatments, we account for the measurement error in the covariate, log-transformed total rapid eye movement (REM) activity counts, in a Cox model analysis of the time to recurrence of major depression in an elderly population. Regression calibration and two variants of a likelihood-based approach are used to account for measurement error. The likelihood-based approach is extended to account for the correlation between replicate measures of the covariate. Using the replicate data decreases the standard error of the parameter estimate for log(total REM) counts while maintaining the bias reduction of the estimate. We conclude that covariate measurement error and the correlation between replicates can affect results in a Cox model analysis and should be accounted for. In the depression data, these methods render comparable results that have less bias than the results when measurement error is ignored.

Automated Decisional Model for Optimum Economic Order Quantity Determination Using Price Regressive Rates

Science.gov (United States)

Roşu, M. M.; Tarbă, C. I.; Neagu, C.

2016-11-01

The current models for inventory management are complementary, but together they offer a large pallet of elements for solving complex problems of companies when wanting to establish the optimum economic order quantity for unfinished products, row of materials, goods etc. The main objective of this paper is to elaborate an automated decisional model for the calculus of the economic order quantity taking into account the price regressive rates for the total order quantity. This model has two main objectives: first, to determine the periodicity when to be done the order n or the quantity order q; second, to determine the levels of stock: lighting control, security stock etc. In this way we can provide the answer to two fundamental questions: How much must be ordered? When to Order? In the current practice, the business relationships with its suppliers are based on regressive rates for price. This means that suppliers may grant discounts, from a certain level of quantities ordered. Thus, the unit price of the products is a variable which depends on the order size. So, the most important element for choosing the optimum for the economic order quantity is the total cost for ordering and this cost depends on the following elements: the medium price per units, the stock cost, the ordering cost etc.

Collision prediction models using multivariate Poisson-lognormal regression.

Science.gov (United States)

El-Basyouny, Karim; Sayed, Tarek

2009-07-01

This paper advocates the use of multivariate Poisson-lognormal (MVPLN) regression to develop models for collision count data. The MVPLN approach presents an opportunity to incorporate the correlations across collision severity levels and their influence on safety analyses. The paper introduces a new multivariate hazardous location identification technique, which generalizes the univariate posterior probability of excess that has been commonly proposed and applied in the literature. In addition, the paper presents an alternative approach for quantifying the effect of the multivariate structure on the precision of expected collision frequency. The MVPLN approach is compared with the independent (separate) univariate Poisson-lognormal (PLN) models with respect to model inference, goodness-of-fit, identification of hot spots and precision of expected collision frequency. The MVPLN is modeled using the WinBUGS platform which facilitates computation of posterior distributions as well as providing a goodness-of-fit measure for model comparisons. The results indicate that the estimates of the extra Poisson variation parameters were considerably smaller under MVPLN leading to higher precision. The improvement in precision is due mainly to the fact that MVPLN accounts for the correlation between the latent variables representing property damage only (PDO) and injuries plus fatalities (I+F). This correlation was estimated at 0.758, which is highly significant, suggesting that higher PDO rates are associated with higher I+F rates, as the collision likelihood for both types is likely to rise due to similar deficiencies in roadway design and/or other unobserved factors. In terms of goodness-of-fit, the MVPLN model provided a superior fit than the independent univariate models. The multivariate hazardous location identification results demonstrated that some hazardous locations could be overlooked if the analysis was restricted to the univariate models.

Variable Selection for Regression Models of Percentile Flows

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Fouad, G.

2017-12-01

Percentile flows describe the flow magnitude equaled or exceeded for a given percent of time, and are widely used in water resource management. However, these statistics are normally unavailable since most basins are ungauged. Percentile flows of ungauged basins are often predicted using regression models based on readily observable basin characteristics, such as mean elevation. The number of these independent variables is too large to evaluate all possible models. A subset of models is typically evaluated using automatic procedures, like stepwise regression. This ignores a large variety of methods from the field of feature (variable) selection and physical understanding of percentile flows. A study of 918 basins in the United States was conducted to compare an automatic regression procedure to the following variable selection methods: (1) principal component analysis, (2) correlation analysis, (3) random forests, (4) genetic programming, (5) Bayesian networks, and (6) physical understanding. The automatic regression procedure only performed better than principal component analysis. Poor performance of the regression procedure was due to a commonly used filter for multicollinearity, which rejected the strongest models because they had cross-correlated independent variables. Multicollinearity did not decrease model performance in validation because of a representative set of calibration basins. Variable selection methods based strictly on predictive power (numbers 2-5 from above) performed similarly, likely indicating a limit to the predictive power of the variables. Similar performance was also reached using variables selected based on physical understanding, a finding that substantiates recent calls to emphasize physical understanding in modeling for predictions in ungauged basins. The strongest variables highlighted the importance of geology and land cover, whereas widely used topographic variables were the weakest predictors. Variables suffered from a high

[Evaluation of estimation of prevalence ratio using bayesian log-binomial regression model].

Science.gov (United States)

Gao, W L; Lin, H; Liu, X N; Ren, X W; Li, J S; Shen, X P; Zhu, S L

2017-03-10

To evaluate the estimation of prevalence ratio ( PR ) by using bayesian log-binomial regression model and its application, we estimated the PR of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea in their infants by using bayesian log-binomial regression model in Openbugs software. The results showed that caregivers' recognition of infant' s risk signs of diarrhea was associated significantly with a 13% increase of medical care-seeking. Meanwhile, we compared the differences in PR 's point estimation and its interval estimation of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea and convergence of three models (model 1: not adjusting for the covariates; model 2: adjusting for duration of caregivers' education, model 3: adjusting for distance between village and township and child month-age based on model 2) between bayesian log-binomial regression model and conventional log-binomial regression model. The results showed that all three bayesian log-binomial regression models were convergence and the estimated PRs were 1.130(95 %CI : 1.005-1.265), 1.128(95 %CI : 1.001-1.264) and 1.132(95 %CI : 1.004-1.267), respectively. Conventional log-binomial regression model 1 and model 2 were convergence and their PRs were 1.130(95 % CI : 1.055-1.206) and 1.126(95 % CI : 1.051-1.203), respectively, but the model 3 was misconvergence, so COPY method was used to estimate PR , which was 1.125 (95 %CI : 1.051-1.200). In addition, the point estimation and interval estimation of PRs from three bayesian log-binomial regression models differed slightly from those of PRs from conventional log-binomial regression model, but they had a good consistency in estimating PR . Therefore, bayesian log-binomial regression model can effectively estimate PR with less misconvergence and have more advantages in application compared with conventional log-binomial regression model.

Geographically Weighted Logistic Regression Applied to Credit Scoring Models

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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.

Financial analysis and forecasting of the results of small businesses performance based on regression model

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Svetlana O. Musienko

2017-03-01

Full Text Available Objective to develop the economicmathematical model of the dependence of revenue on other balance sheet items taking into account the sectoral affiliation of the companies. Methods using comparative analysis the article studies the existing approaches to the construction of the company management models. Applying the regression analysis and the least squares method which is widely used for financial management of enterprises in Russia and abroad the author builds a model of the dependence of revenue on other balance sheet items taking into account the sectoral affiliation of the companies which can be used in the financial analysis and prediction of small enterprisesrsquo performance. Results the article states the need to identify factors affecting the financial management efficiency. The author analyzed scientific research and revealed the lack of comprehensive studies on the methodology for assessing the small enterprisesrsquo management while the methods used for large companies are not always suitable for the task. The systematized approaches of various authors to the formation of regression models describe the influence of certain factors on the company activity. It is revealed that the resulting indicators in the studies were revenue profit or the company relative profitability. The main drawback of most models is the mathematical not economic approach to the definition of the dependent and independent variables. Basing on the analysis it was determined that the most correct is the model of dependence between revenues and total assets of the company using the decimal logarithm. The model was built using data on the activities of the 507 small businesses operating in three spheres of economic activity. Using the presented model it was proved that there is direct dependence between the sales proceeds and the main items of the asset balance as well as differences in the degree of this effect depending on the economic activity of small

Modeling maximum daily temperature using a varying coefficient regression model

Science.gov (United States)

Han Li; Xinwei Deng; Dong-Yum Kim; Eric P. Smith

2014-01-01

Relationships between stream water and air temperatures are often modeled using linear or nonlinear regression methods. Despite a strong relationship between water and air temperatures and a variety of models that are effective for data summarized on a weekly basis, such models did not yield consistently good predictions for summaries such as daily maximum temperature...

Exploring a physico-chemical multi-array explanatory model with a new multiple covariance-based technique: structural equation exploratory regression.

Science.gov (United States)

Bry, X; Verron, T; Cazes, P

2009-05-29

In this work, we consider chemical and physical variable groups describing a common set of observations (cigarettes). One of the groups, minor smoke compounds (minSC), is assumed to depend on the others (minSC predictors). PLS regression (PLSR) of m inSC on the set of all predictors appears not to lead to a satisfactory analytic model, because it does not take into account the expert's knowledge. PLS path modeling (PLSPM) does not use the multidimensional structure of predictor groups. Indeed, the expert needs to separate the influence of several pre-designed predictor groups on minSC, in order to see what dimensions this influence involves. To meet these needs, we consider a multi-group component-regression model, and propose a method to extract from each group several strong uncorrelated components that fit the model. Estimation is based on a global multiple covariance criterion, used in combination with an appropriate nesting approach. Compared to PLSR and PLSPM, the structural equation exploratory regression (SEER) we propose fully uses predictor group complementarity, both conceptually and statistically, to predict the dependent group.

Structured Additive Regression Models: An R Interface to BayesX

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Nikolaus Umlauf

2015-02-01

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.

Multiple regression and beyond an introduction to multiple regression and structural equation modeling

CERN Document Server

Keith, Timothy Z

2014-01-01

Multiple Regression and Beyond offers a conceptually oriented introduction to multiple regression (MR) analysis and structural equation modeling (SEM), along with analyses that flow naturally from those methods. By focusing on the concepts and purposes of MR and related methods, rather than the derivation and calculation of formulae, this book introduces material to students more clearly, and in a less threatening way. In addition to illuminating content necessary for coursework, the accessibility of this approach means students are more likely to be able to conduct research using MR or SEM--and more likely to use the methods wisely. Covers both MR and SEM, while explaining their relevance to one another Also includes path analysis, confirmatory factor analysis, and latent growth modeling Figures and tables throughout provide examples and illustrate key concepts and techniques For additional resources, please visit: http://tzkeith.com/.

Time series regression model for infectious disease and weather.

Science.gov (United States)

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

2015-10-01

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.

Linear regression crash prediction models : issues and proposed solutions.

Science.gov (United States)

2010-05-01

The paper develops a linear regression model approach that can be applied to : crash data to predict vehicle crashes. The proposed approach involves novice data aggregation : to satisfy linear regression assumptions; namely error structure normality ...

A comparison of non-homogeneous Markov regression models with application to Alzheimer’s disease progression

Science.gov (United States)

Hubbard, R. A.; Zhou, X.H.

2011-01-01

Markov regression models are useful tools for estimating the impact of risk factors on rates of transition between multiple disease states. Alzheimer’s disease (AD) is an example of a multi-state disease process in which great interest lies in identifying risk factors for transition. In this context, non-homogeneous models are required because transition rates change as subjects age. In this report we propose a non-homogeneous Markov regression model that allows for reversible and recurrent disease states, transitions among multiple states between observations, and unequally spaced observation times. We conducted simulation studies to demonstrate performance of estimators for covariate effects from this model and compare performance with alternative models when the underlying non-homogeneous process was correctly specified and under model misspecification. In simulation studies, we found that covariate effects were biased if non-homogeneity of the disease process was not accounted for. However, estimates from non-homogeneous models were robust to misspecification of the form of the non-homogeneity. We used our model to estimate risk factors for transition to mild cognitive impairment (MCI) and AD in a longitudinal study of subjects included in the National Alzheimer’s Coordinating Center’s Uniform Data Set. Using our model, we found that subjects with MCI affecting multiple cognitive domains were significantly less likely to revert to normal cognition. PMID:22419833

Identification of Influential Points in a Linear Regression Model

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Jan Grosz

2011-03-01

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.

Identifying individual changes in performance with composite quality indicators while accounting for regression to the mean.

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Gajewski, Byron J; Dunton, Nancy

2013-04-01

Almost a decade ago Morton and Torgerson indicated that perceived medical benefits could be due to "regression to the mean." Despite this caution, the regression to the mean "effects on the identification of changes in institutional performance do not seem to have been considered previously in any depth" (Jones and Spiegelhalter). As a response, Jones and Spiegelhalter provide a methodology to adjust for regression to the mean when modeling recent changes in institutional performance for one-variable quality indicators. Therefore, in our view, Jones and Spiegelhalter provide a breakthrough methodology for performance measures. At the same time, in the interests of parsimony, it is useful to aggregate individual quality indicators into a composite score. Our question is, can we develop and demonstrate a methodology that extends the "regression to the mean" literature to allow for composite quality indicators? Using a latent variable modeling approach, we extend the methodology to the composite indicator case. We demonstrate the approach on 4 indicators collected by the National Database of Nursing Quality Indicators. A simulation study further demonstrates its "proof of concept."

Implementing a trustworthy cost-accounting model.

Science.gov (United States)

Spence, Jay; Seargeant, Dan

2015-03-01

Hospitals and health systems can develop an effective cost-accounting model and maximize the effectiveness of their cost-accounting teams by focusing on six key areas: Implementing an enhanced data model. Reconciling data efficiently. Accommodating multiple cost-modeling techniques. Improving transparency of cost allocations. Securing department manager participation. Providing essential education and training to staff members and stakeholders.

The art of regression modeling in road safety

CERN Document Server

Hauer, Ezra

2015-01-01

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...

Understanding financial crisis through accounting models

NARCIS (Netherlands)

Bezemer, D.J.

2010-01-01

This paper presents evidence that accounting (or flow-of-funds) macroeconomic models helped anticipate the credit crisis and economic recession Equilibrium models ubiquitous in mainstream policy and research did not This study traces the Intellectual pedigrees of the accounting approach as an

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

Directory of Open Access Journals (Sweden)

Hong-Juan Li

2013-04-01

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.

Modelling in Accounting. Theoretical and Practical Dimensions

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Teresa Szot-Gabryś

2010-10-01

Full Text Available Accounting in the theoretical approach is a scientific discipline based on specific paradigms. In the practical aspect, accounting manifests itself through the introduction of a system for measurement of economic quantities which operates in a particular business entity. A characteristic of accounting is its flexibility and ability of adaptation to information needs of information recipients. One of the main currents in the development of accounting theory and practice is to cover by economic measurements areas which have not been hitherto covered by any accounting system (it applies, for example, to small businesses, agricultural farms, human capital, which requires the development of an appropriate theoretical and practical model. The article illustrates the issue of modelling in accounting based on the example of an accounting model developed for small businesses, i.e. economic entities which are not obliged by law to keep accounting records.

Robust geographically weighted regression of modeling the Air Polluter Standard Index (APSI)

Science.gov (United States)

Warsito, Budi; Yasin, Hasbi; Ispriyanti, Dwi; Hoyyi, Abdul

2018-05-01

The Geographically Weighted Regression (GWR) model has been widely applied to many practical fields for exploring spatial heterogenity of a regression model. However, this method is inherently not robust to outliers. Outliers commonly exist in data sets and may lead to a distorted estimate of the underlying regression model. One of solution to handle the outliers in the regression model is to use the robust models. So this model was called Robust Geographically Weighted Regression (RGWR). This research aims to aid the government in the policy making process related to air pollution mitigation by developing a standard index model for air polluter (Air Polluter Standard Index - APSI) based on the RGWR approach. In this research, we also consider seven variables that are directly related to the air pollution level, which are the traffic velocity, the population density, the business center aspect, the air humidity, the wind velocity, the air temperature, and the area size of the urban forest. The best model is determined by the smallest AIC value. There are significance differences between Regression and RGWR in this case, but Basic GWR using the Gaussian kernel is the best model to modeling APSI because it has smallest AIC.

Flexible competing risks regression modeling and goodness-of-fit

DEFF Research Database (Denmark)

Scheike, Thomas; Zhang, Mei-Jie

2008-01-01

In this paper we consider different approaches for estimation and assessment of covariate effects for the cumulative incidence curve in the competing risks model. The classic approach is to model all cause-specific hazards and then estimate the cumulative incidence curve based on these cause...... models that is easy to fit and contains the Fine-Gray model as a special case. One advantage of this approach is that our regression modeling allows for non-proportional hazards. This leads to a new simple goodness-of-fit procedure for the proportional subdistribution hazards assumption that is very easy...... of the flexible regression models to analyze competing risks data when non-proportionality is present in the data....

Multilevel regression models describing regional patterns of invertebrate and algal responses to urbanization across the USA

Science.gov (United States)

Cuffney, T.F.; Kashuba, R.; Qian, S.S.; Alameddine, I.; Cha, Y.K.; Lee, B.; Coles, J.F.; McMahon, G.

2011-01-01

Multilevel hierarchical regression was used to examine regional patterns in the responses of benthic macroinvertebrates and algae to urbanization across 9 metropolitan areas of the conterminous USA. Linear regressions established that responses (intercepts and slopes) to urbanization of invertebrates and algae varied among metropolitan areas. Multilevel hierarchical regression models were able to explain these differences on the basis of region-scale predictors. Regional differences in the type of land cover (agriculture or forest) being converted to urban and climatic factors (precipitation and air temperature) accounted for the differences in the response of macroinvertebrates to urbanization based on ordination scores, total richness, Ephemeroptera, Plecoptera, Trichoptera richness, and average tolerance. Regional differences in climate and antecedent agriculture also accounted for differences in the responses of salt-tolerant diatoms, but differences in the responses of other diatom metrics (% eutraphenic, % sensitive, and % silt tolerant) were best explained by regional differences in soils (mean % clay soils). The effects of urbanization were most readily detected in regions where forest lands were being converted to urban land because agricultural development significantly degraded assemblages before urbanization and made detection of urban effects difficult. The effects of climatic factors (temperature, precipitation) on background conditions (biogeographic differences) and rates of response to urbanization were most apparent after accounting for the effects of agricultural development. The effects of climate and land cover on responses to urbanization provide strong evidence that monitoring, mitigation, and restoration efforts must be tailored for specific regions and that attainment goals (background conditions) may not be possible in regions with high levels of prior disturbance (e.g., agricultural development). ?? 2011 by The North American

Tax Evasion, Information Reporting, and the Regressive Bias Prediction

DEFF Research Database (Denmark)

Boserup, Simon Halphen; Pinje, Jori Veng

2013-01-01

evasion and audit probabilities once we account for information reporting in the tax compliance game. When conditioning on information reporting, we find that both reduced-form evidence and simulations exhibit the predicted regressive bias. However, in the overall economy, this bias is negated by the tax......Models of rational tax evasion and optimal enforcement invariably predict a regressive bias in the effective tax system, which reduces redistribution in the economy. Using Danish administrative data, we show that a calibrated structural model of this type replicates moments and correlations of tax...

Maximum Entropy Discrimination Poisson Regression for Software Reliability Modeling.

Science.gov (United States)

Chatzis, Sotirios P; Andreou, Andreas S

2015-11-01

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.

Modelling fourier regression for time series data- a case study: modelling inflation in foods sector in Indonesia

Science.gov (United States)

Prahutama, Alan; Suparti; Wahyu Utami, Tiani

2018-03-01

Regression analysis is an analysis to model the relationship between response variables and predictor variables. The parametric approach to the regression model is very strict with the assumption, but nonparametric regression model isn’t need assumption of model. Time series data is the data of a variable that is observed based on a certain time, so if the time series data wanted to be modeled by regression, then we should determined the response and predictor variables first. Determination of the response variable in time series is variable in t-th (yt), while the predictor variable is a significant lag. In nonparametric regression modeling, one developing approach is to use the Fourier series approach. One of the advantages of nonparametric regression approach using Fourier series is able to overcome data having trigonometric distribution. In modeling using Fourier series needs parameter of K. To determine the number of K can be used Generalized Cross Validation method. In inflation modeling for the transportation sector, communication and financial services using Fourier series yields an optimal K of 120 parameters with R-square 99%. Whereas if it was modeled by multiple linear regression yield R-square 90%.

Questioning Stakeholder Legitimacy: A Philanthropic Accountability Model.

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Kraeger, Patsy; Robichau, Robbie

2017-01-01

Philanthropic organizations contribute to important work that solves complex problems to strengthen communities. Many of these organizations are moving toward engaging in public policy work, in addition to funding programs. This paper raises questions of legitimacy for foundations, as well as issues of transparency and accountability in a pluralistic democracy. Measures of civic health also inform how philanthropic organizations can be accountable to stakeholders. We propose a holistic model for philanthropic accountability that combines elements of transparency and performance accountability, as well as practices associated with the American pluralistic model for democratic accountability. We argue that philanthropic institutions should seek stakeholder and public input when shaping any public policy agenda. This paper suggests a new paradigm, called philanthropic accountability that can be used for legitimacy and democratic governance of private foundations engaged in policy work. The Philanthropic Accountability Model can be empirically tested and used as a governance tool.

A test for the parameters of multiple linear regression models ...

African Journals Online (AJOL)

A test for the parameters of multiple linear regression models is developed for conducting tests simultaneously on all the parameters of multiple linear regression models. The test is robust relative to the assumptions of homogeneity of variances and absence of serial correlation of the classical F-test. Under certain null and ...

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

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

2016-03-01

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.

Logistic regression models

CERN Document Server

Hilbe, Joseph M

2009-01-01

This book really does cover everything you ever wanted to know about logistic regression … with updates available on the author's website. Hilbe, a former national athletics champion, philosopher, and expert in astronomy, is a master at explaining statistical concepts and methods. Readers familiar with his other expository work will know what to expect-great clarity.The book provides considerable detail about all facets of logistic regression. No step of an argument is omitted so that the book will meet the needs of the reader who likes to see everything spelt out, while a person familiar with some of the topics has the option to skip "obvious" sections. The material has been thoroughly road-tested through classroom and web-based teaching. … The focus is on helping the reader to learn and understand logistic regression. The audience is not just students meeting the topic for the first time, but also experienced users. I believe the book really does meet the author's goal … .-Annette J. Dobson, Biometric...

Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model

DEFF Research Database (Denmark)

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...

Multiple Response Regression for Gaussian Mixture Models with Known Labels.

