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Sample records for variable regression 4-level

  1. Latent Variable Regression 4-Level Hierarchical Model Using Multisite Multiple-Cohorts Longitudinal Data. CRESST Report 801

    Science.gov (United States)

    Choi, Kilchan

    2011-01-01

    This report explores a new latent variable regression 4-level hierarchical model for monitoring school performance over time using multisite multiple-cohorts longitudinal data. This kind of data set has a 4-level hierarchical structure: time-series observation nested within students who are nested within different cohorts of students. These…

  2. 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

  3. Variable and subset selection in PLS regression

    DEFF Research Database (Denmark)

    Høskuldsson, Agnar

    2001-01-01

    The purpose of this paper is to present some useful methods for introductory analysis of variables and subsets in relation to PLS regression. We present here methods that are efficient in finding the appropriate variables or subset to use in the PLS regression. The general conclusion...... is that variable selection is important for successful analysis of chemometric data. An important aspect of the results presented is that lack of variable selection can spoil the PLS regression, and that cross-validation measures using a test set can show larger variation, when we use different subsets of X, than...

  4. transformation of independent variables in polynomial regression ...

    African Journals Online (AJOL)

    Ada

    preferable when possible to work with a simple functional form in transformed variables rather than with a more complicated form in the original variables. In this paper, it is shown that linear transformations applied to independent variables in polynomial regression models affect the t ratio and hence the statistical ...

  5. Purposeful selection of variables in logistic regression

    Directory of Open Access Journals (Sweden)

    Williams David Keith

    2008-12-01

    Full Text Available Abstract Background The main problem in many model-building situations is to choose from a large set of covariates those that should be included in the "best" model. A decision to keep a variable in the model might be based on the clinical or statistical significance. There are several variable selection algorithms in existence. Those methods are mechanical and as such carry some limitations. Hosmer and Lemeshow describe a purposeful selection of covariates within which an analyst makes a variable selection decision at each step of the modeling process. Methods In this paper we introduce an algorithm which automates that process. We conduct a simulation study to compare the performance of this algorithm with three well documented variable selection procedures in SAS PROC LOGISTIC: FORWARD, BACKWARD, and STEPWISE. Results We show that the advantage of this approach is when the analyst is interested in risk factor modeling and not just prediction. In addition to significant covariates, this variable selection procedure has the capability of retaining important confounding variables, resulting potentially in a slightly richer model. Application of the macro is further illustrated with the Hosmer and Lemeshow Worchester Heart Attack Study (WHAS data. Conclusion If an analyst is in need of an algorithm that will help guide the retention of significant covariates as well as confounding ones they should consider this macro as an alternative tool.

  6. Penalized variable selection in competing risks regression.

    Science.gov (United States)

    Fu, Zhixuan; Parikh, Chirag R; Zhou, Bingqing

    2017-07-01

    Penalized variable selection methods have been extensively studied for standard time-to-event data. Such methods cannot be directly applied when subjects are at risk of multiple mutually exclusive events, known as competing risks. The proportional subdistribution hazard (PSH) model proposed by Fine and Gray (J Am Stat Assoc 94:496-509, 1999) has become a popular semi-parametric model for time-to-event data with competing risks. It allows for direct assessment of covariate effects on the cumulative incidence function. In this paper, we propose a general penalized variable selection strategy that simultaneously handles variable selection and parameter estimation in the PSH model. We rigorously establish the asymptotic properties of the proposed penalized estimators and modify the coordinate descent algorithm for implementation. Simulation studies are conducted to demonstrate the good performance of the proposed method. Data from deceased donor kidney transplants from the United Network of Organ Sharing illustrate the utility of the proposed method.

  7. How Robust Is Linear Regression with Dummy Variables?

    Science.gov (United States)

    Blankmeyer, Eric

    2006-01-01

    Researchers in education and the social sciences make extensive use of linear regression models in which the dependent variable is continuous-valued while the explanatory variables are a combination of continuous-valued regressors and dummy variables. The dummies partition the sample into groups, some of which may contain only a few observations.…

  8. Variable Selection for Regression Models of Percentile Flows

    Science.gov (United States)

    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

  9. Regression calibration with more surrogates than mismeasured variables

    KAUST Repository

    Kipnis, Victor

    2012-06-29

    In a recent paper (Weller EA, Milton DK, Eisen EA, Spiegelman D. Regression calibration for logistic regression with multiple surrogates for one exposure. Journal of Statistical Planning and Inference 2007; 137: 449-461), the authors discussed fitting logistic regression models when a scalar main explanatory variable is measured with error by several surrogates, that is, a situation with more surrogates than variables measured with error. They compared two methods of adjusting for measurement error using a regression calibration approximate model as if it were exact. One is the standard regression calibration approach consisting of substituting an estimated conditional expectation of the true covariate given observed data in the logistic regression. The other is a novel two-stage approach when the logistic regression is fitted to multiple surrogates, and then a linear combination of estimated slopes is formed as the estimate of interest. Applying estimated asymptotic variances for both methods in a single data set with some sensitivity analysis, the authors asserted superiority of their two-stage approach. We investigate this claim in some detail. A troubling aspect of the proposed two-stage method is that, unlike standard regression calibration and a natural form of maximum likelihood, the resulting estimates are not invariant to reparameterization of nuisance parameters in the model. We show, however, that, under the regression calibration approximation, the two-stage method is asymptotically equivalent to a maximum likelihood formulation, and is therefore in theory superior to standard regression calibration. However, our extensive finite-sample simulations in the practically important parameter space where the regression calibration model provides a good approximation failed to uncover such superiority of the two-stage method. We also discuss extensions to different data structures.

  10. Regression calibration with more surrogates than mismeasured variables

    KAUST Repository

    Kipnis, Victor; Midthune, Douglas; Freedman, Laurence S.; Carroll, Raymond J.

    2012-01-01

    In a recent paper (Weller EA, Milton DK, Eisen EA, Spiegelman D. Regression calibration for logistic regression with multiple surrogates for one exposure. Journal of Statistical Planning and Inference 2007; 137: 449-461), the authors discussed fitting logistic regression models when a scalar main explanatory variable is measured with error by several surrogates, that is, a situation with more surrogates than variables measured with error. They compared two methods of adjusting for measurement error using a regression calibration approximate model as if it were exact. One is the standard regression calibration approach consisting of substituting an estimated conditional expectation of the true covariate given observed data in the logistic regression. The other is a novel two-stage approach when the logistic regression is fitted to multiple surrogates, and then a linear combination of estimated slopes is formed as the estimate of interest. Applying estimated asymptotic variances for both methods in a single data set with some sensitivity analysis, the authors asserted superiority of their two-stage approach. We investigate this claim in some detail. A troubling aspect of the proposed two-stage method is that, unlike standard regression calibration and a natural form of maximum likelihood, the resulting estimates are not invariant to reparameterization of nuisance parameters in the model. We show, however, that, under the regression calibration approximation, the two-stage method is asymptotically equivalent to a maximum likelihood formulation, and is therefore in theory superior to standard regression calibration. However, our extensive finite-sample simulations in the practically important parameter space where the regression calibration model provides a good approximation failed to uncover such superiority of the two-stage method. We also discuss extensions to different data structures.

  11. 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.

  12. Interpreting Multiple Linear Regression: A Guidebook of Variable Importance

    Science.gov (United States)

    Nathans, Laura L.; Oswald, Frederick L.; Nimon, Kim

    2012-01-01

    Multiple regression (MR) analyses are commonly employed in social science fields. It is also common for interpretation of results to typically reflect overreliance on beta weights, often resulting in very limited interpretations of variable importance. It appears that few researchers employ other methods to obtain a fuller understanding of what…

  13. Variable selection in Logistic regression model with genetic algorithm.

    Science.gov (United States)

    Zhang, Zhongheng; Trevino, Victor; Hoseini, Sayed Shahabuddin; Belciug, Smaranda; Boopathi, Arumugam Manivanna; Zhang, Ping; Gorunescu, Florin; Subha, Velappan; Dai, Songshi

    2018-02-01

    Variable or feature selection is one of the most important steps in model specification. Especially in the case of medical-decision making, the direct use of a medical database, without a previous analysis and preprocessing step, is often counterproductive. In this way, the variable selection represents the method of choosing the most relevant attributes from the database in order to build a robust learning models and, thus, to improve the performance of the models used in the decision process. In biomedical research, the purpose of variable selection is to select clinically important and statistically significant variables, while excluding unrelated or noise variables. A variety of methods exist for variable selection, but none of them is without limitations. For example, the stepwise approach, which is highly used, adds the best variable in each cycle generally producing an acceptable set of variables. Nevertheless, it is limited by the fact that it commonly trapped in local optima. The best subset approach can systematically search the entire covariate pattern space, but the solution pool can be extremely large with tens to hundreds of variables, which is the case in nowadays clinical data. Genetic algorithms (GA) are heuristic optimization approaches and can be used for variable selection in multivariable regression models. This tutorial paper aims to provide a step-by-step approach to the use of GA in variable selection. The R code provided in the text can be extended and adapted to other data analysis needs.

  14. Bayesian approach to errors-in-variables in regression models

    Science.gov (United States)

    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.

  15. Exhaustive Search for Sparse Variable Selection in Linear Regression

    Science.gov (United States)

    Igarashi, Yasuhiko; Takenaka, Hikaru; Nakanishi-Ohno, Yoshinori; Uemura, Makoto; Ikeda, Shiro; Okada, Masato

    2018-04-01

    We propose a K-sparse exhaustive search (ES-K) method and a K-sparse approximate exhaustive search method (AES-K) for selecting variables in linear regression. With these methods, K-sparse combinations of variables are tested exhaustively assuming that the optimal combination of explanatory variables is K-sparse. By collecting the results of exhaustively computing ES-K, various approximate methods for selecting sparse variables can be summarized as density of states. With this density of states, we can compare different methods for selecting sparse variables such as relaxation and sampling. For large problems where the combinatorial explosion of explanatory variables is crucial, the AES-K method enables density of states to be effectively reconstructed by using the replica-exchange Monte Carlo method and the multiple histogram method. Applying the ES-K and AES-K methods to type Ia supernova data, we confirmed the conventional understanding in astronomy when an appropriate K is given beforehand. However, we found the difficulty to determine K from the data. Using virtual measurement and analysis, we argue that this is caused by data shortage.

  16. Integrated Multiscale Latent Variable Regression and Application to Distillation Columns

    Directory of Open Access Journals (Sweden)

    Muddu Madakyaru

    2013-01-01

    Full Text Available Proper control of distillation columns requires estimating some key variables that are challenging to measure online (such as compositions, which are usually estimated using inferential models. Commonly used inferential models include latent variable regression (LVR techniques, such as principal component regression (PCR, partial least squares (PLS, and regularized canonical correlation analysis (RCCA. Unfortunately, measured practical data are usually contaminated with errors, which degrade the prediction abilities of inferential models. Therefore, noisy measurements need to be filtered to enhance the prediction accuracy of these models. Multiscale filtering has been shown to be a powerful feature extraction tool. In this work, the advantages of multiscale filtering are utilized to enhance the prediction accuracy of LVR models by developing an integrated multiscale LVR (IMSLVR modeling algorithm that integrates modeling and feature extraction. The idea behind the IMSLVR modeling algorithm is to filter the process data at different decomposition levels, model the filtered data from each level, and then select the LVR model that optimizes a model selection criterion. The performance of the developed IMSLVR algorithm is illustrated using three examples, one using synthetic data, one using simulated distillation column data, and one using experimental packed bed distillation column data. All examples clearly demonstrate the effectiveness of the IMSLVR algorithm over the conventional methods.

  17. Two-step variable selection in quantile regression models

    Directory of Open Access Journals (Sweden)

    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.

  18. Régression orthogonale de trois variables liées Orthogonal Regression of Linked Variables

    Directory of Open Access Journals (Sweden)

    Phelizon J. -F.

    2006-11-01

    Full Text Available On propose dans cet article un algorithme permettant de déterminer les paramètres de l'équation de régression orthogonale de trois variables liées par une relation linéaire. Cet algorithme est remarquablement simple puisqu'il n'implique pas de devoir calculer les valeurs propres de la matrice des covariances. D'autre part, on montre que l'équation obtenue (celle d'une droite dans l'espace à trois dimensions caractérise aussi une droite dans un diagramme triangulaire, ce qui rend l'interprétation des résultats immédiate. L'exposé théorique se poursuit par deux exemples qui ont été effectivement testés sur ordinateur. This article proposes on algorithm for determining the parameters of the equation for the orthogonal regression of three variables linked by a linear relation. This algorithm is remarkably simple in that il does not require the actual values of the covariance matrix to be calculated. In addition, the equation obtained (for a straight line in three-dimensional space is shown to characterize a straight line in a triang ular diagram as well, thus making il immediately possible ta interpret the resulis. The theoretical explanation continues with two examples that were actually tried out on a computer.

  19. The number of subjects per variable required in linear regression analyses

    NARCIS (Netherlands)

    P.C. Austin (Peter); E.W. Steyerberg (Ewout)

    2015-01-01

    textabstractObjectives To determine the number of independent variables that can be included in a linear regression model. Study Design and Setting We used a series of Monte Carlo simulations to examine the impact of the number of subjects per variable (SPV) on the accuracy of estimated regression

  20. Independent variable complexity for regional regression of the flow duration curve in ungauged basins

    Science.gov (United States)

    Fouad, Geoffrey; Skupin, André; Hope, Allen

    2016-04-01

    The flow duration curve (FDC) is one of the most widely used tools to quantify streamflow. Its percentile flows are often required for water resource applications, but these values must be predicted for ungauged basins with insufficient or no streamflow data. Regional regression is a commonly used approach for predicting percentile flows that involves identifying hydrologic regions and calibrating regression models to each region. The independent variables used to describe the physiographic and climatic setting of the basins are a critical component of regional regression, yet few studies have investigated their effect on resulting predictions. In this study, the complexity of the independent variables needed for regional regression is investigated. Different levels of variable complexity are applied for a regional regression consisting of 918 basins in the US. Both the hydrologic regions and regression models are determined according to the different sets of variables, and the accuracy of resulting predictions is assessed. The different sets of variables include (1) a simple set of three variables strongly tied to the FDC (mean annual precipitation, potential evapotranspiration, and baseflow index), (2) a traditional set of variables describing the average physiographic and climatic conditions of the basins, and (3) a more complex set of variables extending the traditional variables to include statistics describing the distribution of physiographic data and temporal components of climatic data. The latter set of variables is not typically used in regional regression, and is evaluated for its potential to predict percentile flows. The simplest set of only three variables performed similarly to the other more complex sets of variables. Traditional variables used to describe climate, topography, and soil offered little more to the predictions, and the experimental set of variables describing the distribution of basin data in more detail did not improve predictions

  1. 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.

    Science.gov (United States)

    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

  2. Avoiding and Correcting Bias in Score-Based Latent Variable Regression with Discrete Manifest Items

    Science.gov (United States)

    Lu, Irene R. R.; Thomas, D. Roland

    2008-01-01

    This article considers models involving a single structural equation with latent explanatory and/or latent dependent variables where discrete items are used to measure the latent variables. Our primary focus is the use of scores as proxies for the latent variables and carrying out ordinary least squares (OLS) regression on such scores to estimate…

  3. Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection

    KAUST Repository

    Chen, Lisha; Huang, Jianhua Z.

    2012-01-01

    and hence improves predictive accuracy. We propose to select relevant variables for reduced-rank regression by using a sparsity-inducing penalty. We apply a group-lasso type penalty that treats each row of the matrix of the regression coefficients as a group

  4. Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection

    KAUST Repository

    Chen, Lisha

    2012-12-01

    The reduced-rank regression is an effective method in predicting multiple response variables from the same set of predictor variables. It reduces the number of model parameters and takes advantage of interrelations between the response variables and hence improves predictive accuracy. We propose to select relevant variables for reduced-rank regression by using a sparsity-inducing penalty. We apply a group-lasso type penalty that treats each row of the matrix of the regression coefficients as a group and show that this penalty satisfies certain desirable invariance properties. We develop two numerical algorithms to solve the penalized regression problem and establish the asymptotic consistency of the proposed method. In particular, the manifold structure of the reduced-rank regression coefficient matrix is considered and studied in our theoretical analysis. In our simulation study and real data analysis, the new method is compared with several existing variable selection methods for multivariate regression and exhibits competitive performance in prediction and variable selection. © 2012 American Statistical Association.

  5. Statistical methods and regression analysis of stratospheric ozone and meteorological variables in Isfahan

    Science.gov (United States)

    Hassanzadeh, S.; Hosseinibalam, F.; Omidvari, M.

    2008-04-01

    Data of seven meteorological variables (relative humidity, wet temperature, dry temperature, maximum temperature, minimum temperature, ground temperature and sun radiation time) and ozone values have been used for statistical analysis. Meteorological variables and ozone values were analyzed using both multiple linear regression and principal component methods. Data for the period 1999-2004 are analyzed jointly using both methods. For all periods, temperature dependent variables were highly correlated, but were all negatively correlated with relative humidity. Multiple regression analysis was used to fit the meteorological variables using the meteorological variables as predictors. A variable selection method based on high loading of varimax rotated principal components was used to obtain subsets of the predictor variables to be included in the linear regression model of the meteorological variables. In 1999, 2001 and 2002 one of the meteorological variables was weakly influenced predominantly by the ozone concentrations. However, the model did not predict that the meteorological variables for the year 2000 were not influenced predominantly by the ozone concentrations that point to variation in sun radiation. This could be due to other factors that were not explicitly considered in this study.

  6. PATH ANALYSIS WITH LOGISTIC REGRESSION MODELS : EFFECT ANALYSIS OF FULLY RECURSIVE CAUSAL SYSTEMS OF CATEGORICAL VARIABLES

    OpenAIRE

    Nobuoki, Eshima; Minoru, Tabata; Geng, Zhi; Department of Medical Information Analysis, Faculty of Medicine, Oita Medical University; Department of Applied Mathematics, Faculty of Engineering, Kobe University; Department of Probability and Statistics, Peking University

    2001-01-01

    This paper discusses path analysis of categorical variables with logistic regression models. The total, direct and indirect effects in fully recursive causal systems are considered by using model parameters. These effects can be explained in terms of log odds ratios, uncertainty differences, and an inner product of explanatory variables and a response variable. A study on food choice of alligators as a numerical exampleis reanalysed to illustrate the present approach.

  7. The number of subjects per variable required in linear regression analyses.

    Science.gov (United States)

    Austin, Peter C; Steyerberg, Ewout W

    2015-06-01

    To determine the number of independent variables that can be included in a linear regression model. We used a series of Monte Carlo simulations to examine the impact of the number of subjects per variable (SPV) on the accuracy of estimated regression coefficients and standard errors, on the empirical coverage of estimated confidence intervals, and on the accuracy of the estimated R(2) of the fitted model. A minimum of approximately two SPV tended to result in estimation of regression coefficients with relative bias of less than 10%. Furthermore, with this minimum number of SPV, the standard errors of the regression coefficients were accurately estimated and estimated confidence intervals had approximately the advertised coverage rates. A much higher number of SPV were necessary to minimize bias in estimating the model R(2), although adjusted R(2) estimates behaved well. The bias in estimating the model R(2) statistic was inversely proportional to the magnitude of the proportion of variation explained by the population regression model. Linear regression models require only two SPV for adequate estimation of regression coefficients, standard errors, and confidence intervals. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

  8. A Spline-Based Lack-Of-Fit Test for Independent Variable Effect in Poisson Regression.

    Science.gov (United States)

    Li, Chin-Shang; Tu, Wanzhu

    2007-05-01

    In regression analysis of count data, independent variables are often modeled by their linear effects under the assumption of log-linearity. In reality, the validity of such an assumption is rarely tested, and its use is at times unjustifiable. A lack-of-fit test is proposed for the adequacy of a postulated functional form of an independent variable within the framework of semiparametric Poisson regression models based on penalized splines. It offers added flexibility in accommodating the potentially non-loglinear effect of the independent variable. A likelihood ratio test is constructed for the adequacy of the postulated parametric form, for example log-linearity, of the independent variable effect. Simulations indicate that the proposed model performs well, and misspecified parametric model has much reduced power. An example is given.

  9. Robust best linear estimation for regression analysis using surrogate and instrumental variables.

    Science.gov (United States)

    Wang, C Y

    2012-04-01

    We investigate methods for regression analysis when covariates are measured with errors. In a subset of the whole cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies the classical measurement error model, but it may not have repeated measurements. In addition to the surrogate variables that are available among the subjects in the calibration sample, we assume that there is an instrumental variable (IV) that is available for all study subjects. An IV is correlated with the unobserved true exposure variable and hence can be useful in the estimation of the regression coefficients. We propose a robust best linear estimator that uses all the available data, which is the most efficient among a class of consistent estimators. The proposed estimator is shown to be consistent and asymptotically normal under very weak distributional assumptions. For Poisson or linear regression, the proposed estimator is consistent even if the measurement error from the surrogate or IV is heteroscedastic. Finite-sample performance of the proposed estimator is examined and compared with other estimators via intensive simulation studies. The proposed method and other methods are applied to a bladder cancer case-control study.

  10. Solving the Omitted Variables Problem of Regression Analysis Using the Relative Vertical Position of Observations

    Directory of Open Access Journals (Sweden)

    Jonathan E. Leightner

    2012-01-01

    Full Text Available The omitted variables problem is one of regression analysis’ most serious problems. The standard approach to the omitted variables problem is to find instruments, or proxies, for the omitted variables, but this approach makes strong assumptions that are rarely met in practice. This paper introduces best projection reiterative truncated projected least squares (BP-RTPLS, the third generation of a technique that solves the omitted variables problem without using proxies or instruments. This paper presents a theoretical argument that BP-RTPLS produces unbiased reduced form estimates when there are omitted variables. This paper also provides simulation evidence that shows OLS produces between 250% and 2450% more errors than BP-RTPLS when there are omitted variables and when measurement and round-off error is 1 percent or less. In an example, the government spending multiplier, , is estimated using annual data for the USA between 1929 and 2010.

  11. Coupled variable selection for regression modeling of complex treatment patterns in a clinical cancer registry.

    Science.gov (United States)

    Schmidtmann, I; Elsäßer, A; Weinmann, A; Binder, H

    2014-12-30

    For determining a manageable set of covariates potentially influential with respect to a time-to-event endpoint, Cox proportional hazards models can be combined with variable selection techniques, such as stepwise forward selection or backward elimination based on p-values, or regularized regression techniques such as component-wise boosting. Cox regression models have also been adapted for dealing with more complex event patterns, for example, for competing risks settings with separate, cause-specific hazard models for each event type, or for determining the prognostic effect pattern of a variable over different landmark times, with one conditional survival model for each landmark. Motivated by a clinical cancer registry application, where complex event patterns have to be dealt with and variable selection is needed at the same time, we propose a general approach for linking variable selection between several Cox models. Specifically, we combine score statistics for each covariate across models by Fisher's method as a basis for variable selection. This principle is implemented for a stepwise forward selection approach as well as for a regularized regression technique. In an application to data from hepatocellular carcinoma patients, the coupled stepwise approach is seen to facilitate joint interpretation of the different cause-specific Cox models. In conditional survival models at landmark times, which address updates of prediction as time progresses and both treatment and other potential explanatory variables may change, the coupled regularized regression approach identifies potentially important, stably selected covariates together with their effect time pattern, despite having only a small number of events. These results highlight the promise of the proposed approach for coupling variable selection between Cox models, which is particularly relevant for modeling for clinical cancer registries with their complex event patterns. Copyright © 2014 John Wiley & Sons

  12. The use of cognitive ability measures as explanatory variables in regression analysis.

    Science.gov (United States)

    Junker, Brian; Schofield, Lynne Steuerle; Taylor, Lowell J

    2012-12-01

    Cognitive ability measures are often taken as explanatory variables in regression analysis, e.g., as a factor affecting a market outcome such as an individual's wage, or a decision such as an individual's education acquisition. Cognitive ability is a latent construct; its true value is unobserved. Nonetheless, researchers often assume that a test score , constructed via standard psychometric practice from individuals' responses to test items, can be safely used in regression analysis. We examine problems that can arise, and suggest that an alternative approach, a "mixed effects structural equations" (MESE) model, may be more appropriate in many circumstances.

  13. Penalized regression procedures for variable selection in the potential outcomes framework.

    Science.gov (United States)

    Ghosh, Debashis; Zhu, Yeying; Coffman, Donna L

    2015-05-10

    A recent topic of much interest in causal inference is model selection. In this article, we describe a framework in which to consider penalized regression approaches to variable selection for causal effects. The framework leads to a simple 'impute, then select' class of procedures that is agnostic to the type of imputation algorithm as well as penalized regression used. It also clarifies how model selection involves a multivariate regression model for causal inference problems and that these methods can be applied for identifying subgroups in which treatment effects are homogeneous. Analogies and links with the literature on machine learning methods, missing data, and imputation are drawn. A difference least absolute shrinkage and selection operator algorithm is defined, along with its multiple imputation analogs. The procedures are illustrated using a well-known right-heart catheterization dataset. Copyright © 2015 John Wiley & Sons, Ltd.

  14. Polychotomization of continuous variables in regression models based on the overall C index

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    Bax Leon

    2006-12-01

    Full Text Available Abstract Background When developing multivariable regression models for diagnosis or prognosis, continuous independent variables can be categorized to make a prediction table instead of a prediction formula. Although many methods have been proposed to dichotomize prognostic variables, to date there has been no integrated method for polychotomization. The latter is necessary when dichotomization results in too much loss of information or when central values refer to normal states and more dispersed values refer to less preferable states, a situation that is not unusual in medical settings (e.g. body temperature, blood pressure. The goal of our study was to develop a theoretical and practical method for polychotomization. Methods We used the overall discrimination index C, introduced by Harrel, as a measure of the predictive ability of an independent regressor variable and derived a method for polychotomization mathematically. Since the naïve application of our method, like some existing methods, gives rise to positive bias, we developed a parametric method that minimizes this bias and assessed its performance by the use of Monte Carlo simulation. Results The overall C is closely related to the area under the ROC curve and the produced di(polychotomized variable's predictive performance is comparable to the original continuous variable. The simulation shows that the parametric method is essentially unbiased for both the estimates of performance and the cutoff points. Application of our method to the predictor variables of a previous study on rhabdomyolysis shows that it can be used to make probability profile tables that are applicable to the diagnosis or prognosis of individual patient status. Conclusion We propose a polychotomization (including dichotomization method for independent continuous variables in regression models based on the overall discrimination index C and clarified its meaning mathematically. To avoid positive bias in

  15. No rationale for 1 variable per 10 events criterion for binary logistic regression analysis

    Directory of Open Access Journals (Sweden)

    Maarten van Smeden

    2016-11-01

    Full Text Available Abstract Background Ten events per variable (EPV is a widely advocated minimal criterion for sample size considerations in logistic regression analysis. Of three previous simulation studies that examined this minimal EPV criterion only one supports the use of a minimum of 10 EPV. In this paper, we examine the reasons for substantial differences between these extensive simulation studies. Methods The current study uses Monte Carlo simulations to evaluate small sample bias, coverage of confidence intervals and mean square error of logit coefficients. Logistic regression models fitted by maximum likelihood and a modified estimation procedure, known as Firth’s correction, are compared. Results The results show that besides EPV, the problems associated with low EPV depend on other factors such as the total sample size. It is also demonstrated that simulation results can be dominated by even a few simulated data sets for which the prediction of the outcome by the covariates is perfect (‘separation’. We reveal that different approaches for identifying and handling separation leads to substantially different simulation results. We further show that Firth’s correction can be used to improve the accuracy of regression coefficients and alleviate the problems associated with separation. Conclusions The current evidence supporting EPV rules for binary logistic regression is weak. Given our findings, there is an urgent need for new research to provide guidance for supporting sample size considerations for binary logistic regression analysis.