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Lee, Wonyul; Du, Ying; Sun, Wei; Hayes, D Neil; Liu, Yufeng

2012-12-01

Multiple response regression is a useful regression technique to model multiple response variables using the same set of predictor variables. Most existing methods for multiple response regression are designed for modeling homogeneous data. In many applications, however, one may have heterogeneous data where the samples are divided into multiple groups. Our motivating example is a cancer dataset where the samples belong to multiple cancer subtypes. In this paper, we consider modeling the data coming from a mixture of several Gaussian distributions with known group labels. A naive approach is to split the data into several groups according to the labels and model each group separately. Although it is simple, this approach ignores potential common structures across different groups. We propose new penalized methods to model all groups jointly in which the common and unique structures can be identified. The proposed methods estimate the regression coefficient matrix, as well as the conditional inverse covariance matrix of response variables. Asymptotic properties of the proposed methods are explored. Through numerical examples, we demonstrate that both estimation and prediction can be improved by modeling all groups jointly using the proposed methods. An application to a glioblastoma cancer dataset reveals some interesting common and unique gene relationships across different cancer subtypes.

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

CERN Document Server

Faraway, Julian J

2005-01-01

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 ...

Using multiple linear regression techniques to quantify carbon ...

African Journals Online (AJOL)

Fallow ecosystems provide a significant carbon stock that can be quantified for inclusion in the accounts of global carbon budgets. Process and statistical models of productivity, though useful, are often technically rigid as the conditions for their application are not easy to satisfy. Multiple regression techniques have been ...

Bayesian approach to errors-in-variables in regression models

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Rozliman, Nur Aainaa; Ibrahim, Adriana Irawati Nur; Yunus, Rossita Mohammad

2017-05-01

In many applications and experiments, data sets are often contaminated with error or mismeasured covariates. When at least one of the covariates in a model is measured with error, Errors-in-Variables (EIV) model can be used. Measurement error, when not corrected, would cause misleading statistical inferences and analysis. Therefore, our goal is to examine the relationship of the outcome variable and the unobserved exposure variable given the observed mismeasured surrogate by applying the Bayesian formulation to the EIV model. We shall extend the flexible parametric method proposed by Hossain and Gustafson (2009) to another nonlinear regression model which is the Poisson regression model. We shall then illustrate the application of this approach via a simulation study using Markov chain Monte Carlo sampling methods.

Analytic model for the long-term evolution of circular Earth satellite orbits including lunar node regression

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Zhu, Ting-Lei; Zhao, Chang-Yin; Zhang, Ming-Jiang

2017-04-01

This paper aims to obtain an analytic approximation to the evolution of circular orbits governed by the Earth's J2 and the luni-solar gravitational perturbations. Assuming that the lunar orbital plane coincides with the ecliptic plane, Allan and Cook (Proc. R. Soc. A, Math. Phys. Eng. Sci. 280(1380):97, 1964) derived an analytic solution to the orbital plane evolution of circular orbits. Using their result as an intermediate solution, we establish an approximate analytic model with lunar orbital inclination and its node regression be taken into account. Finally, an approximate analytic expression is derived, which is accurate compared to the numerical results except for the resonant cases when the period of the reference orbit approximately equals the integer multiples (especially 1 or 2 times) of lunar node regression period.

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

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

2017-04-08

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.

Direction of Effects in Multiple Linear Regression Models.

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Wiedermann, Wolfgang; von Eye, Alexander

2015-01-01

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.

A Monte Carlo simulation study comparing linear regression, beta regression, variable-dispersion beta regression and fractional logit regression at recovering average difference measures in a two sample design.

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Meaney, Christopher; Moineddin, Rahim

2014-01-24

In biomedical research, response variables are often encountered which have bounded support on the open unit interval--(0,1). Traditionally, researchers have attempted to estimate covariate effects on these types of response data using linear regression. Alternative modelling strategies may include: beta regression, variable-dispersion beta regression, and fractional logit regression models. This study employs a Monte Carlo simulation design to compare the statistical properties of the linear regression model to that of the more novel beta regression, variable-dispersion beta regression, and fractional logit regression models. In the Monte Carlo experiment we assume a simple two sample design. We assume observations are realizations of independent draws from their respective probability models. The randomly simulated draws from the various probability models are chosen to emulate average proportion/percentage/rate differences of pre-specified magnitudes. Following simulation of the experimental data we estimate average proportion/percentage/rate differences. We compare the estimators in terms of bias, variance, type-1 error and power. Estimates of Monte Carlo error associated with these quantities are provided. If response data are beta distributed with constant dispersion parameters across the two samples, then all models are unbiased and have reasonable type-1 error rates and power profiles. If the response data in the two samples have different dispersion parameters, then the simple beta regression model is biased. When the sample size is small (N0 = N1 = 25) linear regression has superior type-1 error rates compared to the other models. Small sample type-1 error rates can be improved in beta regression models using bias correction/reduction methods. In the power experiments, variable-dispersion beta regression and fractional logit regression models have slightly elevated power compared to linear regression models. Similar results were observed if the

Tutorial on Using Regression Models with Count Outcomes Using R

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A. Alexander Beaujean

2016-02-01

Full Text Available Education researchers often study count variables, such as times a student reached a goal, discipline referrals, and absences. Most researchers that study these variables use typical regression methods (i.e., ordinary least-squares either with or without transforming the count variables. In either case, using typical regression for count data can produce parameter estimates that are biased, thus diminishing any inferences made from such data. As count-variable regression models are seldom taught in training programs, we present a tutorial to help educational researchers use such methods in their own research. We demonstrate analyzing and interpreting count data using Poisson, negative binomial, zero-inflated Poisson, and zero-inflated negative binomial regression models. The count regression methods are introduced through an example using the number of times students skipped class. The data for this example are freely available and the R syntax used run the example analyses are included in the Appendix.

Statistical approach for selection of regression model during validation of bioanalytical method

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Natalija Nakov

2014-06-01

Full Text Available The selection of an adequate regression model is the basis for obtaining accurate and reproducible results during the bionalytical method validation. Given the wide concentration range, frequently present in bioanalytical assays, heteroscedasticity of the data may be expected. Several weighted linear and quadratic regression models were evaluated during the selection of the adequate curve fit using nonparametric statistical tests: One sample rank test and Wilcoxon signed rank test for two independent groups of samples. The results obtained with One sample rank test could not give statistical justification for the selection of linear vs. quadratic regression models because slight differences between the error (presented through the relative residuals were obtained. Estimation of the significance of the differences in the RR was achieved using Wilcoxon signed rank test, where linear and quadratic regression models were treated as two independent groups. The application of this simple non-parametric statistical test provides statistical confirmation of the choice of an adequate regression model.

Linear regression models for quantitative assessment of left ...

African Journals Online (AJOL)

Changes in left ventricular structures and function have been reported in cardiomyopathies. No prediction models have been established in this environment. This study established regression models for prediction of left ventricular structures in normal subjects. A sample of normal subjects was drawn from a large urban ...

Reduced Rank Regression

DEFF Research Database (Denmark)

Johansen, Søren

2008-01-01

The reduced rank regression model is a multivariate regression model with a coefficient matrix with reduced rank. The reduced rank regression algorithm is an estimation procedure, which estimates the reduced rank regression model. It is related to canonical correlations and involves calculating...

Poisson regression for modeling count and frequency outcomes in trauma research.

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Gagnon, David R; Doron-LaMarca, Susan; Bell, Margret; O'Farrell, Timothy J; Taft, Casey T

2008-10-01

The authors describe how the Poisson regression method for analyzing count or frequency outcome variables can be applied in trauma studies. The outcome of interest in trauma research may represent a count of the number of incidents of behavior occurring in a given time interval, such as acts of physical aggression or substance abuse. Traditional linear regression approaches assume a normally distributed outcome variable with equal variances over the range of predictor variables, and may not be optimal for modeling count outcomes. An application of Poisson regression is presented using data from a study of intimate partner aggression among male patients in an alcohol treatment program and their female partners. Results of Poisson regression and linear regression models are compared.

Can dispersion modeling of air pollution be improved by land-use regression? An example from Stockholm, Sweden.

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Korek, Michal; Johansson, Christer; Svensson, Nina; Lind, Tomas; Beelen, Rob; Hoek, Gerard; Pershagen, Göran; Bellander, Tom

2017-11-01

Both dispersion modeling (DM) and land-use regression modeling (LUR) are often used for assessment of long-term air pollution exposure in epidemiological studies, but seldom in combination. We developed a hybrid DM-LUR model using 93 biweekly observations of NO x at 31 sites in greater Stockholm (Sweden). The DM was based on spatially resolved topographic, physiographic and emission data, and hourly meteorological data from a diagnostic wind model. Other data were from land use, meteorology and routine monitoring of NO x . We built a linear regression model for NO x , using a stepwise forward selection of covariates. The resulting model predicted observed NO x (R 2 =0.89) better than the DM without covariates (R 2 =0.68, P-interaction <0.001) and with minimal apparent bias. The model included (in descending order of importance) DM, traffic intensity on the nearest street, population (number of inhabitants) within 100 m radius, global radiation (direct sunlight plus diffuse or scattered light) and urban contribution to NO x levels (routine urban NO x , less routine rural NO x ). Our results indicate that there is a potential for improving estimates of air pollutant concentrations based on DM, by incorporating further spatial characteristics of the immediate surroundings, possibly accounting for imperfections in the emission data.

Regression Models and Fuzzy Logic Prediction of TBM Penetration Rate

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Minh Vu Trieu

2017-03-01

Full Text Available 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.

Regression Models and Fuzzy Logic Prediction of TBM Penetration Rate

Science.gov (United States)

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

2017-03-01

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.

Spatial Bayesian latent factor regression modeling of coordinate-based meta-analysis data.

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Montagna, Silvia; Wager, Tor; Barrett, Lisa Feldman; Johnson, Timothy D; Nichols, Thomas E

2018-03-01

Now over 20 years old, functional MRI (fMRI) has a large and growing literature that is best synthesised with meta-analytic tools. As most authors do not share image data, only the peak activation coordinates (foci) reported in the article are available for Coordinate-Based Meta-Analysis (CBMA). Neuroimaging meta-analysis is used to (i) identify areas of consistent activation; and (ii) build a predictive model of task type or cognitive process for new studies (reverse inference). To simultaneously address these aims, we propose a Bayesian point process hierarchical model for CBMA. We model the foci from each study as a doubly stochastic Poisson process, where the study-specific log intensity function is characterized as a linear combination of a high-dimensional basis set. A sparse representation of the intensities is guaranteed through latent factor modeling of the basis coefficients. Within our framework, it is also possible to account for the effect of study-level covariates (meta-regression), significantly expanding the capabilities of the current neuroimaging meta-analysis methods available. We apply our methodology to synthetic data and neuroimaging meta-analysis datasets. © 2017, The International Biometric Society.

Spatial Bayesian Latent Factor Regression Modeling of Coordinate-based Meta-analysis Data

Science.gov (United States)

Montagna, Silvia; Wager, Tor; Barrett, Lisa Feldman; Johnson, Timothy D.; Nichols, Thomas E.

2017-01-01

Summary Now over 20 years old, functional MRI (fMRI) has a large and growing literature that is best synthesised with meta-analytic tools. As most authors do not share image data, only the peak activation coordinates (foci) reported in the paper are available for Coordinate-Based Meta-Analysis (CBMA). Neuroimaging meta-analysis is used to 1) identify areas of consistent activation; and 2) build a predictive model of task type or cognitive process for new studies (reverse inference). To simultaneously address these aims, we propose a Bayesian point process hierarchical model for CBMA. We model the foci from each study as a doubly stochastic Poisson process, where the study-specific log intensity function is characterised as a linear combination of a high-dimensional basis set. A sparse representation of the intensities is guaranteed through latent factor modeling of the basis coefficients. Within our framework, it is also possible to account for the effect of study-level covariates (meta-regression), significantly expanding the capabilities of the current neuroimaging meta-analysis methods available. We apply our methodology to synthetic data and neuroimaging meta-analysis datasets. PMID:28498564

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

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

2017-04-01

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. Copyright © 2017 Elsevier B.V. All rights reserved.

A computational approach to compare regression modelling strategies in prediction research.

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Pajouheshnia, Romin; Pestman, Wiebe R; Teerenstra, Steven; Groenwold, Rolf H H

2016-08-25

It is often unclear which approach to fit, assess and adjust a model will yield the most accurate prediction model. We present an extension of an approach for comparing modelling strategies in linear regression to the setting of logistic regression and demonstrate its application in clinical prediction research. A framework for comparing logistic regression modelling strategies by their likelihoods was formulated using a wrapper approach. Five different strategies for modelling, including simple shrinkage methods, were compared in four empirical data sets to illustrate the concept of a priori strategy comparison. Simulations were performed in both randomly generated data and empirical data to investigate the influence of data characteristics on strategy performance. We applied the comparison framework in a case study setting. Optimal strategies were selected based on the results of a priori comparisons in a clinical data set and the performance of models built according to each strategy was assessed using the Brier score and calibration plots. The performance of modelling strategies was highly dependent on the characteristics of the development data in both linear and logistic regression settings. A priori comparisons in four empirical data sets found that no strategy consistently outperformed the others. The percentage of times that a model adjustment strategy outperformed a logistic model ranged from 3.9 to 94.9 %, depending on the strategy and data set. However, in our case study setting the a priori selection of optimal methods did not result in detectable improvement in model performance when assessed in an external data set. The performance of prediction modelling strategies is a data-dependent process and can be highly variable between data sets within the same clinical domain. A priori strategy comparison can be used to determine an optimal logistic regression modelling strategy for a given data set before selecting a final modelling approach.

A generalized right truncated bivariate Poisson regression model with applications to health data.

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Islam, M Ataharul; Chowdhury, Rafiqul I

2017-01-01

A generalized right truncated bivariate Poisson regression model is proposed in this paper. Estimation and tests for goodness of fit and over or under dispersion are illustrated for both untruncated and right truncated bivariate Poisson regression models using marginal-conditional approach. Estimation and test procedures are illustrated for bivariate Poisson regression models with applications to Health and Retirement Study data on number of health conditions and the number of health care services utilized. The proposed test statistics are easy to compute and it is evident from the results that the models fit the data very well. A comparison between the right truncated and untruncated bivariate Poisson regression models using the test for nonnested models clearly shows that the truncated model performs significantly better than the untruncated model.

10 km running performance predicted by a multiple linear regression model with allometrically adjusted variables.

Science.gov (United States)

Abad, Cesar C C; Barros, Ronaldo V; Bertuzzi, Romulo; Gagliardi, João F L; Lima-Silva, Adriano E; Lambert, Mike I; Pires, Flavio O

2016-06-01

The aim of this study was to verify the power of VO 2max , peak treadmill running velocity (PTV), and running economy (RE), unadjusted or allometrically adjusted, in predicting 10 km running performance. Eighteen male endurance runners performed: 1) an incremental test to exhaustion to determine VO 2max and PTV; 2) a constant submaximal run at 12 km·h -1 on an outdoor track for RE determination; and 3) a 10 km running race. Unadjusted (VO 2max , PTV and RE) and adjusted variables (VO 2max 0.72 , PTV 0.72 and RE 0.60 ) were investigated through independent multiple regression models to predict 10 km running race time. There were no significant correlations between 10 km running time and either the adjusted or unadjusted VO 2max . Significant correlations (p 0.84 and power > 0.88. The allometrically adjusted predictive model was composed of PTV 0.72 and RE 0.60 and explained 83% of the variance in 10 km running time with a standard error of the estimate (SEE) of 1.5 min. The unadjusted model composed of a single PVT accounted for 72% of the variance in 10 km running time (SEE of 1.9 min). Both regression models provided powerful estimates of 10 km running time; however, the unadjusted PTV may provide an uncomplicated estimation.

Linear regression metamodeling as a tool to summarize and present simulation model results.

Science.gov (United States)

Jalal, Hawre; Dowd, Bryan; Sainfort, François; Kuntz, Karen M

2013-10-01

Modelers lack a tool to systematically and clearly present complex model results, including those from sensitivity analyses. The objective was to propose linear regression metamodeling as a tool to increase transparency of decision analytic models and better communicate their results. We used a simplified cancer cure model to demonstrate our approach. The model computed the lifetime cost and benefit of 3 treatment options for cancer patients. We simulated 10,000 cohorts in a probabilistic sensitivity analysis (PSA) and regressed the model outcomes on the standardized input parameter values in a set of regression analyses. We used the regression coefficients to describe measures of sensitivity analyses, including threshold and parameter sensitivity analyses. We also compared the results of the PSA to deterministic full-factorial and one-factor-at-a-time designs. The regression intercept represented the estimated base-case outcome, and the other coefficients described the relative parameter uncertainty in the model. We defined simple relationships that compute the average and incremental net benefit of each intervention. Metamodeling produced outputs similar to traditional deterministic 1-way or 2-way sensitivity analyses but was more reliable since it used all parameter values. Linear regression metamodeling is a simple, yet powerful, tool that can assist modelers in communicating model characteristics and sensitivity analyses.

Hierarchical Neural Regression Models for Customer Churn Prediction

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Golshan Mohammadi

2013-01-01

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.

LINEAR REGRESSION MODEL ESTİMATİON FOR RIGHT CENSORED DATA

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Ersin Yılmaz

2016-05-01

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.

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

Science.gov (United States)

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

2017-01-01

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.

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

Science.gov (United States)

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

2016-04-01

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. Crown Copyright © 2015. Published by Elsevier Inc. All rights reserved.

An object-oriented model for ex ante accounting information

NARCIS (Netherlands)

Verdaasdonk, P.J.A.

2003-01-01

Present accounting data models such as the Research-Event-Agent (REA) model merely focus on the modeling of static accounting phenomena. In this paper, it is argued that these models are not able to provide relevant ex ante accounting data for operations management decisions. These decisions require

Adaptive regression for modeling nonlinear relationships

CERN Document Server

Knafl, George J

2016-01-01

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...

Confidence bands for inverse regression models

International Nuclear Information System (INIS)

Birke, Melanie; Bissantz, Nicolai; Holzmann, Hajo

2010-01-01

We construct uniform confidence bands for the regression function in inverse, homoscedastic regression models with convolution-type operators. Here, the convolution is between two non-periodic functions on the whole real line rather than between two periodic functions on a compact interval, since the former situation arguably arises more often in applications. First, following Bickel and Rosenblatt (1973 Ann. Stat. 1 1071–95) we construct asymptotic confidence bands which are based on strong approximations and on a limit theorem for the supremum of a stationary Gaussian process. Further, we propose bootstrap confidence bands based on the residual bootstrap and prove consistency of the bootstrap procedure. A simulation study shows that the bootstrap confidence bands perform reasonably well for moderate sample sizes. Finally, we apply our method to data from a gel electrophoresis experiment with genetically engineered neuronal receptor subunits incubated with rat brain extract

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

Directory of Open Access Journals (Sweden)

Drzewiecki Wojciech

2016-12-01

Full Text Available 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.

Modelling infant mortality rate in Central Java, Indonesia use generalized poisson regression method

Science.gov (United States)

Prahutama, Alan; Sudarno

2018-05-01

The infant mortality rate is the number of deaths under one year of age occurring among the live births in a given geographical area during a given year, per 1,000 live births occurring among the population of the given geographical area during the same year. This problem needs to be addressed because it is an important element of a country’s economic development. High infant mortality rate will disrupt the stability of a country as it relates to the sustainability of the population in the country. One of regression model that can be used to analyze the relationship between dependent variable Y in the form of discrete data and independent variable X is Poisson regression model. Recently The regression modeling used for data with dependent variable is discrete, among others, poisson regression, negative binomial regression and generalized poisson regression. In this research, generalized poisson regression modeling gives better AIC value than poisson regression. The most significant variable is the Number of health facilities (X1), while the variable that gives the most influence to infant mortality rate is the average breastfeeding (X9).

Regression analysis of a chemical reaction fouling model

International Nuclear Information System (INIS)

Vasak, F.; Epstein, N.

1996-01-01

A previously reported mathematical model for the initial chemical reaction fouling of a heated tube is critically examined in the light of the experimental data for which it was developed. A regression analysis of the model with respect to that data shows that the reference point upon which the two adjustable parameters of the model were originally based was well chosen, albeit fortuitously. (author). 3 refs., 2 tabs., 2 figs

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

African Journals Online (AJOL)

abusaad

areas, suggesting that groundwater quality in urban areas is closely related with land use ... the ground water, with correlation and regression model is also presented. ...... WHO (World Health Organization) (1985). Health hazards from nitrates.

Multiple linear regression and regression with time series error models in forecasting PM10 concentrations in Peninsular Malaysia.

Science.gov (United States)

Ng, Kar Yong; Awang, Norhashidah

2018-01-06

Frequent haze occurrences in Malaysia have made the management of PM 10 (particulate matter with aerodynamic less than 10 μm) pollution a critical task. This requires knowledge on factors associating with PM 10 variation and good forecast of PM 10 concentrations. Hence, this paper demonstrates the prediction of 1-day-ahead daily average PM 10 concentrations based on predictor variables including meteorological parameters and gaseous pollutants. Three different models were built. They were multiple linear regression (MLR) model with lagged predictor variables (MLR1), MLR model with lagged predictor variables and PM 10 concentrations (MLR2) and regression with time series error (RTSE) model. The findings revealed that humidity, temperature, wind speed, wind direction, carbon monoxide and ozone were the main factors explaining the PM 10 variation in Peninsular Malaysia. Comparison among the three models showed that MLR2 model was on a same level with RTSE model in terms of forecasting accuracy, while MLR1 model was the worst.

Multivariate Frequency-Severity Regression Models in Insurance

Directory of Open Access Journals (Sweden)

Edward W. Frees

2016-02-01

Full Text Available In insurance and related industries including healthcare, it is common to have several outcome measures that the analyst wishes to understand using explanatory variables. For example, in automobile insurance, an accident may result in payments for damage to one’s own vehicle, damage to another party’s vehicle, or personal injury. It is also common to be interested in the frequency of accidents in addition to the severity of the claim amounts. This paper synthesizes and extends the literature on multivariate frequency-severity regression modeling with a focus on insurance industry applications. Regression models for understanding the distribution of each outcome continue to be developed yet there now exists a solid body of literature for the marginal outcomes. This paper contributes to this body of literature by focusing on the use of a copula for modeling the dependence among these outcomes; a major advantage of this tool is that it preserves the body of work established for marginal models. We illustrate this approach using data from the Wisconsin Local Government Property Insurance Fund. This fund offers insurance protection for (i property; (ii motor vehicle; and (iii contractors’ equipment claims. In addition to several claim types and frequency-severity components, outcomes can be further categorized by time and space, requiring complex dependency modeling. We find significant dependencies for these data; specifically, we find that dependencies among lines are stronger than the dependencies between the frequency and average severity within each line.

Quantile Regression Methods

DEFF Research Database (Denmark)

Fitzenberger, Bernd; Wilke, Ralf Andreas

2015-01-01

if the mean regression model does not. We provide a short informal introduction into the principle of quantile regression which includes an illustrative application from empirical labor market research. This is followed by briefly sketching the underlying statistical model for linear quantile regression based......Quantile regression is emerging as a popular statistical approach, which complements the estimation of conditional mean models. While the latter only focuses on one aspect of the conditional distribution of the dependent variable, the mean, quantile regression provides more detailed insights...... by modeling conditional quantiles. Quantile regression can therefore detect whether the partial effect of a regressor on the conditional quantiles is the same for all quantiles or differs across quantiles. Quantile regression can provide evidence for a statistical relationship between two variables even...

DMFCA Model as a Possible Way to Detect Creative Accounting and Accounting Fraud in an Enterprise

Directory of Open Access Journals (Sweden)

Jindřiška Kouřilová

2013-05-01

Full Text Available The quality of reported accounting data as well as the quality and behaviour of their users influence the efficiency of an enterprise’s management. Its assessment could therefore be changed as well. To identify creative accounting and fraud, several methods and tools were used. In this paper we would like to present our proposal of the DMFCA (Detection model Material Flow Cost Accounting balance model based on environmental accounting and the MFCA (Material Flow Cost Accounting as its method. The following balance areas are included: material, financial and legislative. Using the analysis of strengths and weaknesses of the model, its possible use within a production and business company were assessed. Its possible usage to the detection of some creative accounting techniques was also assessed. The Model is developed in details for practical use and describing theoretical aspects.

Multitask Quantile Regression under the Transnormal Model.

Science.gov (United States)

Fan, Jianqing; Xue, Lingzhou; Zou, Hui

2016-01-01

We consider estimating multi-task quantile regression under the transnormal model, with focus on high-dimensional setting. We derive a surprisingly simple closed-form solution through rank-based covariance regularization. In particular, we propose the rank-based ℓ 1 penalization with positive definite constraints for estimating sparse covariance matrices, and the rank-based banded Cholesky decomposition regularization for estimating banded precision matrices. By taking advantage of alternating direction method of multipliers, nearest correlation matrix projection is introduced that inherits sampling properties of the unprojected one. Our work combines strengths of quantile regression and rank-based covariance regularization to simultaneously deal with nonlinearity and nonnormality for high-dimensional regression. Furthermore, the proposed method strikes a good balance between robustness and efficiency, achieves the "oracle"-like convergence rate, and provides the provable prediction interval under the high-dimensional setting. The finite-sample performance of the proposed method is also examined. The performance of our proposed rank-based method is demonstrated in a real application to analyze the protein mass spectroscopy data.

Composite marginal quantile regression analysis for longitudinal adolescent body mass index data.

Science.gov (United States)

Yang, Chi-Chuan; Chen, Yi-Hau; Chang, Hsing-Yi

2017-09-20

Childhood and adolescenthood overweight or obesity, which may be quantified through the body mass index (BMI), is strongly associated with adult obesity and other health problems. Motivated by the child and adolescent behaviors in long-term evolution (CABLE) study, we are interested in individual, family, and school factors associated with marginal quantiles of longitudinal adolescent BMI values. We propose a new method for composite marginal quantile regression analysis for longitudinal outcome data, which performs marginal quantile regressions at multiple quantile levels simultaneously. The proposed method extends the quantile regression coefficient modeling method introduced by Frumento and Bottai (Biometrics 2016; 72:74-84) to longitudinal data accounting suitably for the correlation structure in longitudinal observations. A goodness-of-fit test for the proposed modeling is also developed. Simulation results show that the proposed method can be much more efficient than the analysis without taking correlation into account and the analysis performing separate quantile regressions at different quantile levels. The application to the longitudinal adolescent BMI data from the CABLE study demonstrates the practical utility of our proposal. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Approximating prediction uncertainty for random forest regression models

Science.gov (United States)

John W. Coulston; Christine E. Blinn; Valerie A. Thomas; Randolph H. Wynne

2016-01-01

Machine learning approaches such as random forest have increased for the spatial modeling and mapping of continuous variables. Random forest is a non-parametric ensemble approach, and unlike traditional regression approaches there is no direct quantification of prediction error. Understanding prediction uncertainty is important when using model-based continuous maps as...

Profile-driven regression for modeling and runtime optimization of mobile networks

DEFF Research Database (Denmark)

McClary, Dan; Syrotiuk, Violet; Kulahci, Murat

2010-01-01

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...... 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...

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

Science.gov (United States)

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

2012-01-01

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.

A Technique of Fuzzy C-Mean in Multiple Linear Regression Model toward Paddy Yield

Science.gov (United States)

Syazwan Wahab, Nur; Saifullah Rusiman, Mohd; Mohamad, Mahathir; Amira Azmi, Nur; Che Him, Norziha; Ghazali Kamardan, M.; Ali, Maselan

2018-04-01

In this paper, we propose a hybrid model which is a combination of multiple linear regression model and fuzzy c-means method. This research involved a relationship between 20 variates of the top soil that are analyzed prior to planting of paddy yields at standard fertilizer rates. Data used were from the multi-location trials for rice carried out by MARDI at major paddy granary in Peninsular Malaysia during the period from 2009 to 2012. Missing observations were estimated using mean estimation techniques. The data were analyzed using multiple linear regression model and a combination of multiple linear regression model and fuzzy c-means method. Analysis of normality and multicollinearity indicate that the data is normally scattered without multicollinearity among independent variables. Analysis of fuzzy c-means cluster the yield of paddy into two clusters before the multiple linear regression model can be used. The comparison between two method indicate that the hybrid of multiple linear regression model and fuzzy c-means method outperform the multiple linear regression model with lower value of mean square error.

Direct modeling of regression effects for transition probabilities in the progressive illness-death model

DEFF Research Database (Denmark)

Azarang, Leyla; Scheike, Thomas; de Uña-Álvarez, Jacobo

2017-01-01

In this work, we present direct regression analysis for the transition probabilities in the possibly non-Markov progressive illness–death model. The method is based on binomial regression, where the response is the indicator of the occupancy for the given state along time. Randomly weighted score...

Role of regression model selection and station distribution on the estimation of oceanic anthropogenic carbon change by eMLR

Directory of Open Access Journals (Sweden)

Y. Plancherel

2013-07-01

Full Text Available Quantifying oceanic anthropogenic carbon uptake by monitoring interior dissolved inorganic carbon (DIC concentrations is complicated by the influence of natural variability. The "eMLR method" aims to address this issue by using empirical regression fits of the data instead of the data themselves, inferring the change in anthropogenic carbon in time by difference between predictions generated by the regressions at each time. The advantages of the method are that it provides in principle a means to filter out natural variability, which theoretically becomes the regression residuals, and a way to deal with sparsely and unevenly distributed data. The degree to which these advantages are realized in practice is unclear, however. The ability of the eMLR method to recover the anthropogenic carbon signal is tested here using a global circulation and biogeochemistry model in which the true signal is known. Results show that regression model selection is particularly important when the observational network changes in time. When the observational network is fixed, the likelihood that co-located systematic misfits between the empirical model and the underlying, yet unknown, true model cancel is greater, improving eMLR results. Changing the observational network modifies how the spatio-temporal variance pattern is captured by the respective datasets, resulting in empirical models that are dynamically or regionally inconsistent, leading to systematic errors. In consequence, the use of regression formulae that change in time to represent systematically best-fit models at all times does not guarantee the best estimates of anthropogenic carbon change if the spatial distributions of the stations emphasize hydrographic features differently in time. Other factors, such as a balanced and representative station coverage, vertical continuity of the regression formulae consistent with the hydrographic context and resiliency of the spatial distribution of the residual

Animal models of maternal high fat diet exposure and effects on metabolism in offspring: a meta-regression analysis.

Science.gov (United States)

Ribaroff, G A; Wastnedge, E; Drake, A J; Sharpe, R M; Chambers, T J G

2017-06-01

Animal models of maternal high fat diet (HFD) demonstrate perturbed offspring metabolism although the effects differ markedly between models. We assessed studies investigating metabolic parameters in the offspring of HFD fed mothers to identify factors explaining these inter-study differences. A total of 171 papers were identified, which provided data from 6047 offspring. Data were extracted regarding body weight, adiposity, glucose homeostasis and lipidaemia. Information regarding the macronutrient content of diet, species, time point of exposure and gestational weight gain were collected and utilized in meta-regression models to explore predictive factors. Publication bias was assessed using Egger's regression test. Maternal HFD exposure did not affect offspring birthweight but increased weaning weight, final bodyweight, adiposity, triglyceridaemia, cholesterolaemia and insulinaemia in both female and male offspring. Hyperglycaemia was found in female offspring only. Meta-regression analysis identified lactational HFD exposure as a key moderator. The fat content of the diet did not correlate with any outcomes. There was evidence of significant publication bias for all outcomes except birthweight. Maternal HFD exposure was associated with perturbed metabolism in offspring but between studies was not accounted for by dietary constituents, species, strain or maternal gestational weight gain. Specific weaknesses in experimental design predispose many of the results to bias. © 2017 The Authors. Obesity Reviews published by John Wiley & Sons Ltd on behalf of World Obesity Federation.

Watershed regressions for pesticides (warp) models for predicting atrazine concentrations in Corn Belt streams

Science.gov (United States)

Stone, Wesley W.; Gilliom, Robert J.

2012-01-01

Watershed Regressions for Pesticides (WARP) models, previously developed for atrazine at the national scale, are improved for application to the United States (U.S.) Corn Belt region by developing region-specific models that include watershed characteristics that are influential in predicting atrazine concentration statistics within the Corn Belt. WARP models for the Corn Belt (WARP-CB) were developed for annual maximum moving-average (14-, 21-, 30-, 60-, and 90-day durations) and annual 95th-percentile atrazine concentrations in streams of the Corn Belt region. The WARP-CB models accounted for 53 to 62% of the variability in the various concentration statistics among the model-development sites. Model predictions were within a factor of 5 of the observed concentration statistic for over 90% of the model-development sites. The WARP-CB residuals and uncertainty are lower than those of the National WARP model for the same sites. Although atrazine-use intensity is the most important explanatory variable in the National WARP models, it is not a significant variable in the WARP-CB models. The WARP-CB models provide improved predictions for Corn Belt streams draining watersheds with atrazine-use intensities of 17 kg/km2 of watershed area or greater.

Contingent Valuation Method and the beta model: an accounting economic vision for environmental damage in Atlântico Sul Shipyard

Directory of Open Access Journals (Sweden)

Silvana Karina de Melo Travassos

2018-02-01

Full Text Available ABSTRACT The objective of this paper is to apply the beta model as an alternative to the Valuation Method in order to estimate the environmental asset Willingness to Pay (WTP so that the Tribunal de Contas do Estado de Pernambuco (TCE/PE can supervise the Atlântico Sul Shipyard (ASS as a negative environmental externality, which is discussed here from an accounting perspective. Our methodology is exploratory, and the beta regression model was used in the contingent valuation to estimate the environmental asset. The results allowed estimating the value of the Ipojuca mangrove at US$ 134,079,793.50, and the value of the environmental damage caused by the shipyard to the public asset was valued at US$ 61,378,155.37. This latter value is object of interest to the inspection body. However, the final estimated value of the Ipojuca mangrove prompts a discussion about the implications from an accounting point of view, such as the attribution of monetary value to a public asset that does not have a financial value, problems regarding the conceptualization and valuation of public assets for governmental patrimony. It is concluded that the beta regression model to estimate the WTP for contingent valuation will serve as a contribution to the research on accounting measurement techniques for public assets.

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

Science.gov (United States)

Weaver, Bruce; Dubois, Sacha

2012-12-01

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.

Parameter estimation and statistical test of geographically weighted bivariate Poisson inverse Gaussian regression models

Science.gov (United States)

Amalia, Junita; Purhadi, Otok, Bambang Widjanarko

2017-11-01

Poisson distribution is a discrete distribution with count data as the random variables and it has one parameter defines both mean and variance. Poisson regression assumes mean and variance should be same (equidispersion). Nonetheless, some case of the count data unsatisfied this assumption because variance exceeds mean (over-dispersion). The ignorance of over-dispersion causes underestimates in standard error. Furthermore, it causes incorrect decision in the statistical test. Previously, paired count data has a correlation and it has bivariate Poisson distribution. If there is over-dispersion, modeling paired count data is not sufficient with simple bivariate Poisson regression. Bivariate Poisson Inverse Gaussian Regression (BPIGR) model is mix Poisson regression for modeling paired count data within over-dispersion. BPIGR model produces a global model for all locations. In another hand, each location has different geographic conditions, social, cultural and economic so that Geographically Weighted Regression (GWR) is needed. The weighting function of each location in GWR generates a different local model. Geographically Weighted Bivariate Poisson Inverse Gaussian Regression (GWBPIGR) model is used to solve over-dispersion and to generate local models. Parameter estimation of GWBPIGR model obtained by Maximum Likelihood Estimation (MLE) method. Meanwhile, hypothesis testing of GWBPIGR model acquired by Maximum Likelihood Ratio Test (MLRT) method.

Detecting overdispersion in count data: A zero-inflated Poisson regression analysis

Science.gov (United States)

Afiqah Muhamad Jamil, Siti; Asrul Affendi Abdullah, M.; Kek, Sie Long; Nor, Maria Elena; Mohamed, Maryati; Ismail, Norradihah

2017-09-01

This study focusing on analysing count data of butterflies communities in Jasin, Melaka. In analysing count dependent variable, the Poisson regression model has been known as a benchmark model for regression analysis. Continuing from the previous literature that used Poisson regression analysis, this study comprising the used of zero-inflated Poisson (ZIP) regression analysis to gain acute precision on analysing the count data of butterfly communities in Jasin, Melaka. On the other hands, Poisson regression should be abandoned in the favour of count data models, which are capable of taking into account the extra zeros explicitly. By far, one of the most popular models include ZIP regression model. The data of butterfly communities which had been called as the number of subjects in this study had been taken in Jasin, Melaka and consisted of 131 number of subjects visits Jasin, Melaka. Since the researchers are considering the number of subjects, this data set consists of five families of butterfly and represent the five variables involve in the analysis which are the types of subjects. Besides, the analysis of ZIP used the SAS procedure of overdispersion in analysing zeros value and the main purpose of continuing the previous study is to compare which models would be better than when exists zero values for the observation of the count data. The analysis used AIC, BIC and Voung test of 5% level significance in order to achieve the objectives. The finding indicates that there is a presence of over-dispersion in analysing zero value. The ZIP regression model is better than Poisson regression model when zero values exist.

Can We Use Regression Modeling to Quantify Mean Annual Streamflow at a Global-Scale?

Science.gov (United States)

Barbarossa, V.; Huijbregts, M. A. J.; Hendriks, J. A.; Beusen, A.; Clavreul, J.; King, H.; Schipper, A.

2016-12-01

Quantifying mean annual flow of rivers (MAF) at ungauged sites is essential for a number of applications, including 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 using observations of discharge and catchment characteristics from 1,885 catchments worldwide, ranging from 2 to 106 km2 in size. In addition, we compared the performance of the regression model with the predictive ability of the spatially explicit global hydrological model PCR-GLOBWB [van Beek et al., 2011] 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, mean annual precipitation and air temperature, average slope and elevation. The regression model performed better than PCR-GLOBWB for the prediction of MAF, as root-mean-square error values were lower (0.29 - 0.38 compared to 0.49 - 0.57) and the modified index of agreement was higher (0.80 - 0.83 compared to 0.72 - 0.75). Our regression model can be applied globally at any point of the river network, provided that the input parameters are within the range of values employed in the calibration of the model. The performance is reduced for water scarce regions and further research should focus on improving such an aspect for regression-based global hydrological models.

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

Science.gov (United States)

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

2017-04-01

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.

Time series modeling by a regression approach based on a latent process.

Science.gov (United States)

Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice

2009-01-01

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.

Regression to Causality : Regression-style presentation influences causal attribution

DEFF Research Database (Denmark)

Bordacconi, Mats Joe; Larsen, Martin Vinæs

2014-01-01

of equivalent results presented as either regression models or as a test of two sample means. Our experiment shows that the subjects who were presented with results as estimates from a regression model were more inclined to interpret these results causally. Our experiment implies that scholars using regression...... models – one of the primary vehicles for analyzing statistical results in political science – encourage causal interpretation. Specifically, we demonstrate that presenting observational results in a regression model, rather than as a simple comparison of means, makes causal interpretation of the results...... more likely. Our experiment drew on a sample of 235 university students from three different social science degree programs (political science, sociology and economics), all of whom had received substantial training in statistics. The subjects were asked to compare and evaluate the validity...

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

Science.gov (United States)

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

2012-12-01

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.

Adjusting for Confounding in Early Postlaunch Settings: Going Beyond Logistic Regression Models.

Science.gov (United States)

Schmidt, Amand F; Klungel, Olaf H; Groenwold, Rolf H H

2016-01-01

Postlaunch data on medical treatments can be analyzed to explore adverse events or relative effectiveness in real-life settings. These analyses are often complicated by the number of potential confounders and the possibility of model misspecification. We conducted a simulation study to compare the performance of logistic regression, propensity score, disease risk score, and stabilized inverse probability weighting methods to adjust for confounding. Model misspecification was induced in the independent derivation dataset. We evaluated performance using relative bias confidence interval coverage of the true effect, among other metrics. At low events per coefficient (1.0 and 0.5), the logistic regression estimates had a large relative bias (greater than -100%). Bias of the disease risk score estimates was at most 13.48% and 18.83%. For the propensity score model, this was 8.74% and >100%, respectively. At events per coefficient of 1.0 and 0.5, inverse probability weighting frequently failed or reduced to a crude regression, resulting in biases of -8.49% and 24.55%. Coverage of logistic regression estimates became less than the nominal level at events per coefficient ≤5. For the disease risk score, inverse probability weighting, and propensity score, coverage became less than nominal at events per coefficient ≤2.5, ≤1.0, and ≤1.0, respectively. Bias of misspecified disease risk score models was 16.55%. In settings with low events/exposed subjects per coefficient, disease risk score methods can be useful alternatives to logistic regression models, especially when propensity score models cannot be used. Despite better performance of disease risk score methods than logistic regression and propensity score models in small events per coefficient settings, bias, and coverage still deviated from nominal.

Regression Model to Predict Global Solar Irradiance in Malaysia

Directory of Open Access Journals (Sweden)

Hairuniza Ahmed Kutty

2015-01-01

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.

Polynomial regression analysis and significance test of the regression function

International Nuclear Information System (INIS)

Gao Zhengming; Zhao Juan; He Shengping

2012-01-01

In order to analyze the decay heating power of a certain radioactive isotope per kilogram with polynomial regression method, the paper firstly demonstrated the broad usage of polynomial function and deduced its parameters with ordinary least squares estimate. Then significance test method of polynomial regression function is derived considering the similarity between the polynomial regression model and the multivariable linear regression model. Finally, polynomial regression analysis and significance test of the polynomial function are done to the decay heating power of the iso tope per kilogram in accord with the authors' real work. (authors)

Logistic regression for risk factor modelling in stuttering research.

Science.gov (United States)

Reed, Phil; Wu, Yaqionq

2013-06-01

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.

Efficient estimation of an additive quantile regression model

NARCIS (Netherlands)

Cheng, Y.; de Gooijer, J.G.; Zerom, D.

2011-01-01

In this paper, two non-parametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a more viable alternative to existing kernel-based approaches. The second estimator

Business and economic aspects of accounting standardization in Hungary

OpenAIRE

Jeno Beke

2010-01-01

The goal of this study is to describe and summarize how the accounting standards can promote business decisions and influence economic environment. The unified, standardized accounting information system will lead to new types of analysis and data, furthermore with the possible integration of new indicators from the business management of certain countries. The results of applied regression model support that the greater demand for more informative and conservative accounting earnings due to ...

Advanced statistics: linear regression, part I: simple linear regression.

Science.gov (United States)

Marill, Keith A

2004-01-01

Simple linear regression is a mathematical technique used to model the relationship between a single independent predictor variable and a single dependent outcome variable. In this, the first of a two-part series exploring concepts in linear regression analysis, the four fundamental assumptions and the mechanics of simple linear regression are reviewed. The most common technique used to derive the regression line, the method of least squares, is described. The reader will be acquainted with other important concepts in simple linear regression, including: variable transformations, dummy variables, relationship to inference testing, and leverage. Simplified clinical examples with small datasets and graphic models are used to illustrate the points. This will provide a foundation for the second article in this series: a discussion of multiple linear regression, in which there are multiple predictor variables.

Advanced statistics: linear regression, part II: multiple linear regression.

Science.gov (United States)

Marill, Keith A

2004-01-01

The applications of simple linear regression in medical research are limited, because in most situations, there are multiple relevant predictor variables. Univariate statistical techniques such as simple linear regression use a single predictor variable, and they often may be mathematically correct but clinically misleading. Multiple linear regression is a mathematical technique used to model the relationship between multiple independent predictor variables and a single dependent outcome variable. It is used in medical research to model observational data, as well as in diagnostic and therapeutic studies in which the outcome is dependent on more than one factor. Although the technique generally is limited to data that can be expressed with a linear function, it benefits from a well-developed mathematical framework that yields unique solutions and exact confidence intervals for regression coefficients. Building on Part I of this series, this article acquaints the reader with some of the important concepts in multiple regression analysis. These include multicollinearity, interaction effects, and an expansion of the discussion of inference testing, leverage, and variable transformations to multivariate models. Examples from the first article in this series are expanded on using a primarily graphic, rather than mathematical, approach. The importance of the relationships among the predictor variables and the dependence of the multivariate model coefficients on the choice of these variables are stressed. Finally, concepts in regression model building are discussed.

Performance of the modified Poisson regression approach for estimating relative risks from clustered prospective data.

Science.gov (United States)

Yelland, Lisa N; Salter, Amy B; Ryan, Philip

2011-10-15

Modified Poisson regression, which combines a log Poisson regression model with robust variance estimation, is a useful alternative to log binomial regression for estimating relative risks. Previous studies have shown both analytically and by simulation that modified Poisson regression is appropriate for independent prospective data. This method is often applied to clustered prospective data, despite a lack of evidence to support its use in this setting. The purpose of this article is to evaluate the performance of the modified Poisson regression approach for estimating relative risks from clustered prospective data, by using generalized estimating equations to account for clustering. A simulation study is conducted to compare log binomial regression and modified Poisson regression for analyzing clustered data from intervention and observational studies. Both methods generally perform well in terms of bias, type I error, and coverage. Unlike log binomial regression, modified Poisson regression is not prone to convergence problems. The methods are contrasted by using example data sets from 2 large studies. The results presented in this article support the use of modified Poisson regression as an alternative to log binomial regression for analyzing clustered prospective data when clustering is taken into account by using generalized estimating equations.