  16. No rationale for 1 variable per 10 events criterion for binary logistic regression analysis.

    Science.gov (United States)

    van Smeden, Maarten; de Groot, Joris A H; Moons, Karel G M; Collins, Gary S; Altman, Douglas G; Eijkemans, Marinus J C; Reitsma, Johannes B

    2016-11-24

    Ten events per variable (EPV) is a widely advocated minimal criterion for sample size considerations in logistic regression analysis. Of three previous simulation studies that examined this minimal EPV criterion only one supports the use of a minimum of 10 EPV. In this paper, we examine the reasons for substantial differences between these extensive simulation studies. The current study uses Monte Carlo simulations to evaluate small sample bias, coverage of confidence intervals and mean square error of logit coefficients. Logistic regression models fitted by maximum likelihood and a modified estimation procedure, known as Firth's correction, are compared. The results show that besides EPV, the problems associated with low EPV depend on other factors such as the total sample size. It is also demonstrated that simulation results can be dominated by even a few simulated data sets for which the prediction of the outcome by the covariates is perfect ('separation'). We reveal that different approaches for identifying and handling separation leads to substantially different simulation results. We further show that Firth's correction can be used to improve the accuracy of regression coefficients and alleviate the problems associated with separation. The current evidence supporting EPV rules for binary logistic regression is weak. Given our findings, there is an urgent need for new research to provide guidance for supporting sample size considerations for binary logistic regression analysis.

  17. Standardizing effect size from linear regression models with log-transformed variables for meta-analysis.

    Science.gov (United States)

    Rodríguez-Barranco, Miguel; Tobías, Aurelio; Redondo, Daniel; Molina-Portillo, Elena; Sánchez, María José

    2017-03-17

    Meta-analysis is very useful to summarize the effect of a treatment or a risk factor for a given disease. Often studies report results based on log-transformed variables in order to achieve the principal assumptions of a linear regression model. If this is the case for some, but not all studies, the effects need to be homogenized. We derived a set of formulae to transform absolute changes into relative ones, and vice versa, to allow including all results in a meta-analysis. We applied our procedure to all possible combinations of log-transformed independent or dependent variables. We also evaluated it in a simulation based on two variables either normally or asymmetrically distributed. In all the scenarios, and based on different change criteria, the effect size estimated by the derived set of formulae was equivalent to the real effect size. To avoid biased estimates of the effect, this procedure should be used with caution in the case of independent variables with asymmetric distributions that significantly differ from the normal distribution. We illustrate an application of this procedure by an application to a meta-analysis on the potential effects on neurodevelopment in children exposed to arsenic and manganese. The procedure proposed has been shown to be valid and capable of expressing the effect size of a linear regression model based on different change criteria in the variables. Homogenizing the results from different studies beforehand allows them to be combined in a meta-analysis, independently of whether the transformations had been performed on the dependent and/or independent variables.

  18. Introduction to statistical modelling 2: categorical variables and interactions in linear regression.

    Science.gov (United States)

    Lunt, Mark

    2015-07-01

    In the first article in this series we explored the use of linear regression to predict an outcome variable from a number of predictive factors. It assumed that the predictive factors were measured on an interval scale. However, this article shows how categorical variables can also be included in a linear regression model, enabling predictions to be made separately for different groups and allowing for testing the hypothesis that the outcome differs between groups. The use of interaction terms to measure whether the effect of a particular predictor variable differs between groups is also explained. An alternative approach to testing the difference between groups of the effect of a given predictor, which consists of measuring the effect in each group separately and seeing whether the statistical significance differs between the groups, is shown to be misleading. © The Author 2013. Published by Oxford University Press on behalf of the British Society for Rheumatology. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

  19. Selecting minimum dataset soil variables using PLSR as a regressive multivariate method

    Science.gov (United States)

    Stellacci, Anna Maria; Armenise, Elena; Castellini, Mirko; Rossi, Roberta; Vitti, Carolina; Leogrande, Rita; De Benedetto, Daniela; Ferrara, Rossana M.; Vivaldi, Gaetano A.

    2017-04-01

    Long-term field experiments and science-based tools that characterize soil status (namely the soil quality indices, SQIs) assume a strategic role in assessing the effect of agronomic techniques and thus in improving soil management especially in marginal environments. Selecting key soil variables able to best represent soil status is a critical step for the calculation of SQIs. Current studies show the effectiveness of statistical methods for variable selection to extract relevant information deriving from multivariate datasets. Principal component analysis (PCA) has been mainly used, however supervised multivariate methods and regressive techniques are progressively being evaluated (Armenise et al., 2013; de Paul Obade et al., 2016; Pulido Moncada et al., 2014). The present study explores the effectiveness of partial least square regression (PLSR) in selecting critical soil variables, using a dataset comparing conventional tillage and sod-seeding on durum wheat. The results were compared to those obtained using PCA and stepwise discriminant analysis (SDA). The soil data derived from a long-term field experiment in Southern Italy. On samples collected in April 2015, the following set of variables was quantified: (i) chemical: total organic carbon and nitrogen (TOC and TN), alkali-extractable C (TEC and humic substances - HA-FA), water extractable N and organic C (WEN and WEOC), Olsen extractable P, exchangeable cations, pH and EC; (ii) physical: texture, dry bulk density (BD), macroporosity (Pmac), air capacity (AC), and relative field capacity (RFC); (iii) biological: carbon of the microbial biomass quantified with the fumigation-extraction method. PCA and SDA were previously applied to the multivariate dataset (Stellacci et al., 2016). PLSR was carried out on mean centered and variance scaled data of predictors (soil variables) and response (wheat yield) variables using the PLS procedure of SAS/STAT. In addition, variable importance for projection (VIP

  20. Uncovering state-dependent relationships in shallow lakes using Bayesian latent variable regression.

    Science.gov (United States)

    Vitense, Kelsey; Hanson, Mark A; Herwig, Brian R; Zimmer, Kyle D; Fieberg, John

    2018-03-01

    Ecosystems sometimes undergo dramatic shifts between contrasting regimes. Shallow lakes, for instance, can transition between two alternative stable states: a clear state dominated by submerged aquatic vegetation and a turbid state dominated by phytoplankton. Theoretical models suggest that critical nutrient thresholds differentiate three lake types: highly resilient clear lakes, lakes that may switch between clear and turbid states following perturbations, and highly resilient turbid lakes. For effective and efficient management of shallow lakes and other systems, managers need tools to identify critical thresholds and state-dependent relationships between driving variables and key system features. Using shallow lakes as a model system for which alternative stable states have been demonstrated, we developed an integrated framework using Bayesian latent variable regression (BLR) to classify lake states, identify critical total phosphorus (TP) thresholds, and estimate steady state relationships between TP and chlorophyll a (chl a) using cross-sectional data. We evaluated the method using data simulated from a stochastic differential equation model and compared its performance to k-means clustering with regression (KMR). We also applied the framework to data comprising 130 shallow lakes. For simulated data sets, BLR had high state classification rates (median/mean accuracy >97%) and accurately estimated TP thresholds and state-dependent TP-chl a relationships. Classification and estimation improved with increasing sample size and decreasing noise levels. Compared to KMR, BLR had higher classification rates and better approximated the TP-chl a steady state relationships and TP thresholds. We fit the BLR model to three different years of empirical shallow lake data, and managers can use the estimated bifurcation diagrams to prioritize lakes for management according to their proximity to thresholds and chance of successful rehabilitation. Our model improves upon

  1. Joint Bayesian variable and graph selection for regression models with network-structured predictors

    Science.gov (United States)

    Peterson, C. B.; Stingo, F. C.; Vannucci, M.

    2015-01-01

    In this work, we develop a Bayesian approach to perform selection of predictors that are linked within a network. We achieve this by combining a sparse regression model relating the predictors to a response variable with a graphical model describing conditional dependencies among the predictors. The proposed method is well-suited for genomic applications since it allows the identification of pathways of functionally related genes or proteins which impact an outcome of interest. In contrast to previous approaches for network-guided variable selection, we infer the network among predictors using a Gaussian graphical model and do not assume that network information is available a priori. We demonstrate that our method outperforms existing methods in identifying network-structured predictors in simulation settings, and illustrate our proposed model with an application to inference of proteins relevant to glioblastoma survival. PMID:26514925

  2. A regression modeling approach for studying carbonate system variability in the northern Gulf of Alaska

    Science.gov (United States)

    Evans, Wiley; Mathis, Jeremy T.; Winsor, Peter; Statscewich, Hank; Whitledge, Terry E.

    2013-01-01

    northern Gulf of Alaska (GOA) shelf experiences carbonate system variability on seasonal and annual time scales, but little information exists to resolve higher frequency variability in this region. To resolve this variability using platforms-of-opportunity, we present multiple linear regression (MLR) models constructed from hydrographic data collected along the Northeast Pacific Global Ocean Ecosystems Dynamics (GLOBEC) Seward Line. The empirical algorithms predict dissolved inorganic carbon (DIC) and total alkalinity (TA) using observations of nitrate (NO3-), temperature, salinity and pressure from the surface to 500 m, with R2s > 0.97 and RMSE values of 11 µmol kg-1 for DIC and 9 µmol kg-1 for TA. We applied these relationships to high-resolution NO3- data sets collected during a novel 20 h glider flight and a GLOBEC mesoscale SeaSoar survey. Results from the glider flight demonstrated time/space along-isopycnal variability of aragonite saturations (Ωarag) associated with a dicothermal layer (a cold near-surface layer found in high latitude oceans) that rivaled changes seen vertically through the thermocline. The SeaSoar survey captured the uplift to aragonite saturation horizon (depth where Ωarag = 1) shoaled to a previously unseen depth in the northern GOA. This work is similar to recent studies aimed at predicting the carbonate system in continental margin settings, albeit demonstrates that a NO3--based approach can be applied to high-latitude data collected from platforms capable of high-frequency measurements.

  3. Modeling Source Water TOC Using Hydroclimate Variables and Local Polynomial Regression.

    Science.gov (United States)

    Samson, Carleigh C; Rajagopalan, Balaji; Summers, R Scott

    2016-04-19

    To control disinfection byproduct (DBP) formation in drinking water, an understanding of the source water total organic carbon (TOC) concentration variability can be critical. Previously, TOC concentrations in water treatment plant source waters have been modeled using streamflow data. However, the lack of streamflow data or unimpaired flow scenarios makes it difficult to model TOC. In addition, TOC variability under climate change further exacerbates the problem. Here we proposed a modeling approach based on local polynomial regression that uses climate, e.g. temperature, and land surface, e.g., soil moisture, variables as predictors of TOC concentration, obviating the need for streamflow. The local polynomial approach has the ability to capture non-Gaussian and nonlinear features that might be present in the relationships. The utility of the methodology is demonstrated using source water quality and climate data in three case study locations with surface source waters including river and reservoir sources. The models show good predictive skill in general at these locations, with lower skills at locations with the most anthropogenic influences in their streams. Source water TOC predictive models can provide water treatment utilities important information for making treatment decisions for DBP regulation compliance under future climate scenarios.

  4. 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.

  5. Multi-omics facilitated variable selection in Cox-regression model for cancer prognosis prediction.

    Science.gov (United States)

    Liu, Cong; Wang, Xujun; Genchev, Georgi Z; Lu, Hui

    2017-07-15

    New developments in high-throughput genomic technologies have enabled the measurement of diverse types of omics biomarkers in a cost-efficient and clinically-feasible manner. Developing computational methods and tools for analysis and translation of such genomic data into clinically-relevant information is an ongoing and active area of investigation. For example, several studies have utilized an unsupervised learning framework to cluster patients by integrating omics data. Despite such recent advances, predicting cancer prognosis using integrated omics biomarkers remains a challenge. There is also a shortage of computational tools for predicting cancer prognosis by using supervised learning methods. The current standard approach is to fit a Cox regression model by concatenating the different types of omics data in a linear manner, while penalty could be added for feature selection. A more powerful approach, however, would be to incorporate data by considering relationships among omics datatypes. Here we developed two methods: a SKI-Cox method and a wLASSO-Cox method to incorporate the association among different types of omics data. Both methods fit the Cox proportional hazards model and predict a risk score based on mRNA expression profiles. SKI-Cox borrows the information generated by these additional types of omics data to guide variable selection, while wLASSO-Cox incorporates this information as a penalty factor during model fitting. We show that SKI-Cox and wLASSO-Cox models select more true variables than a LASSO-Cox model in simulation studies. We assess the performance of SKI-Cox and wLASSO-Cox using TCGA glioblastoma multiforme and lung adenocarcinoma data. In each case, mRNA expression, methylation, and copy number variation data are integrated to predict the overall survival time of cancer patients. Our methods achieve better performance in predicting patients' survival in glioblastoma and lung adenocarcinoma. Copyright © 2017. Published by Elsevier

  6. Continuous-variable quantum Gaussian process regression and quantum singular value decomposition of nonsparse low-rank matrices

    Science.gov (United States)

    Das, Siddhartha; Siopsis, George; Weedbrook, Christian

    2018-02-01

    With the significant advancement in quantum computation during the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used technique in supervised classical machine learning. Here we introduce an algorithm for Gaussian process regression using continuous-variable quantum systems that can be realized with technology based on photonic quantum computers under certain assumptions regarding distribution of data and availability of efficient quantum access. Our algorithm shows that by using a continuous-variable quantum computer a dramatic speedup in computing Gaussian process regression can be achieved, i.e., the possibility of exponentially reducing the time to compute. Furthermore, our results also include a continuous-variable quantum-assisted singular value decomposition method of nonsparse low rank matrices and forms an important subroutine in our Gaussian process regression algorithm.

  7. Seasonal Variability of Aragonite Saturation State in the North Pacific Ocean Predicted by Multiple Linear Regression

    Science.gov (United States)

    Kim, T. W.; Park, G. H.

    2014-12-01

    Seasonal variation of aragonite saturation state (Ωarag) in the North Pacific Ocean (NPO) was investigated, using multiple linear regression (MLR) models produced from the PACIFICA (Pacific Ocean interior carbon) dataset. Data within depth ranges of 50-1200m were used to derive MLR models, and three parameters (potential temperature, nitrate, and apparent oxygen utilization (AOU)) were chosen as predictor variables because these parameters are associated with vertical mixing, DIC (dissolved inorganic carbon) removal and release which all affect Ωarag in water column directly or indirectly. The PACIFICA dataset was divided into 5° × 5° grids, and a MLR model was produced in each grid, giving total 145 independent MLR models over the NPO. Mean RMSE (root mean square error) and r2 (coefficient of determination) of all derived MLR models were approximately 0.09 and 0.96, respectively. Then the obtained MLR coefficients for each of predictor variables and an intercept were interpolated over the study area, thereby making possible to allocate MLR coefficients to data-sparse ocean regions. Predictability from the interpolated coefficients was evaluated using Hawaiian time-series data, and as a result mean residual between measured and predicted Ωarag values was approximately 0.08, which is less than the mean RMSE of our MLR models. The interpolated MLR coefficients were combined with seasonal climatology of World Ocean Atlas 2013 (1° × 1°) to produce seasonal Ωarag distributions over various depths. Large seasonal variability in Ωarag was manifested in the mid-latitude Western NPO (24-40°N, 130-180°E) and low-latitude Eastern NPO (0-12°N, 115-150°W). In the Western NPO, seasonal fluctuations of water column stratification appeared to be responsible for the seasonal variation in Ωarag (~ 0.5 at 50 m) because it closely followed temperature variations in a layer of 0-75 m. In contrast, remineralization of organic matter was the main cause for the seasonal

  8. Logistic Regression for Seismically Induced Landslide Predictions: Using Uniform Hazard and Geophysical Layers as Predictor Variables

    Science.gov (United States)

    Nowicki, M. A.; Hearne, M.; Thompson, E.; Wald, D. J.

    2012-12-01

    Seismically induced landslides present a costly and often fatal threats in many mountainous regions. Substantial effort has been invested to understand where seismically induced landslides may occur in the future. Both slope-stability methods and, more recently, statistical approaches to the problem are described throughout the literature. Though some regional efforts have succeeded, no uniformly agreed-upon method is available for predicting the likelihood and spatial extent of seismically induced landslides. For use in the U. S. Geological Survey (USGS) Prompt Assessment of Global Earthquakes for Response (PAGER) system, we would like to routinely make such estimates, in near-real time, around the globe. Here we use the recently produced USGS ShakeMap Atlas of historic earthquakes to develop an empirical landslide probability model. We focus on recent events, yet include any digitally-mapped landslide inventories for which well-constrained ShakeMaps are also available. We combine these uniform estimates of the input shaking (e.g., peak acceleration and velocity) with broadly available susceptibility proxies, such as topographic slope and surface geology. The resulting database is used to build a predictive model of the probability of landslide occurrence with logistic regression. The landslide database includes observations from the Northridge, California (1994); Wenchuan, China (2008); ChiChi, Taiwan (1999); and Chuetsu, Japan (2004) earthquakes; we also provide ShakeMaps for moderate-sized events without landslide for proper model testing and training. The performance of the regression model is assessed with both statistical goodness-of-fit metrics and a qualitative review of whether or not the model is able to capture the spatial extent of landslides for each event. Part of our goal is to determine which variables can be employed based on globally-available data or proxies, and whether or not modeling results from one region are transferrable to

  9. Fasting Glucose and the Risk of Depressive Symptoms: Instrumental-Variable Regression in the Cardiovascular Risk in Young Finns Study.

    Science.gov (United States)

    Wesołowska, Karolina; Elovainio, Marko; Hintsa, Taina; Jokela, Markus; Pulkki-Råback, Laura; Pitkänen, Niina; Lipsanen, Jari; Tukiainen, Janne; Lyytikäinen, Leo-Pekka; Lehtimäki, Terho; Juonala, Markus; Raitakari, Olli; Keltikangas-Järvinen, Liisa

    2017-12-01

    Type 2 diabetes (T2D) has been associated with depressive symptoms, but the causal direction of this association and the underlying mechanisms, such as increased glucose levels, remain unclear. We used instrumental-variable regression with a genetic instrument (Mendelian randomization) to examine a causal role of increased glucose concentrations in the development of depressive symptoms. Data were from the population-based Cardiovascular Risk in Young Finns Study (n = 1217). Depressive symptoms were assessed in 2012 using a modified Beck Depression Inventory (BDI-I). Fasting glucose was measured concurrently with depressive symptoms. A genetic risk score for fasting glucose (with 35 single nucleotide polymorphisms) was used as an instrumental variable for glucose. Glucose was not associated with depressive symptoms in the standard linear regression (B = -0.04, 95% CI [-0.12, 0.04], p = .34), but the instrumental-variable regression showed an inverse association between glucose and depressive symptoms (B = -0.43, 95% CI [-0.79, -0.07], p = .020). The difference between the estimates of standard linear regression and instrumental-variable regression was significant (p = .026) CONCLUSION: Our results suggest that the association between T2D and depressive symptoms is unlikely to be caused by increased glucose concentrations. It seems possible that T2D might be linked to depressive symptoms due to low glucose levels.

  10. Multiresponse semiparametric regression for modelling the effect of regional socio-economic variables on the use of information technology

    Science.gov (United States)

    Wibowo, Wahyu; Wene, Chatrien; Budiantara, I. Nyoman; Permatasari, Erma Oktania

    2017-03-01

    Multiresponse semiparametric regression is simultaneous equation regression model and fusion of parametric and nonparametric model. The regression model comprise several models and each model has two components, parametric and nonparametric. The used model has linear function as parametric and polynomial truncated spline as nonparametric component. The model can handle both linearity and nonlinearity relationship between response and the sets of predictor variables. The aim of this paper is to demonstrate the application of the regression model for modeling of effect of regional socio-economic on use of information technology. More specific, the response variables are percentage of households has access to internet and percentage of households has personal computer. Then, predictor variables are percentage of literacy people, percentage of electrification and percentage of economic growth. Based on identification of the relationship between response and predictor variable, economic growth is treated as nonparametric predictor and the others are parametric predictors. The result shows that the multiresponse semiparametric regression can be applied well as indicate by the high coefficient determination, 90 percent.

  11. Variable selection methods in PLS regression - a comparison study on metabolomics data

    DEFF Research Database (Denmark)

    Karaman, İbrahim; Hedemann, Mette Skou; Knudsen, Knud Erik Bach

    . The aim of the metabolomics study was to investigate the metabolic profile in pigs fed various cereal fractions with special attention to the metabolism of lignans using LC-MS based metabolomic approach. References 1. Lê Cao KA, Rossouw D, Robert-Granié C, Besse P: A Sparse PLS for Variable Selection when...... integrated approach. Due to the high number of variables in data sets (both raw data and after peak picking) the selection of important variables in an explorative analysis is difficult, especially when different data sets of metabolomics data need to be related. Variable selection (or removal of irrelevant...... different strategies for variable selection on PLSR method were considered and compared with respect to selected subset of variables and the possibility for biological validation. Sparse PLSR [1] as well as PLSR with Jack-knifing [2] was applied to data in order to achieve variable selection prior...

  12. Straight line fitting and predictions: On a marginal likelihood approach to linear regression and errors-in-variables models

    Science.gov (United States)

    Christiansen, Bo

    2015-04-01

    Linear regression methods are without doubt the most used approaches to describe and predict data in the physical sciences. They are often good first order approximations and they are in general easier to apply and interpret than more advanced methods. However, even the properties of univariate regression can lead to debate over the appropriateness of various models as witnessed by the recent discussion about climate reconstruction methods. Before linear regression is applied important choices have to be made regarding the origins of the noise terms and regarding which of the two variables under consideration that should be treated as the independent variable. These decisions are often not easy to make but they may have a considerable impact on the results. We seek to give a unified probabilistic - Bayesian with flat priors - treatment of univariate linear regression and prediction by taking, as starting point, the general errors-in-variables model (Christiansen, J. Clim., 27, 2014-2031, 2014). Other versions of linear regression can be obtained as limits of this model. We derive the likelihood of the model parameters and predictands of the general errors-in-variables model by marginalizing over the nuisance parameters. The resulting likelihood is relatively simple and easy to analyze and calculate. The well known unidentifiability of the errors-in-variables model is manifested as the absence of a well-defined maximum in the likelihood. However, this does not mean that probabilistic inference can not be made; the marginal likelihoods of model parameters and the predictands have, in general, well-defined maxima. We also include a probabilistic version of classical calibration and show how it is related to the errors-in-variables model. The results are illustrated by an example from the coupling between the lower stratosphere and the troposphere in the Northern Hemisphere winter.

  13. Auxiliary variables in multiple imputation in regression with missing X: a warning against including too many in small sample research

    Directory of Open Access Journals (Sweden)

    Hardt Jochen

    2012-12-01

    Full Text Available Abstract Background Multiple imputation is becoming increasingly popular. Theoretical considerations as well as simulation studies have shown that the inclusion of auxiliary variables is generally of benefit. Methods A simulation study of a linear regression with a response Y and two predictors X1 and X2 was performed on data with n = 50, 100 and 200 using complete cases or multiple imputation with 0, 10, 20, 40 and 80 auxiliary variables. Mechanisms of missingness were either 100% MCAR or 50% MAR + 50% MCAR. Auxiliary variables had low (r=.10 vs. moderate correlations (r=.50 with X’s and Y. Results The inclusion of auxiliary variables can improve a multiple imputation model. However, inclusion of too many variables leads to downward bias of regression coefficients and decreases precision. When the correlations are low, inclusion of auxiliary variables is not useful. Conclusion More research on auxiliary variables in multiple imputation should be performed. A preliminary rule of thumb could be that the ratio of variables to cases with complete data should not go below 1 : 3.

  14. Effects of categorization method, regression type, and variable distribution on the inflation of Type-I error rate when categorizing a confounding variable.

    Science.gov (United States)

    Barnwell-Ménard, Jean-Louis; Li, Qing; Cohen, Alan A

    2015-03-15

    The loss of signal associated with categorizing a continuous variable is well known, and previous studies have demonstrated that this can lead to an inflation of Type-I error when the categorized variable is a confounder in a regression analysis estimating the effect of an exposure on an outcome. However, it is not known how the Type-I error may vary under different circumstances, including logistic versus linear regression, different distributions of the confounder, and different categorization methods. Here, we analytically quantified the effect of categorization and then performed a series of 9600 Monte Carlo simulations to estimate the Type-I error inflation associated with categorization of a confounder under different regression scenarios. We show that Type-I error is unacceptably high (>10% in most scenarios and often 100%). The only exception was when the variable categorized was a continuous mixture proxy for a genuinely dichotomous latent variable, where both the continuous proxy and the categorized variable are error-ridden proxies for the dichotomous latent variable. As expected, error inflation was also higher with larger sample size, fewer categories, and stronger associations between the confounder and the exposure or outcome. We provide online tools that can help researchers estimate the potential error inflation and understand how serious a problem this is. Copyright © 2014 John Wiley & Sons, Ltd.

  15. Application of Robust Regression and Bootstrap in Poductivity Analysis of GERD Variable in EU27

    Directory of Open Access Journals (Sweden)

    Dagmar Blatná

    2014-06-01

    Full Text Available The GERD is one of Europe 2020 headline indicators being tracked within the Europe 2020 strategy. The headline indicator is the 3% target for the GERD to be reached within the EU by 2020. Eurostat defi nes “GERD” as total gross domestic expenditure on research and experimental development in a percentage of GDP. GERD depends on numerous factors of a general economic background, namely of employment, innovation and research, science and technology. The values of these indicators vary among the European countries, and consequently the occurrence of outliers can be anticipated in corresponding analyses. In such a case, a classical statistical approach – the least squares method – can be highly unreliable, the robust regression methods representing an acceptable and useful tool. The aim of the present paper is to demonstrate the advantages of robust regression and applicability of the bootstrap approach in regression based on both classical and robust methods.