Crime Modeling using Spatial Regression Approach

Science.gov (United States)

Saleh Ahmar, Ansari; Adiatma; Kasim Aidid, M.

2018-01-01

Act of criminality in Indonesia increased both variety and quantity every year. As murder, rape, assault, vandalism, theft, fraud, fencing, and other cases that make people feel unsafe. Risk of society exposed to crime is the number of reported cases in the police institution. The higher of the number of reporter to the police institution then the number of crime in the region is increasing. In this research, modeling criminality in South Sulawesi, Indonesia with the dependent variable used is the society exposed to the risk of crime. Modelling done by area approach is the using Spatial Autoregressive (SAR) and Spatial Error Model (SEM) methods. The independent variable used is the population density, the number of poor population, GDP per capita, unemployment and the human development index (HDI). Based on the analysis using spatial regression can be shown that there are no dependencies spatial both lag or errors in South Sulawesi.

A New Global Regression Analysis Method for the Prediction of Wind Tunnel Model Weight Corrections

Science.gov (United States)

Ulbrich, Norbert Manfred; Bridge, Thomas M.; Amaya, Max A.

2014-01-01

A new global regression analysis method is discussed that predicts wind tunnel model weight corrections for strain-gage balance loads during a wind tunnel test. The method determines corrections by combining "wind-on" model attitude measurements with least squares estimates of the model weight and center of gravity coordinates that are obtained from "wind-off" data points. The method treats the least squares fit of the model weight separate from the fit of the center of gravity coordinates. Therefore, it performs two fits of "wind- off" data points and uses the least squares estimator of the model weight as an input for the fit of the center of gravity coordinates. Explicit equations for the least squares estimators of the weight and center of gravity coordinates are derived that simplify the implementation of the method in the data system software of a wind tunnel. In addition, recommendations for sets of "wind-off" data points are made that take typical model support system constraints into account. Explicit equations of the confidence intervals on the model weight and center of gravity coordinates and two different error analyses of the model weight prediction are also discussed in the appendices of the paper.

Determining factors influencing survival of breast cancer by fuzzy logistic regression model.

Science.gov (United States)

Nikbakht, Roya; Bahrampour, Abbas

2017-01-01

Fuzzy logistic regression model can be used for determining influential factors of disease. This study explores the important factors of actual predictive survival factors of breast cancer's patients. We used breast cancer data which collected by cancer registry of Kerman University of Medical Sciences during the period of 2000-2007. The variables such as morphology, grade, age, and treatments (surgery, radiotherapy, and chemotherapy) were applied in the fuzzy logistic regression model. Performance of model was determined in terms of mean degree of membership (MDM). The study results showed that almost 41% of patients were in neoplasm and malignant group and more than two-third of them were still alive after 5-year follow-up. Based on the fuzzy logistic model, the most important factors influencing survival were chemotherapy, morphology, and radiotherapy, respectively. Furthermore, the MDM criteria show that the fuzzy logistic regression have a good fit on the data (MDM = 0.86). Fuzzy logistic regression model showed that chemotherapy is more important than radiotherapy in survival of patients with breast cancer. In addition, another ability of this model is calculating possibilistic odds of survival in cancer patients. The results of this study can be applied in clinical research. Furthermore, there are few studies which applied the fuzzy logistic models. Furthermore, we recommend using this model in various research areas.

Efficient estimation of an additive quantile regression model

NARCIS (Netherlands)

Cheng, Y.; de Gooijer, J.G.; Zerom, D.

2009-01-01

In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By

Efficient estimation of an additive quantile regression model

NARCIS (Netherlands)

Cheng, Y.; de Gooijer, J.G.; Zerom, D.

2010-01-01

In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By

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

Directory of Open Access Journals (Sweden)

Miriam Andrejiová

2013-12-01

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.

The Financial Accounting Model from a System Dynamics' Perspective

OpenAIRE

Melse, Eric

2006-01-01

This paper explores the foundation of the financial accounting model. We examine the properties of the accounting equation as the principal algorithm for the design and the development of a System Dynamics model. Key to the perspective is the foundational requirement that resolves the temporal conflict that resides in a stock and flow model. Through formal analysis the accounting equation is redefined as a cybernetic model by expressing the temporal and dynamic properties of its terms. Articu...

Modeling the frequency of opposing left-turn conflicts at signalized intersections using generalized linear regression models.

Science.gov (United States)

Zhang, Xin; Liu, Pan; Chen, Yuguang; Bai, Lu; Wang, Wei

2014-01-01

The primary objective of this study was to identify whether the frequency of traffic conflicts at signalized intersections can be modeled. The opposing left-turn conflicts were selected for the development of conflict predictive models. Using data collected at 30 approaches at 20 signalized intersections, the underlying distributions of the conflicts under different traffic conditions were examined. Different conflict-predictive models were developed to relate the frequency of opposing left-turn conflicts to various explanatory variables. The models considered include a linear regression model, a negative binomial model, and separate models developed for four traffic scenarios. The prediction performance of different models was compared. The frequency of traffic conflicts follows a negative binominal distribution. The linear regression model is not appropriate for the conflict frequency data. In addition, drivers behaved differently under different traffic conditions. Accordingly, the effects of conflicting traffic volumes on conflict frequency vary across different traffic conditions. The occurrences of traffic conflicts at signalized intersections can be modeled using generalized linear regression models. The use of conflict predictive models has potential to expand the uses of surrogate safety measures in safety estimation and evaluation.

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

Science.gov (United States)

Chen, Baojiang; Qin, Jing

2014-05-10

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. Copyright © 2013 John Wiley & Sons, Ltd.

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

Directory of Open Access Journals (Sweden)

Soldić-Aleksić Jasna

2009-01-01

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.

Regression model of support vector machines for least squares prediction of crystallinity of cracking catalysts by infrared spectroscopy

International Nuclear Information System (INIS)

Comesanna Garcia, Yumirka; Dago Morales, Angel; Talavera Bustamante, Isneri

2010-01-01

The recently introduction of the least squares support vector machines method for regression purposes in the field of Chemometrics has provided several advantages to linear and nonlinear multivariate calibration methods. The objective of the paper was to propose the use of the least squares support vector machine as an alternative multivariate calibration method for the prediction of the percentage of crystallinity of fluidized catalytic cracking catalysts, by means of Fourier transform mid-infrared spectroscopy. A linear kernel was used in the calculations of the regression model. The optimization of its gamma parameter was carried out using the leave-one-out cross-validation procedure. The root mean square error of prediction was used to measure the performance of the model. The accuracy of the results obtained with the application of the method is in accordance with the uncertainty of the X-ray powder diffraction reference method. To compare the generalization capability of the developed method, a comparison study was carried out, taking into account the results achieved with the new model and those reached through the application of linear calibration methods. The developed method can be easily implemented in refinery laboratories

Analysis of Multivariate Experimental Data Using A Simplified Regression Model Search Algorithm

Science.gov (United States)

Ulbrich, Norbert Manfred

2013-01-01

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.

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

Science.gov (United States)

Madarang, Krish J; Kang, Joo-Hyon

2014-06-01

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. Copyright © 2014 The Research Centre for Eco-Environmental Sciences, Chinese Academy of Sciences. Published by Elsevier B.V. All rights reserved.

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

Science.gov (United States)

Drzewiecki, Wojciech

2016-12-01

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.

On the Importance of Accounting for Competing Risks in Pediatric Brain Cancer: II. Regression Modeling and Sample Size

International Nuclear Information System (INIS)

Tai, Bee-Choo; Grundy, Richard; Machin, David

2011-01-01

Purpose: To accurately model the cumulative need for radiotherapy in trials designed to delay or avoid irradiation among children with malignant brain tumor, it is crucial to account for competing events and evaluate how each contributes to the timing of irradiation. An appropriate choice of statistical model is also important for adequate determination of sample size. Methods and Materials: We describe the statistical modeling of competing events (A, radiotherapy after progression; B, no radiotherapy after progression; and C, elective radiotherapy) using proportional cause-specific and subdistribution hazard functions. The procedures of sample size estimation based on each method are outlined. These are illustrated by use of data comparing children with ependymoma and other malignant brain tumors. The results from these two approaches are compared. Results: The cause-specific hazard analysis showed a reduction in hazards among infants with ependymoma for all event types, including Event A (adjusted cause-specific hazard ratio, 0.76; 95% confidence interval, 0.45-1.28). Conversely, the subdistribution hazard analysis suggested an increase in hazard for Event A (adjusted subdistribution hazard ratio, 1.35; 95% confidence interval, 0.80-2.30), but the reduction in hazards for Events B and C remained. Analysis based on subdistribution hazard requires a larger sample size than the cause-specific hazard approach. Conclusions: Notable differences in effect estimates and anticipated sample size were observed between methods when the main event showed a beneficial effect whereas the competing events showed an adverse effect on the cumulative incidence. The subdistribution hazard is the most appropriate for modeling treatment when its effects on both the main and competing events are of interest.

Regularized multivariate regression models with skew-t error distributions

KAUST Repository

Chen, Lianfu; Pourahmadi, Mohsen; Maadooliat, Mehdi

2014-01-01

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

Quantifying the statistical importance of utilizing regression over classic energy intensity calculations for tracking efficiency improvements in industry

Energy Technology Data Exchange (ETDEWEB)

Nimbalkar, Sachin U. [ORNL; Wenning, Thomas J. [ORNL; Guo, Wei [ORNL

2017-08-01

In the United States, manufacturing facilities account for about 32% of total domestic energy consumption in 2014. Robust energy tracking methodologies are critical to understanding energy performance in manufacturing facilities. Due to its simplicity and intuitiveness, the classic energy intensity method (i.e. the ratio of total energy use over total production) is the most widely adopted. However, the classic energy intensity method does not take into account the variation of other relevant parameters (i.e. product type, feed stock type, weather, etc.). Furthermore, the energy intensity method assumes that the facilities’ base energy consumption (energy use at zero production) is zero, which rarely holds true. Therefore, it is commonly recommended to utilize regression models rather than the energy intensity approach for tracking improvements at the facility level. Unfortunately, many energy managers have difficulties understanding why regression models are statistically better than utilizing the classic energy intensity method. While anecdotes and qualitative information may convince some, many have major reservations about the accuracy of regression models and whether it is worth the time and effort to gather data and build quality regression models. This paper will explain why regression models are theoretically and quantitatively more accurate for tracking energy performance improvements. Based on the analysis of data from 114 manufacturing plants over 12 years, this paper will present quantitative results on the importance of utilizing regression models over the energy intensity methodology. This paper will also document scenarios where regression models do not have significant relevance over the energy intensity method.

Evaluation of a multiple linear regression model and SARIMA model in forecasting heat demand for district heating system

International Nuclear Information System (INIS)

Fang, Tingting; Lahdelma, Risto

2016-01-01

Highlights: • Social factor is considered for the linear regression models besides weather file. • Simultaneously optimize all the coefficients for linear regression models. • SARIMA combined with linear regression is used to forecast the heat demand. • The accuracy for both linear regression and time series models are evaluated. - Abstract: Forecasting heat demand is necessary for production and operation planning of district heating (DH) systems. In this study we first propose a simple regression model where the hourly outdoor temperature and wind speed forecast the heat demand. Weekly rhythm of heat consumption as a social component is added to the model to significantly improve the accuracy. The other type of model is the seasonal autoregressive integrated moving average (SARIMA) model with exogenous variables as a combination to take weather factors, and the historical heat consumption data as depending variables. One outstanding advantage of the model is that it peruses the high accuracy for both long-term and short-term forecast by considering both exogenous factors and time series. The forecasting performance of both linear regression models and time series model are evaluated based on real-life heat demand data for the city of Espoo in Finland by out-of-sample tests for the last 20 full weeks of the year. The results indicate that the proposed linear regression model (T168h) using 168-h demand pattern with midweek holidays classified as Saturdays or Sundays gives the highest accuracy and strong robustness among all the tested models based on the tested forecasting horizon and corresponding data. Considering the parsimony of the input, the ease of use and the high accuracy, the proposed T168h model is the best in practice. The heat demand forecasting model can also be developed for individual buildings if automated meter reading customer measurements are available. This would allow forecasting the heat demand based on more accurate heat consumption

Validation of regression models for nitrate concentrations in the upper groundwater in sandy soils

International Nuclear Information System (INIS)

Sonneveld, M.P.W.; Brus, D.J.; Roelsma, J.

2010-01-01

For Dutch sandy regions, linear regression models have been developed that predict nitrate concentrations in the upper groundwater on the basis of residual nitrate contents in the soil in autumn. The objective of our study was to validate these regression models for one particular sandy region dominated by dairy farming. No data from this area were used for calibrating the regression models. The model was validated by additional probability sampling. This sample was used to estimate errors in 1) the predicted areal fractions where the EU standard of 50 mg l -1 is exceeded for farms with low N surpluses (ALT) and farms with higher N surpluses (REF); 2) predicted cumulative frequency distributions of nitrate concentration for both groups of farms. Both the errors in the predicted areal fractions as well as the errors in the predicted cumulative frequency distributions indicate that the regression models are invalid for the sandy soils of this study area. - This study indicates that linear regression models that predict nitrate concentrations in the upper groundwater using residual soil N contents should be applied with care.

Polylinear regression analysis in radiochemistry

International Nuclear Information System (INIS)

Kopyrin, A.A.; Terent'eva, T.N.; Khramov, N.N.

1995-01-01

A number of radiochemical problems have been formulated in the framework of polylinear regression analysis, which permits the use of conventional mathematical methods for their solution. The authors have considered features of the use of polylinear regression analysis for estimating the contributions of various sources to the atmospheric pollution, for studying irradiated nuclear fuel, for estimating concentrations from spectral data, for measuring neutron fields of a nuclear reactor, for estimating crystal lattice parameters from X-ray diffraction patterns, for interpreting data of X-ray fluorescence analysis, for estimating complex formation constants, and for analyzing results of radiometric measurements. The problem of estimating the target parameters can be incorrect at certain properties of the system under study. The authors showed the possibility of regularization by adding a fictitious set of data open-quotes obtainedclose quotes from the orthogonal design. To estimate only a part of the parameters under consideration, the authors used incomplete rank models. In this case, it is necessary to take into account the possibility of confounding estimates. An algorithm for evaluating the degree of confounding is presented which is realized using standard software or regression analysis

Bivariate least squares linear regression: Towards a unified analytic formalism. I. Functional models

Science.gov (United States)

Caimmi, R.

2011-08-01

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts ( York, 1966, 1969) is reviewed using a new formalism in terms of deviation (matrix) traces which, for unweighted data, reduce to usual quantities leaving aside an unessential (but dimensional) multiplicative factor. Within the framework of classical error models, the dependent variable relates to the independent variable according to the usual additive model. The classes of linear models considered are regression lines in the general case of correlated errors in X and in Y for weighted data, and in the opposite limiting situations of (i) uncorrelated errors in X and in Y, and (ii) completely correlated errors in X and in Y. The special case of (C) generalized orthogonal regression is considered in detail together with well known subcases, namely: (Y) errors in X negligible (ideally null) with respect to errors in Y; (X) errors in Y negligible (ideally null) with respect to errors in X; (O) genuine orthogonal regression; (R) reduced major-axis regression. In the limit of unweighted data, the results determined for functional models are compared with their counterparts related to extreme structural models i.e. the instrumental scatter is negligible (ideally null) with respect to the intrinsic scatter ( Isobe et al., 1990; Feigelson and Babu, 1992). While regression line slope and intercept estimators for functional and structural models necessarily coincide, the contrary holds for related variance estimators even if the residuals obey a Gaussian distribution, with the exception of Y models. An example of astronomical application is considered, concerning the [O/H]-[Fe/H] empirical relations deduced from five samples related to different stars and/or different methods of oxygen abundance determination. For selected samples and assigned methods, different regression models yield consistent results within the errors (∓ σ) for both

BANK FAILURE PREDICTION WITH LOGISTIC REGRESSION

Directory of Open Access Journals (Sweden)

Taha Zaghdoudi

2013-04-01

Full Text Available In recent years the economic and financial world is shaken by a wave of financial crisis and resulted in violent bank fairly huge losses. Several authors have focused on the study of the crises in order to develop an early warning model. It is in the same path that our work takes its inspiration. Indeed, we have tried to develop a predictive model of Tunisian bank failures with the contribution of the binary logistic regression method. The specificity of our prediction model is that it takes into account microeconomic indicators of bank failures. The results obtained using our provisional model show that a bank's ability to repay its debt, the coefficient of banking operations, bank profitability per employee and leverage financial ratio has a negative impact on the probability of failure.

Modeling and prediction of flotation performance using support vector regression

Directory of Open Access Journals (Sweden)

Despotović Vladimir

2017-01-01

Full Text Available Continuous efforts have been made in recent year to improve the process of paper recycling, as it is of critical importance for saving the wood, water and energy resources. Flotation deinking is considered to be one of the key methods for separation of ink particles from the cellulose fibres. Attempts to model the flotation deinking process have often resulted in complex models that are difficult to implement and use. In this paper a model for prediction of flotation performance based on Support Vector Regression (SVR, is presented. Representative data samples were created in laboratory, under a variety of practical control variables for the flotation deinking process, including different reagents, pH values and flotation residence time. Predictive model was created that was trained on these data samples, and the flotation performance was assessed showing that Support Vector Regression is a promising method even when dataset used for training the model is limited.

Forecasting daily meteorological time series using ARIMA and regression models

Science.gov (United States)

Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir

2018-04-01

The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.

Replica analysis of overfitting in regression models for time-to-event data

Science.gov (United States)

Coolen, A. C. C.; Barrett, J. E.; Paga, P.; Perez-Vicente, C. J.

2017-09-01

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.

A LATENT CLASS POISSON REGRESSION-MODEL FOR HETEROGENEOUS COUNT DATA

NARCIS (Netherlands)

WEDEL, M; DESARBO, WS; BULT, [No Value; RAMASWAMY, [No Value

1993-01-01

In this paper an approach is developed that accommodates heterogeneity in Poisson regression models for count data. The model developed assumes that heterogeneity arises from a distribution of both the intercept and the coefficients of the explanatory variables. We assume that the mixing

Factors affecting CO_2 emissions in China’s agriculture sector: Evidence from geographically weighted regression model

International Nuclear Information System (INIS)

Xu, Bin; Lin, Boqiang

2017-01-01

China is currently the world's largest emitter of carbon dioxide. Considered as a large agricultural country, carbon emission in China’s agriculture sector keeps on growing rapidly. It is, therefore, of great importance to investigate the driving forces of carbon dioxide emissions in this sector. The traditional regression estimation can only get “average” and “global” parameter estimates; it excludes the “local” parameter estimates which vary across space in some spatial systems. Geographically weighted regression embeds the latitude and longitude of the sample data into the regression parameters, and uses the local weighted least squares method to estimate the parameters point–by–point. To reveal the nonstationary spatial effects of driving forces, geographically weighted regression model is employed in this paper. The results show that economic growth is positively correlated with emissions, with the impact in the western region being less than that in the central and eastern regions. Urbanization is positively related to emissions but produces opposite effects pattern. Energy intensity is also correlated with emissions, with a decreasing trend from the eastern region to the central and western regions. Therefore, policymakers should take full account of the spatial nonstationarity of driving forces in designing emission reduction policies. - Highlights: • We explore the driving forces of CO_2 emissions in the agriculture sector. • Urbanization is positively related to emissions but produces opposite effect pattern. • The effect of energy intensity declines from the eastern region to western region.

Accounting for Water Insecurity in Modeling Domestic Water Demand

Science.gov (United States)

Galaitsis, S. E.; Huber-lee, A. T.; Vogel, R. M.; Naumova, E.

2013-12-01

Water demand management uses price elasticity estimates to predict consumer demand in relation to water pricing changes, but studies have shown that many additional factors effect water consumption. Development scholars document the need for water security, however, much of the water security literature focuses on broad policies which can influence water demand. Previous domestic water demand studies have not considered how water security can affect a population's consumption behavior. This study is the first to model the influence of water insecurity on water demand. A subjective indicator scale measuring water insecurity among consumers in the Palestinian West Bank is developed and included as a variable to explore how perceptions of control, or lack thereof, impact consumption behavior and resulting estimates of price elasticity. A multivariate regression model demonstrates the significance of a water insecurity variable for data sets encompassing disparate water access. When accounting for insecurity, the R-squaed value improves and the marginal price a household is willing to pay becomes a significant predictor for the household quantity consumption. The model denotes that, with all other variables held equal, a household will buy more water when the users are more water insecure. Though the reasons behind this trend require further study, the findings suggest broad policy implications by demonstrating that water distribution practices in scarcity conditions can promote consumer welfare and efficient water use.

Continuous validation of ASTEC containment models and regression testing

International Nuclear Information System (INIS)

Nowack, Holger; Reinke, Nils; Sonnenkalb, Martin

2014-01-01

The focus of the ASTEC (Accident Source Term Evaluation Code) development at GRS is primarily on the containment module CPA (Containment Part of ASTEC), whose modelling is to a large extent based on the GRS containment code COCOSYS (COntainment COde SYStem). Validation is usually understood as the approval of the modelling capabilities by calculations of appropriate experiments done by external users different from the code developers. During the development process of ASTEC CPA, bugs and unintended side effects may occur, which leads to changes in the results of the initially conducted validation. Due to the involvement of a considerable number of developers in the coding of ASTEC modules, validation of the code alone, even if executed repeatedly, is not sufficient. Therefore, a regression testing procedure has been implemented in order to ensure that the initially obtained validation results are still valid with succeeding code versions. Within the regression testing procedure, calculations of experiments and plant sequences are performed with the same input deck but applying two different code versions. For every test-case the up-to-date code version is compared to the preceding one on the basis of physical parameters deemed to be characteristic for the test-case under consideration. In the case of post-calculations of experiments also a comparison to experimental data is carried out. Three validation cases from the regression testing procedure are presented within this paper. The very good post-calculation of the HDR E11.1 experiment shows the high quality modelling of thermal-hydraulics in ASTEC CPA. Aerosol behaviour is validated on the BMC VANAM M3 experiment, and the results show also a very good agreement with experimental data. Finally, iodine behaviour is checked in the validation test-case of the THAI IOD-11 experiment. Within this test-case, the comparison of the ASTEC versions V2.0r1 and V2.0r2 shows how an error was detected by the regression testing

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

Science.gov (United States)

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

2005-01-01

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.

Prediction of Mind-Wandering with Electroencephalogram and Non-linear Regression Modeling.