  16. Comparison of Sparse and Jack-knife partial least squares regression methods for variable selection

    DEFF Research Database (Denmark)

    Karaman, Ibrahim; Qannari, El Mostafa; Martens, Harald

    2013-01-01

    The objective of this study was to compare two different techniques of variable selection, Sparse PLSR and Jack-knife PLSR, with respect to their predictive ability and their ability to identify relevant variables. Sparse PLSR is a method that is frequently used in genomics, whereas Jack-knife PL...

  17. A Diagrammatic Exposition of Regression and Instrumental Variables for the Beginning Student

    Science.gov (United States)

    Foster, Gigi

    2009-01-01

    Some beginning students of statistics and econometrics have difficulty with traditional algebraic approaches to explaining regression and related techniques. For these students, a simple and intuitive diagrammatic introduction as advocated by Kennedy (2008) may prove a useful framework to support further study. The author presents a series of…

  18. Weighted linear regression using D2H and D2 as the independent variables

    Science.gov (United States)

    Hans T. Schreuder; Michael S. Williams

    1998-01-01

    Several error structures for weighted regression equations used for predicting volume were examined for 2 large data sets of felled and standing loblolly pine trees (Pinus taeda L.). The generally accepted model with variance of error proportional to the value of the covariate squared ( D2H = diameter squared times height or D...

  19. FIRE: an SPSS program for variable selection in multiple linear regression analysis via the relative importance of predictors.

    Science.gov (United States)

    Lorenzo-Seva, Urbano; Ferrando, Pere J

    2011-03-01

    We provide an SPSS program that implements currently recommended techniques and recent developments for selecting variables in multiple linear regression analysis via the relative importance of predictors. The approach consists of: (1) optimally splitting the data for cross-validation, (2) selecting the final set of predictors to be retained in the equation regression, and (3) assessing the behavior of the chosen model using standard indices and procedures. The SPSS syntax, a short manual, and data files related to this article are available as supplemental materials from brm.psychonomic-journals.org/content/supplemental.

  20. [Correlation coefficient-based classification method of hydrological dependence variability: With auto-regression model as example].

    Science.gov (United States)

    Zhao, Yu Xi; Xie, Ping; Sang, Yan Fang; Wu, Zi Yi

    2018-04-01

    Hydrological process evaluation is temporal dependent. Hydrological time series including dependence components do not meet the data consistency assumption for hydrological computation. Both of those factors cause great difficulty for water researches. Given the existence of hydrological dependence variability, we proposed a correlationcoefficient-based method for significance evaluation of hydrological dependence based on auto-regression model. By calculating the correlation coefficient between the original series and its dependence component and selecting reasonable thresholds of correlation coefficient, this method divided significance degree of dependence into no variability, weak variability, mid variability, strong variability, and drastic variability. By deducing the relationship between correlation coefficient and auto-correlation coefficient in each order of series, we found that the correlation coefficient was mainly determined by the magnitude of auto-correlation coefficient from the 1 order to p order, which clarified the theoretical basis of this method. With the first-order and second-order auto-regression models as examples, the reasonability of the deduced formula was verified through Monte-Carlo experiments to classify the relationship between correlation coefficient and auto-correlation coefficient. This method was used to analyze three observed hydrological time series. The results indicated the coexistence of stochastic and dependence characteristics in hydrological process.

  1. A Poisson regression approach to model monthly hail occurrence in Northern Switzerland using large-scale environmental variables

    Science.gov (United States)

    Madonna, Erica; Ginsbourger, David; Martius, Olivia

    2018-05-01

    In Switzerland, hail regularly causes substantial damage to agriculture, cars and infrastructure, however, little is known about its long-term variability. To study the variability, the monthly number of days with hail in northern Switzerland is modeled in a regression framework using large-scale predictors derived from ERA-Interim reanalysis. The model is developed and verified using radar-based hail observations for the extended summer season (April-September) in the period 2002-2014. The seasonality of hail is explicitly modeled with a categorical predictor (month) and monthly anomalies of several large-scale predictors are used to capture the year-to-year variability. Several regression models are applied and their performance tested with respect to standard scores and cross-validation. The chosen model includes four predictors: the monthly anomaly of the two meter temperature, the monthly anomaly of the logarithm of the convective available potential energy (CAPE), the monthly anomaly of the wind shear and the month. This model well captures the intra-annual variability and slightly underestimates its inter-annual variability. The regression model is applied to the reanalysis data back in time to 1980. The resulting hail day time series shows an increase of the number of hail days per month, which is (in the model) related to an increase in temperature and CAPE. The trend corresponds to approximately 0.5 days per month per decade. The results of the regression model have been compared to two independent data sets. All data sets agree on the sign of the trend, but the trend is weaker in the other data sets.

  2. Multivariate linear regression of high-dimensional fMRI data with multiple target variables.

    Science.gov (United States)

    Valente, Giancarlo; Castellanos, Agustin Lage; Vanacore, Gianluca; Formisano, Elia

    2014-05-01

    Multivariate regression is increasingly used to study the relation between fMRI spatial activation patterns and experimental stimuli or behavioral ratings. With linear models, informative brain locations are identified by mapping the model coefficients. This is a central aspect in neuroimaging, as it provides the sought-after link between the activity of neuronal populations and subject's perception, cognition or behavior. Here, we show that mapping of informative brain locations using multivariate linear regression (MLR) may lead to incorrect conclusions and interpretations. MLR algorithms for high dimensional data are designed to deal with targets (stimuli or behavioral ratings, in fMRI) separately, and the predictive map of a model integrates information deriving from both neural activity patterns and experimental design. Not accounting explicitly for the presence of other targets whose associated activity spatially overlaps with the one of interest may lead to predictive maps of troublesome interpretation. We propose a new model that can correctly identify the spatial patterns associated with a target while achieving good generalization. For each target, the training is based on an augmented dataset, which includes all remaining targets. The estimation on such datasets produces both maps and interaction coefficients, which are then used to generalize. The proposed formulation is independent of the regression algorithm employed. We validate this model on simulated fMRI data and on a publicly available dataset. Results indicate that our method achieves high spatial sensitivity and good generalization and that it helps disentangle specific neural effects from interaction with predictive maps associated with other targets. Copyright © 2013 Wiley Periodicals, Inc.

  3. Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors

    DEFF Research Database (Denmark)

    Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael

    This paper is concerned with inference on the coefficient on the endogenous regressor in a linear instrumental variables model with a single endogenous regressor, nonrandom exogenous regressors and instruments, and i.i.d. errors whose distribution is unknown. It is shown that under mild smoothness...

  4. Relationship between rice yield and climate variables in southwest Nigeria using multiple linear regression and support vector machine analysis

    Science.gov (United States)

    Oguntunde, Philip G.; Lischeid, Gunnar; Dietrich, Ottfried

    2018-03-01

    This study examines the variations of climate variables and rice yield and quantifies the relationships among them using multiple linear regression, principal component analysis, and support vector machine (SVM) analysis in southwest Nigeria. The climate and yield data used was for a period of 36 years between 1980 and 2015. Similar to the observed decrease ( P 1 and explained 83.1% of the total variance of predictor variables. The SVM regression function using the scores of the first principal component explained about 75% of the variance in rice yield data and linear regression about 64%. SVM regression between annual solar radiation values and yield explained 67% of the variance. Only the first component of the principal component analysis (PCA) exhibited a clear long-term trend and sometimes short-term variance similar to that of rice yield. Short-term fluctuations of the scores of the PC1 are closely coupled to those of rice yield during the 1986-1993 and the 2006-2013 periods thereby revealing the inter-annual sensitivity of rice production to climate variability. Solar radiation stands out as the climate variable of highest influence on rice yield, and the influence was especially strong during monsoon and post-monsoon periods, which correspond to the vegetative, booting, flowering, and grain filling stages in the study area. The outcome is expected to provide more in-depth regional-specific climate-rice linkage for screening of better cultivars that can positively respond to future climate fluctuations as well as providing information that may help optimized planting dates for improved radiation use efficiency in the study area.

  5. Relationship between rice yield and climate variables in southwest Nigeria using multiple linear regression and support vector machine analysis.

    Science.gov (United States)

    Oguntunde, Philip G; Lischeid, Gunnar; Dietrich, Ottfried

    2018-03-01

    This study examines the variations of climate variables and rice yield and quantifies the relationships among them using multiple linear regression, principal component analysis, and support vector machine (SVM) analysis in southwest Nigeria. The climate and yield data used was for a period of 36 years between 1980 and 2015. Similar to the observed decrease (P  1 and explained 83.1% of the total variance of predictor variables. The SVM regression function using the scores of the first principal component explained about 75% of the variance in rice yield data and linear regression about 64%. SVM regression between annual solar radiation values and yield explained 67% of the variance. Only the first component of the principal component analysis (PCA) exhibited a clear long-term trend and sometimes short-term variance similar to that of rice yield. Short-term fluctuations of the scores of the PC1 are closely coupled to those of rice yield during the 1986-1993 and the 2006-2013 periods thereby revealing the inter-annual sensitivity of rice production to climate variability. Solar radiation stands out as the climate variable of highest influence on rice yield, and the influence was especially strong during monsoon and post-monsoon periods, which correspond to the vegetative, booting, flowering, and grain filling stages in the study area. The outcome is expected to provide more in-depth regional-specific climate-rice linkage for screening of better cultivars that can positively respond to future climate fluctuations as well as providing information that may help optimized planting dates for improved radiation use efficiency in the study area.

  6. Regression models for categorical, count, and related variables an applied approach

    CERN Document Server

    Hoffmann, John P

    2016-01-01

    Social science and behavioral science students and researchers are often confronted with data that are categorical, count a phenomenon, or have been collected over time. Sociologists examining the likelihood of interracial marriage, political scientists studying voting behavior, criminologists counting the number of offenses people commit, health scientists studying the number of suicides across neighborhoods, and psychologists modeling mental health treatment success are all interested in outcomes that are not continuous. Instead, they must measure and analyze these events and phenomena in a discrete manner.   This book provides an introduction and overview of several statistical models designed for these types of outcomes--all presented with the assumption that the reader has only a good working knowledge of elementary algebra and has taken introductory statistics and linear regression analysis.   Numerous examples from the social sciences demonstrate the practical applications of these models. The chapte...

  7. Relationship between the curve of Spee and craniofacial variables: A regression analysis.

    Science.gov (United States)

    Halimi, Abdelali; Benyahia, Hicham; Azeroual, Mohamed-Faouzi; Bahije, Loubna; Zaoui, Fatima

    2018-06-01

    The aim of this regression analysis was to identify the determining factors, which impact the curve of Spee during its genesis, its therapeutic reconstruction, and its stability, within a continuously evolving craniofacial morphology throughout life. We selected a total of 107 patients, according to the inclusion criteria. A morphological and functional clinical examination was performed for each patient: plaster models, tracing of the curve of Spee, crowding, Angle's classification, overjet and overbite were thus recorded. Then, we made a cephalometric analysis based on the standardized lateral cephalograms. In the sagittal dimension, we measured the values of angles ANB, SNA, SNB, SND, I/i; and the following distances: AoBo, I/NA, i/NB, SE and SL. In the vertical dimension, we measured the values of angles FMA, GoGn/SN, the occlusal plane, and the following distances: SAr, ArD, Ar/Con, Con/Gn, GoPo, HFP, HFA and IF. The statistical analysis was performed using the SPSS software with a significance level of 0.05. Our sample including 107 subjects was composed of 77 female patients (71.3%) and 30 male patients (27.8%) 7 hypodivergent patients (6.5%), 56 hyperdivergent patients (52.3%) and 44 normodivergent patients (41.1%). Patients' mean age was 19.35±5.95 years. The hypodivergent patients presented more pronounced curves of Spee compared to the normodivergent and the hyperdivergent populations; patients in skeletal Class I presented less pronounced curves of Spee compared to patients in skeletal Class II and Class III. These differences were non significant (P>0.05). The curve of Spee was positively and moderately correlated with Angle's classification, overjet, overbite, sellion-articulare distance, and breathing type (P0.05). Seventy five percent (75%) of the hyperdivergent patients with an oral breathing presented an overbite of 3mm, which is quite excessive given the characteristics often admitted for this typology; this parameter could explain the overbite

  8. PARAMETRIC AND NON PARAMETRIC (MARS: MULTIVARIATE ADDITIVE REGRESSION SPLINES) LOGISTIC REGRESSIONS FOR PREDICTION OF A DICHOTOMOUS RESPONSE VARIABLE WITH AN EXAMPLE FOR PRESENCE/ABSENCE OF AMPHIBIANS

    Science.gov (United States)

    The purpose of this report is to provide a reference manual that could be used by investigators for making informed use of logistic regression using two methods (standard logistic regression and MARS). The details for analyses of relationships between a dependent binary response ...

  9. Estimating severity of sideways fall using a generic multi linear regression model based on kinematic input variables.

    Science.gov (United States)

    van der Zijden, A M; Groen, B E; Tanck, E; Nienhuis, B; Verdonschot, N; Weerdesteyn, V

    2017-03-21

    Many research groups have studied fall impact mechanics to understand how fall severity can be reduced to prevent hip fractures. Yet, direct impact force measurements with force plates are restricted to a very limited repertoire of experimental falls. The purpose of this study was to develop a generic model for estimating hip impact forces (i.e. fall severity) in in vivo sideways falls without the use of force plates. Twelve experienced judokas performed sideways Martial Arts (MA) and Block ('natural') falls on a force plate, both with and without a mat on top. Data were analyzed to determine the hip impact force and to derive 11 selected (subject-specific and kinematic) variables. Falls from kneeling height were used to perform a stepwise regression procedure to assess the effects of these input variables and build the model. The final model includes four input variables, involving one subject-specific measure and three kinematic variables: maximum upper body deceleration, body mass, shoulder angle at the instant of 'maximum impact' and maximum hip deceleration. The results showed that estimated and measured hip impact forces were linearly related (explained variances ranging from 46 to 63%). Hip impact forces of MA falls onto the mat from a standing position (3650±916N) estimated by the final model were comparable with measured values (3698±689N), even though these data were not used for training the model. In conclusion, a generic linear regression model was developed that enables the assessment of fall severity through kinematic measures of sideways falls, without using force plates. Copyright © 2017 Elsevier Ltd. All rights reserved.

  10. Modeling temporal and spatial variability of traffic-related air pollution: Hourly land use regression models for black carbon

    Science.gov (United States)

    Dons, Evi; Van Poppel, Martine; Kochan, Bruno; Wets, Geert; Int Panis, Luc

    2013-08-01

    Land use regression (LUR) modeling is a statistical technique used to determine exposure to air pollutants in epidemiological studies. Time-activity diaries can be combined with LUR models, enabling detailed exposure estimation and limiting exposure misclassification, both in shorter and longer time lags. In this study, the traffic related air pollutant black carbon was measured with μ-aethalometers on a 5-min time base at 63 locations in Flanders, Belgium. The measurements show that hourly concentrations vary between different locations, but also over the day. Furthermore the diurnal pattern is different for street and background locations. This suggests that annual LUR models are not sufficient to capture all the variation. Hourly LUR models for black carbon are developed using different strategies: by means of dummy variables, with dynamic dependent variables and/or with dynamic and static independent variables. The LUR model with 48 dummies (weekday hours and weekend hours) performs not as good as the annual model (explained variance of 0.44 compared to 0.77 in the annual model). The dataset with hourly concentrations of black carbon can be used to recalibrate the annual model, resulting in many of the original explaining variables losing their statistical significance, and certain variables having the wrong direction of effect. Building new independent hourly models, with static or dynamic covariates, is proposed as the best solution to solve these issues. R2 values for hourly LUR models are mostly smaller than the R2 of the annual model, ranging from 0.07 to 0.8. Between 6 a.m. and 10 p.m. on weekdays the R2 approximates the annual model R2. Even though models of consecutive hours are developed independently, similar variables turn out to be significant. Using dynamic covariates instead of static covariates, i.e. hourly traffic intensities and hourly population densities, did not significantly improve the models' performance.

  11. Land use regression modeling of intra-urban residential variability in multiple traffic-related air pollutants

    Directory of Open Access Journals (Sweden)

    Baxter Lisa K

    2008-05-01

    Full Text Available Abstract Background There is a growing body of literature linking GIS-based measures of traffic density to asthma and other respiratory outcomes. However, no consensus exists on which traffic indicators best capture variability in different pollutants or within different settings. As part of a study on childhood asthma etiology, we examined variability in outdoor concentrations of multiple traffic-related air pollutants within urban communities, using a range of GIS-based predictors and land use regression techniques. Methods We measured fine particulate matter (PM2.5, nitrogen dioxide (NO2, and elemental carbon (EC outside 44 homes representing a range of traffic densities and neighborhoods across Boston, Massachusetts and nearby communities. Multiple three to four-day average samples were collected at each home during winters and summers from 2003 to 2005. Traffic indicators were derived using Massachusetts Highway Department data and direct traffic counts. Multivariate regression analyses were performed separately for each pollutant, using traffic indicators, land use, meteorology, site characteristics, and central site concentrations. Results PM2.5 was strongly associated with the central site monitor (R2 = 0.68. Additional variability was explained by total roadway length within 100 m of the home, smoking or grilling near the monitor, and block-group population density (R2 = 0.76. EC showed greater spatial variability, especially during winter months, and was predicted by roadway length within 200 m of the home. The influence of traffic was greater under low wind speed conditions, and concentrations were lower during summer (R2 = 0.52. NO2 showed significant spatial variability, predicted by population density and roadway length within 50 m of the home, modified by site characteristics (obstruction, and with higher concentrations during summer (R2 = 0.56. Conclusion Each pollutant examined displayed somewhat different spatial patterns

  12. Model selection for semiparametric marginal mean regression accounting for within-cluster subsampling variability and informative cluster size.

    Science.gov (United States)

    Shen, Chung-Wei; Chen, Yi-Hau

    2018-03-13

    We propose a model selection criterion for semiparametric marginal mean regression based on generalized estimating equations. The work is motivated by a longitudinal study on the physical frailty outcome in the elderly, where the cluster size, that is, the number of the observed outcomes in each subject, is "informative" in the sense that it is related to the frailty outcome itself. The new proposal, called Resampling Cluster Information Criterion (RCIC), is based on the resampling idea utilized in the within-cluster resampling method (Hoffman, Sen, and Weinberg, 2001, Biometrika 88, 1121-1134) and accommodates informative cluster size. The implementation of RCIC, however, is free of performing actual resampling of the data and hence is computationally convenient. Compared with the existing model selection methods for marginal mean regression, the RCIC method incorporates an additional component accounting for variability of the model over within-cluster subsampling, and leads to remarkable improvements in selecting the correct model, regardless of whether the cluster size is informative or not. Applying the RCIC method to the longitudinal frailty study, we identify being female, old age, low income and life satisfaction, and chronic health conditions as significant risk factors for physical frailty in the elderly. © 2018, The International Biometric Society.

  13. Genetic variability, partial regression, Co-heritability studies and their implication in selection of high yielding potato gen

    International Nuclear Information System (INIS)

    Iqbal, Z.M.; Khan, S.A.

    2003-01-01

    Partial regression coefficient, genotypic and phenotypic variabilities, heritability co-heritability and genetic advance were studied in 15 Potato varieties of exotic and local origin. Both genotypic and phenotypic coefficients of variations were high for scab and rhizoctonia incidence percentage. Significant partial regression coefficient for emergence percentage indicated its relative importance in tuber yield. High heritability (broadsense) estimates coupled with high genetic advance for plant height, number of stems per plant and scab percentage revealed substantial contribution of additive genetic variance in the expression of these traits. Hence, the selection based on these characters could play a significant role in their improvement the dominance and epistatic variance was more important for character expression of yield ha/sup -1/, emergence and rhizoctonia percentage. This phenomenon is mainly due to the accumulative effects of low heritability and low to moderate genetic advance. The high co-heritability coupled with negative genotypic and phenotypic covariance revealed that selection of varieties having low scab and rhizoctonia percentage resulted in more potato yield. (author)

  14. Dynamic and Regression Modeling of Ocean Variability in the Tide-Gauge Record at Seasonal and Longer Periods

    Science.gov (United States)

    Hill, Emma M.; Ponte, Rui M.; Davis, James L.

    2007-01-01

    Comparison of monthly mean tide-gauge time series to corresponding model time series based on a static inverted barometer (IB) for pressure-driven fluctuations and a ocean general circulation model (OM) reveals that the combined model successfully reproduces seasonal and interannual changes in relative sea level at many stations. Removal of the OM and IB from the tide-gauge record produces residual time series with a mean global variance reduction of 53%. The OM is mis-scaled for certain regions, and 68% of the residual time series contain a significant seasonal variability after removal of the OM and IB from the tide-gauge data. Including OM admittance parameters and seasonal coefficients in a regression model for each station, with IB also removed, produces residual time series with mean global variance reduction of 71%. Examination of the regional improvement in variance caused by scaling the OM, including seasonal terms, or both, indicates weakness in the model at predicting sea-level variation for constricted ocean regions. The model is particularly effective at reproducing sea-level variation for stations in North America, Europe, and Japan. The RMS residual for many stations in these areas is 25-35 mm. The production of "cleaner" tide-gauge time series, with oceanographic variability removed, is important for future analysis of nonsecular and regionally differing sea-level variations. Understanding the ocean model's strengths and weaknesses will allow for future improvements of the model.

  15. To resuscitate or not to resuscitate: a logistic regression analysis of physician-related variables influencing the decision.

    Science.gov (United States)

    Einav, Sharon; Alon, Gady; Kaufman, Nechama; Braunstein, Rony; Carmel, Sara; Varon, Joseph; Hersch, Moshe

    2012-09-01

    To determine whether variables in physicians' backgrounds influenced their decision to forego resuscitating a patient they did not previously know. Questionnaire survey of a convenience sample of 204 physicians working in the departments of internal medicine, anaesthesiology and cardiology in 11 hospitals in Israel. Twenty per cent of the participants had elected to forego resuscitating a patient they did not previously know without additional consultation. Physicians who had more frequently elected to forego resuscitation had practised medicine for more than 5 years (p=0.013), estimated the number of resuscitations they had performed as being higher (p=0.009), and perceived their experience in resuscitation as sufficient (p=0.001). The variable that predicted the outcome of always performing resuscitation in the logistic regression model was less than 5 years of experience in medicine (OR 0.227, 95% CI 0.065 to 0.793; p=0.02). Physicians' level of experience may affect the probability of a patient's receiving resuscitation, whereas the physicians' personal beliefs and values did not seem to affect this outcome.

  16. Regression-based season-ahead drought prediction for southern Peru conditioned on large-scale climate variables

    Science.gov (United States)

    Mortensen, Eric; Wu, Shu; Notaro, Michael; Vavrus, Stephen; Montgomery, Rob; De Piérola, José; Sánchez, Carlos; Block, Paul

    2018-01-01

    Located at a complex topographic, climatic, and hydrologic crossroads, southern Peru is a semiarid region that exhibits high spatiotemporal variability in precipitation. The economic viability of the region hinges on this water, yet southern Peru is prone to water scarcity caused by seasonal meteorological drought. Meteorological droughts in this region are often triggered during El Niño episodes; however, other large-scale climate mechanisms also play a noteworthy role in controlling the region's hydrologic cycle. An extensive season-ahead precipitation prediction model is developed to help bolster the existing capacity of stakeholders to plan for and mitigate deleterious impacts of drought. In addition to existing climate indices, large-scale climatic variables, such as sea surface temperature, are investigated to identify potential drought predictors. A principal component regression framework is applied to 11 potential predictors to produce an ensemble forecast of regional January-March precipitation totals. Model hindcasts of 51 years, compared to climatology and another model conditioned solely on an El Niño-Southern Oscillation index, achieve notable skill and perform better for several metrics, including ranked probability skill score and a hit-miss statistic. The information provided by the developed model and ancillary modeling efforts, such as extending the lead time of and spatially disaggregating precipitation predictions to the local level as well as forecasting the number of wet-dry days per rainy season, may further assist regional stakeholders and policymakers in preparing for drought.

  17. A comparison on parameter-estimation methods in multiple regression analysis with existence of multicollinearity among independent variables

    Directory of Open Access Journals (Sweden)

    Hukharnsusatrue, A.