Science.gov (United States)

Kawashima, Issaku; Kumano, Hiroaki

2017-01-01

Mind-wandering (MW), task-unrelated thought, has been examined by researchers in an increasing number of articles using models to predict whether subjects are in MW, using numerous physiological variables. However, these models are not applicable in general situations. Moreover, they output only binary classification. The current study suggests that the combination of electroencephalogram (EEG) variables and non-linear regression modeling can be a good indicator of MW intensity. We recorded EEGs of 50 subjects during the performance of a Sustained Attention to Response Task, including a thought sampling probe that inquired the focus of attention. We calculated the power and coherence value and prepared 35 patterns of variable combinations and applied Support Vector machine Regression (SVR) to them. Finally, we chose four SVR models: two of them non-linear models and the others linear models; two of the four models are composed of a limited number of electrodes to satisfy model usefulness. Examination using the held-out data indicated that all models had robust predictive precision and provided significantly better estimations than a linear regression model using single electrode EEG variables. Furthermore, in limited electrode condition, non-linear SVR model showed significantly better precision than linear SVR model. The method proposed in this study helps investigations into MW in various little-examined situations. Further, by measuring MW with a high temporal resolution EEG, unclear aspects of MW, such as time series variation, are expected to be revealed. Furthermore, our suggestion that a few electrodes can also predict MW contributes to the development of neuro-feedback studies.

Prediction of Mind-Wandering with Electroencephalogram and Non-linear Regression Modeling

Directory of Open Access Journals (Sweden)

Issaku Kawashima

2017-07-01

Full Text Available Mind-wandering (MW, task-unrelated thought, has been examined by researchers in an increasing number of articles using models to predict whether subjects are in MW, using numerous physiological variables. However, these models are not applicable in general situations. Moreover, they output only binary classification. The current study suggests that the combination of electroencephalogram (EEG variables and non-linear regression modeling can be a good indicator of MW intensity. We recorded EEGs of 50 subjects during the performance of a Sustained Attention to Response Task, including a thought sampling probe that inquired the focus of attention. We calculated the power and coherence value and prepared 35 patterns of variable combinations and applied Support Vector machine Regression (SVR to them. Finally, we chose four SVR models: two of them non-linear models and the others linear models; two of the four models are composed of a limited number of electrodes to satisfy model usefulness. Examination using the held-out data indicated that all models had robust predictive precision and provided significantly better estimations than a linear regression model using single electrode EEG variables. Furthermore, in limited electrode condition, non-linear SVR model showed significantly better precision than linear SVR model. The method proposed in this study helps investigations into MW in various little-examined situations. Further, by measuring MW with a high temporal resolution EEG, unclear aspects of MW, such as time series variation, are expected to be revealed. Furthermore, our suggestion that a few electrodes can also predict MW contributes to the development of neuro-feedback studies.

Reconstruction of missing daily streamflow data using dynamic regression models

Science.gov (United States)

Tencaliec, Patricia; Favre, Anne-Catherine; Prieur, Clémentine; Mathevet, Thibault

2015-12-01

River discharge is one of the most important quantities in hydrology. It provides fundamental records for water resources management and climate change monitoring. Even very short data-gaps in this information can cause extremely different analysis outputs. Therefore, reconstructing missing data of incomplete data sets is an important step regarding the performance of the environmental models, engineering, and research applications, thus it presents a great challenge. The objective of this paper is to introduce an effective technique for reconstructing missing daily discharge data when one has access to only daily streamflow data. The proposed procedure uses a combination of regression and autoregressive integrated moving average models (ARIMA) called dynamic regression model. This model uses the linear relationship between neighbor and correlated stations and then adjusts the residual term by fitting an ARIMA structure. Application of the model to eight daily streamflow data for the Durance river watershed showed that the model yields reliable estimates for the missing data in the time series. Simulation studies were also conducted to evaluate the performance of the procedure.

Modelling of functional systems of managerial accounting

Directory of Open Access Journals (Sweden)

O.V. Fomina

2017-12-01

Full Text Available The modern stage of managerial accounting development takes place under the powerful influence of managerial innovations. The article aimed at the development of integrational model of budgeting and the system of balanced indices in the system of managerial accounting that will contribute the increasing of relevance for making managerial decisions by managers of different levels management. As a result of the study the author proposed the highly pragmatical integration model of budgeting and system of the balanced indices in the system of managerial accounting, which is realized by the development of the system of gathering, consolidation, analysis, and interpretation of financial and nonfinancial information, contributes the increasing of relevance for making managerial decisions on the base of coordination and effective and purpose orientation both strategical and operative resources of an enterprise. The effective integrational process of the system components makes it possible to distribute limited resources rationally taking into account prospective purposes and strategic initiatives, to carry

Detection of Outliers in Regression Model for Medical Data

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Stephen Raj S

2017-07-01

Full Text Available In regression analysis, an outlier is an observation for which the residual is large in magnitude compared to other observations in the data set. The detection of outliers and influential points is an important step of the regression analysis. Outlier detection methods have been used to detect and remove anomalous values from data. In this paper, we detect the presence of outliers in simple linear regression models for medical data set. Chatterjee and Hadi mentioned that the ordinary residuals are not appropriate for diagnostic purposes; a transformed version of them is preferable. First, we investigate the presence of outliers based on existing procedures of residuals and standardized residuals. Next, we have used the new approach of standardized scores for detecting outliers without the use of predicted values. The performance of the new approach was verified with the real-life data.

Genetic Analysis of Milk Yield Using Random Regression Test Day Model in Tehran Province Holstein Dairy Cow

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A. Seyeddokht

2012-09-01

Full Text Available In this research a random regression test day model was used to estimate heritability values and calculation genetic correlations between test day milk records. a total of 140357 monthly test day milk records belonging to 28292 first lactation Holstein cattle(trice time a day milking distributed in 165 herd and calved from 2001 to 2010 belonging to the herds of Tehran province were used. The fixed effects of herd-year-month of calving as contemporary group and age at calving and Holstein gene percentage as covariate were fitted. Orthogonal legendre polynomial with a 4th-order was implemented to take account of genetic and environmental aspects of milk production over the course of lactation. RRM using Legendre polynomials as base functions appears to be the most adequate to describe the covariance structure of the data. The results showed that the average of heritability for the second half of lactation period was higher than that of the first half. The heritability value for the first month was lowest (0.117 and for the eighth month of the lactation was highest (0.230 compared to the other months of lactation. Because of genetic variation was increased gradually, and residual variance was high in the first months of lactation, heritabilities were different over the course of lactation. The RRMs with a higher number of parameters were more useful to describe the genetic variation of test-day milk yield throughout the lactation. In this research estimation of genetic parameters, and calculation genetic correlations were implemented by random regression test day model, therefore using this method is the exact way to take account of parameters rather than the other ways.

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

Directory of Open Access Journals (Sweden)

Ade Widyaningsih

2015-04-01

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.

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

Directory of Open Access Journals (Sweden)

Ade Widyaningsih

2014-06-01

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.

On pseudo-values for regression analysis in competing risks models

DEFF Research Database (Denmark)

Graw, F; Gerds, Thomas Alexander; Schumacher, M

2009-01-01

For regression on state and transition probabilities in multi-state models Andersen et al. (Biometrika 90:15-27, 2003) propose a technique based on jackknife pseudo-values. In this article we analyze the pseudo-values suggested for competing risks models and prove some conjectures regarding their...

Modeling and prediction of Turkey's electricity consumption using Support Vector Regression

International Nuclear Information System (INIS)

Kavaklioglu, Kadir

2011-01-01

Support Vector Regression (SVR) methodology is used to model and predict Turkey's electricity consumption. Among various SVR formalisms, ε-SVR method was used since the training pattern set was relatively small. Electricity consumption is modeled as a function of socio-economic indicators such as population, Gross National Product, imports and exports. In order to facilitate future predictions of electricity consumption, a separate SVR model was created for each of the input variables using their current and past values; and these models were combined to yield consumption prediction values. A grid search for the model parameters was performed to find the best ε-SVR model for each variable based on Root Mean Square Error. Electricity consumption of Turkey is predicted until 2026 using data from 1975 to 2006. The results show that electricity consumption can be modeled using Support Vector Regression and the models can be used to predict future electricity consumption. (author)

Cluster regression model and level fluctuation features of Van Lake, Turkey

Directory of Open Access Journals (Sweden)

Z. Şen

1999-02-01

Full Text Available Lake water levels change under the influences of natural and/or anthropogenic environmental conditions. Among these influences are the climate change, greenhouse effects and ozone layer depletions which are reflected in the hydrological cycle features over the lake drainage basins. Lake levels are among the most significant hydrological variables that are influenced by different atmospheric and environmental conditions. Consequently, lake level time series in many parts of the world include nonstationarity components such as shifts in the mean value, apparent or hidden periodicities. On the other hand, many lake level modeling techniques have a stationarity assumption. The main purpose of this work is to develop a cluster regression model for dealing with nonstationarity especially in the form of shifting means. The basis of this model is the combination of transition probability and classical regression technique. Both parts of the model are applied to monthly level fluctuations of Lake Van in eastern Turkey. It is observed that the cluster regression procedure does preserve the statistical properties and the transitional probabilities that are indistinguishable from the original data.Key words. Hydrology (hydrologic budget; stochastic processes · Meteorology and atmospheric dynamics (ocean-atmosphere interactions

Cluster regression model and level fluctuation features of Van Lake, Turkey

Directory of Open Access Journals (Sweden)

Z. Şen

Full Text Available Lake water levels change under the influences of natural and/or anthropogenic environmental conditions. Among these influences are the climate change, greenhouse effects and ozone layer depletions which are reflected in the hydrological cycle features over the lake drainage basins. Lake levels are among the most significant hydrological variables that are influenced by different atmospheric and environmental conditions. Consequently, lake level time series in many parts of the world include nonstationarity components such as shifts in the mean value, apparent or hidden periodicities. On the other hand, many lake level modeling techniques have a stationarity assumption. The main purpose of this work is to develop a cluster regression model for dealing with nonstationarity especially in the form of shifting means. The basis of this model is the combination of transition probability and classical regression technique. Both parts of the model are applied to monthly level fluctuations of Lake Van in eastern Turkey. It is observed that the cluster regression procedure does preserve the statistical properties and the transitional probabilities that are indistinguishable from the original data.

Key words. Hydrology (hydrologic budget; stochastic processes · Meteorology and atmospheric dynamics (ocean-atmosphere interactions

Improved model of the retardance in citric acid coated ferrofluids using stepwise regression

Science.gov (United States)

Lin, J. F.; Qiu, X. R.

2017-06-01

Citric acid (CA) coated Fe3O4 ferrofluids (FFs) have been conducted for biomedical application. The magneto-optical retardance of CA coated FFs was measured by a Stokes polarimeter. Optimization and multiple regression of retardance in FFs were executed by Taguchi method and Microsoft Excel previously, and the F value of regression model was large enough. However, the model executed by Excel was not systematic. Instead we adopted the stepwise regression to model the retardance of CA coated FFs. From the results of stepwise regression by MATLAB, the developed model had highly predictable ability owing to F of 2.55897e+7 and correlation coefficient of one. The average absolute error of predicted retardances to measured retardances was just 0.0044%. Using the genetic algorithm (GA) in MATLAB, the optimized parametric combination was determined as [4.709 0.12 39.998 70.006] corresponding to the pH of suspension, molar ratio of CA to Fe3O4, CA volume, and coating temperature. The maximum retardance was found as 31.712°, close to that obtained by evolutionary solver in Excel and a relative error of -0.013%. Above all, the stepwise regression method was successfully used to model the retardance of CA coated FFs, and the maximum global retardance was determined by the use of GA.

Modeling Linguistic Variables With Regression Models: Addressing Non-Gaussian Distributions, Non-independent Observations, and Non-linear Predictors With Random Effects and Generalized Additive Models for Location, Scale, and Shape

Directory of Open Access Journals (Sweden)

Christophe Coupé

2018-04-01

Full Text Available As statistical approaches are getting increasingly used in linguistics, attention must be paid to the choice of methods and algorithms used. This is especially true since they require assumptions to be satisfied to provide valid results, and because scientific articles still often fall short of reporting whether such assumptions are met. Progress is being, however, made in various directions, one of them being the introduction of techniques able to model data that cannot be properly analyzed with simpler linear regression models. We report recent advances in statistical modeling in linguistics. We first describe linear mixed-effects regression models (LMM, which address grouping of observations, and generalized linear mixed-effects models (GLMM, which offer a family of distributions for the dependent variable. Generalized additive models (GAM are then introduced, which allow modeling non-linear parametric or non-parametric relationships between the dependent variable and the predictors. We then highlight the possibilities offered by generalized additive models for location, scale, and shape (GAMLSS. We explain how they make it possible to go beyond common distributions, such as Gaussian or Poisson, and offer the appropriate inferential framework to account for ‘difficult’ variables such as count data with strong overdispersion. We also demonstrate how they offer interesting perspectives on data when not only the mean of the dependent variable is modeled, but also its variance, skewness, and kurtosis. As an illustration, the case of phonemic inventory size is analyzed throughout the article. For over 1,500 languages, we consider as predictors the number of speakers, the distance from Africa, an estimation of the intensity of language contact, and linguistic relationships. We discuss the use of random effects to account for genealogical relationships, the choice of appropriate distributions to model count data, and non-linear relationships

Modeling Linguistic Variables With Regression Models: Addressing Non-Gaussian Distributions, Non-independent Observations, and Non-linear Predictors With Random Effects and Generalized Additive Models for Location, Scale, and Shape.

Science.gov (United States)

Coupé, Christophe

2018-01-01

As statistical approaches are getting increasingly used in linguistics, attention must be paid to the choice of methods and algorithms used. This is especially true since they require assumptions to be satisfied to provide valid results, and because scientific articles still often fall short of reporting whether such assumptions are met. Progress is being, however, made in various directions, one of them being the introduction of techniques able to model data that cannot be properly analyzed with simpler linear regression models. We report recent advances in statistical modeling in linguistics. We first describe linear mixed-effects regression models (LMM), which address grouping of observations, and generalized linear mixed-effects models (GLMM), which offer a family of distributions for the dependent variable. Generalized additive models (GAM) are then introduced, which allow modeling non-linear parametric or non-parametric relationships between the dependent variable and the predictors. We then highlight the possibilities offered by generalized additive models for location, scale, and shape (GAMLSS). We explain how they make it possible to go beyond common distributions, such as Gaussian or Poisson, and offer the appropriate inferential framework to account for 'difficult' variables such as count data with strong overdispersion. We also demonstrate how they offer interesting perspectives on data when not only the mean of the dependent variable is modeled, but also its variance, skewness, and kurtosis. As an illustration, the case of phonemic inventory size is analyzed throughout the article. For over 1,500 languages, we consider as predictors the number of speakers, the distance from Africa, an estimation of the intensity of language contact, and linguistic relationships. We discuss the use of random effects to account for genealogical relationships, the choice of appropriate distributions to model count data, and non-linear relationships. Relying on GAMLSS, we

Regression analysis understanding and building business and economic models using Excel

CERN Document Server

Wilson, J Holton

2012-01-01

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

The prediction of intelligence in preschool children using alternative models to regression.

Science.gov (United States)

Finch, W Holmes; Chang, Mei; Davis, Andrew S; Holden, Jocelyn E; Rothlisberg, Barbara A; McIntosh, David E

2011-12-01

Statistical prediction of an outcome variable using multiple independent variables is a common practice in the social and behavioral sciences. For example, neuropsychologists are sometimes called upon to provide predictions of preinjury cognitive functioning for individuals who have suffered a traumatic brain injury. Typically, these predictions are made using standard multiple linear regression models with several demographic variables (e.g., gender, ethnicity, education level) as predictors. Prior research has shown conflicting evidence regarding the ability of such models to provide accurate predictions of outcome variables such as full-scale intelligence (FSIQ) test scores. The present study had two goals: (1) to demonstrate the utility of a set of alternative prediction methods that have been applied extensively in the natural sciences and business but have not been frequently explored in the social sciences and (2) to develop models that can be used to predict premorbid cognitive functioning in preschool children. Predictions of Stanford-Binet 5 FSIQ scores for preschool-aged children is used to compare the performance of a multiple regression model with several of these alternative methods. Results demonstrate that classification and regression trees provided more accurate predictions of FSIQ scores than does the more traditional regression approach. Implications of these results are discussed.

Large scale air pollution estimation method combining land use regression and chemical transport modeling in a geostatistical framework.

Science.gov (United States)

Akita, Yasuyuki; Baldasano, Jose M; Beelen, Rob; Cirach, Marta; de Hoogh, Kees; Hoek, Gerard; Nieuwenhuijsen, Mark; Serre, Marc L; de Nazelle, Audrey

2014-04-15

In recognition that intraurban exposure gradients may be as large as between-city variations, recent air pollution epidemiologic studies have become increasingly interested in capturing within-city exposure gradients. In addition, because of the rapidly accumulating health data, recent studies also need to handle large study populations distributed over large geographic domains. Even though several modeling approaches have been introduced, a consistent modeling framework capturing within-city exposure variability and applicable to large geographic domains is still missing. To address these needs, we proposed a modeling framework based on the Bayesian Maximum Entropy method that integrates monitoring data and outputs from existing air quality models based on Land Use Regression (LUR) and Chemical Transport Models (CTM). The framework was applied to estimate the yearly average NO2 concentrations over the region of Catalunya in Spain. By jointly accounting for the global scale variability in the concentration from the output of CTM and the intraurban scale variability through LUR model output, the proposed framework outperformed more conventional approaches.

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

Science.gov (United States)

Ludbrook, John

2012-04-01

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. © 2011 The Author. Clinical and Experimental Pharmacology and Physiology. © 2011 Blackwell Publishing Asia Pty Ltd.

Applied logistic regression

CERN Document Server

Hosmer, David W; Sturdivant, Rodney X

2013-01-01

 A new edition of the definitive guide to logistic regression modeling for health science and other applications This thoroughly expanded Third Edition provides an easily accessible introduction to the logistic regression (LR) model and highlights the power of this model by examining the relationship between a dichotomous outcome and a set of covariables. Applied Logistic Regression, Third Edition emphasizes applications in the health sciences and handpicks topics that best suit the use of modern statistical software. The book provides readers with state-of-

Evaluation of Logistic Regression and Multivariate Adaptive Regression Spline Models for Groundwater Potential Mapping Using R and GIS

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Soyoung Park

2017-07-01

Full Text Available This study mapped and analyzed groundwater potential using two different models, logistic regression (LR and multivariate adaptive regression splines (MARS, and compared the results. A spatial database was constructed for groundwater well data and groundwater influence factors. Groundwater well data with a high potential yield of ≥70 m3/d were extracted, and 859 locations (70% were used for model training, whereas the other 365 locations (30% were used for model validation. We analyzed 16 groundwater influence factors including altitude, slope degree, slope aspect, plan curvature, profile curvature, topographic wetness index, stream power index, sediment transport index, distance from drainage, drainage density, lithology, distance from fault, fault density, distance from lineament, lineament density, and land cover. Groundwater potential maps (GPMs were constructed using LR and MARS models and tested using a receiver operating characteristics curve. Based on this analysis, the area under the curve (AUC for the success rate curve of GPMs created using the MARS and LR models was 0.867 and 0.838, and the AUC for the prediction rate curve was 0.836 and 0.801, respectively. This implies that the MARS model is useful and effective for groundwater potential analysis in the study area.

Sample size calculation to externally validate scoring systems based on logistic regression models.

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Antonio Palazón-Bru

Full Text Available A sample size containing at least 100 events and 100 non-events has been suggested to validate a predictive model, regardless of the model being validated and that certain factors can influence calibration of the predictive model (discrimination, parameterization and incidence. Scoring systems based on binary logistic regression models are a specific type of predictive model.The aim of this study was to develop an algorithm to determine the sample size for validating a scoring system based on a binary logistic regression model and to apply it to a case study.The algorithm was based on bootstrap samples in which the area under the ROC curve, the observed event probabilities through smooth curves, and a measure to determine the lack of calibration (estimated calibration index were calculated. To illustrate its use for interested researchers, the algorithm was applied to a scoring system, based on a binary logistic regression model, to determine mortality in intensive care units.In the case study provided, the algorithm obtained a sample size with 69 events, which is lower than the value suggested in the literature.An algorithm is provided for finding the appropriate sample size to validate scoring systems based on binary logistic regression models. This could be applied to determine the sample size in other similar cases.

Detection of Cutting Tool Wear using Statistical Analysis and Regression Model

Science.gov (United States)

Ghani, Jaharah A.; Rizal, Muhammad; Nuawi, Mohd Zaki; Haron, Che Hassan Che; Ramli, Rizauddin

2010-10-01

This study presents a new method for detecting the cutting tool wear based on the measured cutting force signals. A statistical-based method called Integrated Kurtosis-based Algorithm for Z-Filter technique, called I-kaz was used for developing a regression model and 3D graphic presentation of I-kaz 3D coefficient during machining process. The machining tests were carried out using a CNC turning machine Colchester Master Tornado T4 in dry cutting condition. A Kistler 9255B dynamometer was used to measure the cutting force signals, which were transmitted, analyzed, and displayed in the DasyLab software. Various force signals from machining operation were analyzed, and each has its own I-kaz 3D coefficient. This coefficient was examined and its relationship with flank wear lands (VB) was determined. A regression model was developed due to this relationship, and results of the regression model shows that the I-kaz 3D coefficient value decreases as tool wear increases. The result then is used for real time tool wear monitoring.

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

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Cristinel CONSTANTIN

2015-12-01

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

Vector regression introduced

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Mok Tik

2014-06-01

Full Text Available This study formulates regression of vector data that will enable statistical analysis of various geodetic phenomena such as, polar motion, ocean currents, typhoon/hurricane tracking, crustal deformations, and precursory earthquake signals. The observed vector variable of an event (dependent vector variable is expressed as a function of a number of hypothesized phenomena realized also as vector variables (independent vector variables and/or scalar variables that are likely to impact the dependent vector variable. The proposed representation has the unique property of solving the coefficients of independent vector variables (explanatory variables also as vectors, hence it supersedes multivariate multiple regression models, in which the unknown coefficients are scalar quantities. For the solution, complex numbers are used to rep- resent vector information, and the method of least squares is deployed to estimate the vector model parameters after transforming the complex vector regression model into a real vector regression model through isomorphism. Various operational statistics for testing the predictive significance of the estimated vector parameter coefficients are also derived. A simple numerical example demonstrates the use of the proposed vector regression analysis in modeling typhoon paths.

Multiple regression models for energy use in air-conditioned office buildings in different climates

International Nuclear Information System (INIS)

Lam, Joseph C.; Wan, Kevin K.W.; Liu Dalong; Tsang, C.L.