    2005-11-01

    Full Text Available The objective of this research is to compare multiple regression coefficients estimating methods with existence of multicollinearity among independent variables. The estimation methods are Ordinary Least Squares method (OLS, Restricted Least Squares method (RLS, Restricted Ridge Regression method (RRR and Restricted Liu method (RL when restrictions are true and restrictions are not true. The study used the Monte Carlo Simulation method. The experiment was repeated 1,000 times under each situation. The analyzed results of the data are demonstrated as follows. CASE 1: The restrictions are true. In all cases, RRR and RL methods have a smaller Average Mean Square Error (AMSE than OLS and RLS method, respectively. RRR method provides the smallest AMSE when the level of correlations is high and also provides the smallest AMSE for all level of correlations and all sample sizes when standard deviation is equal to 5. However, RL method provides the smallest AMSE when the level of correlations is low and middle, except in the case of standard deviation equal to 3, small sample sizes, RRR method provides the smallest AMSE.The AMSE varies with, most to least, respectively, level of correlations, standard deviation and number of independent variables but inversely with to sample size.CASE 2: The restrictions are not true.In all cases, RRR method provides the smallest AMSE, except in the case of standard deviation equal to 1 and error of restrictions equal to 5%, OLS method provides the smallest AMSE when the level of correlations is low or median and there is a large sample size, but the small sample sizes, RL method provides the smallest AMSE. In addition, when error of restrictions is increased, OLS method provides the smallest AMSE for all level, of correlations and all sample sizes, except when the level of correlations is high and sample sizes small. Moreover, the case OLS method provides the smallest AMSE, the most RLS method has a smaller AMSE than

  18. Evaluation of heat transfer mathematical models and multiple linear regression to predict the inside variables in semi-solar greenhouse

    Directory of Open Access Journals (Sweden)

    M Taki

    2017-05-01

    Full Text Available Introduction Controlling greenhouse microclimate not only influences the growth of plants, but also is critical in the spread of diseases inside the greenhouse. The microclimate parameters were inside air, greenhouse roof and soil temperature, relative humidity and solar radiation intensity. Predicting the microclimate conditions inside a greenhouse and enabling the use of automatic control systems are the two main objectives of greenhouse climate model. The microclimate inside a greenhouse can be predicted by conducting experiments or by using simulation. Static and dynamic models are used for this purpose as a function of the metrological conditions and the parameters of the greenhouse components. Some works were done in past to 2015 year to simulation and predict the inside variables in different greenhouse structures. Usually simulation has a lot of problems to predict the inside climate of greenhouse and the error of simulation is higher in literature. The main objective of this paper is comparison between heat transfer and regression models to evaluate them to predict inside air and roof temperature in a semi-solar greenhouse in Tabriz University. Materials and Methods In this study, a semi-solar greenhouse was designed and constructed at the North-West of Iran in Azerbaijan Province (geographical location of 38°10′ N and 46°18′ E with elevation of 1364 m above the sea level. In this research, shape and orientation of the greenhouse, selected between some greenhouses common shapes and according to receive maximum solar radiation whole the year. Also internal thermal screen and cement north wall was used to store and prevent of heat lost during the cold period of year. So we called this structure, ‘semi-solar’ greenhouse. It was covered with glass (4 mm thickness. It occupies a surface of approximately 15.36 m2 and 26.4 m3. The orientation of this greenhouse was East–West and perpendicular to the direction of the wind prevailing

  19. Modelos de regresión para variables expresadas como una proporción continua Regression models for variables expressed as a continuous proportion

    Directory of Open Access Journals (Sweden)

    Aarón Salinas-Rodríguez

    2006-10-01

    the Public Health field. MATERIAL AND METHODS: From the National Reproductive Health Survey performed in 2003, the proportion of individual coverage in the family planning program -proposed in one study carried out in the National Institute of Public Health in Cuernavaca, Morelos, Mexico (2005- was modeled using the Normal, Gamma, Beta and quasi-likelihood regression models. The Akaike Information Criterion (AIC proposed by McQuarrie and Tsai was used to define the best model. Then, using a simulation (Monte Carlo/Markov Chains approach a variable with a Beta distribution was generated to evaluate the behavior of the 4 models while varying the sample size from 100 to 18 000 observations. RESULTS: Results showed that the best statistical option for the analysis of continuous proportions was the Beta regression model, since its assumptions are easily accomplished and because it had the lowest AIC value. Simulation evidenced that while the sample size increases the Gamma, and even more so the quasi-likelihood, models come significantly close to the Beta regression model. CONCLUSIONS: The use of parametric Beta regression is highly recommended to model continuous proportions and the normal model should be avoided. If the sample size is large enough, the use of quasi-likelihood model represents a good alternative.

  20. Stochastic variability in stress, sleep duration, and sleep quality across the distribution of body mass index: insights from quantile regression.

    Science.gov (United States)

    Yang, Tse-Chuan; Matthews, Stephen A; Chen, Vivian Y-J

    2014-04-01

    Obesity has become a problem in the USA and identifying modifiable factors at the individual level may help to address this public health concern. A burgeoning literature has suggested that sleep and stress may be associated with obesity; however, little is know about whether these two factors moderate each other and even less is known about whether their impacts on obesity differ by gender. This study investigates whether sleep and stress are associated with body mass index (BMI) respectively, explores whether the combination of stress and sleep is also related to BMI, and demonstrates how these associations vary across the distribution of BMI values. We analyze the data from 3,318 men and 6,689 women in the Philadelphia area using quantile regression (QR) to evaluate the relationships between sleep, stress, and obesity by gender. Our substantive findings include: (1) high and/or extreme stress were related to roughly an increase of 1.2 in BMI after accounting for other covariates; (2) the pathways linking sleep and BMI differed by gender, with BMI for men increasing by 0.77-1 units with reduced sleep duration and BMI for women declining by 0.12 unit with 1 unit increase in sleep quality; (3) stress- and sleep-related variables were confounded, but there was little evidence for moderation between these two; (4) the QR results demonstrate that the association between high and/or extreme stress to BMI varied stochastically across the distribution of BMI values, with an upward trend, suggesting that stress played a more important role among adults with higher BMI (i.e., BMI > 26 for both genders); and (5) the QR plots of sleep-related variables show similar patterns, with stronger effects on BMI at the upper end of BMI distribution. Our findings suggested that sleep and stress were two seemingly independent predictors for BMI and their relationships with BMI were not constant across the BMI distribution.

  1. Regional regression models of percentile flows for the contiguous United States: Expert versus data-driven independent variable selection

    Directory of Open Access Journals (Sweden)

    Geoffrey Fouad

    2018-06-01

    New hydrological insights for the region: A set of three variables selected based on an expert assessment of factors that influence percentile flows performed similarly to larger sets of variables selected using a data-driven method. Expert assessment variables included mean annual precipitation, potential evapotranspiration, and baseflow index. Larger sets of up to 37 variables contributed little, if any, additional predictive information. Variables used to describe the distribution of basin data (e.g. standard deviation were not useful, and average values were sufficient to characterize physical and climatic basin conditions. Effectiveness of the expert assessment variables may be due to the high degree of multicollinearity (i.e. cross-correlation among additional variables. A tool is provided in the Supplementary material to predict percentile flows based on the three expert assessment variables. Future work should develop new variables with a strong understanding of the processes related to percentile flows.

  2. The Effect of Latent Binary Variables on the Uncertainty of the Prediction of a Dichotomous Outcome Using Logistic Regression Based Propensity Score Matching.

    Science.gov (United States)

    Szekér, Szabolcs; Vathy-Fogarassy, Ágnes

    2018-01-01

    Logistic regression based propensity score matching is a widely used method in case-control studies to select the individuals of the control group. This method creates a suitable control group if all factors affecting the output variable are known. However, if relevant latent variables exist as well, which are not taken into account during the calculations, the quality of the control group is uncertain. In this paper, we present a statistics-based research in which we try to determine the relationship between the accuracy of the logistic regression model and the uncertainty of the dependent variable of the control group defined by propensity score matching. Our analyses show that there is a linear correlation between the fit of the logistic regression model and the uncertainty of the output variable. In certain cases, a latent binary explanatory variable can result in a relative error of up to 70% in the prediction of the outcome variable. The observed phenomenon calls the attention of analysts to an important point, which must be taken into account when deducting conclusions.

  3. On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks

    NARCIS (Netherlands)

    Hoogerheide, L.F.; Kaashoek, J.F.; van Dijk, H.K.

    2007-01-01

    Likelihoods and posteriors of instrumental variable (IV) regression models with strong endogeneity and/or weak instruments may exhibit rather non-elliptical contours in the parameter space. This may seriously affect inference based on Bayesian credible sets. When approximating posterior

  4. On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks

    NARCIS (Netherlands)

    L.F. Hoogerheide (Lennart); J.F. Kaashoek (Johan); H.K. van Dijk (Herman)

    2005-01-01

    textabstractLikelihoods and posteriors of instrumental variable regression models with strong endogeneity and/or weak instruments may exhibit rather non-elliptical contours in the parameter space. This may seriously affect inference based on Bayesian credible sets. When approximating such contours

  5. Bias correction by use of errors-in-variables regression models in studies with K-X-ray fluorescence bone lead measurements.

    Science.gov (United States)

    Lamadrid-Figueroa, Héctor; Téllez-Rojo, Martha M; Angeles, Gustavo; Hernández-Ávila, Mauricio; Hu, Howard

    2011-01-01

    In-vivo measurement of bone lead by means of K-X-ray fluorescence (KXRF) is the preferred biological marker of chronic exposure to lead. Unfortunately, considerable measurement error associated with KXRF estimations can introduce bias in estimates of the effect of bone lead when this variable is included as the exposure in a regression model. Estimates of uncertainty reported by the KXRF instrument reflect the variance of the measurement error and, although they can be used to correct the measurement error bias, they are seldom used in epidemiological statistical analyzes. Errors-in-variables regression (EIV) allows for correction of bias caused by measurement error in predictor variables, based on the knowledge of the reliability of such variables. The authors propose a way to obtain reliability coefficients for bone lead measurements from uncertainty data reported by the KXRF instrument and compare, by the use of Monte Carlo simulations, results obtained using EIV regression models vs. those obtained by the standard procedures. Results of the simulations show that Ordinary Least Square (OLS) regression models provide severely biased estimates of effect, and that EIV provides nearly unbiased estimates. Although EIV effect estimates are more imprecise, their mean squared error is much smaller than that of OLS estimates. In conclusion, EIV is a better alternative than OLS to estimate the effect of bone lead when measured by KXRF. Copyright © 2010 Elsevier Inc. All rights reserved.

  6. Linear regression

    CERN Document Server

    Olive, David J

    2017-01-01

    This text covers both multiple linear regression and some experimental design models. The text uses the response plot to visualize the model and to detect outliers, does not assume that the error distribution has a known parametric distribution, develops prediction intervals that work when the error distribution is unknown, suggests bootstrap hypothesis tests that may be useful for inference after variable selection, and develops prediction regions and large sample theory for the multivariate linear regression model that has m response variables. A relationship between multivariate prediction regions and confidence regions provides a simple way to bootstrap confidence regions. These confidence regions often provide a practical method for testing hypotheses. There is also a chapter on generalized linear models and generalized additive models. There are many R functions to produce response and residual plots, to simulate prediction intervals and hypothesis tests, to detect outliers, and to choose response trans...

  7. Multiple Regression and Mediator Variables can be used to Avoid Double Counting when Economic Values are Derived using Stochastic Herd Simulation

    DEFF Research Database (Denmark)

    Østergaard, Søren; Ettema, Jehan Frans; Hjortø, Line

    Multiple regression and model building with mediator variables was addressed to avoid double counting when economic values are estimated from data simulated with herd simulation modeling (using the SimHerd model). The simulated incidence of metritis was analyzed statistically as the independent v...... in multiparous cows. The merit of using this approach was demonstrated since the economic value of metritis was estimated to be 81% higher when no mediator variables were included in the multiple regression analysis......Multiple regression and model building with mediator variables was addressed to avoid double counting when economic values are estimated from data simulated with herd simulation modeling (using the SimHerd model). The simulated incidence of metritis was analyzed statistically as the independent...... variable, while using the traits representing the direct effects of metritis on yield, fertility and occurrence of other diseases as mediator variables. The economic value of metritis was estimated to be €78 per 100 cow-years for each 1% increase of metritis in the period of 1-100 days in milk...

  8. Interval ridge regression (iRR) as a fast and robust method for quantitative prediction and variable selection applied to edible oil adulteration.

    Science.gov (United States)

    Jović, Ozren; Smrečki, Neven; Popović, Zora

    2016-04-01

    A novel quantitative prediction and variable selection method called interval ridge regression (iRR) is studied in this work. The method is performed on six data sets of FTIR, two data sets of UV-vis and one data set of DSC. The obtained results show that models built with ridge regression on optimal variables selected with iRR significantly outperfom models built with ridge regression on all variables in both calibration (6 out of 9 cases) and validation (2 out of 9 cases). In this study, iRR is also compared with interval partial least squares regression (iPLS). iRR outperfomed iPLS in validation (insignificantly in 6 out of 9 cases and significantly in one out of 9 cases for poil, a well known health beneficial nutrient, is studied in this work by mixing it with cheap and widely used oils such as soybean (So) oil, rapeseed (R) oil and sunflower (Su) oil. Binary mixture sets of hempseed oil with these three oils (HSo, HR and HSu) and a ternary mixture set of H oil, R oil and Su oil (HRSu) were considered. The obtained accuracy indicates that using iRR on FTIR and UV-vis data, each particular oil can be very successfully quantified (in all 8 cases RMSEPoil (R(2)>0.99). Copyright © 2015 Elsevier B.V. All rights reserved.

  9. Predicting blood β-hydroxybutyrate using milk Fourier transform infrared spectrum, milk composition, and producer-reported variables with multiple linear regression, partial least squares regression, and artificial neural network.

    Science.gov (United States)

    Pralle, R S; Weigel, K W; White, H M

    2018-05-01

    Prediction of postpartum hyperketonemia (HYK) using Fourier transform infrared (FTIR) spectrometry analysis could be a practical diagnostic option for farms because these data are now available from routine milk analysis during Dairy Herd Improvement testing. The objectives of this study were to (1) develop and evaluate blood β-hydroxybutyrate (BHB) prediction models using multivariate linear regression (MLR), partial least squares regression (PLS), and artificial neural network (ANN) methods and (2) evaluate whether milk FTIR spectrum (mFTIR)-based models are improved with the inclusion of test-day variables (mTest; milk composition and producer-reported data). Paired blood and milk samples were collected from multiparous cows 5 to 18 d postpartum at 3 Wisconsin farms (3,629 observations from 1,013 cows). Blood BHB concentration was determined by a Precision Xtra meter (Abbot Diabetes Care, Alameda, CA), and milk samples were analyzed by a privately owned laboratory (AgSource, Menomonie, WI) for components and FTIR spectrum absorbance. Producer-recorded variables were extracted from farm management software. A blood BHB ≥1.2 mmol/L was considered HYK. The data set was divided into a training set (n = 3,020) and an external testing set (n = 609). Model fitting was implemented with JMP 12 (SAS Institute, Cary, NC). A 5-fold cross-validation was performed on the training data set for the MLR, PLS, and ANN prediction methods, with square root of blood BHB as the dependent variable. Each method was fitted using 3 combinations of variables: mFTIR, mTest, or mTest + mFTIR variables. Models were evaluated based on coefficient of determination, root mean squared error, and area under the receiver operating characteristic curve. Four models (PLS-mTest + mFTIR, ANN-mFTIR, ANN-mTest, and ANN-mTest + mFTIR) were chosen for further evaluation in the testing set after fitting to the full training set. In the cross-validation analysis, model fit was greatest for ANN, followed

  10. Understanding logistic regression analysis

    OpenAIRE

    Sperandei, Sandro

    2014-01-01

    Logistic regression is used to obtain odds ratio in the presence of more than one explanatory variable. The procedure is quite similar to multiple linear regression, with the exception that the response variable is binomial. The result is the impact of each variable on the odds ratio of the observed event of interest. The main advantage is to avoid confounding effects by analyzing the association of all variables together. In this article, we explain the logistic regression procedure using ex...

  11. The variability in the effect of additional education on different mathematics skills in primary school - A regression discontinuity analysis

    NARCIS (Netherlands)

    Bartelet, D.; Haelermans, C.; Groot, W.; Maassen van den Brink, H.

    2013-01-01

    This paper explores the variability in the effect of an additional year of education on different basic mathematical skills, which are taught to children and explicitly repeated at different points in time during elementary school. In addition, the role of child specific characteristics and the role

  12. Predicting Teacher Value-Added Results in Non-Tested Subjects Based on Confounding Variables: A Multinomial Logistic Regression

    Science.gov (United States)

    Street, Nathan Lee

    2017-01-01

    Teacher value-added measures (VAM) are designed to provide information regarding teachers' causal impact on the academic growth of students while controlling for exogenous variables. While some researchers contend VAMs successfully and authentically measure teacher causality on learning, others suggest VAMs cannot adequately control for exogenous…

  13. An Investigation of the Variables Predicting Faculty of Education Students' Speaking Anxiety through Ordinal Logistic Regression Analysis

    Science.gov (United States)

    Bozpolat, Ebru

    2017-01-01

    The purpose of this study is to determine whether Cumhuriyet University Faculty of Education students' levels of speaking anxiety are predicted by the variables of gender, department, grade, such sub-dimensions of "Speaking Self-Efficacy Scale for Pre-Service Teachers" as "public speaking," "effective speaking,"…

  14. Statistical modelling for precision agriculture: A case study in optimal environmental schedules for Agaricus Bisporus production via variable domain functional regression

    Science.gov (United States)

    Panayi, Efstathios; Kyriakides, George

    2017-01-01

    Quantifying the effects of environmental factors over the duration of the growing process on Agaricus Bisporus (button mushroom) yields has been difficult, as common functional data analysis approaches require fixed length functional data. The data available from commercial growers, however, is of variable duration, due to commercial considerations. We employ a recently proposed regression technique termed Variable-Domain Functional Regression in order to be able to accommodate these irregular-length datasets. In this way, we are able to quantify the contribution of covariates such as temperature, humidity and water spraying volumes across the growing process, and for different lengths of growing processes. Our results indicate that optimal oxygen and temperature levels vary across the growing cycle and we propose environmental schedules for these covariates to optimise overall yields. PMID:28961254

  15. How to regress and predict in a Bland-Altman plot? Review and contribution based on tolerance intervals and correlated-errors-in-variables models.

    Science.gov (United States)

    Francq, Bernard G; Govaerts, Bernadette

    2016-06-30

    Two main methodologies for assessing equivalence in method-comparison studies are presented separately in the literature. The first one is the well-known and widely applied Bland-Altman approach with its agreement intervals, where two methods are considered interchangeable if their differences are not clinically significant. The second approach is based on errors-in-variables regression in a classical (X,Y) plot and focuses on confidence intervals, whereby two methods are considered equivalent when providing similar measures notwithstanding the random measurement errors. This paper reconciles these two methodologies and shows their similarities and differences using both real data and simulations. A new consistent correlated-errors-in-variables regression is introduced as the errors are shown to be correlated in the Bland-Altman plot. Indeed, the coverage probabilities collapse and the biases soar when this correlation is ignored. Novel tolerance intervals are compared with agreement intervals with or without replicated data, and novel predictive intervals are introduced to predict a single measure in an (X,Y) plot or in a Bland-Atman plot with excellent coverage probabilities. We conclude that the (correlated)-errors-in-variables regressions should not be avoided in method comparison studies, although the Bland-Altman approach is usually applied to avert their complexity. We argue that tolerance or predictive intervals are better alternatives than agreement intervals, and we provide guidelines for practitioners regarding method comparison studies. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  16. A Mixed Application of Geographically Weighted Regression and Unsupervised Classification for Analyzing Latex Yield Variability in Yunnan, China

    Directory of Open Access Journals (Sweden)

    Oh Seok Kim

    2017-05-01

    Full Text Available This paper introduces a mixed method approach for analyzing the determinants of natural latex yields and the associated spatial variations and identifying the most suitable regions for producing latex. Geographically Weighted Regressions (GWR and Iterative Self-Organizing Data Analysis Technique (ISODATA are jointly applied to the georeferenced data points collected from the rubber plantations in Xishuangbanna (in Yunnan province, south China and other remotely-sensed spatial data. According to the GWR models, Age of rubber tree, Percent of clay in soil, Elevation, Solar radiation, Population, Distance from road, Distance from stream, Precipitation, and Mean temperature turn out statistically significant, indicating that these are the major determinants shaping latex yields at the prefecture level. However, the signs and magnitudes of the parameter estimates at the aggregate level are different from those at the lower spatial level, and the differences are due to diverse reasons. The ISODATA classifies the landscape into three categories: high, medium, and low potential yields. The map reveals that Mengla County has the majority of land with high potential yield, while Jinghong City and Menghai County show lower potential yield. In short, the mixed method can offer a means of providing greater insights in the prediction of agricultural production.

  17. Predicting hyperketonemia by logistic and linear regression using test-day milk and performance variables in early-lactation Holstein and Jersey cows.

    Science.gov (United States)

    Chandler, T L; Pralle, R S; Dórea, J R R; Poock, S E; Oetzel, G R; Fourdraine, R H; White, H M

    2018-03-01

    Although cowside testing strategies for diagnosing hyperketonemia (HYK) are available, many are labor intensive and costly, and some lack sufficient accuracy. Predicting milk ketone bodies by Fourier transform infrared spectrometry during routine milk sampling may offer a more practical monitoring strategy. The objectives of this study were to (1) develop linear and logistic regression models using all available test-day milk and performance variables for predicting HYK and (2) compare prediction methods (Fourier transform infrared milk ketone bodies, linear regression models, and logistic regression models) to determine which is the most predictive of HYK. Given the data available, a secondary objective was to evaluate differences in test-day milk and performance variables (continuous measurements) between Holsteins and Jerseys and between cows with or without HYK within breed. Blood samples were collected on the same day as milk sampling from 658 Holstein and 468 Jersey cows between 5 and 20 d in milk (DIM). Diagnosis of HYK was at a serum β-hydroxybutyrate (BHB) concentration ≥1.2 mmol/L. Concentrations of milk BHB and acetone were predicted by Fourier transform infrared spectrometry (Foss Analytical, Hillerød, Denmark). Thresholds of milk BHB and acetone were tested for diagnostic accuracy, and logistic models were built from continuous variables to predict HYK in primiparous and multiparous cows within breed. Linear models were constructed from continuous variables for primiparous and multiparous cows within breed that were 5 to 11 DIM or 12 to 20 DIM. Milk ketone body thresholds diagnosed HYK with 64.0 to 92.9% accuracy in Holsteins and 59.1 to 86.6% accuracy in Jerseys. Logistic models predicted HYK with 82.6 to 97.3% accuracy. Internally cross-validated multiple linear regression models diagnosed HYK of Holstein cows with 97.8% accuracy for primiparous and 83.3% accuracy for multiparous cows. Accuracy of Jersey models was 81.3% in primiparous and 83

  18. Assessing the impact of local meteorological variables on surface ozone in Hong Kong during 2000-2015 using quantile and multiple line regression models

    Science.gov (United States)

    Zhao, Wei; Fan, Shaojia; Guo, Hai; Gao, Bo; Sun, Jiaren; Chen, Laiguo

    2016-11-01

    The quantile regression (QR) method has been increasingly introduced to atmospheric environmental studies to explore the non-linear relationship between local meteorological conditions and ozone mixing ratios. In this study, we applied QR for the first time, together with multiple linear regression (MLR), to analyze the dominant meteorological parameters influencing the mean, 10th percentile, 90th percentile and 99th percentile of maximum daily 8-h average (MDA8) ozone concentrations in 2000-2015 in Hong Kong. The dominance analysis (DA) was used to assess the relative importance of meteorological variables in the regression models. Results showed that the MLR models worked better at suburban and rural sites than at urban sites, and worked better in winter than in summer. QR models performed better in summer for 99th and 90th percentiles and performed better in autumn and winter for 10th percentile. And QR models also performed better in suburban and rural areas for 10th percentile. The top 3 dominant variables associated with MDA8 ozone concentrations, changing with seasons and regions, were frequently associated with the six meteorological parameters: boundary layer height, humidity, wind direction, surface solar radiation, total cloud cover and sea level pressure. Temperature rarely became a significant variable in any season, which could partly explain the peak of monthly average ozone concentrations in October in Hong Kong. And we found the effect of solar radiation would be enhanced during extremely ozone pollution episodes (i.e., the 99th percentile). Finally, meteorological effects on MDA8 ozone had no significant changes before and after the 2010 Asian Games.

  19. Dual Regression

    OpenAIRE

    Spady, Richard; Stouli, Sami

    2012-01-01

    We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the quantile regression process while avoiding the need for repairing the intersecting conditional quantile surfaces that quantile regression often produces in practice. Our approach introduces a mathematical programming characterization of conditional distribution f...

  20. Interpreting the concordance statistic of a logistic regression model: relation to the variance and odds ratio of a continuous explanatory variable.

    Science.gov (United States)

    Austin, Peter C; Steyerberg, Ewout W

    2012-06-20

    When outcomes are binary, the c-statistic (equivalent to the area under the Receiver Operating Characteristic curve) is a standard measure of the predictive accuracy of a logistic regression model. An analytical expression was derived under the assumption that a continuous explanatory variable follows a normal distribution in those with and without the condition. We then conducted an extensive set of Monte Carlo simulations to examine whether the expressions derived under the assumption of binormality allowed for accurate prediction of the empirical c-statistic when the explanatory variable followed a normal distribution in the combined sample of those with and without the condition. We also examine the accuracy of the predicted c-statistic when the explanatory variable followed a gamma, log-normal or uniform distribution in combined sample of those with and without the condition. Under the assumption of binormality with equality of variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the product of the standard deviation of the normal components (reflecting more heterogeneity) and the log-odds ratio (reflecting larger effects). Under the assumption of binormality with unequal variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the standardized difference of the explanatory variable in those with and without the condition. In our Monte Carlo simulations, we found that these expressions allowed for reasonably accurate prediction of the empirical c-statistic when the distribution of the explanatory variable was normal, gamma, log-normal, and uniform in the entire sample of those with and without the condition. The discriminative ability of a continuous explanatory variable cannot be judged by its odds ratio alone, but always needs to be considered in relation to the heterogeneity of the population.

  1. Spatial variability of excess mortality during prolonged dust events in a high-density city: a time-stratified spatial regression approach.

    Science.gov (United States)

    Wong, Man Sing; Ho, Hung Chak; Yang, Lin; Shi, Wenzhong; Yang, Jinxin; Chan, Ta-Chien

    2017-07-24

    Dust events have long been recognized to be associated with a higher mortality risk. However, no study has investigated how prolonged dust events affect the spatial variability of mortality across districts in a downwind city. In this study, we applied a spatial regression approach to estimate the district-level mortality during two extreme dust events in Hong Kong. We compared spatial and non-spatial models to evaluate the ability of each regression to estimate mortality. We also compared prolonged dust events with non-dust events to determine the influences of community factors on mortality across the city. The density of a built environment (estimated by the sky view factor) had positive association with excess mortality in each district, while socioeconomic deprivation contributed by lower income and lower education induced higher mortality impact in each territory planning unit during a prolonged dust event. Based on the model comparison, spatial error modelling with the 1st order of queen contiguity consistently outperformed other models. The high-risk areas with higher increase in mortality were located in an urban high-density environment with higher socioeconomic deprivation. Our model design shows the ability to predict spatial variability of mortality risk during an extreme weather event that is not able to be estimated based on traditional time-series analysis or ecological studies. Our spatial protocol can be used for public health surveillance, sustainable planning and disaster preparation when relevant data are available.

  2. Spatial variability in levels of benzene, formaldehyde, and total benzene, toluene, ethylbenzene and xylenes in New York City: a land-use regression study

    Directory of Open Access Journals (Sweden)

    Kheirbek Iyad

    2012-07-01

    Full Text Available Abstract Background Hazardous air pollutant exposures are common in urban areas contributing to increased risk of cancer and other adverse health outcomes. While recent analyses indicate that New York City residents experience significantly higher cancer risks attributable to hazardous air pollutant exposures than the United States as a whole, limited data exist to assess intra-urban variability in air toxics exposures. Methods To assess intra-urban spatial variability in exposures to common hazardous air pollutants, street-level air sampling for volatile organic compounds and aldehydes was conducted at 70 sites throughout New York City during the spring of 2011. Land-use regression models were developed using a subset of 59 sites and validated against the remaining 11 sites to describe the relationship between concentrations of benzene, total BTEX (benzene, toluene, ethylbenzene, xylenes and formaldehyde to indicators of local sources, adjusting for temporal variation. Results Total BTEX levels exhibited the most spatial variability, followed by benzene and formaldehyde (coefficient of variation of temporally adjusted measurements of 0.57, 0.35, 0.22, respectively. Total roadway length within 100 m, traffic signal density within 400 m of monitoring sites, and an indicator of temporal variation explained 65% of the total variability in benzene while 70% of the total variability in BTEX was accounted for by traffic signal density within 450 m, density of permitted solvent-use industries within 500 m, and an indicator of temporal variation. Measures of temporal variation, traffic signal density within 400 m, road length within 100 m, and interior building area within 100 m (indicator of heating fuel combustion predicted 83% of the total variability of formaldehyde. The models built with the modeling subset were found to predict concentrations well, predicting 62% to 68% of monitored values at validation sites. Conclusions Traffic and

  3. Spatial variability in levels of benzene, formaldehyde, and total benzene, toluene, ethylbenzene and xylenes in New York City: a land-use regression study.

    Science.gov (United States)

    Kheirbek, Iyad; Johnson, Sarah; Ross, Zev; Pezeshki, Grant; Ito, Kazuhiko; Eisl, Holger; Matte, Thomas

    2012-07-31

    Hazardous air pollutant exposures are common in urban areas contributing to increased risk of cancer and other adverse health outcomes. While recent analyses indicate that New York City residents experience significantly higher cancer risks attributable to hazardous air pollutant exposures than the United States as a whole, limited data exist to assess intra-urban variability in air toxics exposures. To assess intra-urban spatial variability in exposures to common hazardous air pollutants, street-level air sampling for volatile organic compounds and aldehydes was conducted at 70 sites throughout New York City during the spring of 2011. Land-use regression models were developed using a subset of 59 sites and validated against the remaining 11 sites to describe the relationship between concentrations of benzene, total BTEX (benzene, toluene, ethylbenzene, xylenes) and formaldehyde to indicators of local sources, adjusting for temporal variation. Total BTEX levels exhibited the most spatial variability, followed by benzene and formaldehyde (coefficient of variation of temporally adjusted measurements of 0.57, 0.35, 0.22, respectively). Total roadway length within 100 m, traffic signal density within 400 m of monitoring sites, and an indicator of temporal variation explained 65% of the total variability in benzene while 70% of the total variability in BTEX was accounted for by traffic signal density within 450 m, density of permitted solvent-use industries within 500 m, and an indicator of temporal variation. Measures of temporal variation, traffic signal density within 400 m, road length within 100 m, and interior building area within 100 m (indicator of heating fuel combustion) predicted 83% of the total variability of formaldehyde. The models built with the modeling subset were found to predict concentrations well, predicting 62% to 68% of monitored values at validation sites. Traffic and point source emissions cause substantial variation in street-level exposures

  4. Assessment of serum HE4 levels throughout the normal menstrual cycle.

    Science.gov (United States)

    Moore, Richard G; Plante, Beth; Hartnett, Erin; Mitchel, Jessica; Raker, Christine A; Vitek, Wendy; Eklund, Elizabeth; Lambert-Messerlian, Geralyn

    2017-07-01

    Human epididymis protein 4 is a serum biomarker to aid in differentiating benign and malignant disease in women with a pelvic mass. Interpretation of human epididymis protein 4 results relies on robust normative data. The purpose of this study was to evaluate whether human epididymis protein 4 levels are variable in women during the normal menstrual cycle. Healthy women, 18-45 years old, with regular menstrual cycles were recruited from community gynecologic practices in Rhode Island. Women consented to enroll and to participate by the donation of blood and urine samples at 5 specific times over the course of each cycle. Levels of reproductive hormones and human epididymis protein 4 were determined. Data were analyzed with the use of linear regression after log transformation. Among 74 enrolled cycles, 53 women had confirmed ovulation during the menstrual cycle and completed all 5 sample collections. Levels of estradiol, progesterone, and luteinizing hormone displayed the expected menstrual cycle patterns. Levels of human epididymis protein 4 in serum were relatively stable across the menstrual cycle, except for a small ovulatory (median, 37.0 pM) increase. Levels of human epididymis protein 4 in urine, after correction for creatinine, displayed the same pattern of secretion observed in serum. Serum human epididymis protein 4 levels are relatively stable across the menstrual cycle of reproductive-aged women and can be determined on any day to evaluate risk of ovarian malignancy. A slight increase is expected at ovulation; but even with this higher human epididymis protein 4 level, results are well within the healthy reference range for women (<120 pM). Levels of human epididymis protein 4 in urine warrant further investigation for use in clinical practice as a simple and convenient sample. Copyright © 2017 Elsevier Inc. All rights reserved.

  5. Understanding logistic regression analysis.

    Science.gov (United States)

    Sperandei, Sandro

    2014-01-01

    Logistic regression is used to obtain odds ratio in the presence of more than one explanatory variable. The procedure is quite similar to multiple linear regression, with the exception that the response variable is binomial. The result is the impact of each variable on the odds ratio of the observed event of interest. The main advantage is to avoid confounding effects by analyzing the association of all variables together. In this article, we explain the logistic regression procedure using examples to make it as simple as possible. After definition of the technique, the basic interpretation of the results is highlighted and then some special issues are discussed.

  6. Regression analysis by example

    CERN Document Server

    Chatterjee, Samprit

    2012-01-01

    Praise for the Fourth Edition: ""This book is . . . an excellent source of examples for regression analysis. It has been and still is readily readable and understandable."" -Journal of the American Statistical Association Regression analysis is a conceptually simple method for investigating relationships among variables. Carrying out a successful application of regression analysis, however, requires a balance of theoretical results, empirical rules, and subjective judgment. Regression Analysis by Example, Fifth Edition has been expanded

  7. A Matlab program for stepwise regression

    Directory of Open Access Journals (Sweden)

    Yanhong Qi

    2016-03-01

    Full Text Available The stepwise linear regression is a multi-variable regression for identifying statistically significant variables in the linear regression equation. In present study, we presented the Matlab program of stepwise regression.

  8. A comparison of logistic regression analysis and an artificial neural network using the BI-RADS lexicon for ultrasonography in conjunction with introbserver variability.

    Science.gov (United States)

    Kim, Sun Mi; Han, Heon; Park, Jeong Mi; Choi, Yoon Jung; Yoon, Hoi Soo; Sohn, Jung Hee; Baek, Moon Hee; Kim, Yoon Nam; Chae, Young Moon; June, Jeon Jong; Lee, Jiwon; Jeon, Yong Hwan

    2012-10-01

    To determine which Breast Imaging Reporting and Data System (BI-RADS) descriptors for ultrasound are predictors for breast cancer using logistic regression (LR) analysis in conjunction with interobserver variability between breast radiologists, and to compare the performance of artificial neural network (ANN) and LR models in differentiation of benign and malignant breast masses. Five breast radiologists retrospectively reviewed 140 breast masses and described each lesion using BI-RADS lexicon and categorized final assessments. Interobserver agreements between the observers were measured by kappa statistics. The radiologists' responses for BI-RADS were pooled. The data were divided randomly into train (n = 70) and test sets (n = 70). Using train set, optimal independent variables were determined by using LR analysis with forward stepwise selection. The LR and ANN models were constructed with the optimal independent variables and the biopsy results as dependent variable. Performances of the models and radiologists were evaluated on the test set using receiver-operating characteristic (ROC) analysis. Among BI-RADS descriptors, margin and boundary were determined as the predictors according to stepwise LR showing moderate interobserver agreement. Area under the ROC curves (AUC) for both of LR and ANN were 0.87 (95% CI, 0.77-0.94). AUCs for the five radiologists ranged 0.79-0.91. There was no significant difference in AUC values among the LR, ANN, and radiologists (p > 0.05). Margin and boundary were found as statistically significant predictors with good interobserver agreement. Use of the LR and ANN showed similar performance to that of the radiologists for differentiation of benign and malignant breast masses.

  9. Density dependence and climate effects in Rocky Mountain elk: an application of regression with instrumental variables for population time series with sampling error.

    Science.gov (United States)

    Creel, Scott; Creel, Michael

    2009-11-01

    1. Sampling error in annual estimates of population size creates two widely recognized problems for the analysis of population growth. First, if sampling error is mistakenly treated as process error, one obtains inflated estimates of the variation in true population trajectories (Staples, Taper & Dennis 2004). Second, treating sampling error as process error is thought to overestimate the importance of density dependence in population growth (Viljugrein et al. 2005; Dennis et al. 2006). 2. In ecology, state-space models are used to account for sampling error when estimating the effects of density and other variables on population growth (Staples et al. 2004; Dennis et al. 2006). In econometrics, regression with instrumental variables is a well-established method that addresses the problem of correlation between regressors and the error term, but requires fewer assumptions than state-space models (Davidson & MacKinnon 1993; Cameron & Trivedi 2005). 3. We used instrumental variables to account for sampling error and fit a generalized linear model to 472 annual observations of population size for 35 Elk Management Units in Montana, from 1928 to 2004. We compared this model with state-space models fit with the likelihood function of Dennis et al. (2006). We discuss the general advantages and disadvantages of each method. Briefly, regression with instrumental variables is valid with fewer distributional assumptions, but state-space models are more efficient when their distributional assumptions are met. 4. Both methods found that population growth was negatively related to population density and winter snow accumulation. Summer rainfall and wolf (Canis lupus) presence had much weaker effects on elk (Cervus elaphus) dynamics [though limitation by wolves is strong in some elk populations with well-established wolf populations (Creel et al. 2007; Creel & Christianson 2008)]. 5. Coupled with predictions for Montana from global and regional climate models, our results

  10. Modified Regression Correlation Coefficient for Poisson Regression Model

    Science.gov (United States)

    Kaengthong, Nattacha; Domthong, Uthumporn

    2017-09-01

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

  11. 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...

  12. Improved intact soil-core carbon determination applying regression shrinkage and variable selection techniques to complete spectrum laser-induced breakdown spectroscopy (LIBS).

    Science.gov (United States)

    Bricklemyer, Ross S; Brown, David J; Turk, Philip J; Clegg, Sam M

    2013-10-01

    Laser-induced breakdown spectroscopy (LIBS) provides a potential method for rapid, in situ soil C measurement. In previous research on the application of LIBS to intact soil cores, we hypothesized that ultraviolet (UV) spectrum LIBS (200-300 nm) might not provide sufficient elemental information to reliably discriminate between soil organic C (SOC) and inorganic C (IC). In this study, using a custom complete spectrum (245-925 nm) core-scanning LIBS instrument, we analyzed 60 intact soil cores from six wheat fields. Predictive multi-response partial least squares (PLS2) models using full and reduced spectrum LIBS were compared for directly determining soil total C (TC), IC, and SOC. Two regression shrinkage and variable selection approaches, the least absolute shrinkage and selection operator (LASSO) and sparse multivariate regression with covariance estimation (MRCE), were tested for soil C predictions and the identification of wavelengths important for soil C prediction. Using complete spectrum LIBS for PLS2 modeling reduced the calibration standard error of prediction (SEP) 15 and 19% for TC and IC, respectively, compared to UV spectrum LIBS. The LASSO and MRCE approaches provided significantly improved calibration accuracy and reduced SEP 32-55% over UV spectrum PLS2 models. We conclude that (1) complete spectrum LIBS is superior to UV spectrum LIBS for predicting soil C for intact soil cores without pretreatment; (2) LASSO and MRCE approaches provide improved calibration prediction accuracy over PLS2 but require additional testing with increased soil and target analyte diversity; and (3) measurement errors associated with analyzing intact cores (e.g., sample density and surface roughness) require further study and quantification.

  13. Regression Phalanxes

    OpenAIRE

    Zhang, Hongyang; Welch, William J.; Zamar, Ruben H.

    2017-01-01

    Tomal et al. (2015) introduced the notion of "phalanxes" in the context of rare-class detection in two-class classification problems. A phalanx is a subset of features that work well for classification tasks. In this paper, we propose a different class of phalanxes for application in regression settings. We define a "Regression Phalanx" - a subset of features that work well together for prediction. We propose a novel algorithm which automatically chooses Regression Phalanxes from high-dimensi...

  14. Land-use regression with long-term satellite-based greenness index and culture-specific sources to model PM2.5 spatial-temporal variability.

    Science.gov (United States)

    Wu, Chih-Da; Chen, Yu-Cheng; Pan, Wen-Chi; Zeng, Yu-Ting; Chen, Mu-Jean; Guo, Yue Leon; Lung, Shih-Chun Candice

    2017-05-01

    This study utilized a long-term satellite-based vegetation index, and considered culture-specific emission sources (temples and Chinese restaurants) with Land-use Regression (LUR) modelling to estimate the spatial-temporal variability of PM 2.5 using data from Taipei metropolis, which exhibits typical Asian city characteristics. Annual average PM 2.5 concentrations from 2006 to 2012 of 17 air quality monitoring stations established by Environmental Protection Administration of Taiwan were used for model development. PM 2.5 measurements from 2013 were used for external data verification. Monthly Normalized Difference Vegetation Index (NDVI) images coupled with buffer analysis were used to assess the spatial-temporal variations of greenness surrounding the monitoring sites. The distribution of temples and Chinese restaurants were included to represent the emission contributions from incense and joss money burning, and gas cooking, respectively. Spearman correlation coefficient and stepwise regression were used for LUR model development, and 10-fold cross-validation and external data verification were applied to verify the model reliability. The results showed a strongly negative correlation (r: -0.71 to -0.77) between NDVI and PM 2.5 while temples (r: 0.52 to 0.66) and Chinese restaurants (r: 0.31 to 0.44) were positively correlated to PM 2.5 concentrations. With the adjusted model R 2 of 0.89, a cross-validated adj-R 2 of 0.90, and external validated R 2 of 0.83, the high explanatory power of the resultant model was confirmed. Moreover, the averaged NDVI within a 1750 m circular buffer (p < 0.01), the number of Chinese restaurants within a 1750 m buffer (p < 0.01), and the number of temples within a 750 m buffer (p = 0.06) were selected as important predictors during the stepwise selection procedures. According to the partial R 2 , NDVI explained 66% of PM 2.5 variation and was the dominant variable in the developed model. We suggest future studies

  15. High Resolution Mapping of Soil Properties Using Remote Sensing Variables in South-Western Burkina Faso: A Comparison of Machine Learning and Multiple Linear Regression Models.

    Science.gov (United States)

    Forkuor, Gerald; Hounkpatin, Ozias K L; Welp, Gerhard; Thiel, Michael

    2017-01-01

    Accurate and detailed spatial soil information is essential for environmental modelling, risk assessment and decision making. The use of Remote Sensing data as secondary sources of information in digital soil mapping has been found to be cost effective and less time consuming compared to traditional soil mapping approaches. But the potentials of Remote Sensing data in improving knowledge of local scale soil information in West Africa have not been fully explored. This study investigated the use of high spatial resolution satellite data (RapidEye and Landsat), terrain/climatic data and laboratory analysed soil samples to map the spatial distribution of six soil properties-sand, silt, clay, cation exchange capacity (CEC), soil organic carbon (SOC) and nitrogen-in a 580 km2 agricultural watershed in south-western Burkina Faso. Four statistical prediction models-multiple linear regression (MLR), random forest regression (RFR), support vector machine (SVM), stochastic gradient boosting (SGB)-were tested and compared. Internal validation was conducted by cross validation while the predictions were validated against an independent set of soil samples considering the modelling area and an extrapolation area. Model performance statistics revealed that the machine learning techniques performed marginally better than the MLR, with the RFR providing in most cases the highest accuracy. The inability of MLR to handle non-linear relationships between dependent and independent variables was found to be a limitation in accurately predicting soil properties at unsampled locations. Satellite data acquired during ploughing or early crop development stages (e.g. May, June) were found to be the most important spectral predictors while elevation, temperature and precipitation came up as prominent terrain/climatic variables in predicting soil properties. The results further showed that shortwave infrared and near infrared channels of Landsat8 as well as soil specific indices of redness

  16. High Resolution Mapping of Soil Properties Using Remote Sensing Variables in South-Western Burkina Faso: A Comparison of Machine Learning and Multiple Linear Regression Models.

    Directory of Open Access Journals (Sweden)

    Gerald Forkuor

    Full Text Available Accurate and detailed spatial soil information is essential for environmental modelling, risk assessment and decision making. The use of Remote Sensing data as secondary sources of information in digital soil mapping has been found to be cost effective and less time consuming compared to traditional soil mapping approaches. But the potentials of Remote Sensing data in improving knowledge of local scale soil information in West Africa have not been fully explored. This study investigated the use of high spatial resolution satellite data (RapidEye and Landsat, terrain/climatic data and laboratory analysed soil samples to map the spatial distribution of six soil properties-sand, silt, clay, cation exchange capacity (CEC, soil organic carbon (SOC and nitrogen-in a 580 km2 agricultural watershed in south-western Burkina Faso. Four statistical prediction models-multiple linear regression (MLR, random forest regression (RFR, support vector machine (SVM, stochastic gradient boosting (SGB-were tested and compared. Internal validation was conducted by cross validation while the predictions were validated against an independent set of soil samples considering the modelling area and an extrapolation area. Model performance statistics revealed that the machine learning techniques performed marginally better than the MLR, with the RFR providing in most cases the highest accuracy. The inability of MLR to handle non-linear relationships between dependent and independent variables was found to be a limitation in accurately predicting soil properties at unsampled locations. Satellite data acquired during ploughing or early crop development stages (e.g. May, June were found to be the most important spectral predictors while elevation, temperature and precipitation came up as prominent terrain/climatic variables in predicting soil properties. The results further showed that shortwave infrared and near infrared channels of Landsat8 as well as soil specific indices

  17. Vector regression introduced

    Directory of Open Access Journals (Sweden)

    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.

  18. An Objective Screening Method for Major Depressive Disorder Using Logistic Regression Analysis of Heart Rate Variability Data Obtained in a Mental Task Paradigm

    Directory of Open Access Journals (Sweden)

    Guanghao Sun

    2016-11-01

    Full Text Available Background and Objectives: Heart rate variability (HRV has been intensively studied as a promising biological marker of major depressive disorder (MDD. Our previous study confirmed that autonomic activity and reactivity in depression revealed by HRV during rest and mental task (MT conditions can be used as diagnostic measures and in clinical evaluation. In this study, logistic regression analysis (LRA was utilized for the classification and prediction of MDD based on HRV data obtained in an MT paradigm.Methods: Power spectral analysis of HRV on R-R intervals before, during, and after an MT (random number generation was performed in 44 drug-naïve patients with MDD and 47 healthy control subjects at Department of Psychiatry in Shizuoka Saiseikai General Hospital. Logit scores of LRA determined by HRV indices and heart rates discriminated patients with MDD from healthy subjects. The high frequency (HF component of HRV and the ratio of the low frequency (LF component to the HF component (LF/HF correspond to parasympathetic and sympathovagal balance, respectively.Results: The LRA achieved a sensitivity and specificity of 80.0% and 79.0%, respectively, at an optimum cutoff logit score (0.28. Misclassifications occurred only when the logit score was close to the cutoff score. Logit scores also correlated significantly with subjective self-rating depression scale scores (p < 0.05.Conclusion: HRV indices recorded during a mental task may be an objective tool for screening patients with MDD in psychiatric practice. The proposed method appears promising for not only objective and rapid MDD screening, but also evaluation of its severity.

  19. Autistic Regression

    Science.gov (United States)

    Matson, Johnny L.; Kozlowski, Alison M.

    2010-01-01

    Autistic regression is one of the many mysteries in the developmental course of autism and pervasive developmental disorders not otherwise specified (PDD-NOS). Various definitions of this phenomenon have been used, further clouding the study of the topic. Despite this problem, some efforts at establishing prevalence have been made. The purpose of…

  20. Possible Increase in Serum FABP4 Level Despite Adiposity Reduction by Canagliflozin, an SGLT2 Inhibitor.

    Directory of Open Access Journals (Sweden)

    Masato Furuhashi

    Full Text Available Fatty acid-binding protein 4 (FABP4/A-FABP/aP2 is secreted from adipocytes in association with catecholamine-induced lipolysis, and elevated serum FABP4 level is associated with obesity, insulin resistance and atherosclerosis. Secreted FABP4 as a novel adipokine leads to insulin resistance via increased hepatic glucose production (HGP. Sodium-glucose cotransporter 2 (SGLT2 inhibitors decrease blood glucose level via increased urinary glucose excretion, though HGP is enhanced. Here we investigated whether canagliflozin, an SGLT2 inhibitor, modulates serum FABP4 level.Canagliflozin (100 mg/day was administered to type 2 diabetic patients (n = 39 for 12 weeks. Serum FABP4 level was measured before and after treatment.At baseline, serum FABP4 level was correlated with adiposity, renal dysfunction and noradrenaline level. Treatment with canagliflozin significantly decreased adiposity and levels of fasting glucose and HbA1c but increased average serum FABP4 level by 10.3% (18.0 ± 1.0 vs. 19.8 ± 1.2 ng/ml, P = 0.008, though elevation of FABP4 level after treatment was observed in 26 (66.7% out of 39 patients. Change in FABP4 level was positively correlated with change in levels of fasting glucose (r = 0.329, P = 0.044, HbA1c (r = 0.329, P = 0.044 and noradrenaline (r = 0.329, P = 0.041 but was not significantly correlated with change in adiposity or other variables.Canagliflozin paradoxically increases serum FABP4 level in some diabetic patients despite amelioration of glucose metabolism and adiposity reduction, possibly via induction of catecholamine-induced lipolysis in adipocytes. Increased FABP4 level by canagliflozin may undermine the improvement of glucose metabolism and might be a possible mechanism of increased HGP by inhibition of SGLT2.UMIN-CTR Clinical Trial UMIN000018151.

  1. 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.

  2. 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.

  3. Consequences of kriging and land use regression for PM2.5 predictions in epidemiologic analyses: insights into spatial variability using high-resolution satellite data.

    Science.gov (United States)

    Alexeeff, Stacey E; Schwartz, Joel; Kloog, Itai; Chudnovsky, Alexandra; Koutrakis, Petros; Coull, Brent A

    2015-01-01

    Many epidemiological studies use predicted air pollution exposures as surrogates for true air pollution levels. These predicted exposures contain exposure measurement error, yet simulation studies have typically found negligible bias in resulting health effect estimates. However, previous studies typically assumed a statistical spatial model for air pollution exposure, which may be oversimplified. We address this shortcoming by assuming a realistic, complex exposure surface derived from fine-scale (1 km × 1 km) remote-sensing satellite data. Using simulation, we evaluate the accuracy of epidemiological health effect estimates in linear and logistic regression when using spatial air pollution predictions from kriging and land use regression models. We examined chronic (long-term) and acute (short-term) exposure to air pollution. Results varied substantially across different scenarios. Exposure models with low out-of-sample R(2) yielded severe biases in the health effect estimates of some models, ranging from 60% upward bias to 70% downward bias. One land use regression exposure model with >0.9 out-of-sample R(2) yielded upward biases up to 13% for acute health effect estimates. Almost all models drastically underestimated the SEs. Land use regression models performed better in chronic effect simulations. These results can help researchers when interpreting health effect estimates in these types of studies.

  4. Kendall-Theil Robust Line (KTRLine--version 1.0)-A Visual Basic Program for Calculating and Graphing Robust Nonparametric Estimates of Linear-Regression Coefficients Between Two Continuous Variables

    Science.gov (United States)

    Granato, Gregory E.

    2006-01-01

    The Kendall-Theil Robust Line software (KTRLine-version 1.0) is a Visual Basic program that may be used with the Microsoft Windows operating system to calculate parameters for robust, nonparametric estimates of linear-regression coefficients between two continuous variables. The KTRLine software was developed by the U.S. Geological Survey, in cooperation with the Federal Highway Administration, for use in stochastic data modeling with local, regional, and national hydrologic data sets to develop planning-level estimates of potential effects of highway runoff on the quality of receiving waters. The Kendall-Theil robust line was selected because this robust nonparametric method is resistant to the effects of outliers and nonnormality in residuals that commonly characterize hydrologic data sets. The slope of the line is calculated as the median of all possible pairwise slopes between points. The intercept is calculated so that the line will run through the median of input data. A single-line model or a multisegment model may be specified. The program was developed to provide regression equations with an error component for stochastic data generation because nonparametric multisegment regression tools are not available with the software that is commonly used to develop regression models. The Kendall-Theil robust line is a median line and, therefore, may underestimate total mass, volume, or loads unless the error component or a bias correction factor is incorporated into the estimate. Regression statistics such as the median error, the median absolute deviation, the prediction error sum of squares, the root mean square error, the confidence interval for the slope, and the bias correction factor for median estimates are calculated by use of nonparametric methods. These statistics, however, may be used to formulate estimates of mass, volume, or total loads. The program is used to read a two- or three-column tab-delimited input file with variable names in the first row and

  5. Multiple linear regression analysis

    Science.gov (United States)

    Edwards, T. R.

    1980-01-01

    Program rapidly selects best-suited set of coefficients. User supplies only vectors of independent and dependent data and specifies confidence level required. Program uses stepwise statistical procedure for relating minimal set of variables to set of observations; final regression contains only most statistically significant coefficients. Program is written in FORTRAN IV for batch execution and has been implemented on NOVA 1200.

  6. Bounded Gaussian process regression

    DEFF Research Database (Denmark)

    Jensen, Bjørn Sand; Nielsen, Jens Brehm; Larsen, Jan

    2013-01-01

    We extend the Gaussian process (GP) framework for bounded regression by introducing two bounded likelihood functions that model the noise on the dependent variable explicitly. This is fundamentally different from the implicit noise assumption in the previously suggested warped GP framework. We...... with the proposed explicit noise-model extension....

  7. Multicollinearity and Regression Analysis

    Science.gov (United States)

    Daoud, Jamal I.

    2017-12-01

    In regression analysis it is obvious to have a correlation between the response and predictor(s), but having correlation among predictors is something undesired. The number of predictors included in the regression model depends on many factors among which, historical data, experience, etc. At the end selection of most important predictors is something objective due to the researcher. Multicollinearity is a phenomena when two or more predictors are correlated, if this happens, the standard error of the coefficients will increase [8]. Increased standard errors means that the coefficients for some or all independent variables may be found to be significantly different from In other words, by overinflating the standard errors, multicollinearity makes some variables statistically insignificant when they should be significant. In this paper we focus on the multicollinearity, reasons and consequences on the reliability of the regression model.