2010-01-01

An attempt was made to develop multiple regression models for office buildings in the five major climates in China - severe cold, cold, hot summer and cold winter, mild, and hot summer and warm winter. A total of 12 key building design variables were identified through parametric and sensitivity analysis, and considered as inputs in the regression models. The coefficient of determination R 2 varies from 0.89 in Harbin to 0.97 in Kunming, indicating that 89-97% of the variations in annual building energy use can be explained by the changes in the 12 parameters. A pseudo-random number generator based on three simple multiplicative congruential generators was employed to generate random designs for evaluation of the regression models. The difference between regression-predicted and DOE-simulated annual building energy use are largely within 10%. It is envisaged that the regression models developed can be used to estimate the likely energy savings/penalty during the initial design stage when different building schemes and design concepts are being considered.

CICAAR - Convolutive ICA with an Auto-Regressive Inverse Model

DEFF Research Database (Denmark)

Dyrholm, Mads; Hansen, Lars Kai

2004-01-01

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 square...... estimation. We demonstrate the method on synthetic data and finally separate speech and music in a real room recording....

Two levels ARIMAX and regression models for forecasting time series data with calendar variation effects

Science.gov (United States)

Suhartono, Lee, Muhammad Hisyam; Prastyo, Dedy Dwi

2015-12-01

The aim of this research is to develop a calendar variation model for forecasting retail sales data with the Eid ul-Fitr effect. The proposed model is based on two methods, namely two levels ARIMAX and regression methods. Two levels ARIMAX and regression models are built by using ARIMAX for the first level and regression for the second level. Monthly men's jeans and women's trousers sales in a retail company for the period January 2002 to September 2009 are used as case study. In general, two levels of calendar variation model yields two models, namely the first model to reconstruct the sales pattern that already occurred, and the second model to forecast the effect of increasing sales due to Eid ul-Fitr that affected sales at the same and the previous months. The results show that the proposed two level calendar variation model based on ARIMAX and regression methods yields better forecast compared to the seasonal ARIMA model and Neural Networks.

Testing and Modeling Fuel Regression Rate in a Miniature Hybrid Burner

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Luciano Fanton

2012-01-01

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.

Random regression models to account for the effect of genotype by environment interaction due to heat stress on the milk yield of Holstein cows under tropical conditions.

Science.gov (United States)

Santana, Mário L; Bignardi, Annaiza Braga; Pereira, Rodrigo Junqueira; Menéndez-Buxadera, Alberto; El Faro, Lenira

2016-02-01

The present study had the following objectives: to compare random regression models (RRM) considering the time-dependent (days in milk, DIM) and/or temperature × humidity-dependent (THI) covariate for genetic evaluation; to identify the effect of genotype by environment interaction (G×E) due to heat stress on milk yield; and to quantify the loss of milk yield due to heat stress across lactation of cows under tropical conditions. A total of 937,771 test-day records from 3603 first lactations of Brazilian Holstein cows obtained between 2007 and 2013 were analyzed. An important reduction in milk yield due to heat stress was observed for THI values above 66 (-0.23 kg/day/THI). Three phases of milk yield loss were identified during lactation, the most damaging one at the end of lactation (-0.27 kg/day/THI). Using the most complex RRM, the additive genetic variance could be altered simultaneously as a function of both DIM and THI values. This model could be recommended for the genetic evaluation taking into account the effect of G×E. The response to selection in the comfort zone (THI ≤ 66) is expected to be higher than that obtained in the heat stress zone (THI > 66) of the animals. The genetic correlations between milk yield in the comfort and heat stress zones were less than unity at opposite extremes of the environmental gradient. Thus, the best animals for milk yield in the comfort zone are not necessarily the best in the zone of heat stress and, therefore, G×E due to heat stress should not be neglected in the genetic evaluation.

The financial accounting model from a system dynamics' perspective

NARCIS (Netherlands)

Melse, E.

2006-01-01

This paper explores the foundation of the financial accounting model. We examine the properties of the accounting equation as the principal algorithm for the design and the development of a System Dynamics model. Key to the perspective is the foundational requirement that resolves the temporal

Two-step variable selection in quantile regression models

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FAN Yali

2015-06-01

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.

Regression Models for Predicting Force Coefficients of Aerofoils

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Mohammed ABDUL AKBAR

2015-09-01

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.

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

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Daniel Rece

2009-09-01

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.

Regression analysis of informative current status data with the additive hazards model.

Science.gov (United States)

Zhao, Shishun; Hu, Tao; Ma, Ling; Wang, Peijie; Sun, Jianguo

2015-04-01

This paper discusses regression analysis of current status failure time data arising from the additive hazards model in the presence of informative censoring. Many methods have been developed for regression analysis of current status data under various regression models if the censoring is noninformative, and also there exists a large literature on parametric analysis of informative current status data in the context of tumorgenicity experiments. In this paper, a semiparametric maximum likelihood estimation procedure is presented and in the method, the copula model is employed to describe the relationship between the failure time of interest and the censoring time. Furthermore, I-splines are used to approximate the nonparametric functions involved and the asymptotic consistency and normality of the proposed estimators are established. A simulation study is conducted and indicates that the proposed approach works well for practical situations. An illustrative example is also provided.

Poisson regression approach for modeling fatal injury rates amongst Malaysian workers

International Nuclear Information System (INIS)

Kamarulzaman Ibrahim; Heng Khai Theng

2005-01-01

Many safety studies are based on the analysis carried out on injury surveillance data. The injury surveillance data gathered for the analysis include information on number of employees at risk of injury in each of several strata where the strata are defined in terms of a series of important predictor variables. Further insight into the relationship between fatal injury rates and predictor variables may be obtained by the poisson regression approach. Poisson regression is widely used in analyzing count data. In this study, poisson regression is used to model the relationship between fatal injury rates and predictor variables which are year (1995-2002), gender, recording system and industry type. Data for the analysis were obtained from PERKESO and Jabatan Perangkaan Malaysia. It is found that the assumption that the data follow poisson distribution has been violated. After correction for the problem of over dispersion, the predictor variables that are found to be significant in the model are gender, system of recording, industry type, two interaction effects (interaction between recording system and industry type and between year and industry type). Introduction Regression analysis is one of the most popular

Models and Rules of Evaluation in International Accounting

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Niculae Feleaga

2006-04-01

Full Text Available The accounting procedures cannot be analyzed without a previous evaluation. Value is in general a very subjective issue, usually the result of a monetary evaluation made to a specific asset, group of assets or entities, or to some rendered services. Within the economic sciences, value comes from its very own deep history. In accounting, the concept of value had a late and fragile start. The term of value must not be misinterpreted as being the same thing with cost, even though value is frequently measured through costs. At the origin of the international accounting standards lays the framework for preparing, presenting and disclosing the financial statements. The framework stays as a reference matrix, as a standard of standards, as a constitution of financial accounting. According to the international framework, the financial statements use different evaluation basis: the hystorical cost, the current cost, the realisable (settlement value, the present value (the present value of cash flows. Choosing the evaluation basis and the capital maintenance concept will eventually determine the accounting evaluation model used in preparing the financial statements of a company. The multitude of accounting evaluation models differentiate themselves one from another through various relevance and reliable degrees of accounting information and therefore, accountants (the prepares of financial statements must try to equilibrate these two main qualitative characteristics of financial information.

Models and Rules of Evaluation in International Accounting

Directory of Open Access Journals (Sweden)

Liliana Feleaga

2006-06-01

Full Text Available The accounting procedures cannot be analyzed without a previous evaluation. Value is in general a very subjective issue, usually the result of a monetary evaluation made to a specific asset, group of assets or entities, or to some rendered services. Within the economic sciences, value comes from its very own deep history. In accounting, the concept of value had a late and fragile start. The term of value must not be misinterpreted as being the same thing with cost, even though value is frequently measured through costs. At the origin of the international accounting standards lays the framework for preparing, presenting and disclosing the financial statements. The framework stays as a reference matrix, as a standard of standards, as a constitution of financial accounting. According to the international framework, the financial statements use different evaluation basis: the hystorical cost, the current cost, the realisable (settlement value, the present value (the present value of cash flows. Choosing the evaluation basis and the capital maintenance concept will eventually determine the accounting evaluation model used in preparing the financial statements of a company. The multitude of accounting evaluation models differentiate themselves one from another through various relevance and reliable degrees of accounting information and therefore, accountants (the prepares of financial statements must try to equilibrate these two main qualitative characteristics of financial information.

Prediction of unwanted pregnancies using logistic regression, probit regression and discriminant analysis.

Science.gov (United States)

Ebrahimzadeh, Farzad; Hajizadeh, Ebrahim; Vahabi, Nasim; Almasian, Mohammad; Bakhteyar, Katayoon

2015-01-01

Unwanted pregnancy not intended by at least one of the parents has undesirable consequences for the family and the society. In the present study, three classification models were used and compared to predict unwanted pregnancies in an urban population. In this cross-sectional study, 887 pregnant mothers referring to health centers in Khorramabad, Iran, in 2012 were selected by the stratified and cluster sampling; relevant variables were measured and for prediction of unwanted pregnancy, logistic regression, discriminant analysis, and probit regression models and SPSS software version 21 were used. To compare these models, indicators such as sensitivity, specificity, the area under the ROC curve, and the percentage of correct predictions were used. The prevalence of unwanted pregnancies was 25.3%. The logistic and probit regression models indicated that parity and pregnancy spacing, contraceptive methods, household income and number of living male children were related to unwanted pregnancy. The performance of the models based on the area under the ROC curve was 0.735, 0.733, and 0.680 for logistic regression, probit regression, and linear discriminant analysis, respectively. Given the relatively high prevalence of unwanted pregnancies in Khorramabad, it seems necessary to revise family planning programs. Despite the similar accuracy of the models, if the researcher is interested in the interpretability of the results, the use of the logistic regression model is recommended.

Transpiration of glasshouse rose crops: evaluation of regression models

NARCIS (Netherlands)

Baas, R.; Rijssel, van E.

2006-01-01

Regression models of transpiration (T) based on global radiation inside the greenhouse (G), with or without energy input from heating pipes (Eh) and/or vapor pressure deficit (VPD) were parameterized. Therefore, data on T, G, temperatures from air, canopy and heating pipes, and VPD from both a

Regression estimators for generic health-related quality of life and quality-adjusted life years.

Science.gov (United States)

Basu, Anirban; Manca, Andrea

2012-01-01

To develop regression models for outcomes with truncated supports, such as health-related quality of life (HRQoL) data, and account for features typical of such data such as a skewed distribution, spikes at 1 or 0, and heteroskedasticity. Regression estimators based on features of the Beta distribution. First, both a single equation and a 2-part model are presented, along with estimation algorithms based on maximum-likelihood, quasi-likelihood, and Bayesian Markov-chain Monte Carlo methods. A novel Bayesian quasi-likelihood estimator is proposed. Second, a simulation exercise is presented to assess the performance of the proposed estimators against ordinary least squares (OLS) regression for a variety of HRQoL distributions that are encountered in practice. Finally, the performance of the proposed estimators is assessed by using them to quantify the treatment effect on QALYs in the EVALUATE hysterectomy trial. Overall model fit is studied using several goodness-of-fit tests such as Pearson's correlation test, link and reset tests, and a modified Hosmer-Lemeshow test. The simulation results indicate that the proposed methods are more robust in estimating covariate effects than OLS, especially when the effects are large or the HRQoL distribution has a large spike at 1. Quasi-likelihood techniques are more robust than maximum likelihood estimators. When applied to the EVALUATE trial, all but the maximum likelihood estimators produce unbiased estimates of the treatment effect. One and 2-part Beta regression models provide flexible approaches to regress the outcomes with truncated supports, such as HRQoL, on covariates, after accounting for many idiosyncratic features of the outcomes distribution. This work will provide applied researchers with a practical set of tools to model outcomes in cost-effectiveness analysis.

Trend Estimation and Regression Analysis in Climatological Time Series: An Application of Structural Time Series Models and the Kalman Filter.

Science.gov (United States)

Visser, H.; Molenaar, J.

1995-05-01

The detection of trends in climatological data has become central to the discussion on climate change due to the enhanced greenhouse effect. To prove detection, a method is needed (i) to make inferences on significant rises or declines in trends, (ii) to take into account natural variability in climate series, and (iii) to compare output from GCMs with the trends in observed climate data. To meet these requirements, flexible mathematical tools are needed. A structural time series model is proposed with which a stochastic trend, a deterministic trend, and regression coefficients can be estimated simultaneously. The stochastic trend component is described using the class of ARIMA models. The regression component is assumed to be linear. However, the regression coefficients corresponding with the explanatory variables may be time dependent to validate this assumption. The mathematical technique used to estimate this trend-regression model is the Kaiman filter. The main features of the filter are discussed.Examples of trend estimation are given using annual mean temperatures at a single station in the Netherlands (1706-1990) and annual mean temperatures at Northern Hemisphere land stations (1851-1990). The inclusion of explanatory variables is shown by regressing the latter temperature series on four variables: Southern Oscillation index (SOI), volcanic dust index (VDI), sunspot numbers (SSN), and a simulated temperature signal, induced by increasing greenhouse gases (GHG). In all analyses, the influence of SSN on global temperatures is found to be negligible. The correlations between temperatures and SOI and VDI appear to be negative. For SOI, this correlation is significant, but for VDI it is not, probably because of a lack of volcanic eruptions during the sample period. The relation between temperatures and GHG is positive, which is in agreement with the hypothesis of a warming climate because of increasing levels of greenhouse gases. The prediction performance of

Convergent Time-Varying Regression Models for Data Streams: Tracking Concept Drift by the Recursive Parzen-Based Generalized Regression Neural Networks.

Science.gov (United States)

Duda, Piotr; Jaworski, Maciej; Rutkowski, Leszek

2018-03-01

One of the greatest challenges in data mining is related to processing and analysis of massive data streams. Contrary to traditional static data mining problems, data streams require that each element is processed only once, the amount of allocated memory is constant and the models incorporate changes of investigated streams. A vast majority of available methods have been developed for data stream classification and only a few of them attempted to solve regression problems, using various heuristic approaches. In this paper, we develop mathematically justified regression models working in a time-varying environment. More specifically, we study incremental versions of generalized regression neural networks, called IGRNNs, and we prove their tracking properties - weak (in probability) and strong (with probability one) convergence assuming various concept drift scenarios. First, we present the IGRNNs, based on the Parzen kernels, for modeling stationary systems under nonstationary noise. Next, we extend our approach to modeling time-varying systems under nonstationary noise. We present several types of concept drifts to be handled by our approach in such a way that weak and strong convergence holds under certain conditions. Finally, in the series of simulations, we compare our method with commonly used heuristic approaches, based on forgetting mechanism or sliding windows, to deal with concept drift. Finally, we apply our concept in a real life scenario solving the problem of currency exchange rates prediction.

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

Directory of Open Access Journals (Sweden)

Ivanka Jerić

2011-11-01

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.

A simulation study on Bayesian Ridge regression models for several collinearity levels

Science.gov (United States)

Efendi, Achmad; Effrihan

2017-12-01

When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.

Moving Low-Carbon Transportation in Xinjiang: Evidence from STIRPAT and Rigid Regression Models

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Jiefang Dong

2016-12-01

Full Text Available With the rapid economic development of the Xinjiang Uygur Autonomous Region, the area’s transport sector has witnessed significant growth, which in turn has led to a large increase in carbon dioxide emissions. As such, calculating of the carbon footprint of Xinjiang’s transportation sector and probing the driving factors of carbon dioxide emissions are of great significance to the region’s energy conservation and environmental protection. This paper provides an account of the growth in the carbon emissions of Xinjiang’s transportation sector during the period from 1989 to 2012. We also analyze the transportation sector’s trends and historical evolution. Combined with the STIRPAT (Stochastic Impacts by Regression on Population, Affluence and Technology model and ridge regression, this study further quantitatively analyzes the factors that influence the carbon emissions of Xinjiang’s transportation sector. The results indicate the following: (1 the total carbon emissions and per capita carbon emissions of Xinjiang’s transportation sector both continued to rise rapidly during this period; their average annual growth rates were 10.8% and 9.1%, respectively; (2 the carbon emissions of the transportation sector come mainly from the consumption of diesel and gasoline, which accounted for an average of 36.2% and 2.6% of carbon emissions, respectively; in addition, the overall carbon emission intensity of the transportation sector showed an “S”-pattern trend within the study period; (3 population density plays a dominant role in increasing carbon dioxide emissions. Population is then followed by per capita GDP and, finally, energy intensity. Cargo turnover has a more significant potential impact on and role in emission reduction than do private vehicles. This is because road freight is the primary form of transportation used across Xinjiang, and this form of transportation has low energy efficiency. These findings have important

Photovoltaic Array Condition Monitoring Based on Online Regression of Performance Model

DEFF Research Database (Denmark)

Spataru, Sergiu; Sera, Dezso; Kerekes, Tamas

2013-01-01

regression modeling, from PV array production, plane-of-array irradiance, and module temperature measurements, acquired during an initial learning phase of the system. After the model has been parameterized automatically, the condition monitoring system enters the normal operation phase, where...

Estimation of adjusted rate differences using additive negative binomial regression.

Science.gov (United States)

Donoghoe, Mark W; Marschner, Ian C

2016-08-15

Rate differences are an important effect measure in biostatistics and provide an alternative perspective to rate ratios. When the data are event counts observed during an exposure period, adjusted rate differences may be estimated using an identity-link Poisson generalised linear model, also known as additive Poisson regression. A problem with this approach is that the assumption of equality of mean and variance rarely holds in real data, which often show overdispersion. An additive negative binomial model is the natural alternative to account for this; however, standard model-fitting methods are often unable to cope with the constrained parameter space arising from the non-negativity restrictions of the additive model. In this paper, we propose a novel solution to this problem using a variant of the expectation-conditional maximisation-either algorithm. Our method provides a reliable way to fit an additive negative binomial regression model and also permits flexible generalisations using semi-parametric regression functions. We illustrate the method using a placebo-controlled clinical trial of fenofibrate treatment in patients with type II diabetes, where the outcome is the number of laser therapy courses administered to treat diabetic retinopathy. An R package is available that implements the proposed method. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Focused information criterion and model averaging based on weighted composite quantile regression

KAUST Repository

Xu, Ganggang; Wang, Suojin; Huang, Jianhua Z.

2013-01-01

We study the focused information criterion and frequentist model averaging and their application to post-model-selection inference for weighted composite quantile regression (WCQR) in the context of the additive partial linear models. With the non

Development and Application of Watershed Regressions for Pesticides (WARP) for Estimating Atrazine Concentration Distributions in Streams

Science.gov (United States)

Larson, Steven J.; Crawford, Charles G.; Gilliom, Robert J.

2004-01-01

Regression models were developed for predicting atrazine concentration distributions in rivers and streams, using the Watershed Regressions for Pesticides (WARP) methodology. Separate regression equations were derived for each of nine percentiles of the annual distribution of atrazine concentrations and for the annual time-weighted mean atrazine concentration. In addition, seasonal models were developed for two specific periods of the year--the high season, when the highest atrazine concentrations are expected in streams, and the low season, when concentrations are expected to be low or undetectable. Various nationally available watershed parameters were used as explanatory variables, including atrazine use intensity, soil characteristics, hydrologic parameters, climate and weather variables, land use, and agricultural management practices. Concentration data from 112 river and stream stations sampled as part of the U.S. Geological Survey's National Water-Quality Assessment and National Stream Quality Accounting Network Programs were used for computing the concentration percentiles and mean concentrations used as the response variables in regression models. Tobit regression methods, using maximum likelihood estimation, were used for developing the models because some of the concentration values used for the response variables were censored (reported as less than a detection threshold). Data from 26 stations not used for model development were used for model validation. The annual models accounted for 62 to 77 percent of the variability in concentrations among the 112 model development stations. Atrazine use intensity (the amount of atrazine used in the watershed divided by watershed area) was the most important explanatory variable in all models, but additional watershed parameters significantly increased the amount of variability explained by the models. Predicted concentrations from all 10 models were within a factor of 10 of the observed concentrations at most

Model-based bootstrapping when correcting for measurement error with application to logistic regression.

Science.gov (United States)

Buonaccorsi, John P; Romeo, Giovanni; Thoresen, Magne

2018-03-01

When fitting regression models, measurement error in any of the predictors typically leads to biased coefficients and incorrect inferences. A plethora of methods have been proposed to correct for this. Obtaining standard errors and confidence intervals using the corrected estimators can be challenging and, in addition, there is concern about remaining bias in the corrected estimators. The bootstrap, which is one option to address these problems, has received limited attention in this context. It has usually been employed by simply resampling observations, which, while suitable in some situations, is not always formally justified. In addition, the simple bootstrap does not allow for estimating bias in non-linear models, including logistic regression. Model-based bootstrapping, which can potentially estimate bias in addition to being robust to the original sampling or whether the measurement error variance is constant or not, has received limited attention. However, it faces challenges that are not present in handling regression models with no measurement error. This article develops new methods for model-based bootstrapping when correcting for measurement error in logistic regression with replicate measures. The methodology is illustrated using two examples, and a series of simulations are carried out to assess and compare the simple and model-based bootstrap methods, as well as other standard methods. While not always perfect, the model-based approaches offer some distinct improvements over the other methods. © 2017, The International Biometric Society.

A Logistic Regression Based Auto Insurance Rate-Making Model Designed for the Insurance Rate Reform

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Zhengmin Duan

2018-02-01

Full Text Available Using a generalized linear model to determine the claim frequency of auto insurance is a key ingredient in non-life insurance research. Among auto insurance rate-making models, there are very few considering auto types. Therefore, in this paper we are proposing a model that takes auto types into account by making an innovative use of the auto burden index. Based on this model and data from a Chinese insurance company, we built a clustering model that classifies auto insurance rates into three risk levels. The claim frequency and the claim costs are fitted to select a better loss distribution. Then the Logistic Regression model is employed to fit the claim frequency, with the auto burden index considered. Three key findings can be concluded from our study. First, more than 80% of the autos with an auto burden index of 20 or higher belong to the highest risk level. Secondly, the claim frequency is better fitted using the Poisson distribution, however the claim cost is better fitted using the Gamma distribution. Lastly, based on the AIC criterion, the claim frequency is more adequately represented by models that consider the auto burden index than those do not. It is believed that insurance policy recommendations that are based on Generalized linear models (GLM can benefit from our findings.

A new model in achieving Green Accounting at hotels in Bali

Science.gov (United States)

Astawa, I. P.; Ardina, C.; Yasa, I. M. S.; Parnata, I. K.

2018-01-01

The concept of green accounting becomes a debate in terms of its implementation in a company. The result of previous studies indicates that there are no standard model regarding its implementation to support performance. The research aims to create a different green accounting model to other models by using local cultural elements as the variables in building it. The research is conducted in two steps. The first step is designing the model based on theoretical studies by considering the main and supporting elements in building the concept of green accounting. The second step is conducting a model test at 60 five stars hotels started with data collection through questionnaire and followed by data processing using descriptive statistic. The result indicates that the hotels’ owner has implemented green accounting attributes and it supports previous studies. Another result, which is a new finding, shows that the presence of local culture, government regulation, and the awareness of hotels’ owner has important role in the development of green accounting concept. The results of the research give contribution to accounting science in terms of green reporting. The hotel management should adopt local culture in building the character of accountant hired in the accounting department.

Ordinal regression models to describe tourist satisfaction with Sintra's world heritage

Science.gov (United States)

Mouriño, Helena

2013-10-01

In Tourism Research, ordinal regression models are becoming a very powerful tool in modelling the relationship between an ordinal response variable and a set of explanatory variables. In August and September 2010, we conducted a pioneering Tourist Survey in Sintra, Portugal. The data were obtained by face-to-face interviews at the entrances of the Palaces and Parks of Sintra. The work developed in this paper focus on two main points: tourists' perception of the entrance fees; overall level of satisfaction with this heritage site. For attaining these goals, ordinal regression models were developed. We concluded that tourist's nationality was the only significant variable to describe the perception of the admission fees. Also, Sintra's image among tourists depends not only on their nationality, but also on previous knowledge about Sintra's World Heritage status.

Combination of supervised and semi-supervised regression models for improved unbiased estimation

DEFF Research Database (Denmark)

Arenas-Garía, Jeronimo; Moriana-Varo, Carlos; Larsen, Jan

2010-01-01

In this paper we investigate the steady-state performance of semisupervised regression models adjusted using a modified RLS-like algorithm, identifying the situations where the new algorithm is expected to outperform standard RLS. By using an adaptive combination of the supervised and semisupervi......In this paper we investigate the steady-state performance of semisupervised regression models adjusted using a modified RLS-like algorithm, identifying the situations where the new algorithm is expected to outperform standard RLS. By using an adaptive combination of the supervised...

Random regression models for daily feed intake in Danish Duroc pigs

DEFF Research Database (Denmark)

Strathe, Anders Bjerring; Mark, Thomas; Jensen, Just

The objective of this study was to develop random regression models and estimate covariance functions for daily feed intake (DFI) in Danish Duroc pigs. A total of 476201 DFI records were available on 6542 Duroc boars between 70 to 160 days of age. The data originated from the National test station......-year-season, permanent, and animal genetic effects. The functional form was based on Legendre polynomials. A total of 64 models for random regressions were initially ranked by BIC to identify the approximate order for the Legendre polynomials using AI-REML. The parsimonious model included Legendre polynomials of 2nd...... order for genetic and permanent environmental curves and a heterogeneous residual variance, allowing the daily residual variance to change along the age trajectory due to scale effects. The parameters of the model were estimated in a Bayesian framework, using the RJMC module of the DMU package, where...

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

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Hunger Matthias

2012-09-01

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.

A Gompertz regression model for fern spores germination

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Gabriel y Galán, Jose María

2015-06-01

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

Generic global regression models for growth prediction of Salmonella in ground pork and pork cuts

DEFF Research Database (Denmark)

Buschhardt, Tasja; Hansen, Tina Beck; Bahl, Martin Iain

2017-01-01

Introduction and Objectives Models for the prediction of bacterial growth in fresh pork are primarily developed using two-step regression (i.e. primary models followed by secondary models). These models are also generally based on experiments in liquids or ground meat and neglect surface growth....... It has been shown that one-step global regressions can result in more accurate models and that bacterial growth on intact surfaces can substantially differ from growth in liquid culture. Material and Methods We used a global-regression approach to develop predictive models for the growth of Salmonella....... One part of obtained logtransformed cell counts was used for model development and another for model validation. The Ratkowsky square root model and the relative lag time (RLT) model were integrated into the logistic model with delay. Fitted parameter estimates were compared to investigate the effect...

Application of multilinear regression analysis in modeling of soil ...

African Journals Online (AJOL)

The application of Multi-Linear Regression Analysis (MLRA) model for predicting soil properties in Calabar South offers a technical guide and solution in foundation designs problems in the area. Forty-five soil samples were collected from fifteen different boreholes at a different depth and 270 tests were carried out for CBR, ...

Comparing spatial regression to random forests for large ...

Science.gov (United States)

Environmental data may be “large” due to number of records, number of covariates, or both. Random forests has a reputation for good predictive performance when using many covariates, whereas spatial regression, when using reduced rank methods, has a reputation for good predictive performance when using many records. In this study, we compare these two techniques using a data set containing the macroinvertebrate multimetric index (MMI) at 1859 stream sites with over 200 landscape covariates. Our primary goal is predicting MMI at over 1.1 million perennial stream reaches across the USA. For spatial regression modeling, we develop two new methods to accommodate large data: (1) a procedure that estimates optimal Box-Cox transformations to linearize covariate relationships; and (2) a computationally efficient covariate selection routine that takes into account spatial autocorrelation. We show that our new methods lead to cross-validated performance similar to random forests, but that there is an advantage for spatial regression when quantifying the uncertainty of the predictions. Simulations are used to clarify advantages for each method. This research investigates different approaches for modeling and mapping national stream condition. We use MMI data from the EPA's National Rivers and Streams Assessment and predictors from StreamCat (Hill et al., 2015). Previous studies have focused on modeling the MMI condition classes (i.e., good, fair, and po

The Application of Classical and Neural Regression Models for the Valuation of Residential Real Estate

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Mach Łukasz

2017-06-01

Full Text Available The research process aimed at building regression models, which helps to valuate residential real estate, is presented in the following article. Two widely used computational tools i.e. the classical multiple regression and regression models of artificial neural networks were used in order to build models. An attempt to define the utilitarian usefulness of the above-mentioned tools and comparative analysis of them is the aim of the conducted research. Data used for conducting analyses refers to the secondary transactional residential real estate market.

Model selection for marginal regression analysis of longitudinal data with missing observations and covariate measurement error.

Science.gov (United States)

Shen, Chung-Wei; Chen, Yi-Hau

2015-10-01

Missing observations and covariate measurement error commonly arise in longitudinal data. However, existing methods for model selection in marginal regression analysis of longitudinal data fail to address the potential bias resulting from these issues. To tackle this problem, we propose a new model selection criterion, the Generalized Longitudinal Information Criterion, which is based on an approximately unbiased estimator for the expected quadratic error of a considered marginal model accounting for both data missingness and covariate measurement error. The simulation results reveal that the proposed method performs quite well in the presence of missing data and covariate measurement error. On the contrary, the naive procedures without taking care of such complexity in data may perform quite poorly. The proposed method is applied to data from the Taiwan Longitudinal Study on Aging to assess the relationship of depression with health and social status in the elderly, accommodating measurement error in the covariate as well as missing observations. © The Author 2015. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Modeling of chemical exergy of agricultural biomass using improved general regression neural network

International Nuclear Information System (INIS)

Huang, Y.W.; Chen, M.Q.; Li, Y.; Guo, J.

2016-01-01

A comprehensive evaluation for energy potential contained in agricultural biomass was a vital step for energy utilization of agricultural biomass. The chemical exergy of typical agricultural biomass was evaluated based on the second law of thermodynamics. The chemical exergy was significantly influenced by C and O elements rather than H element. The standard entropy of the samples also was examined based on their element compositions. Two predicted models of the chemical exergy were developed, which referred to a general regression neural network model based upon the element composition, and a linear model based upon the high heat value. An auto-refinement algorithm was firstly developed to improve the performance of regression neural network model. The developed general regression neural network model with K-fold cross-validation had a better ability for predicting the chemical exergy than the linear model, which had lower predicted errors (±1.5%). - Highlights: • Chemical exergies of agricultural biomass were evaluated based upon fifty samples. • Values for the standard entropy of agricultural biomass samples were calculated. • A linear relationship between chemical exergy and HHV of samples was detected. • An improved GRNN prediction model for the chemical exergy of biomass was developed.

New robust statistical procedures for the polytomous logistic regression models.

Science.gov (United States)

Castilla, Elena; Ghosh, Abhik; Martin, Nirian; Pardo, Leandro

2018-05-17

This article derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a family of Wald-type test statistics for linear hypotheses is introduced. Robustness properties of both the proposed estimators and the test statistics are theoretically studied through the classical influence function analysis. Appropriate real life examples are presented to justify the requirement of suitable robust statistical procedures in place of the likelihood based inference for the polytomous logistic regression model. The validity of the theoretical results established in the article are further confirmed empirically through suitable simulation studies. Finally, an approach for the data-driven selection of the robustness tuning parameter is proposed with empirical justifications. © 2018, The International Biometric Society.

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

Energy Technology Data Exchange (ETDEWEB)

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)

2008-09-15

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)

Analysis of the influence of quantile regression model on mainland tourists' service satisfaction performance.

Science.gov (United States)

Wang, Wen-Cheng; Cho, Wen-Chien; Chen, Yin-Jen

2014-01-01

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.

Analysis of the Influence of Quantile Regression Model on Mainland Tourists' Service Satisfaction Performance

Science.gov (United States)

Wang, Wen-Cheng; Cho, Wen-Chien; Chen, Yin-Jen

2014-01-01

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

Analysis of the Influence of Quantile Regression Model on Mainland Tourists’ Service Satisfaction Performance

Directory of Open Access Journals (Sweden)

Wen-Cheng Wang

2014-01-01

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.

Estimation of Fine Particulate Matter in Taipei Using Landuse Regression and Bayesian Maximum Entropy Methods

Directory of Open Access Journals (Sweden)

Yi-Ming Kuo

2011-06-01

Full Text Available Fine airborne particulate matter (PM2.5 has adverse effects on human health. Assessing the long-term effects of PM2.5 exposure on human health and ecology is often limited by a lack of reliable PM2.5 measurements. In Taipei, PM2.5 levels were not systematically measured until August, 2005. Due to the popularity of geographic information systems (GIS, the landuse regression method has been widely used in the spatial estimation of PM concentrations. This method accounts for the potential contributing factors of the local environment, such as traffic volume. Geostatistical methods, on other hand, account for the spatiotemporal dependence among the observations of ambient pollutants. This study assesses the performance of the landuse regression model for the spatiotemporal estimation of PM2.5 in the Taipei area. Specifically, this study integrates the landuse regression model with the geostatistical approach within the framework of the Bayesian maximum entropy (BME method. The resulting epistemic framework can assimilate knowledge bases including: (a empirical-based spatial trends of PM concentration based on landuse regression, (b the spatio-temporal dependence among PM observation information, and (c site-specific PM observations. The proposed approach performs the spatiotemporal estimation of PM2.5 levels in the Taipei area (Taiwan from 2005–2007.

Estimation of fine particulate matter in Taipei using landuse regression and bayesian maximum entropy methods.

Science.gov (United States)

Yu, Hwa-Lung; Wang, Chih-Hsih; Liu, Ming-Che; Kuo, Yi-Ming

2011-06-01

Fine airborne particulate matter (PM2.5) has adverse effects on human health. Assessing the long-term effects of PM2.5 exposure on human health and ecology is often limited by a lack of reliable PM2.5 measurements. In Taipei, PM2.5 levels were not systematically measured until August, 2005. Due to the popularity of geographic information systems (GIS), the landuse regression method has been widely used in the spatial estimation of PM concentrations. This method accounts for the potential contributing factors of the local environment, such as traffic volume. Geostatistical methods, on other hand, account for the spatiotemporal dependence among the observations of ambient pollutants. This study assesses the performance of the landuse regression model for the spatiotemporal estimation of PM2.5 in the Taipei area. Specifically, this study integrates the landuse regression model with the geostatistical approach within the framework of the Bayesian maximum entropy (BME) method. The resulting epistemic framework can assimilate knowledge bases including: (a) empirical-based spatial trends of PM concentration based on landuse regression, (b) the spatio-temporal dependence among PM observation information, and (c) site-specific PM observations. The proposed approach performs the spatiotemporal estimation of PM2.5 levels in the Taipei area (Taiwan) from 2005-2007.

A binary logistic regression model with complex sampling design of ...

African Journals Online (AJOL)

2017-09-03

Sep 3, 2017 ... Bi-variable and multi-variable binary logistic regression model with complex sampling design was fitted. .... Data was entered into STATA-12 and analyzed using. SPSS-21. .... lack of access/too far or costs too much. 35. 1.2.

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

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Maria Karlsson

2014-05-01

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.

Regression models in the determination of the absorbed dose with extrapolation chamber for ophthalmological applicators; Modelos de regresion en la determinacion de la dosis absorbida con camara de extrapolacion para aplicadores oftalmologicos

Energy Technology Data Exchange (ETDEWEB)

Alvarez R, J T; Morales P, R

1992-06-15

The absorbed dose for equivalent soft tissue is determined,it is imparted by ophthalmologic applicators, ({sup 90} Sr/{sup 90} Y, 1850 MBq) using an extrapolation chamber of variable electrodes; when estimating the slope of the extrapolation curve using a simple lineal regression model is observed that the dose values are underestimated from 17.7 percent up to a 20.4 percent in relation to the estimate of this dose by means of a regression model polynomial two grade, at the same time are observed an improvement in the standard error for the quadratic model until in 50%. Finally the global uncertainty of the dose is presented, taking into account the reproducibility of the experimental arrangement. As conclusion it can infers that in experimental arrangements where the source is to contact with the extrapolation chamber, it was recommended to substitute the lineal regression model by the quadratic regression model, in the determination of the slope of the extrapolation curve, for more exact and accurate measurements of the absorbed dose. (Author)

Applied linear regression

CERN Document Server

Weisberg, Sanford

2013-01-01

Praise for the Third Edition ""...this is an excellent book which could easily be used as a course text...""-International Statistical Institute The Fourth Edition of Applied Linear Regression provides a thorough update of the basic theory and methodology of linear regression modeling. Demonstrating the practical applications of linear regression analysis techniques, the Fourth Edition uses interesting, real-world exercises and examples. Stressing central concepts such as model building, understanding parameters, assessing fit and reliability, and drawing conclusions, the new edition illus

Testing for constant nonparametric effects in general semiparametric regression models with interactions

KAUST Repository

Wei, Jiawei; Carroll, Raymond J.; Maity, Arnab

2011-01-01

We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work

Building interpretable predictive models for pediatric hospital readmission using Tree-Lasso logistic regression.

Science.gov (United States)

Jovanovic, Milos; Radovanovic, Sandro; Vukicevic, Milan; Van Poucke, Sven; Delibasic, Boris

2016-09-01

Quantification and early identification of unplanned readmission risk have the potential to improve the quality of care during hospitalization and after discharge. However, high dimensionality, sparsity, and class imbalance of electronic health data and the complexity of risk quantification, challenge the development of accurate predictive models. Predictive models require a certain level of interpretability in order to be applicable in real settings and create actionable insights. This paper aims to develop accurate and interpretable predictive models for readmission in a general pediatric patient population, by integrating a data-driven model (sparse logistic regression) and domain knowledge based on the international classification of diseases 9th-revision clinical modification (ICD-9-CM) hierarchy of diseases. Additionally, we propose a way to quantify the interpretability of a model and inspect the stability of alternative solutions. The analysis was conducted on >66,000 pediatric hospital discharge records from California, State Inpatient Databases, Healthcare Cost and Utilization Project between 2009 and 2011. We incorporated domain knowledge based on the ICD-9-CM hierarchy in a data driven, Tree-Lasso regularized logistic regression model, providing the framework for model interpretation. This approach was compared with traditional Lasso logistic regression resulting in models that are easier to interpret by fewer high-level diagnoses, with comparable prediction accuracy. The results revealed that the use of a Tree-Lasso model was as competitive in terms of accuracy (measured by area under the receiver operating characteristic curve-AUC) as the traditional Lasso logistic regression, but integration with the ICD-9-CM hierarchy of diseases provided more interpretable models in terms of high-level diagnoses. Additionally, interpretations of models are in accordance with existing medical understanding of pediatric readmission. Best performing models have

Multiple regression analysis in modelling of carbon dioxide emissions by energy consumption use in Malaysia

Science.gov (United States)

Keat, Sim Chong; Chun, Beh Boon; San, Lim Hwee; Jafri, Mohd Zubir Mat

2015-04-01

Climate change due to carbon dioxide (CO2) emissions is one of the most complex challenges threatening our planet. This issue considered as a great and international concern that primary attributed from different fossil fuels. In this paper, regression model is used for analyzing the causal relationship among CO2 emissions based on the energy consumption in Malaysia using time series data for the period of 1980-2010. The equations were developed using regression model based on the eight major sources that contribute to the CO2 emissions such as non energy, Liquefied Petroleum Gas (LPG), diesel, kerosene, refinery gas, Aviation Turbine Fuel (ATF) and Aviation Gasoline (AV Gas), fuel oil and motor petrol. The related data partly used for predict the regression model (1980-2000) and partly used for validate the regression model (2001-2010). The results of the prediction model with the measured data showed a high correlation coefficient (R2=0.9544), indicating the model's accuracy and efficiency. These results are accurate and can be used in early warning of the population to comply with air quality standards.

Better Autologistic Regression

Directory of Open Access Journals (Sweden)

Mark A. Wolters

2017-11-01

Full Text Available Autologistic regression is an important probability model for dichotomous random variables observed along with covariate information. It has been used in various fields for analyzing binary data possessing spatial or network structure. The model can be viewed as an extension of the autologistic model (also known as the Ising model, quadratic exponential binary distribution, or Boltzmann machine to include covariates. It can also be viewed as an extension of logistic regression to handle responses that are not independent. Not all authors use exactly the same form of the autologistic regression model. Variations of the model differ in two respects. First, the variable coding—the two numbers used to represent the two possible states of the variables—might differ. Common coding choices are (zero, one and (minus one, plus one. Second, the model might appear in either of two algebraic forms: a standard form, or a recently proposed centered form. Little attention has been paid to the effect of these differences, and the literature shows ambiguity about their importance. It is shown here that changes to either coding or centering in fact produce distinct, non-nested probability models. Theoretical results, numerical studies, and analysis of an ecological data set all show that the differences among the models can be large and practically significant. Understanding the nature of the differences and making appropriate modeling choices can lead to significantly improved autologistic regression analyses. The results strongly suggest that the standard model with plus/minus coding, which we call the symmetric autologistic model, is the most natural choice among the autologistic variants.

Alternative Methods of Regression

CERN Document Server

Birkes, David

2011-01-01

Of related interest. Nonlinear Regression Analysis and its Applications Douglas M. Bates and Donald G. Watts ".an extraordinary presentation of concepts and methods concerning the use and analysis of nonlinear regression models.highly recommend[ed].for anyone needing to use and/or understand issues concerning the analysis of nonlinear regression models." --Technometrics This book provides a balance between theory and practice supported by extensive displays of instructive geometrical constructs. Numerous in-depth case studies illustrate the use of nonlinear regression analysis--with all data s

Establishment of regression dependences. Linear and nonlinear dependences

International Nuclear Information System (INIS)

Onishchenko, A.M.

1994-01-01

The main problems of determination of linear and 19 types of nonlinear regression dependences are completely discussed. It is taken into consideration that total dispersions are the sum of measurement dispersions and parameter variation dispersions themselves. Approaches to all dispersions determination are described. It is shown that the least square fit gives inconsistent estimation for industrial objects and processes. The correction methods by taking into account comparable measurement errors for both variable give an opportunity to obtain consistent estimation for the regression equation parameters. The condition of the correction technique application expediency is given. The technique for determination of nonlinear regression dependences taking into account the dependence form and comparable errors of both variables is described. 6 refs., 1 tab

Time-adaptive quantile regression

DEFF Research Database (Denmark)

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

2008-01-01

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......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...... 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....

Construction of risk prediction model of type 2 diabetes mellitus based on logistic regression

Directory of Open Access Journals (Sweden)

Li Jian

2017-01-01

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.

THE REGRESSION MODEL OF IRAN LIBRARIES ORGANIZATIONAL CLIMATE

OpenAIRE

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

2015-01-01

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 pr...

Casemix funding for a specialist paediatrics hospital: a hedonic regression approach.

Science.gov (United States)

Bridges, J F; Hanson, R M

2000-01-01

This paper inquires into the effects that Diagnosis Related Groups (DRGs) have had on the ability to explain patient-level costs in a specialist paediatrics hospital. Two hedonic models are estimated using 1996/97 New Children's Hospital (NCH) patient level cost data, one with and one without a casemix index (CMI). The results show that the inclusion of a casemix index as an explanatory variable leads to a better accounting of cost. The full hedonic model is then used to simulate a funding model for the 1997/98 NCH cost data. These costs are highly correlated with the actual costs reported for that year. In addition, univariate regression indicates that there has been inflation in costs in the order of 4.8% between the two years. In conclusion, hedonic analysis can provide valuable evidence for the design of funding models that account for casemix.

Spatial correlation in Bayesian logistic regression with misclassification

DEFF Research Database (Denmark)

Bihrmann, Kristine; Toft, Nils; Nielsen, Søren Saxmose

2014-01-01

Standard logistic regression assumes that the outcome is measured perfectly. In practice, this is often not the case, which could lead to biased estimates if not accounted for. This study presents Bayesian logistic regression with adjustment for misclassification of the outcome applied to data...

Harmonic regression of Landsat time series for modeling attributes from national forest inventory data

Science.gov (United States)

Wilson, Barry T.; Knight, Joseph F.; McRoberts, Ronald E.

2018-03-01

Imagery from the Landsat Program has been used frequently as a source of auxiliary data for modeling land cover, as well as a variety of attributes associated with tree cover. With ready access to all scenes in the archive since 2008 due to the USGS Landsat Data Policy, new approaches to deriving such auxiliary data from dense Landsat time series are required. Several methods have previously been developed for use with finer temporal resolution imagery (e.g. AVHRR and MODIS), including image compositing and harmonic regression using Fourier series. The manuscript presents a study, using Minnesota, USA during the years 2009-2013 as the study area and timeframe. The study examined the relative predictive power of land cover models, in particular those related to tree cover, using predictor variables based solely on composite imagery versus those using estimated harmonic regression coefficients. The study used two common non-parametric modeling approaches (i.e. k-nearest neighbors and random forests) for fitting classification and regression models of multiple attributes measured on USFS Forest Inventory and Analysis plots using all available Landsat imagery for the study area and timeframe. The estimated Fourier coefficients developed by harmonic regression of tasseled cap transformation time series data were shown to be correlated with land cover, including tree cover. Regression models using estimated Fourier coefficients as predictor variables showed a two- to threefold increase in explained variance for a small set of continuous response variables, relative to comparable models using monthly image composites. Similarly, the overall accuracies of classification models using the estimated Fourier coefficients were approximately 10-20 percentage points higher than the models using the image composites, with corresponding individual class accuracies between six and 45 percentage points higher.