  8. Serum immunoglobulin G4 levels and Graves' disease phenotype.

    Science.gov (United States)

    Martin, Carmen Sorina; Sirbu, Anca Elena; Betivoiu, Minodora Andreea; Florea, Suzana; Barbu, Carmen Gabriela; Fica, Simona Vasilica

    2017-02-01

    We investigated, at diagnosis, the relationship between serum immunoglobulin G4 levels and the main characteristics of Graves' disease: hyperthyroidism severity, goiter size, presence of active Graves' ophthalmopathy, antithyroid antibodies status, and titer. This prospective study included 80 newly diagnosed Graves' disease patients. The main parameters measured at diagnosis: thyroid-stimulating hormone, free thyroxine, free triiodothyronine, total triiodothyronine, thyroglobulin, antithyroid peroxidase antibodies, anti-thyroglobulin antibodies, thyroid-stimulating hormone receptor antibodies, immunoglobulin G4. In Graves' disease patients, serum immunoglobulin G4 levels were higher than in general population (p = 0.028) and higher in men compared to women (p = 0.002). Only one female patient with intense hypoechoic goiter, high anti-thyroglobulin antibody, and antithyroid peroxidase antibody titers had an elevated serum immunoglobulin G4 level at diagnosis. Patients with immunoglobulin G4 levels above the 75th percentile (>237.52 mg/dl, N = 20) were younger at Graves' ophthalmopathy onset (p 286.28 mg/dl, N = 8) had lower total triiodothyronine values (p = 0.001) than patients with IgG below the 90th percentile. No significant correlations were found between smoking status (p = 0.58), goiter size (p = 0.50), the presence of ophthalmopathy (p = 0.42) or thyroid-stimulating hormone receptor antibody titers (p = 0.45) and the mean value of immunoglobulin G4 levels at diagnosis. Our data suggest that Graves' disease patients with elevated immunoglobulin G4 levels at diagnosis have a phenotype characterized by higher anti-thyroglobulin antibody and antithyroid peroxidase antibody titers, less severe T3 hyperthyroidism, younger age at ophthalmopathy onset and require a shorter duration of the first methimazole treatment cycle.

  9. From Rasch scores to regression

    DEFF Research Database (Denmark)

    Christensen, Karl Bang

    2006-01-01

    Rasch models provide a framework for measurement and modelling latent variables. Having measured a latent variable in a population a comparison of groups will often be of interest. For this purpose the use of observed raw scores will often be inadequate because these lack interval scale propertie....... This paper compares two approaches to group comparison: linear regression models using estimated person locations as outcome variables and latent regression models based on the distribution of the score....

  10. Analysis of variability in multi-day GPS imputed activity-travel diaries using multi-dimensional sequence alignment and panel effects regression models

    NARCIS (Netherlands)

    Xianyu, J.; Rasouli, S.; Timmermans, H.J.P.

    The use of GPS devices and smartphones has made feasible the collection of multi-day activity-travel diaries. In turn, the availability of multi-day travel diary data opens up new avenues for analyzing dynamics of individual travel behavior. This paper addresses the issue of day-to-day variability

  11. Collaborative regression.

    Science.gov (United States)

    Gross, Samuel M; Tibshirani, Robert

    2015-04-01

    We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with these type of data is "sparse multiple canonical correlation analysis" (sparse mCCA). All of the current sparse mCCA techniques are biconvex and thus have no guarantees about reaching a global optimum. We propose a method for performing sparse supervised canonical correlation analysis (sparse sCCA), a specific case of sparse mCCA when one of the datasets is a vector. Our proposal for sparse sCCA is convex and thus does not face the same difficulties as the other methods. We derive efficient algorithms for this problem that can be implemented with off the shelf solvers, and illustrate their use on simulated and real data. © The Author 2014. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  12. Türkiye'nin Turizm Gelirini Etkileyen Değişkenler İçin En Uygun Regresyon Denkleminin Belirlenmesi = Obtaining the Optimum Regression Equation for Variables Which Effects Incoming of Tourism in Turkey

    Directory of Open Access Journals (Sweden)

    Cengiz AKTAŞ

    2005-06-01

    Full Text Available In this study, we investigate the importance of tourism for Turkish ecenomy, and define the optimum variables which affect tourism revenues. In this type of econometric study that needs the multiple regression models, one of the problems in estimation of parameters is stationarity in time series. Therefore, usableness of the problem for long run relationship is analyzed. Finally autocorrelation, multicollinearity and heteroscedasticity are investigated.

  13. Genetic algorithm as a variable selection procedure for the simulation of 13C nuclear magnetic resonance spectra of flavonoid derivatives using multiple linear regression.

    Science.gov (United States)

    Ghavami, Raoof; Najafi, Amir; Sajadi, Mohammad; Djannaty, Farhad

    2008-09-01

    In order to accurately simulate (13)C NMR spectra of hydroxy, polyhydroxy and methoxy substituted flavonoid a quantitative structure-property relationship (QSPR) model, relating atom-based calculated descriptors to (13)C NMR chemical shifts (ppm, TMS=0), is developed. A dataset consisting of 50 flavonoid derivatives was employed for the present analysis. A set of 417 topological, geometrical, and electronic descriptors representing various structural characteristics was calculated and separate multilinear QSPR models were developed between each carbon atom of flavonoid and the calculated descriptors. Genetic algorithm (GA) and multiple linear regression analysis (MLRA) were used to select the descriptors and to generate the correlation models. Analysis of the results revealed a correlation coefficient and root mean square error (RMSE) of 0.994 and 2.53ppm, respectively, for the prediction set.

  14. Short-Term Effects of Climatic Variables on Hand, Foot, and Mouth Disease in Mainland China, 2008-2013: A Multilevel Spatial Poisson Regression Model Accounting for Overdispersion.

    Science.gov (United States)

    Liao, Jiaqiang; Yu, Shicheng; Yang, Fang; Yang, Min; Hu, Yuehua; Zhang, Juying

    2016-01-01

    Hand, Foot, and Mouth Disease (HFMD) is a worldwide infectious disease. In China, many provinces have reported HFMD cases, especially the south and southwest provinces. Many studies have found a strong association between the incidence of HFMD and climatic factors such as temperature, rainfall, and relative humidity. However, few studies have analyzed cluster effects between various geographical units. The nonlinear relationships and lag effects between weekly HFMD cases and climatic variables were estimated for the period of 2008-2013 using a polynomial distributed lag model. The extra-Poisson multilevel spatial polynomial model was used to model the exact relationship between weekly HFMD incidence and climatic variables after considering cluster effects, provincial correlated structure of HFMD incidence and overdispersion. The smoothing spline methods were used to detect threshold effects between climatic factors and HFMD incidence. The HFMD incidence spatial heterogeneity distributed among provinces, and the scale measurement of overdispersion was 548.077. After controlling for long-term trends, spatial heterogeneity and overdispersion, temperature was highly associated with HFMD incidence. Weekly average temperature and weekly temperature difference approximate inverse "V" shape and "V" shape relationships associated with HFMD incidence. The lag effects for weekly average temperature and weekly temperature difference were 3 weeks and 2 weeks. High spatial correlated HFMD incidence were detected in northern, central and southern province. Temperature can be used to explain most of variation of HFMD incidence in southern and northeastern provinces. After adjustment for temperature, eastern and Northern provinces still had high variation HFMD incidence. We found a relatively strong association between weekly HFMD incidence and weekly average temperature. The association between the HFMD incidence and climatic variables spatial heterogeneity distributed across

  15. Short-Term Effects of Climatic Variables on Hand, Foot, and Mouth Disease in Mainland China, 2008–2013: A Multilevel Spatial Poisson Regression Model Accounting for Overdispersion

    Science.gov (United States)

    Yang, Fang; Yang, Min; Hu, Yuehua; Zhang, Juying

    2016-01-01

    Background Hand, Foot, and Mouth Disease (HFMD) is a worldwide infectious disease. In China, many provinces have reported HFMD cases, especially the south and southwest provinces. Many studies have found a strong association between the incidence of HFMD and climatic factors such as temperature, rainfall, and relative humidity. However, few studies have analyzed cluster effects between various geographical units. Methods The nonlinear relationships and lag effects between weekly HFMD cases and climatic variables were estimated for the period of 2008–2013 using a polynomial distributed lag model. The extra-Poisson multilevel spatial polynomial model was used to model the exact relationship between weekly HFMD incidence and climatic variables after considering cluster effects, provincial correlated structure of HFMD incidence and overdispersion. The smoothing spline methods were used to detect threshold effects between climatic factors and HFMD incidence. Results The HFMD incidence spatial heterogeneity distributed among provinces, and the scale measurement of overdispersion was 548.077. After controlling for long-term trends, spatial heterogeneity and overdispersion, temperature was highly associated with HFMD incidence. Weekly average temperature and weekly temperature difference approximate inverse “V” shape and “V” shape relationships associated with HFMD incidence. The lag effects for weekly average temperature and weekly temperature difference were 3 weeks and 2 weeks. High spatial correlated HFMD incidence were detected in northern, central and southern province. Temperature can be used to explain most of variation of HFMD incidence in southern and northeastern provinces. After adjustment for temperature, eastern and Northern provinces still had high variation HFMD incidence. Conclusion We found a relatively strong association between weekly HFMD incidence and weekly average temperature. The association between the HFMD incidence and climatic

  16. 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.

  17. QSRR modeling for the chromatographic retention behavior of some β-lactam antibiotics using forward and firefly variable selection algorithms coupled with multiple linear regression.

    Science.gov (United States)

    Fouad, Marwa A; Tolba, Enas H; El-Shal, Manal A; El Kerdawy, Ahmed M

    2018-05-11

    The justified continuous emerging of new β-lactam antibiotics provokes the need for developing suitable analytical methods that accelerate and facilitate their analysis. A face central composite experimental design was adopted using different levels of phosphate buffer pH, acetonitrile percentage at zero time and after 15 min in a gradient program to obtain the optimum chromatographic conditions for the elution of 31 β-lactam antibiotics. Retention factors were used as the target property to build two QSRR models utilizing the conventional forward selection and the advanced nature-inspired firefly algorithm for descriptor selection, coupled with multiple linear regression. The obtained models showed high performance in both internal and external validation indicating their robustness and predictive ability. Williams-Hotelling test and student's t-test showed that there is no statistical significant difference between the models' results. Y-randomization validation showed that the obtained models are due to significant correlation between the selected molecular descriptors and the analytes' chromatographic retention. These results indicate that the generated FS-MLR and FFA-MLR models are showing comparable quality on both the training and validation levels. They also gave comparable information about the molecular features that influence the retention behavior of β-lactams under the current chromatographic conditions. We can conclude that in some cases simple conventional feature selection algorithm can be used to generate robust and predictive models comparable to that are generated using advanced ones. Copyright © 2018 Elsevier B.V. All rights reserved.

  18. Ordinary least square regression, orthogonal regression, geometric mean regression and their applications in aerosol science

    International Nuclear Information System (INIS)

    Leng Ling; Zhang Tianyi; Kleinman, Lawrence; Zhu Wei

    2007-01-01

    Regression analysis, especially the ordinary least squares method which assumes that errors are confined to the dependent variable, has seen a fair share of its applications in aerosol science. The ordinary least squares approach, however, could be problematic due to the fact that atmospheric data often does not lend itself to calling one variable independent and the other dependent. Errors often exist for both measurements. In this work, we examine two regression approaches available to accommodate this situation. They are orthogonal regression and geometric mean regression. Comparisons are made theoretically as well as numerically through an aerosol study examining whether the ratio of organic aerosol to CO would change with age

  19. Multicollinearity is a red herring in the search for moderator variables: A guide to interpreting moderated multiple regression models and a critique of Iacobucci, Schneider, Popovich, and Bakamitsos (2016).

    Science.gov (United States)

    McClelland, Gary H; Irwin, Julie R; Disatnik, David; Sivan, Liron

    2017-02-01

    Multicollinearity is irrelevant to the search for moderator variables, contrary to the implications of Iacobucci, Schneider, Popovich, and Bakamitsos (Behavior Research Methods, 2016, this issue). Multicollinearity is like the red herring in a mystery novel that distracts the statistical detective from the pursuit of a true moderator relationship. We show multicollinearity is completely irrelevant for tests of moderator variables. Furthermore, readers of Iacobucci et al. might be confused by a number of their errors. We note those errors, but more positively, we describe a variety of methods researchers might use to test and interpret their moderated multiple regression models, including two-stage testing, mean-centering, spotlighting, orthogonalizing, and floodlighting without regard to putative issues of multicollinearity. We cite a number of recent studies in the psychological literature in which the researchers used these methods appropriately to test, to interpret, and to report their moderated multiple regression models. We conclude with a set of recommendations for the analysis and reporting of moderated multiple regression that should help researchers better understand their models and facilitate generalizations across studies.

  20. Propensity-score matching in economic analyses: comparison with regression models, instrumental variables, residual inclusion, differences-in-differences, and decomposition methods.

    Science.gov (United States)

    Crown, William H

    2014-02-01

    This paper examines the use of propensity score matching in economic analyses of observational data. Several excellent papers have previously reviewed practical aspects of propensity score estimation and other aspects of the propensity score literature. The purpose of this paper is to compare the conceptual foundation of propensity score models with alternative estimators of treatment effects. References are provided to empirical comparisons among methods that have appeared in the literature. These comparisons are available for a subset of the methods considered in this paper. However, in some cases, no pairwise comparisons of particular methods are yet available, and there are no examples of comparisons across all of the methods surveyed here. Irrespective of the availability of empirical comparisons, the goal of this paper is to provide some intuition about the relative merits of alternative estimators in health economic evaluations where nonlinearity, sample size, availability of pre/post data, heterogeneity, and missing variables can have important implications for choice of methodology. Also considered is the potential combination of propensity score matching with alternative methods such as differences-in-differences and decomposition methods that have not yet appeared in the empirical literature.

  1. Logistic Regression: Concept and Application

    Science.gov (United States)

    Cokluk, Omay

    2010-01-01

    The main focus of logistic regression analysis is classification of individuals in different groups. The aim of the present study is to explain basic concepts and processes of binary logistic regression analysis intended to determine the combination of independent variables which best explain the membership in certain groups called dichotomous…

  2. Linear regression in astronomy. I

    Science.gov (United States)

    Isobe, Takashi; Feigelson, Eric D.; Akritas, Michael G.; Babu, Gutti Jogesh

    1990-01-01

    Five methods for obtaining linear regression fits to bivariate data with unknown or insignificant measurement errors are discussed: ordinary least-squares (OLS) regression of Y on X, OLS regression of X on Y, the bisector of the two OLS lines, orthogonal regression, and 'reduced major-axis' regression. These methods have been used by various researchers in observational astronomy, most importantly in cosmic distance scale applications. Formulas for calculating the slope and intercept coefficients and their uncertainties are given for all the methods, including a new general form of the OLS variance estimates. The accuracy of the formulas was confirmed using numerical simulations. The applicability of the procedures is discussed with respect to their mathematical properties, the nature of the astronomical data under consideration, and the scientific purpose of the regression. It is found that, for problems needing symmetrical treatment of the variables, the OLS bisector performs significantly better than orthogonal or reduced major-axis regression.

  3. Logic regression and its extensions.

    Science.gov (United States)

    Schwender, Holger; Ruczinski, Ingo

    2010-01-01

    Logic regression is an adaptive classification and regression procedure, initially developed to reveal interacting single nucleotide polymorphisms (SNPs) in genetic association studies. In general, this approach can be used in any setting with binary predictors, when the interaction of these covariates is of primary interest. Logic regression searches for Boolean (logic) combinations of binary variables that best explain the variability in the outcome variable, and thus, reveals variables and interactions that are associated with the response and/or have predictive capabilities. The logic expressions are embedded in a generalized linear regression framework, and thus, logic regression can handle a variety of outcome types, such as binary responses in case-control studies, numeric responses, and time-to-event data. In this chapter, we provide an introduction to the logic regression methodology, list some applications in public health and medicine, and summarize some of the direct extensions and modifications of logic regression that have been proposed in the literature. Copyright © 2010 Elsevier Inc. All rights reserved.

  4. 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.

  5. SEPARATION PHENOMENA LOGISTIC REGRESSION

    Directory of Open Access Journals (Sweden)

    Ikaro Daniel de Carvalho Barreto

    2014-03-01

    Full Text Available This paper proposes an application of concepts about the maximum likelihood estimation of the binomial logistic regression model to the separation phenomena. It generates bias in the estimation and provides different interpretations of the estimates on the different statistical tests (Wald, Likelihood Ratio and Score and provides different estimates on the different iterative methods (Newton-Raphson and Fisher Score. It also presents an example that demonstrates the direct implications for the validation of the model and validation of variables, the implications for estimates of odds ratios and confidence intervals, generated from the Wald statistics. Furthermore, we present, briefly, the Firth correction to circumvent the phenomena of separation.

  6. Adaptive metric kernel regression

    DEFF Research Database (Denmark)

    Goutte, Cyril; Larsen, Jan

    2000-01-01

    Kernel smoothing is a widely used non-parametric pattern recognition technique. By nature, it suffers from the curse of dimensionality and is usually difficult to apply to high input dimensions. In this contribution, we propose an algorithm that adapts the input metric used in multivariate...... regression by minimising a cross-validation estimate of the generalisation error. This allows to automatically adjust the importance of different dimensions. The improvement in terms of modelling performance is illustrated on a variable selection task where the adaptive metric kernel clearly outperforms...

  7. Adaptive Metric Kernel Regression

    DEFF Research Database (Denmark)

    Goutte, Cyril; Larsen, Jan

    1998-01-01

    Kernel smoothing is a widely used nonparametric pattern recognition technique. By nature, it suffers from the curse of dimensionality and is usually difficult to apply to high input dimensions. In this paper, we propose an algorithm that adapts the input metric used in multivariate regression...... by minimising a cross-validation estimate of the generalisation error. This allows one to automatically adjust the importance of different dimensions. The improvement in terms of modelling performance is illustrated on a variable selection task where the adaptive metric kernel clearly outperforms the standard...

  8. Correlation and simple linear regression.

    Science.gov (United States)

    Zou, Kelly H; Tuncali, Kemal; Silverman, Stuart G

    2003-06-01

    In this tutorial article, the concepts of correlation and regression are reviewed and demonstrated. The authors review and compare two correlation coefficients, the Pearson correlation coefficient and the Spearman rho, for measuring linear and nonlinear relationships between two continuous variables. In the case of measuring the linear relationship between a predictor and an outcome variable, simple linear regression analysis is conducted. These statistical concepts are illustrated by using a data set from published literature to assess a computed tomography-guided interventional technique. These statistical methods are important for exploring the relationships between variables and can be applied to many radiologic studies.

  9. Differentiating regressed melanoma from regressed lichenoid keratosis.

    Science.gov (United States)

    Chan, Aegean H; Shulman, Kenneth J; Lee, Bonnie A

    2017-04-01

    Distinguishing regressed lichen planus-like keratosis (LPLK) from regressed melanoma can be difficult on histopathologic examination, potentially resulting in mismanagement of patients. We aimed to identify histopathologic features by which regressed melanoma can be differentiated from regressed LPLK. Twenty actively inflamed LPLK, 12 LPLK with regression and 15 melanomas with regression were compared and evaluated by hematoxylin and eosin staining as well as Melan-A, microphthalmia transcription factor (MiTF) and cytokeratin (AE1/AE3) immunostaining. (1) A total of 40% of regressed melanomas showed complete or near complete loss of melanocytes within the epidermis with Melan-A and MiTF immunostaining, while 8% of regressed LPLK exhibited this finding. (2) Necrotic keratinocytes were seen in the epidermis in 33% regressed melanomas as opposed to all of the regressed LPLK. (3) A dense infiltrate of melanophages in the papillary dermis was seen in 40% of regressed melanomas, a feature not seen in regressed LPLK. In summary, our findings suggest that a complete or near complete loss of melanocytes within the epidermis strongly favors a regressed melanoma over a regressed LPLK. In addition, necrotic epidermal keratinocytes and the presence of a dense band-like distribution of dermal melanophages can be helpful in differentiating these lesions. © 2016 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.

  10. Linear regression in astronomy. II

    Science.gov (United States)

    Feigelson, Eric D.; Babu, Gutti J.

    1992-01-01

    A wide variety of least-squares linear regression procedures used in observational astronomy, particularly investigations of the cosmic distance scale, are presented and discussed. The classes of linear models considered are (1) unweighted regression lines, with bootstrap and jackknife resampling; (2) regression solutions when measurement error, in one or both variables, dominates the scatter; (3) methods to apply a calibration line to new data; (4) truncated regression models, which apply to flux-limited data sets; and (5) censored regression models, which apply when nondetections are present. For the calibration problem we develop two new procedures: a formula for the intercept offset between two parallel data sets, which propagates slope errors from one regression to the other; and a generalization of the Working-Hotelling confidence bands to nonstandard least-squares lines. They can provide improved error analysis for Faber-Jackson, Tully-Fisher, and similar cosmic distance scale relations.

  11. Robust Regression Procedures for Predictor Variable Outliers.

    Science.gov (United States)

    1982-03-01

    space of probability dis- tributions. Then the influence function of the estimator is defined to be the derivative of the functional evaluated at the...measure of the impact of an outlier x0 on the estimator . . . . . .0 10 T(F) is the " influence function " which is defined to be T(F) - lirT(F")-T(F...positive and negative directions. An em- pirical influence function can be defined in a similar fashion simply by replacing F with F in eqn. (3.4).n

  12. 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

  13. 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

  14. 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

  15. Gaussian process regression analysis for functional data

    CERN Document Server

    Shi, Jian Qing

    2011-01-01

    Gaussian Process Regression Analysis for Functional Data presents nonparametric statistical methods for functional regression analysis, specifically the methods based on a Gaussian process prior in a functional space. The authors focus on problems involving functional response variables and mixed covariates of functional and scalar variables.Covering the basics of Gaussian process regression, the first several chapters discuss functional data analysis, theoretical aspects based on the asymptotic properties of Gaussian process regression models, and new methodological developments for high dime

  16. Regression: A Bibliography.

    Science.gov (United States)

    Pedrini, D. T.; Pedrini, Bonnie C.

    Regression, another mechanism studied by Sigmund Freud, has had much research, e.g., hypnotic regression, frustration regression, schizophrenic regression, and infra-human-animal regression (often directly related to fixation). Many investigators worked with hypnotic age regression, which has a long history, going back to Russian reflexologists.…

  17. Quantile Regression Analysis of the Distributional Effects of Air Pollution on Blood Pressure, Heart Rate Variability, Blood Lipids, and Biomarkers of Inflammation in Elderly American Men: The Normative Aging Study.

    Science.gov (United States)

    Bind, Marie-Abele; Peters, Annette; Koutrakis, Petros; Coull, Brent; Vokonas, Pantel; Schwartz, Joel

    2016-08-01

    Previous studies have observed associations between air pollution and heart disease. Susceptibility to air pollution effects has been examined mostly with a test of effect modification, but little evidence is available whether air pollution distorts cardiovascular risk factor distribution. This paper aims to examine distributional and heterogeneous effects of air pollution on known cardiovascular biomarkers. A total of 1,112 men from the Normative Aging Study and residents of the greater Boston, Massachusetts, area with mean age of 69 years at baseline were included in this study during the period 1995-2013. We used quantile regression and random slope models to investigate distributional effects and heterogeneity in the traffic-related responses on blood pressure, heart rate variability, repolarization, lipids, and inflammation. We considered 28-day averaged exposure to particle number, PM2.5 black carbon, and PM2.5 mass concentrations (measured at a single monitor near the site of the study visits). We observed some evidence suggesting distributional effects of traffic-related pollutants on systolic blood pressure, heart rate variability, corrected QT interval, low density lipoprotein (LDL) cholesterol, triglyceride, and intercellular adhesion molecule-1 (ICAM-1). For example, among participants with LDL cholesterol below 80 mg/dL, an interquartile range increase in PM2.5 black carbon exposure was associated with a 7-mg/dL (95% CI: 5, 10) increase in LDL cholesterol, while among subjects with LDL cholesterol levels close to 160 mg/dL, the same exposure was related to a 16-mg/dL (95% CI: 13, 20) increase in LDL cholesterol. We observed similar heterogeneous associations across low versus high percentiles of the LDL distribution for PM2.5 mass and particle number. These results suggest that air pollution distorts the distribution of cardiovascular risk factors, and that, for several outcomes, effects may be greatest among individuals who are already at high risk

  18. Regression Analysis by Example. 5th Edition

    Science.gov (United States)

    Chatterjee, Samprit; Hadi, Ali S.

    2012-01-01

    Regression analysis is a conceptually simple method for investigating relationships among variables. Carrying out a successful application of regression analysis, however, requires a balance of theoretical results, empirical rules, and subjective judgment. "Regression Analysis by Example, Fifth Edition" has been expanded and thoroughly…

  19. 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.

  20. Regression analysis with categorized regression calibrated exposure: some interesting findings

    Directory of Open Access Journals (Sweden)

    Hjartåker Anette

    2006-07-01

    Full Text Available Abstract Background Regression calibration as a method for handling measurement error is becoming increasingly well-known and used in epidemiologic research. However, the standard version of the method is not appropriate for exposure analyzed on a categorical (e.g. quintile scale, an approach commonly used in epidemiologic studies. A tempting solution could then be to use the predicted continuous exposure obtained through the regression calibration method and treat it as an approximation to the true exposure, that is, include the categorized calibrated exposure in the main regression analysis. Methods We use semi-analytical calculations and simulations to evaluate the performance of the proposed approach compared to the naive approach of not correcting for measurement error, in situations where analyses are performed on quintile scale and when incorporating the original scale into the categorical variables, respectively. We also present analyses of real data, containing measures of folate intake and depression, from the Norwegian Women and Cancer study (NOWAC. Results In cases where extra information is available through replicated measurements and not validation data, regression calibration does not maintain important qualities of the true exposure distribution, thus estimates of variance and percentiles can be severely biased. We show that the outlined approach maintains much, in some cases all, of the misclassification found in the observed exposure. For that reason, regression analysis with the corrected variable included on a categorical scale is still biased. In some cases the corrected estimates are analytically equal to those obtained by the naive approach. Regression calibration is however vastly superior to the naive method when applying the medians of each category in the analysis. Conclusion Regression calibration in its most well-known form is not appropriate for measurement error correction when the exposure is analyzed on a

  1. RAWS II: A MULTIPLE REGRESSION ANALYSIS PROGRAM,

    Science.gov (United States)

    This memorandum gives instructions for the use and operation of a revised version of RAWS, a multiple regression analysis program. The program...of preprocessed data, the directed retention of variable, listing of the matrix of the normal equations and its inverse, and the bypassing of the regression analysis to provide the input variable statistics only. (Author)

  2. A Simulation Investigation of Principal Component Regression.

    Science.gov (United States)

    Allen, David E.