An appraisal of convergence failures in the application of logistic regression model in published manuscripts.

Science.gov (United States)

Yusuf, O B; Bamgboye, E A; Afolabi, R F; Shodimu, M A

2014-09-01

Logistic regression model is widely used in health research for description and predictive purposes. Unfortunately, most researchers are sometimes not aware that the underlying principles of the techniques have failed when the algorithm for maximum likelihood does not converge. Young researchers particularly postgraduate students may not know why separation problem whether quasi or complete occurs, how to identify it and how to fix it. This study was designed to critically evaluate convergence issues in articles that employed logistic regression analysis published in an African Journal of Medicine and medical sciences between 2004 and 2013. Problems of quasi or complete separation were described and were illustrated with the National Demographic and Health Survey dataset. A critical evaluation of articles that employed logistic regression was conducted. A total of 581 articles was reviewed, of which 40 (6.9%) used binary logistic regression. Twenty-four (60.0%) stated the use of logistic regression model in the methodology while none of the articles assessed model fit. Only 3 (12.5%) properly described the procedures. Of the 40 that used the logistic regression model, the problem of convergence occurred in 6 (15.0%) of the articles. Logistic regression tends to be poorly reported in studies published between 2004 and 2013. Our findings showed that the procedure may not be well understood by researchers since very few described the process in their reports and may be totally unaware of the problem of convergence or how to deal with it.

Modeling of the Monthly Rainfall-Runoff Process Through Regressions

Directory of Open Access Journals (Sweden)

Campos-Aranda Daniel Francisco

2014-10-01

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.

Genetic evaluation of European quails by random regression models

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Flaviana Miranda Gonçalves

2012-09-01

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.

Significance tests to determine the direction of effects in linear regression models.

Science.gov (United States)

Wiedermann, Wolfgang; Hagmann, Michael; von Eye, Alexander

2015-02-01

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. © 2014 The British Psychological Society.

Improving the Prediction of Total Surgical Procedure Time Using Linear Regression Modeling

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Eric R. Edelman

2017-06-01

Full Text Available For efficient utilization of operating rooms (ORs, accurate schedules of assigned block time and sequences of patient cases need to be made. The quality of these planning tools is dependent on the accurate prediction of total procedure time (TPT per case. In this paper, we attempt to improve the accuracy of TPT predictions by using linear regression models based on estimated surgeon-controlled time (eSCT and other variables relevant to TPT. We extracted data from a Dutch benchmarking database of all surgeries performed in six academic hospitals in The Netherlands from 2012 till 2016. The final dataset consisted of 79,983 records, describing 199,772 h of total OR time. Potential predictors of TPT that were included in the subsequent analysis were eSCT, patient age, type of operation, American Society of Anesthesiologists (ASA physical status classification, and type of anesthesia used. First, we computed the predicted TPT based on a previously described fixed ratio model for each record, multiplying eSCT by 1.33. This number is based on the research performed by van Veen-Berkx et al., which showed that 33% of SCT is generally a good approximation of anesthesia-controlled time (ACT. We then systematically tested all possible linear regression models to predict TPT using eSCT in combination with the other available independent variables. In addition, all regression models were again tested without eSCT as a predictor to predict ACT separately (which leads to TPT by adding SCT. TPT was most accurately predicted using a linear regression model based on the independent variables eSCT, type of operation, ASA classification, and type of anesthesia. This model performed significantly better than the fixed ratio model and the method of predicting ACT separately. Making use of these more accurate predictions in planning and sequencing algorithms may enable an increase in utilization of ORs, leading to significant financial and productivity related

Improving the Prediction of Total Surgical Procedure Time Using Linear Regression Modeling.

Science.gov (United States)

Edelman, Eric R; van Kuijk, Sander M J; Hamaekers, Ankie E W; de Korte, Marcel J M; van Merode, Godefridus G; Buhre, Wolfgang F F A

2017-01-01

For efficient utilization of operating rooms (ORs), accurate schedules of assigned block time and sequences of patient cases need to be made. The quality of these planning tools is dependent on the accurate prediction of total procedure time (TPT) per case. In this paper, we attempt to improve the accuracy of TPT predictions by using linear regression models based on estimated surgeon-controlled time (eSCT) and other variables relevant to TPT. We extracted data from a Dutch benchmarking database of all surgeries performed in six academic hospitals in The Netherlands from 2012 till 2016. The final dataset consisted of 79,983 records, describing 199,772 h of total OR time. Potential predictors of TPT that were included in the subsequent analysis were eSCT, patient age, type of operation, American Society of Anesthesiologists (ASA) physical status classification, and type of anesthesia used. First, we computed the predicted TPT based on a previously described fixed ratio model for each record, multiplying eSCT by 1.33. This number is based on the research performed by van Veen-Berkx et al., which showed that 33% of SCT is generally a good approximation of anesthesia-controlled time (ACT). We then systematically tested all possible linear regression models to predict TPT using eSCT in combination with the other available independent variables. In addition, all regression models were again tested without eSCT as a predictor to predict ACT separately (which leads to TPT by adding SCT). TPT was most accurately predicted using a linear regression model based on the independent variables eSCT, type of operation, ASA classification, and type of anesthesia. This model performed significantly better than the fixed ratio model and the method of predicting ACT separately. Making use of these more accurate predictions in planning and sequencing algorithms may enable an increase in utilization of ORs, leading to significant financial and productivity related benefits.

Methods for estimating disease transmission rates: Evaluating the precision of Poisson regression and two novel methods

DEFF Research Database (Denmark)

Kirkeby, Carsten Thure; Hisham Beshara Halasa, Tariq; Gussmann, Maya Katrin

2017-01-01

the transmission rate. We use data from the two simulation models and vary the sampling intervals and the size of the population sampled. We devise two new methods to determine transmission rate, and compare these to the frequently used Poisson regression method in both epidemic and endemic situations. For most...... tested scenarios these new methods perform similar or better than Poisson regression, especially in the case of long sampling intervals. We conclude that transmission rate estimates are easily biased, which is important to take into account when using these rates in simulation models....

Linearity and Misspecification Tests for Vector Smooth Transition Regression Models

DEFF Research Database (Denmark)

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...

Regression models for linking patterns of growth to a later outcome: infant growth and childhood overweight

Directory of Open Access Journals (Sweden)

Andrew K. Wills

2016-04-01

Full Text Available Abstract Background Regression models are widely used to link serial measures of anthropometric size or changes in size to a later outcome. Different parameterisations of these models enable one to target different questions about the effect of growth, however, their interpretation can be challenging. Our objective was to formulate and classify several sets of parameterisations by their underlying growth pattern contrast, and to discuss their utility using an expository example. Methods We describe and classify five sets of model parameterisations in accordance with their underlying growth pattern contrast (conditional growth; being bigger v being smaller; becoming bigger and staying bigger; growing faster v being bigger; becoming and staying bigger versus being bigger. The contrasts are estimated by including different sets of repeated measures of size and changes in size in a regression model. We illustrate these models in the setting of linking infant growth (measured on 6 occasions: birth, 6 weeks, 3, 6, 12 and 24 months in weight-for-height-for-age z-scores to later childhood overweight at 8y using complete cases from the Norwegian Childhood Growth study (n = 900. Results In our expository example, conditional growth during all periods, becoming bigger in any interval and staying bigger through infancy, and being bigger from birth were all associated with higher odds of later overweight. The highest odds of later overweight occurred for individuals who experienced high conditional growth or became bigger in the 3 to 6 month period and stayed bigger, and those who were bigger from birth to 24 months. Comparisons between periods and between growth patterns require large sample sizes and need to consider how to scale associations to make comparisons fair; with respect to the latter, we show one approach. Conclusion Studies interested in detrimental growth patterns may gain extra insight from reporting several sets of growth pattern

Regularized multivariate regression models with skew-t error distributions

KAUST Repository

Chen, Lianfu

2014-06-01

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.

Quantile regression theory and applications

CERN Document Server

Davino, Cristina; Vistocco, Domenico

2013-01-01

A guide to the implementation and interpretation of Quantile Regression models This book explores the theory and numerous applications of quantile regression, offering empirical data analysis as well as the software tools to implement the methods. The main focus of this book is to provide the reader with a comprehensivedescription of the main issues concerning quantile regression; these include basic modeling, geometrical interpretation, estimation and inference for quantile regression, as well as issues on validity of the model, diagnostic tools. Each methodological aspect is explored and

ON THE EFFECTS OF THE PRESENCE AND METHODS OF THE ELIMINATION HETEROSCEDASTICITY AND AUTOCORRELATION IN THE REGRESSION MODEL

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Nina L. Timofeeva

2014-01-01

Full Text Available The article presents the methodological and technical bases for the creation of regression models that adequately reflect reality. The focus is on methods of removing residual autocorrelation in models. Algorithms eliminating heteroscedasticity and autocorrelation of the regression model residuals: reweighted least squares method, the method of Cochran-Orkutta are given. A model of "pure" regression is build, as well as to compare the effect on the dependent variable of the different explanatory variables when the latter are expressed in different units, a standardized form of the regression equation. The scheme of abatement techniques of heteroskedasticity and autocorrelation for the creation of regression models specific to the social and cultural sphere is developed.

Bias in logistic regression due to imperfect diagnostic test results and practical correction approaches.

Science.gov (United States)

Valle, Denis; Lima, Joanna M Tucker; Millar, Justin; Amratia, Punam; Haque, Ubydul

2015-11-04

Logistic regression is a statistical model widely used in cross-sectional and cohort studies to identify and quantify the effects of potential disease risk factors. However, the impact of imperfect tests on adjusted odds ratios (and thus on the identification of risk factors) is under-appreciated. The purpose of this article is to draw attention to the problem associated with modelling imperfect diagnostic tests, and propose simple Bayesian models to adequately address this issue. A systematic literature review was conducted to determine the proportion of malaria studies that appropriately accounted for false-negatives/false-positives in a logistic regression setting. Inference from the standard logistic regression was also compared with that from three proposed Bayesian models using simulations and malaria data from the western Brazilian Amazon. A systematic literature review suggests that malaria epidemiologists are largely unaware of the problem of using logistic regression to model imperfect diagnostic test results. Simulation results reveal that statistical inference can be substantially improved when using the proposed Bayesian models versus the standard logistic regression. Finally, analysis of original malaria data with one of the proposed Bayesian models reveals that microscopy sensitivity is strongly influenced by how long people have lived in the study region, and an important risk factor (i.e., participation in forest extractivism) is identified that would have been missed by standard logistic regression. Given the numerous diagnostic methods employed by malaria researchers and the ubiquitous use of logistic regression to model the results of these diagnostic tests, this paper provides critical guidelines to improve data analysis practice in the presence of misclassification error. Easy-to-use code that can be readily adapted to WinBUGS is provided, enabling straightforward implementation of the proposed Bayesian models.

Determination of the Static Anthropometric Characteristics of Iranian Microscope Users Via Regression Model

Directory of Open Access Journals (Sweden)

Toktam Balandeh

2016-04-01

Full Text Available Background: Anthropometry is a branch of Ergonomics that considers the measurement and description of the human body dimensions. Accordingly, equipment, environments, and workstations should be designed using user-centered design processes. Anthropometric dimensions differ considerably across gender, race, ethnicity and age, taking into account ergonomic and anthropometric principles. The aim of this study was to determine anthropometric characteristics of microscope users and provide a regression model for anthropometric dimensions. Methods: In this cross-sectional study, anthropometric dimensions (18 dimensions of the microscope users (N=174; 78 males and 96 females in Shiraz were measured. Instruments included a Studio meter, 2 type calipers, adjustable seats, a 40-cm ruler, a tape measure, and scales. The study data were analyzed using SPSS, version 20. Results: The means of male and female microscope users’ age were 31.64±8.86 and 35±10.9 years, respectively and their height were 161.03±6.87cm and 174.81±5.45cm, respectively. The results showed that sitting and standing eye height and sitting horizontal range of accessibility had a significant correlation with stature. Conclusion: The established anthropometric database can be used as a source for designing workstations for working with microscopes in this group of users. The regression analysis showed that three dimensions, i.e. standing eye height, sitting eye height, and horizontal range of accessibility sitting had a significant correlation with stature. Therefore, given one’s stature, these dimensions can be obtained with less measurement.

Spatial Quantile Regression In Analysis Of Healthy Life Years In The European Union Countries

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Trzpiot Grażyna

2016-12-01

Full Text Available The paper investigates the impact of the selected factors on the healthy life years of men and women in the EU countries. The multiple quantile spatial autoregression models are used in order to account for substantial differences in the healthy life years and life quality across the EU members. Quantile regression allows studying dependencies between variables in different quantiles of the response distribution. Moreover, this statistical tool is robust against violations of the classical regression assumption about the distribution of the error term. Parameters of the models were estimated using instrumental variable method (Kim, Muller 2004, whereas the confidence intervals and p-values were bootstrapped.

The use of logistic regression in modelling the distributions of bird ...

African Journals Online (AJOL)

The method of logistic regression was used to model the observed geographical distribution patterns of bird species in Swaziland in relation to a set of environmental variables. Reporting rates derived from bird atlas data are used as an index of population densities. This is justified in part by the success of the modelling ...

Modeling Tetanus Neonatorum case using the regression of negative binomial and zero-inflated negative binomial

Science.gov (United States)

Amaliana, Luthfatul; Sa'adah, Umu; Wayan Surya Wardhani, Ni

2017-12-01

Tetanus Neonatorum is an infectious disease that can be prevented by immunization. The number of Tetanus Neonatorum cases in East Java Province is the highest in Indonesia until 2015. Tetanus Neonatorum data contain over dispersion and big enough proportion of zero-inflation. Negative Binomial (NB) regression is an alternative method when over dispersion happens in Poisson regression. However, the data containing over dispersion and zero-inflation are more appropriately analyzed by using Zero-Inflated Negative Binomial (ZINB) regression. The purpose of this study are: (1) to model Tetanus Neonatorum cases in East Java Province with 71.05 percent proportion of zero-inflation by using NB and ZINB regression, (2) to obtain the best model. The result of this study indicates that ZINB is better than NB regression with smaller AIC.

Modeling Information Content Via Dirichlet-Multinomial Regression Analysis.

Science.gov (United States)

Ferrari, Alberto

2017-01-01

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.

The CARE model of social accountability: promoting cultural change.

Science.gov (United States)

Meili, Ryan; Ganem-Cuenca, Alejandra; Leung, Jannie Wing-sea; Zaleschuk, Donna

2011-09-01

On the 10th anniversary of Health Canada and the Association of Faculties of Medicine of Canada's publication in 2001 of Social Accountability: A Vision for Canadian Medical Schools, the authors review the progress at one Canadian medical school, the College of Medicine at the University of Saskatchewan, in developing a culture of social accountability. They review the changes that have made the medical school more socially accountable and the steps taken to make those changes possible. In response to calls for socially accountable medical schools, the College of Medicine created a Social Accountability Committee to oversee the integration of these principles into the college. The committee developed the CARE model (Clinical activity, Advocacy, Research, Education and training) as a guiding tool for social accountability initiatives toward priority health concerns and as a means of evaluation. Diverse faculty and student committees have emerged as a result and have had far-reaching impacts on the college and communities: from changes in curricula and admissions to community programming and international educational experiences. Although a systematic assessment of the CARE model is needed, early evidence shows that the most significant effects can be found in the cultural shift in the college, most notably among students. The CARE model may serve as an important example for other educational institutions in the development of health practitioners and research that is responsive to the needs of their communities.

Application of a predictive Bayesian model to environmental accounting.

Science.gov (United States)

Anex, R P; Englehardt, J D

2001-03-30

Environmental accounting techniques are intended to capture important environmental costs and benefits that are often overlooked in standard accounting practices. Environmental accounting methods themselves often ignore or inadequately represent large but highly uncertain environmental costs and costs conditioned by specific prior events. Use of a predictive Bayesian model is demonstrated for the assessment of such highly uncertain environmental and contingent costs. The predictive Bayesian approach presented generates probability distributions for the quantity of interest (rather than parameters thereof). A spreadsheet implementation of a previously proposed predictive Bayesian model, extended to represent contingent costs, is described and used to evaluate whether a firm should undertake an accelerated phase-out of its PCB containing transformers. Variability and uncertainty (due to lack of information) in transformer accident frequency and severity are assessed simultaneously using a combination of historical accident data, engineering model-based cost estimates, and subjective judgement. Model results are compared using several different risk measures. Use of the model for incorporation of environmental risk management into a company's overall risk management strategy is discussed.

Predicting 30-day Hospital Readmission with Publicly Available Administrative Database. A Conditional Logistic Regression Modeling Approach.

Science.gov (United States)

Zhu, K; Lou, Z; Zhou, J; Ballester, N; Kong, N; Parikh, P

2015-01-01

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

Notes on power of normality tests of error terms in regression models

International Nuclear Information System (INIS)

Střelec, Luboš

2015-01-01

Normality is one of the basic assumptions in applying statistical procedures. For example in linear regression most of the inferential procedures are based on the assumption of normality, i.e. the disturbance vector is assumed to be normally distributed. Failure to assess non-normality of the error terms may lead to incorrect results of usual statistical inference techniques such as t-test or F-test. Thus, error terms should be normally distributed in order to allow us to make exact inferences. As a consequence, normally distributed stochastic errors are necessary in order to make a not misleading inferences which explains a necessity and importance of robust tests of normality. Therefore, the aim of this contribution is to discuss normality testing of error terms in regression models. In this contribution, we introduce the general RT class of robust tests for normality, and present and discuss the trade-off between power and robustness of selected classical and robust normality tests of error terms in regression models

Notes on power of normality tests of error terms in regression models

Energy Technology Data Exchange (ETDEWEB)

Střelec, Luboš [Department of Statistics and Operation Analysis, Faculty of Business and Economics, Mendel University in Brno, Zemědělská 1, Brno, 61300 (Czech Republic)

2015-03-10

Normality is one of the basic assumptions in applying statistical procedures. For example in linear regression most of the inferential procedures are based on the assumption of normality, i.e. the disturbance vector is assumed to be normally distributed. Failure to assess non-normality of the error terms may lead to incorrect results of usual statistical inference techniques such as t-test or F-test. Thus, error terms should be normally distributed in order to allow us to make exact inferences. As a consequence, normally distributed stochastic errors are necessary in order to make a not misleading inferences which explains a necessity and importance of robust tests of normality. Therefore, the aim of this contribution is to discuss normality testing of error terms in regression models. In this contribution, we introduce the general RT class of robust tests for normality, and present and discuss the trade-off between power and robustness of selected classical and robust normality tests of error terms in regression models.

Online Statistical Modeling (Regression Analysis) for Independent Responses

Science.gov (United States)

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

2017-06-01

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.

The Transmuted Geometric-Weibull distribution: Properties, Characterizations and Regression Models

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Zohdy M Nofal

2017-06-01

Full Text Available We propose a new lifetime model called the transmuted geometric-Weibull distribution. Some of its structural properties including ordinary and incomplete moments, quantile and generating functions, probability weighted moments, Rényi and q-entropies and order statistics are derived. The maximum likelihood method is discussed to estimate the model parameters by means of Monte Carlo simulation study. A new location-scale regression model is introduced based on the proposed distribution. The new distribution is applied to two real data sets to illustrate its flexibility. Empirical results indicate that proposed distribution can be alternative model to other lifetime models available in the literature for modeling real data in many areas.

Credit Scoring Problem Based on Regression Analysis

OpenAIRE

Khassawneh, Bashar Suhil Jad Allah

2014-01-01

ABSTRACT: This thesis provides an explanatory introduction to the regression models of data mining and contains basic definitions of key terms in the linear, multiple and logistic regression models. Meanwhile, the aim of this study is to illustrate fitting models for the credit scoring problem using simple linear, multiple linear and logistic regression models and also to analyze the found model functions by statistical tools. Keywords: Data mining, linear regression, logistic regression....

Conditional Monte Carlo randomization tests for regression models.

Science.gov (United States)

Parhat, Parwen; Rosenberger, William F; Diao, Guoqing

2014-08-15

We discuss the computation of randomization tests for clinical trials of two treatments when the primary outcome is based on a regression model. We begin by revisiting the seminal paper of Gail, Tan, and Piantadosi (1988), and then describe a method based on Monte Carlo generation of randomization sequences. The tests based on this Monte Carlo procedure are design based, in that they incorporate the particular randomization procedure used. We discuss permuted block designs, complete randomization, and biased coin designs. We also use a new technique by Plamadeala and Rosenberger (2012) for simple computation of conditional randomization tests. Like Gail, Tan, and Piantadosi, we focus on residuals from generalized linear models and martingale residuals from survival models. Such techniques do not apply to longitudinal data analysis, and we introduce a method for computation of randomization tests based on the predicted rate of change from a generalized linear mixed model when outcomes are longitudinal. We show, by simulation, that these randomization tests preserve the size and power well under model misspecification. Copyright © 2014 John Wiley & Sons, Ltd.

Use of multiple linear regression and logistic regression models to investigate changes in birthweight for term singleton infants in Scotland.

Science.gov (United States)

Bonellie, Sandra R

2012-10-01

To illustrate the use of regression and logistic regression models to investigate changes over time in size of babies particularly in relation to social deprivation, age of the mother and smoking. Mean birthweight has been found to be increasing in many countries in recent years, but there are still a group of babies who are born with low birthweights. Population-based retrospective cohort study. Multiple linear regression and logistic regression models are used to analyse data on term 'singleton births' from Scottish hospitals between 1994-2003. Mothers who smoke are shown to give birth to lighter babies on average, a difference of approximately 0.57 Standard deviations lower (95% confidence interval. 0.55-0.58) when adjusted for sex and parity. These mothers are also more likely to have babies that are low birthweight (odds ratio 3.46, 95% confidence interval 3.30-3.63) compared with non-smokers. Low birthweight is 30% more likely where the mother lives in the most deprived areas compared with the least deprived, (odds ratio 1.30, 95% confidence interval 1.21-1.40). Smoking during pregnancy is shown to have a detrimental effect on the size of infants at birth. This effect explains some, though not all, of the observed socioeconomic birthweight. It also explains much of the observed birthweight differences by the age of the mother.   Identifying mothers at greater risk of having a low birthweight baby as important implications for the care and advice this group receives. © 2012 Blackwell Publishing Ltd.