    Regression analysis is one of the more common analytic tools used by researchers. However, multicollinearity between the predictor variables can cause problems in using the results of regression analyses. Problems associated with multicollinearity include entanglement of relative influences of variables due to reduced precision of estimation,…

  3. Survival analysis II: Cox regression

    NARCIS (Netherlands)

    Stel, Vianda S.; Dekker, Friedo W.; Tripepi, Giovanni; Zoccali, Carmine; Jager, Kitty J.

    2011-01-01

    In contrast to the Kaplan-Meier method, Cox proportional hazards regression can provide an effect estimate by quantifying the difference in survival between patient groups and can adjust for confounding effects of other variables. The purpose of this article is to explain the basic concepts of the

  4. Kernel regression with functional response

    OpenAIRE

    Ferraty, Frédéric; Laksaci, Ali; Tadj, Amel; Vieu, Philippe

    2011-01-01

    We consider kernel regression estimate when both the response variable and the explanatory one are functional. The rates of uniform almost complete convergence are stated as function of the small ball probability of the predictor and as function of the entropy of the set on which uniformity is obtained.

  5. 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...

  6. Implementation of a multi-variable regression analysis in the assessment of the generation rate and composition of hospital solid waste for the design of a sustainable management system in developing countries.

    Science.gov (United States)

    Al-Khatib, Issam A; Abu Fkhidah, Ismail; Khatib, Jumana I; Kontogianni, Stamatia

    2016-03-01

    Forecasting of hospital solid waste generation is a critical challenge for future planning. The composition and generation rate of hospital solid waste in hospital units was the field where the proposed methodology of the present article was applied in order to validate the results and secure the outcomes of the management plan in national hospitals. A set of three multiple-variable regression models has been derived for estimating the daily total hospital waste, general hospital waste, and total hazardous waste as a function of number of inpatients, number of total patients, and number of beds. The application of several key indicators and validation procedures indicates the high significance and reliability of the developed models in predicting the hospital solid waste of any hospital. Methodology data were drawn from existent scientific literature. Also, useful raw data were retrieved from international organisations and the investigated hospitals' personnel. The primal generation outcomes are compared with other local hospitals and also with hospitals from other countries. The main outcome, which is the developed model results, are presented and analysed thoroughly. The goal is this model to act as leverage in the discussions among governmental authorities on the implementation of a national plan for safe hospital waste management in Palestine. © The Author(s) 2016.

  7. Principal component regression analysis with SPSS.

    Science.gov (United States)

    Liu, R X; Kuang, J; Gong, Q; Hou, X L

    2003-06-01

    The paper introduces all indices of multicollinearity diagnoses, the basic principle of principal component regression and determination of 'best' equation method. The paper uses an example to describe how to do principal component regression analysis with SPSS 10.0: including all calculating processes of the principal component regression and all operations of linear regression, factor analysis, descriptives, compute variable and bivariate correlations procedures in SPSS 10.0. The principal component regression analysis can be used to overcome disturbance of the multicollinearity. The simplified, speeded up and accurate statistical effect is reached through the principal component regression analysis with SPSS.

  8. [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.

  9. Canonical variate regression.

    Science.gov (United States)

    Luo, Chongliang; Liu, Jin; Dey, Dipak K; Chen, Kun

    2016-07-01

    In many fields, multi-view datasets, measuring multiple distinct but interrelated sets of characteristics on the same set of subjects, together with data on certain outcomes or phenotypes, are routinely collected. The objective in such a problem is often two-fold: both to explore the association structures of multiple sets of measurements and to develop a parsimonious model for predicting the future outcomes. We study a unified canonical variate regression framework to tackle the two problems simultaneously. The proposed criterion integrates multiple canonical correlation analysis with predictive modeling, balancing between the association strength of the canonical variates and their joint predictive power on the outcomes. Moreover, the proposed criterion seeks multiple sets of canonical variates simultaneously to enable the examination of their joint effects on the outcomes, and is able to handle multivariate and non-Gaussian outcomes. An efficient algorithm based on variable splitting and Lagrangian multipliers is proposed. Simulation studies show the superior performance of the proposed approach. We demonstrate the effectiveness of the proposed approach in an [Formula: see text] intercross mice study and an alcohol dependence study. © The Author 2016. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  10. Modeling soil organic matter (SOM) from satellite data using VISNIR-SWIR spectroscopy and PLS regression with step-down variable selection algorithm: case study of Campos Amazonicos National Park savanna enclave, Brazil

    Science.gov (United States)

    Rosero-Vlasova, O.; Borini Alves, D.; Vlassova, L.; Perez-Cabello, F.; Montorio Lloveria, R.

    2017-10-01

    Deforestation in Amazon basin due, among other factors, to frequent wildfires demands continuous post-fire monitoring of soil and vegetation. Thus, the study posed two objectives: (1) evaluate the capacity of Visible - Near InfraRed - ShortWave InfraRed (VIS-NIR-SWIR) spectroscopy to estimate soil organic matter (SOM) in fire-affected soils, and (2) assess the feasibility of SOM mapping from satellite images. For this purpose, 30 soil samples (surface layer) were collected in 2016 in areas of grass and riparian vegetation of Campos Amazonicos National Park, Brazil, repeatedly affected by wildfires. Standard laboratory procedures were applied to determine SOM. Reflectance spectra of soils were obtained in controlled laboratory conditions using Fieldspec4 spectroradiometer (spectral range 350nm- 2500nm). Measured spectra were resampled to simulate reflectances for Landsat-8, Sentinel-2 and EnMap spectral bands, used as predictors in SOM models developed using Partial Least Squares regression and step-down variable selection algorithm (PLSR-SD). The best fit was achieved with models based on reflectances simulated for EnMap bands (R2=0.93; R2cv=0.82 and NMSE=0.07; NMSEcv=0.19). The model uses only 8 out of 244 predictors (bands) chosen by the step-down variable selection algorithm. The least reliable estimates (R2=0.55 and R2cv=0.40 and NMSE=0.43; NMSEcv=0.60) resulted from Landsat model, while Sentinel-2 model showed R2=0.68 and R2cv=0.63; NMSE=0.31 and NMSEcv=0.38. The results confirm high potential of VIS-NIR-SWIR spectroscopy for SOM estimation. Application of step-down produces sparser and better-fit models. Finally, SOM can be estimated with an acceptable accuracy (NMSE 0.35) from EnMap and Sentinel-2 data enabling mapping and analysis of impacts of repeated wildfires on soils in the study area.

  11. Yet another look at MIDAS regression

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans)

    2016-01-01

    textabstractA MIDAS regression involves a dependent variable observed at a low frequency and independent variables observed at a higher frequency. This paper relates a true high frequency data generating process, where also the dependent variable is observed (hypothetically) at the high frequency,

  12. Logistic regression for dichotomized counts.

    Science.gov (United States)

    Preisser, John S; Das, Kalyan; Benecha, Habtamu; Stamm, John W

    2016-12-01

    Sometimes there is interest in a dichotomized outcome indicating whether a count variable is positive or zero. Under this scenario, the application of ordinary logistic regression may result in efficiency loss, which is quantifiable under an assumed model for the counts. In such situations, a shared-parameter hurdle model is investigated for more efficient estimation of regression parameters relating to overall effects of covariates on the dichotomous outcome, while handling count data with many zeroes. One model part provides a logistic regression containing marginal log odds ratio effects of primary interest, while an ancillary model part describes the mean count of a Poisson or negative binomial process in terms of nuisance regression parameters. Asymptotic efficiency of the logistic model parameter estimators of the two-part models is evaluated with respect to ordinary logistic regression. Simulations are used to assess the properties of the models with respect to power and Type I error, the latter investigated under both misspecified and correctly specified models. The methods are applied to data from a randomized clinical trial of three toothpaste formulations to prevent incident dental caries in a large population of Scottish schoolchildren. © The Author(s) 2014.

  13. Introduction to regression graphics

    CERN Document Server

    Cook, R Dennis

    2009-01-01

    Covers the use of dynamic and interactive computer graphics in linear regression analysis, focusing on analytical graphics. Features new techniques like plot rotation. The authors have composed their own regression code, using Xlisp-Stat language called R-code, which is a nearly complete system for linear regression analysis and can be utilized as the main computer program in a linear regression course. The accompanying disks, for both Macintosh and Windows computers, contain the R-code and Xlisp-Stat. An Instructor's Manual presenting detailed solutions to all the problems in the book is ava

  14. 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

  15. 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

  16. 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-

  17. 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

  18. (Non) linear regression modelling

    NARCIS (Netherlands)

    Cizek, P.; Gentle, J.E.; Hardle, W.K.; Mori, Y.

    2012-01-01

    We will study causal relationships of a known form between random variables. Given a model, we distinguish one or more dependent (endogenous) variables Y = (Y1,…,Yl), l ∈ N, which are explained by a model, and independent (exogenous, explanatory) variables X = (X1,…,Xp),p ∈ N, which explain or

  19. Understanding poisson regression.

    Science.gov (United States)

    Hayat, Matthew J; Higgins, Melinda

    2014-04-01

    Nurse investigators often collect study data in the form of counts. Traditional methods of data analysis have historically approached analysis of count data either as if the count data were continuous and normally distributed or with dichotomization of the counts into the categories of occurred or did not occur. These outdated methods for analyzing count data have been replaced with more appropriate statistical methods that make use of the Poisson probability distribution, which is useful for analyzing count data. The purpose of this article is to provide an overview of the Poisson distribution and its use in Poisson regression. Assumption violations for the standard Poisson regression model are addressed with alternative approaches, including addition of an overdispersion parameter or negative binomial regression. An illustrative example is presented with an application from the ENSPIRE study, and regression modeling of comorbidity data is included for illustrative purposes. Copyright 2014, SLACK Incorporated.

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

    Science.gov (United States)

    Bender, Ralf

    2009-01-01

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

  1. Regression: The Apple Does Not Fall Far From the Tree.

    Science.gov (United States)

    Vetter, Thomas R; Schober, Patrick

    2018-05-15

    Researchers and clinicians are frequently interested in either: (1) assessing whether there is a relationship or association between 2 or more variables and quantifying this association; or (2) determining whether 1 or more variables can predict another variable. The strength of such an association is mainly described by the correlation. However, regression analysis and regression models can be used not only to identify whether there is a significant relationship or association between variables but also to generate estimations of such a predictive relationship between variables. This basic statistical tutorial discusses the fundamental concepts and techniques related to the most common types of regression analysis and modeling, including simple linear regression, multiple regression, logistic regression, ordinal regression, and Poisson regression, as well as the common yet often underrecognized phenomenon of regression toward the mean. The various types of regression analysis are powerful statistical techniques, which when appropriately applied, can allow for the valid interpretation of complex, multifactorial data. Regression analysis and models can assess whether there is a relationship or association between 2 or more observed variables and estimate the strength of this association, as well as determine whether 1 or more variables can predict another variable. Regression is thus being applied more commonly in anesthesia, perioperative, critical care, and pain research. However, it is crucial to note that regression can identify plausible risk factors; it does not prove causation (a definitive cause and effect relationship). The results of a regression analysis instead identify independent (predictor) variable(s) associated with the dependent (outcome) variable. As with other statistical methods, applying regression requires that certain assumptions be met, which can be tested with specific diagnostics.

  2. The M Word: Multicollinearity in Multiple Regression.

    Science.gov (United States)

    Morrow-Howell, Nancy

    1994-01-01

    Notes that existence of substantial correlation between two or more independent variables creates problems of multicollinearity in multiple regression. Discusses multicollinearity problem in social work research in which independent variables are usually intercorrelated. Clarifies problems created by multicollinearity, explains detection of…

  3. Predicting Social Trust with Binary Logistic Regression

    Science.gov (United States)

    Adwere-Boamah, Joseph; Hufstedler, Shirley

    2015-01-01

    This study used binary logistic regression to predict social trust with five demographic variables from a national sample of adult individuals who participated in The General Social Survey (GSS) in 2012. The five predictor variables were respondents' highest degree earned, race, sex, general happiness and the importance of personally assisting…

  4. Principal component regression for crop yield estimation

    CERN Document Server

    Suryanarayana, T M V

    2016-01-01

    This book highlights the estimation of crop yield in Central Gujarat, especially with regard to the development of Multiple Regression Models and Principal Component Regression (PCR) models using climatological parameters as independent variables and crop yield as a dependent variable. It subsequently compares the multiple linear regression (MLR) and PCR results, and discusses the significance of PCR for crop yield estimation. In this context, the book also covers Principal Component Analysis (PCA), a statistical procedure used to reduce a number of correlated variables into a smaller number of uncorrelated variables called principal components (PC). This book will be helpful to the students and researchers, starting their works on climate and agriculture, mainly focussing on estimation models. The flow of chapters takes the readers in a smooth path, in understanding climate and weather and impact of climate change, and gradually proceeds towards downscaling techniques and then finally towards development of ...

  5. On Weighted Support Vector Regression

    DEFF Research Database (Denmark)

    Han, Xixuan; Clemmensen, Line Katrine Harder

    2014-01-01

    We propose a new type of weighted support vector regression (SVR), motivated by modeling local dependencies in time and space in prediction of house prices. The classic weights of the weighted SVR are added to the slack variables in the objective function (OF‐weights). This procedure directly...... shrinks the coefficient of each observation in the estimated functions; thus, it is widely used for minimizing influence of outliers. We propose to additionally add weights to the slack variables in the constraints (CF‐weights) and call the combination of weights the doubly weighted SVR. We illustrate...... the differences and similarities of the two types of weights by demonstrating the connection between the Least Absolute Shrinkage and Selection Operator (LASSO) and the SVR. We show that an SVR problem can be transformed to a LASSO problem plus a linear constraint and a box constraint. We demonstrate...

  6. Minimax Regression Quantiles

    DEFF Research Database (Denmark)

    Bache, Stefan Holst

    A new and alternative quantile regression estimator is developed and it is shown that the estimator is root n-consistent and asymptotically normal. The estimator is based on a minimax ‘deviance function’ and has asymptotically equivalent properties to the usual quantile regression estimator. It is......, however, a different and therefore new estimator. It allows for both linear- and nonlinear model specifications. A simple algorithm for computing the estimates is proposed. It seems to work quite well in practice but whether it has theoretical justification is still an open question....

  7. riskRegression

    DEFF Research Database (Denmark)

    Ozenne, Brice; Sørensen, Anne Lyngholm; Scheike, Thomas

    2017-01-01

    In the presence of competing risks a prediction of the time-dynamic absolute risk of an event can be based on cause-specific Cox regression models for the event and the competing risks (Benichou and Gail, 1990). We present computationally fast and memory optimized C++ functions with an R interface...... for predicting the covariate specific absolute risks, their confidence intervals, and their confidence bands based on right censored time to event data. We provide explicit formulas for our implementation of the estimator of the (stratified) baseline hazard function in the presence of tied event times. As a by...... functionals. The software presented here is implemented in the riskRegression package....

  8. Bayesian logistic regression analysis

    NARCIS (Netherlands)

    Van Erp, H.R.N.; Van Gelder, P.H.A.J.M.

    2012-01-01

    In this paper we present a Bayesian logistic regression analysis. It is found that if one wishes to derive the posterior distribution of the probability of some event, then, together with the traditional Bayes Theorem and the integrating out of nuissance parameters, the Jacobian transformation is an

  9. Linear Regression Analysis

    CERN Document Server

    Seber, George A F

    2012-01-01

    Concise, mathematically clear, and comprehensive treatment of the subject.* Expanded coverage of diagnostics and methods of model fitting.* Requires no specialized knowledge beyond a good grasp of matrix algebra and some acquaintance with straight-line regression and simple analysis of variance models.* More than 200 problems throughout the book plus outline solutions for the exercises.* This revision has been extensively class-tested.

  10. Nonlinear Regression with R

    CERN Document Server

    Ritz, Christian; Parmigiani, Giovanni

    2009-01-01

    R is a rapidly evolving lingua franca of graphical display and statistical analysis of experiments from the applied sciences. This book provides a coherent treatment of nonlinear regression with R by means of examples from a diversity of applied sciences such as biology, chemistry, engineering, medicine and toxicology.

  11. Bayesian ARTMAP for regression.

    Science.gov (United States)

    Sasu, L M; Andonie, R

    2013-10-01

    Bayesian ARTMAP (BA) is a recently introduced neural architecture which uses a combination of Fuzzy ARTMAP competitive learning and Bayesian learning. Training is generally performed online, in a single-epoch. During training, BA creates input data clusters as Gaussian categories, and also infers the conditional probabilities between input patterns and categories, and between categories and classes. During prediction, BA uses Bayesian posterior probability estimation. So far, BA was used only for classification. The goal of this paper is to analyze the efficiency of BA for regression problems. Our contributions are: (i) we generalize the BA algorithm using the clustering functionality of both ART modules, and name it BA for Regression (BAR); (ii) we prove that BAR is a universal approximator with the best approximation property. In other words, BAR approximates arbitrarily well any continuous function (universal approximation) and, for every given continuous function, there is one in the set of BAR approximators situated at minimum distance (best approximation); (iii) we experimentally compare the online trained BAR with several neural models, on the following standard regression benchmarks: CPU Computer Hardware, Boston Housing, Wisconsin Breast Cancer, and Communities and Crime. Our results show that BAR is an appropriate tool for regression tasks, both for theoretical and practical reasons. Copyright © 2013 Elsevier Ltd. All rights reserved.

  12. and Multinomial Logistic Regression

    African Journals Online (AJOL)

    This work presented the results of an experimental comparison of two models: Multinomial Logistic Regression (MLR) and Artificial Neural Network (ANN) for classifying students based on their academic performance. The predictive accuracy for each model was measured by their average Classification Correct Rate (CCR).

  13. Mechanisms of neuroblastoma regression

    Science.gov (United States)

    Brodeur, Garrett M.; Bagatell, Rochelle

    2014-01-01

    Recent genomic and biological studies of neuroblastoma have shed light on the dramatic heterogeneity in the clinical behaviour of this disease, which spans from spontaneous regression or differentiation in some patients, to relentless disease progression in others, despite intensive multimodality therapy. This evidence also suggests several possible mechanisms to explain the phenomena of spontaneous regression in neuroblastomas, including neurotrophin deprivation, humoral or cellular immunity, loss of telomerase activity and alterations in epigenetic regulation. A better understanding of the mechanisms of spontaneous regression might help to identify optimal therapeutic approaches for patients with these tumours. Currently, the most druggable mechanism is the delayed activation of developmentally programmed cell death regulated by the tropomyosin receptor kinase A pathway. Indeed, targeted therapy aimed at inhibiting neurotrophin receptors might be used in lieu of conventional chemotherapy or radiation in infants with biologically favourable tumours that require treatment. Alternative approaches consist of breaking immune tolerance to tumour antigens or activating neurotrophin receptor pathways to induce neuronal differentiation. These approaches are likely to be most effective against biologically favourable tumours, but they might also provide insights into treatment of biologically unfavourable tumours. We describe the different mechanisms of spontaneous neuroblastoma regression and the consequent therapeutic approaches. PMID:25331179

  14. Comparison of Classical Linear Regression and Orthogonal Regression According to the Sum of Squares Perpendicular Distances

    OpenAIRE

    KELEŞ, Taliha; ALTUN, Murat

    2016-01-01

    Regression analysis is a statistical technique for investigating and modeling the relationship between variables. The purpose of this study was the trivial presentation of the equation for orthogonal regression (OR) and the comparison of classical linear regression (CLR) and OR techniques with respect to the sum of squared perpendicular distances. For that purpose, the analyses were shown by an example. It was found that the sum of squared perpendicular distances of OR is smaller. Thus, it wa...

  15. Fuzzy multiple linear regression: A computational approach

    Science.gov (United States)

    Juang, C. H.; Huang, X. H.; Fleming, J. W.

    1992-01-01

    This paper presents a new computational approach for performing fuzzy regression. In contrast to Bardossy's approach, the new approach, while dealing with fuzzy variables, closely follows the conventional regression technique. In this approach, treatment of fuzzy input is more 'computational' than 'symbolic.' The following sections first outline the formulation of the new approach, then deal with the implementation and computational scheme, and this is followed by examples to illustrate the new procedure.

  16. Ridge Regression Signal Processing

    Science.gov (United States)

    Kuhl, Mark R.

    1990-01-01

    The introduction of the Global Positioning System (GPS) into the National Airspace System (NAS) necessitates the development of Receiver Autonomous Integrity Monitoring (RAIM) techniques. In order to guarantee a certain level of integrity, a thorough understanding of modern estimation techniques applied to navigational problems is required. The extended Kalman filter (EKF) is derived and analyzed under poor geometry conditions. It was found that the performance of the EKF is difficult to predict, since the EKF is designed for a Gaussian environment. A novel approach is implemented which incorporates ridge regression to explain the behavior of an EKF in the presence of dynamics under poor geometry conditions. The basic principles of ridge regression theory are presented, followed by the derivation of a linearized recursive ridge estimator. Computer simulations are performed to confirm the underlying theory and to provide a comparative analysis of the EKF and the recursive ridge estimator.

  17. Subset selection in regression

    CERN Document Server

    Miller, Alan

    2002-01-01

    Originally published in 1990, the first edition of Subset Selection in Regression filled a significant gap in the literature, and its critical and popular success has continued for more than a decade. Thoroughly revised to reflect progress in theory, methods, and computing power, the second edition promises to continue that tradition. The author has thoroughly updated each chapter, incorporated new material on recent developments, and included more examples and references. New in the Second Edition:A separate chapter on Bayesian methodsComplete revision of the chapter on estimationA major example from the field of near infrared spectroscopyMore emphasis on cross-validationGreater focus on bootstrappingStochastic algorithms for finding good subsets from large numbers of predictors when an exhaustive search is not feasible Software available on the Internet for implementing many of the algorithms presentedMore examplesSubset Selection in Regression, Second Edition remains dedicated to the techniques for fitting...

  18. Regression in organizational leadership.

    Science.gov (United States)

    Kernberg, O F

    1979-02-01

    The choice of good leaders is a major task for all organizations. Inforamtion regarding the prospective administrator's personality should complement questions regarding his previous experience, his general conceptual skills, his technical knowledge, and the specific skills in the area for which he is being selected. The growing psychoanalytic knowledge about the crucial importance of internal, in contrast to external, object relations, and about the mutual relationships of regression in individuals and in groups, constitutes an important practical tool for the selection of leaders.

  19. Classification and regression trees

    CERN Document Server

    Breiman, Leo; Olshen, Richard A; Stone, Charles J

    1984-01-01

    The methodology used to construct tree structured rules is the focus of this monograph. Unlike many other statistical procedures, which moved from pencil and paper to calculators, this text's use of trees was unthinkable before computers. Both the practical and theoretical sides have been developed in the authors' study of tree methods. Classification and Regression Trees reflects these two sides, covering the use of trees as a data analysis method, and in a more mathematical framework, proving some of their fundamental properties.

  20. 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...

  1. Logistic regression to estimate the welfare of broiler breeders in relation to environmental and behavioral variables Regressão logística para estimativa do bem-estar de matrizes pesadas em função de variáveis comportamentais e ambientais

    Directory of Open Access Journals (Sweden)

    Danilo F Pereira

    2011-02-01

    Full Text Available The increasing demand of consumer markets for the welfare of birds in poultry house has motivated many scientific researches to monitor and classify the welfare according to the production environment. Given the complexity between the birds and the environment of the aviary, the correct interpretation of the conduct becomes an important way to estimate the welfare of these birds. This study obtained multiple logistic regression models with capacity of estimating the welfare of broiler breeders in relation to the environment of the aviaries and behaviors expressed by the birds. In the experiment, were observed several behaviors expressed by breeders housed in a climatic chamber under controlled temperatures and three different ammonia concentrations from the air monitored daily. From the analysis of the data it was obtained two logistic regression models, of which the first model uses a value of ammonia concentration measured by unit and the second model uses a binary value to classify the ammonia concentration that is assigned by a person through his olfactory perception. The analysis showed that both models classified the broiler breeder's welfare successfully.As crescentes demandas e exigências dos mercados consumidores pelo bem-estar das aves nos aviários têm motivado diversas pesquisas científicas a monitorar e a classificar o bem-estar em função do ambiente de criação. Diante da complexidade com que as aves interagem com o ambiente do aviário, a correta interpretação dos comportamentos torna-se uma importante maneira para estimar o bem-estar dessas aves. Este trabalho criou modelos de regressão logística múltipla capazes de estimar o bem-estar de matrizes pesadas em função do ambiente do aviário e dos comportamentos expressos pelas aves. No experimento, foram observados diversos comportamentos expressos por matrizes pesadas alojadas em câmara climática sob três temperaturas controladas e diferentes concentrações de am

  2. Post-processing through linear regression

    Science.gov (United States)

    van Schaeybroeck, B.; Vannitsem, S.

    2011-03-01

    Various post-processing techniques are compared for both deterministic and ensemble forecasts, all based on linear regression between forecast data and observations. In order to evaluate the quality of the regression methods, three criteria are proposed, related to the effective correction of forecast error, the optimal variability of the corrected forecast and multicollinearity. The regression schemes under consideration include the ordinary least-square (OLS) method, a new time-dependent Tikhonov regularization (TDTR) method, the total least-square method, a new geometric-mean regression (GM), a recently introduced error-in-variables (EVMOS) method and, finally, a "best member" OLS method. The advantages and drawbacks of each method are clarified. These techniques are applied in the context of the 63 Lorenz system, whose model version is affected by both initial condition and model errors. For short forecast lead times, the number and choice of predictors plays an important role. Contrarily to the other techniques, GM degrades when the number of predictors increases. At intermediate lead times, linear regression is unable to provide corrections to the forecast and can sometimes degrade the performance (GM and the best member OLS with noise). At long lead times the regression schemes (EVMOS, TDTR) which yield the correct variability and the largest correlation between ensemble error and spread, should be preferred.

  3. Post-processing through linear regression

    Directory of Open Access Journals (Sweden)

    B. Van Schaeybroeck

    2011-03-01

    Full Text Available Various post-processing techniques are compared for both deterministic and ensemble forecasts, all based on linear regression between forecast data and observations. In order to evaluate the quality of the regression methods, three criteria are proposed, related to the effective correction of forecast error, the optimal variability of the corrected forecast and multicollinearity. The regression schemes under consideration include the ordinary least-square (OLS method, a new time-dependent Tikhonov regularization (TDTR method, the total least-square method, a new geometric-mean regression (GM, a recently introduced error-in-variables (EVMOS method and, finally, a "best member" OLS method. The advantages and drawbacks of each method are clarified.

    These techniques are applied in the context of the 63 Lorenz system, whose model version is affected by both initial condition and model errors. For short forecast lead times, the number and choice of predictors plays an important role. Contrarily to the other techniques, GM degrades when the number of predictors increases. At intermediate lead times, linear regression is unable to provide corrections to the forecast and can sometimes degrade the performance (GM and the best member OLS with noise. At long lead times the regression schemes (EVMOS, TDTR which yield the correct variability and the largest correlation between ensemble error and spread, should be preferred.

  4. Clinical Features of Patients with Basedow's Disease and High Serum IgG4 Levels.

    Science.gov (United States)

    Torimoto, Keiichi; Okada, Yosuke; Kurozumi, Akira; Narisawa, Manabu; Arao, Tadashi; Tanaka, Yoshiya

    2017-01-01

    Objective IgG4-related disease is a recently characterized condition presenting with high blood IgG4 levels, swelling of organs, and hypertrophic lesions. This disease is associated with thyroid disease, Hashimoto's disease, and Riedel's thyroiditis. However, there is little information on the association between IgG4-related disease and Basedow's disease. We herein defined the clinical features of patients with Basedow's disease and high IgG4 levels. Methods We compared two groups of patients with Basedow's disease (n=72) who had either normal IgG4 levels (IgG4 levels (≥135 mg/dL; n=5 [6.9%], mean IgG4: 206±116 mg/dL, IgG4/IgG ratio: 10.6%±3.3%). Patients Seventy-two newly diagnosed, untreated patients with Basedow's disease. Results Compared to the normal IgG4 group, patients in the high IgG4 group were predominantly male and showed a significantly higher thyroid low-echo score (1.8±0.4 vs. 1.2±0.5) and eosinophil count (363±354/mm 2 vs. 136±122/mm 2 ). Five patients had high IgG4 levels: one had a pancreatic lesion, and four had thyroid lesions. Conclusion Patients with Basedow's disease and high IgG4 levels may represent a new subtype of Basedow's disease. Further studies with larger sample sizes are needed.

  5. Steganalysis using logistic regression

    Science.gov (United States)

    Lubenko, Ivans; Ker, Andrew D.

    2011-02-01

    We advocate Logistic Regression (LR) as an alternative to the Support Vector Machine (SVM) classifiers commonly used in steganalysis. LR offers more information than traditional SVM methods - it estimates class probabilities as well as providing a simple classification - and can be adapted more easily and efficiently for multiclass problems. Like SVM, LR can be kernelised for nonlinear classification, and it shows comparable classification accuracy to SVM methods. This work is a case study, comparing accuracy and speed of SVM and LR classifiers in detection of LSB Matching and other related spatial-domain image steganography, through the state-of-art 686-dimensional SPAM feature set, in three image sets.

  6. riskRegression

    DEFF Research Database (Denmark)

    Ozenne, Brice; Sørensen, Anne Lyngholm; Scheike, Thomas

    2017-01-01

    In the presence of competing risks a prediction of the time-dynamic absolute risk of an event can be based on cause-specific Cox regression models for the event and the competing risks (Benichou and Gail, 1990). We present computationally fast and memory optimized C++ functions with an R interface......-product we obtain fast access to the baseline hazards (compared to survival::basehaz()) and predictions of survival probabilities, their confidence intervals and confidence bands. Confidence intervals and confidence bands are based on point-wise asymptotic expansions of the corresponding statistical...

  7. Clinical benefit from ipilimumab therapy in melanoma patients may be associated with serum CTLA4 levels

    Directory of Open Access Journals (Sweden)

    Anna M. Leung

    2014-05-01

    Full Text Available Stage IV metastatic melanoma patients historically have a poor prognosis with 5-10% 5-year survival. Ipilimumab, a monoclonal antibody against cytotoxic T-lymphocyte antigen 4 (CTLA4, is one of the first treatments to provide beneficial durable responses in advanced melanoma. However, less than 25% of those treated benefit, treatment is expensive, and side effects can be fatal. Since soluble (s CTLA4 may mediate inhibitory effects previously ascribed to the membrane-bound isoform (mCTLA4, we hypothesized patients benefiting from ipilimumab have higher serum levels of sCTLA4. We found that higher sCTLA4 levels correlated both with response and improved survival in patients treated with ipilimumab in a small patient cohort (patients with (n=9 and without (n=5 clinical benefit. sCTLA4 levels were statistically higher in ipilimumab-treated patients with response to ipilimumab. In contrast, sCTLA4 levels did not correlate with survival in patients who did not receive ipilimumab (n=11. These preliminary observations provide a previously unrecognized link between serum sCTLA-4 levels and response to ipilimumab as well as to improved survival in ipilimumab-treated melanoma patients and a potential mechanism by which ipilimumab functions.

  8. Spectrum of Disorders Associated with Elevated Serum IgG4 Levels Encountered in Clinical Practice

    Directory of Open Access Journals (Sweden)

    Jay H. Ryu

    2012-01-01

    Full Text Available IgG4-related disease (IgG4-RD is a recently described systemic fibroinflammatory disease associated with elevated circulating levels of IgG4 and manifests a wide spectrum of clinical presentations. Although serum IgG4 level has been described to be the most sensitive and specific laboratory test for the diagnosis of IgG4-RD, it is recognized that an elevated serum IgG4 level can be encountered in other diseases. In this study, we sought to identify the frequency of IgG4-RD and other disease associations in patients with elevated serum IgG4 levels seen in clinical practice. Among 3,300 patients who underwent IgG subclass testing over a 2-year period from January 2009 to December 2010, 158 (4.8% had an elevated serum IgG4 level (>140 mg/dL. IgG4 subclass testing was performed for evaluation of suspected IgG4-RD or immunodeficiency. Twenty-nine patients (18.4% had definite or possible IgG4-RD. Among those patients without IgG4-RD, a broad spectrum of biliary tract, pancreatic, liver, and lung diseases, as well as systemic vasculitis, was diagnosed. We conclude that patients with elevated serum IgG4 levels encountered in clinical practice manifest a wide array of disorders, and only a small minority of them has IgG4-RD.

  9. Aid and growth regressions

    DEFF Research Database (Denmark)

    Hansen, Henrik; Tarp, Finn

    2001-01-01

    This paper examines the relationship between foreign aid and growth in real GDP per capita as it emerges from simple augmentations of popular cross country growth specifications. It is shown that aid in all likelihood increases the growth rate, and this result is not conditional on ‘good’ policy....... investment. We conclude by stressing the need for more theoretical work before this kind of cross-country regressions are used for policy purposes.......This paper examines the relationship between foreign aid and growth in real GDP per capita as it emerges from simple augmentations of popular cross country growth specifications. It is shown that aid in all likelihood increases the growth rate, and this result is not conditional on ‘good’ policy...

  10. Prediction accuracy and stability of regression with optimal scaling transformations

    NARCIS (Netherlands)

    Kooij, van der Anita J.

    2007-01-01

    The central topic of this thesis is the CATREG approach to nonlinear regression. This approach finds optimal quantifications for categorical variables and/or nonlinear transformations for numerical variables in regression analysis. (CATREG is implemented in SPSS Categories by the author of the

  11. Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression

    DEFF Research Database (Denmark)

    Exterkate, Peter; Groenen, Patrick J.F.; Heij, Christiaan

    This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related nonlinearly to the target variable. In kernel ridge regression, the observed predictor variables are mapped nonlinearly into a high-dimensional space, where estimation of the predi...

  12. Implicit collinearity effect in linear regression: Application to basal ...

    African Journals Online (AJOL)

    Collinearity of predictor variables is a severe problem in the least square regression analysis. It contributes to the instability of regression coefficients and leads to a wrong prediction accuracy. Despite these problems, studies are conducted with a large number of observed and derived variables linked with a response ...

  13. Few crystal balls are crystal clear : eyeballing regression

    International Nuclear Information System (INIS)

    Wittebrood, R.T.

    1998-01-01

    The theory of regression and statistical analysis as it applies to reservoir analysis was discussed. It was argued that regression lines are not always the final truth. It was suggested that regression lines and eyeballed lines are often equally accurate. The many conditions that must be fulfilled to calculate a proper regression were discussed. Mentioned among these conditions were the distribution of the data, hidden variables, knowledge of how the data was obtained, the need for causal correlation of the variables, and knowledge of the manner in which the regression results are going to be used. 1 tab., 13 figs

  14. Group-wise partial least square regression

    NARCIS (Netherlands)

    Camacho, José; Saccenti, Edoardo

    2018-01-01

    This paper introduces the group-wise partial least squares (GPLS) regression. GPLS is a new sparse PLS technique where the sparsity structure is defined in terms of groups of correlated variables, similarly to what is done in the related group-wise principal component analysis. These groups are

  15. Regression Equations for Birth Weight Estimation using ...

    African Journals Online (AJOL)

    In this study, Birth Weight has been estimated from anthropometric measurements of hand and foot. Linear regression equations were formed from each of the measured variables. These simple equations can be used to estimate Birth Weight of new born babies, in order to identify those with low birth weight and referred to ...

  16. Is plasma C3 and C4 levels useful in young cerebral ischemic stroke patients? Associations with prognosis at 3 months.

    Science.gov (United States)

    Zhang, Bin; Yang, Ning; Gao, Cong

    2015-02-01

    Plasma complement C3 and C4 act as risk factor for vascular diseases related to atherosclerosis. The association C3 and C4 levels in young ischemic stroke patients with the prognosis were still not unknown. We conducted this study to establish the significance of admission C3 and C4 levels as a possible predictor of 3 months prognosis in young patients with acute ischemic stroke. We conducted this study in 1,451 young Chinese patients as determined by the modified Rankin Scale at 3 months. Bivariate logistic regression analyses were used to determine the risk factors of outcome in male and female patients. Stepwise logistic regression analysis confirmed only the lowest quartile of C3 level (0.17-0.90 g/L) was independently associated with prognosis in male patient after adjustment the confounding risk factors of stroke [0.558 (0.382-0.815); P = 0.003], but not the association for plasma C4 levels. Meanwhile, serum SUA and WBC concentrations, TIA history are typically related to prognosis at 3 months after acute ischemic stroke. Our analysis does provide compelling information regarding the baseline complement C3 levels in young ischemic stroke patients as possible predictors of early prognosis after 3 months of acute phase. Thus, our results must be seen as a hypothesis only and will have to be confirmed in larger trials.

  17. Multinomial logistic regression in workers' health

    Science.gov (United States)

    Grilo, Luís M.; Grilo, Helena L.; Gonçalves, Sónia P.; Junça, Ana

    2017-11-01

    In European countries, namely in Portugal, it is common to hear some people mentioning that they are exposed to excessive and continuous psychosocial stressors at work. This is increasing in diverse activity sectors, such as, the Services sector. A representative sample was collected from a Portuguese Services' organization, by applying a survey (internationally validated), which variables were measured in five ordered categories in Likert-type scale. A multinomial logistic regression model is used to estimate the probability of each category of the dependent variable general health perception where, among other independent variables, burnout appear as statistically significant.

  18. 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.

  19. Experimental variability and data pre-processing as factors affecting the discrimination power of some chemometric approaches (PCA, CA and a new algorithm based on linear regression) applied to (+/-)ESI/MS and RPLC/UV data: Application on green tea extracts.

    Science.gov (United States)

    Iorgulescu, E; Voicu, V A; Sârbu, C; Tache, F; Albu, F; Medvedovici, A

    2016-08-01

    The influence of the experimental variability (instrumental repeatability, instrumental intermediate precision and sample preparation variability) and data pre-processing (normalization, peak alignment, background subtraction) on the discrimination power of multivariate data analysis methods (Principal Component Analysis -PCA- and Cluster Analysis -CA-) as well as a new algorithm based on linear regression was studied. Data used in the study were obtained through positive or negative ion monitoring electrospray mass spectrometry (+/-ESI/MS) and reversed phase liquid chromatography/UV spectrometric detection (RPLC/UV) applied to green tea extracts. Extractions in ethanol and heated water infusion were used as sample preparation procedures. The multivariate methods were directly applied to mass spectra and chromatograms, involving strictly a holistic comparison of shapes, without assignment of any structural identity to compounds. An alternative data interpretation based on linear regression analysis mutually applied to data series is also discussed. Slopes, intercepts and correlation coefficients produced by the linear regression analysis applied on pairs of very large experimental data series successfully retain information resulting from high frequency instrumental acquisition rates, obviously better defining the profiles being compared. Consequently, each type of sample or comparison between samples produces in the Cartesian space an ellipsoidal volume defined by the normal variation intervals of the slope, intercept and correlation coefficient. Distances between volumes graphically illustrates (dis)similarities between compared data. The instrumental intermediate precision had the major effect on the discrimination power of the multivariate data analysis methods. Mass spectra produced through ionization from liquid state in atmospheric pressure conditions of bulk complex mixtures resulting from extracted materials of natural origins provided an excellent data

  20. 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)

  1. Stochastic development regression using method of moments

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

    This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....

  2. 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.

  3. 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)

  4. 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.

  5. Tutorial on Using Regression Models with Count Outcomes Using R

    Directory of Open Access Journals (Sweden)

    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.

  6. Recursive Algorithm For Linear Regression

    Science.gov (United States)

    Varanasi, S. V.

    1988-01-01

    Order of model determined easily. Linear-regression algorithhm includes recursive equations for coefficients of model of increased order. Algorithm eliminates duplicative calculations, facilitates search for minimum order of linear-regression model fitting set of data satisfactory.

  7. Regularized Label Relaxation Linear Regression.

    Science.gov (United States)

    Fang, Xiaozhao; Xu, Yong; Li, Xuelong; Lai, Zhihui; Wong, Wai Keung; Fang, Bingwu

    2018-04-01

    Linear regression (LR) and some of its variants have been widely used for classification problems. Most of these methods assume that during the learning phase, the training samples can be exactly transformed into a strict binary label matrix, which has too little freedom to fit the labels adequately. To address this problem, in this paper, we propose a novel regularized label relaxation LR method, which has the following notable characteristics. First, the proposed method relaxes the strict binary label matrix into a slack variable matrix by introducing a nonnegative label relaxation matrix into LR, which provides more freedom to fit the labels and simultaneously enlarges the margins between different classes as much as possible. Second, the proposed method constructs the class compactness graph based on manifold learning and uses it as the regularization item to avoid the problem of overfitting. The class compactness graph is used to ensure that the samples sharing the same labels can be kept close after they are transformed. Two different algorithms, which are, respectively, based on -norm and -norm loss functions are devised. These two algorithms have compact closed-form solutions in each iteration so that they are easily implemented. Extensive experiments show that these two algorithms outperform the state-of-the-art algorithms in terms of the classification accuracy and running time.

  8. 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.

  9. 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.

  10. A gentle introduction to quantile regression for ecologists

    Science.gov (United States)

    Cade, B.S.; Noon, B.R.

    2003-01-01

    Quantile regression is a way to estimate the conditional quantiles of a response variable distribution in the linear model that provides a more complete view of possible causal relationships between variables in ecological processes. Typically, all the factors that affect ecological processes are not measured and included in the statistical models used to investigate relationships between variables associated with those processes. As a consequence, there may be a weak or no predictive relationship between the mean of the response variable (y) distribution and the measured predictive factors (X). Yet there may be stronger, useful predictive relationships with other parts of the response variable distribution. This primer relates quantile regression estimates to prediction intervals in parametric error distribution regression models (eg least squares), and discusses the ordering characteristics, interval nature, sampling variation, weighting, and interpretation of the estimates for homogeneous and heterogeneous regression models.

  11. Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles

    NARCIS (Netherlands)

    Raats, V.M.; van der Genugten, B.B.; Moors, J.J.A.

    2004-01-01

    We consider multivariate regression where new dependent variables are consecutively added during the experiment (or in time).So, viewed at the end of the experiment, the number of observations decreases with each added variable. The explanatory variables are observed throughout.In a previous paper

  12. Discriminative Elastic-Net Regularized Linear Regression.

    Science.gov (United States)

    Zhang, Zheng; Lai, Zhihui; Xu, Yong; Shao, Ling; Wu, Jian; Xie, Guo-Sen

    2017-03-01

    In this paper, we aim at learning compact and discriminative linear regression models. Linear regression has been widely used in different problems. However, most of the existing linear regression methods exploit the conventional zero-one matrix as the regression targets, which greatly narrows the flexibility of the regression model. Another major limitation of these methods is that the learned projection matrix fails to precisely project the image features to the target space due to their weak discriminative capability. To this end, we present an elastic-net regularized linear regression (ENLR) framework, and develop two robust linear regression models which possess the following special characteristics. First, our methods exploit two particular strategies to enlarge the margins of different classes by relaxing the strict binary targets into a more feasible variable matrix. Second, a robust elastic-net regularization of singular values is introduced to enhance the compactness and effectiveness of the learned projection matrix. Third, the resulting optimization problem of ENLR has a closed-form solution in each iteration, which can be solved efficiently. Finally, rather than directly exploiting the projection matrix for recognition, our methods employ the transformed features as the new discriminate representations to make final image classification. Compared with the traditional linear regression model and some of its variants, our method is much more accurate in image classification. Extensive experiments conducted on publicly available data sets well demonstrate that the proposed framework can outperform the state-of-the-art methods. The MATLAB codes of our methods can be available at http://www.yongxu.org/lunwen.html.

  13. Combining Alphas via Bounded Regression

    Directory of Open Access Journals (Sweden)

    Zura Kakushadze

    2015-11-01

    Full Text Available We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications, typically, there is insufficient history to compute a sample covariance matrix (SCM for a large number of alphas. To compute alpha allocation weights, one then resorts to (weighted regression over SCM principal components. Regression often produces alpha weights with insufficient diversification and/or skewed distribution against, e.g., turnover. This can be rectified by imposing bounds on alpha weights within the regression procedure. Bounded regression can also be applied to stock and other asset portfolio construction. We discuss illustrative examples.

  14. Regression in autistic spectrum disorders.

    Science.gov (United States)

    Stefanatos, Gerry A

    2008-12-01

    A significant proportion of children diagnosed with Autistic Spectrum Disorder experience a developmental regression characterized by a loss of previously-acquired skills. This may involve a loss of speech or social responsitivity, but often entails both. This paper critically reviews the phenomena of regression in autistic spectrum disorders, highlighting the characteristics of regression, age of onset, temporal course, and long-term outcome. Important considerations for diagnosis are discussed and multiple etiological factors currently hypothesized to underlie the phenomenon are reviewed. It is argued that regressive autistic spectrum disorders can be conceptualized on a spectrum with other regressive disorders that may share common pathophysiological features. The implications of this viewpoint are discussed.

  15. 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.

  16. Selecting a Regression Saturated by Indicators

    DEFF Research Database (Denmark)

    Hendry, David F.; Johansen, Søren; Santos, Carlos

    We consider selecting a regression model, using a variant of Gets, when there are more variables than observations, in the special case that the variables are impulse dummies (indicators) for every observation. We show that the setting is unproblematic if tackled appropriately, and obtain the fin...... the finite-sample distribution of estimators of the mean and variance in a simple location-scale model under the null that no impulses matter. A Monte Carlo simulation confirms the null distribution, and shows power against an alternative of interest....

  17. Selecting a Regression Saturated by Indicators

    DEFF Research Database (Denmark)

    Hendry, David F.; Johansen, Søren; Santos, Carlos

    We consider selecting a regression model, using a variant of Gets, when there are more variables than observations, in the special case that the variables are impulse dummies (indicators) for every observation. We show that the setting is unproblematic if tackled appropriately, and obtain the fin...... the finite-sample distribution of estimators of the mean and variance in a simple location-scale model under the null that no impulses matter. A Monte Carlo simulation confirms the null distribution, and shows power against an alternative of interest...

  18. Variable selection in multiple linear regression: The influence of ...

    African Journals Online (AJOL)

    provide an indication of whether the fit of the selected model improves or ... and calculate M(−i); quantify the influence of case i in terms of a function, f(•), of M and ..... [21] Venter JH & Snyman JLJ, 1997, Linear model selection based on risk ...

  19. Assessing risk factors for periodontitis using regression

    Science.gov (United States)

    Lobo Pereira, J. A.; Ferreira, Maria Cristina; Oliveira, Teresa

    2013-10-01

    Multivariate statistical analysis is indispensable to assess the associations and interactions between different factors and the risk of periodontitis. Among others, regression analysis is a statistical technique widely used in healthcare to investigate and model the relationship between variables. In our work we study the impact of socio-demographic, medical and behavioral factors on periodontal health. Using regression, linear and logistic models, we can assess the relevance, as risk factors for periodontitis disease, of the following independent variables (IVs): Age, Gender, Diabetic Status, Education, Smoking status and Plaque Index. The multiple linear regression analysis model was built to evaluate the influence of IVs on mean Attachment Loss (AL). Thus, the regression coefficients along with respective p-values will be obtained as well as the respective p-values from the significance tests. The classification of a case (individual) adopted in the logistic model was the extent of the destruction of periodontal tissues defined by an Attachment Loss greater than or equal to 4 mm in 25% (AL≥4mm/≥25%) of sites surveyed. The association measures include the Odds Ratios together with the correspondent 95% confidence intervals.

  20. Determination of regression laws: Linear and nonlinear

    International Nuclear Information System (INIS)

    Onishchenko, A.M.

    1994-01-01

    A detailed mathematical determination of regression laws is presented in the article. Particular emphasis is place on determining the laws of X j on X l to account for source nuclei decay and detector errors in nuclear physics instrumentation. Both linear and nonlinear relations are presented. Linearization of 19 functions is tabulated, including graph, relation, variable substitution, obtained linear function, and remarks. 6 refs., 1 tab

  1. Esculetin reduces leukotriene B4 level in plasma of rats with adjuvant-induced arthritis

    Directory of Open Access Journals (Sweden)

    Przemysław Rzodkiewicz

    2016-10-01

    Full Text Available Objectives : Esculetin (6,7-dihydroxycoumarin is a natural coumarin with anti-oxidant, anti-inflammatory and anti-nociceptive activity. It acts as a potent inhibitor of lipoxygenases (5-LOX and 12-LOX and decreases the production of matrix metalloproteinases (MMP-1, MMP-3 and MMP-9. Because both inhibition of lipoxygenases and inhibition of matrix metalloproteinases are effective strategies in the treatment of rheumatoid arthritis, we investigated whether esculetin may be effective in adjuvant-induced arthritis in rats. Material and methods : The study was performed on male Lewis rats, in the adjuvant-induced arthritis model. Rats were divided into two groups: control (treated with 1% methylcellulose and experimental (treated with esculetin – 10 mg/kg ip.. The tested compound was administered for 5 consecutive days starting on the 21st day after induction of arthritis. Each group consisted of 7 animals. After 5 days of treatment, rats were anesthetized. The concentration of leukotriene B4 (LTB4 in plasma was determined by a competitive enzyme immunoassay. Results : The LTB4 level in plasma of rats with adjuvant-induced arthritis is increased in comparison to rats without inflammation (362 ±34 vs. 274 ±15 pg/ml, p < 0.01, respectively. Five-day treatment with esculetin in adjuvant-induced arthritis rats decreases the LTB4 level to a level comparable with rats without inflammation (284 ±23 pg/ml, p < 0.01. Conclusions : LTB4 is the most potent chemotactic agent influencing neutrophil migration into the joint. It is known that its level in serum of patients with active rheumatoid arthritis is increased and correlates with disease severity. Some other lipoxygenase inhibitors have already been tested as potential drug candidates in clinical and preclinical trials for rheumatoid arthritis (Zileuton, PF-4191834. Because esculetin decreases the LTB4 level in plasma of rats in adjuvant-induced arthritis, it may also be considered as an attractive

  2. 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....

  3. Retro-regression--another important multivariate regression improvement.

    Science.gov (United States)

    Randić, M

    2001-01-01

    We review the serious problem associated with instabilities of the coefficients of regression equations, referred to as the MRA (multivariate regression analysis) "nightmare of the first kind". This is manifested when in a stepwise regression a descriptor is included or excluded from a regression. The consequence is an unpredictable change of the coefficients of the descriptors that remain in the regression equation. We follow with consideration of an even more serious problem, referred to as the MRA "nightmare of the second kind", arising when optimal descriptors are selected from a large pool of descriptors. This process typically causes at different steps of the stepwise regression a replacement of several previously used descriptors by new ones. We describe a procedure that resolves these difficulties. The approach is illustrated on boiling points of nonanes which are considered (1) by using an ordered connectivity basis; (2) by using an ordering resulting from application of greedy algorithm; and (3) by using an ordering derived from an exhaustive search for optimal descriptors. A novel variant of multiple regression analysis, called retro-regression (RR), is outlined showing how it resolves the ambiguities associated with both "nightmares" of the first and the second kind of MRA.

  4. Prediction of radiation levels in residences: A methodological comparison of CART [Classification and Regression Tree Analysis] and conventional regression

    International Nuclear Information System (INIS)

    Janssen, I.; Stebbings, J.H.

    1990-01-01

    In environmental epidemiology, trace and toxic substance concentrations frequently have very highly skewed distributions ranging over one or more orders of magnitude, and prediction by conventional regression is often poor. Classification and Regression Tree Analysis (CART) is an alternative in such contexts. To compare the techniques, two Pennsylvania data sets and three independent variables are used: house radon progeny (RnD) and gamma levels as predicted by construction characteristics in 1330 houses; and ∼200 house radon (Rn) measurements as predicted by topographic parameters. CART may identify structural variables of interest not identified by conventional regression, and vice versa, but in general the regression models are similar. CART has major advantages in dealing with other common characteristics of environmental data sets, such as missing values, continuous variables requiring transformations, and large sets of potential independent variables. CART is most useful in the identification and screening of independent variables, greatly reducing the need for cross-tabulations and nested breakdown analyses. There is no need to discard cases with missing values for the independent variables because surrogate variables are intrinsic to CART. The tree-structured approach is also independent of the scale on which the independent variables are measured, so that transformations are unnecessary. CART identifies important interactions as well as main effects. The major advantages of CART appear to be in exploring data. Once the important variables are identified, conventional regressions seem to lead to results similar but more interpretable by most audiences. 12 refs., 8 figs., 10 tabs

  5. 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

  6. 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.

  7. Distributed Monitoring of the R2 Statistic for Linear Regression

    Data.gov (United States)

    National Aeronautics and Space Administration — The problem of monitoring a multivariate linear regression model is relevant in studying the evolving relationship between a set of input variables (features) and...

  8. General Nature of Multicollinearity in Multiple Regression Analysis.

    Science.gov (United States)

    Liu, Richard

    1981-01-01

    Discusses multiple regression, a very popular statistical technique in the field of education. One of the basic assumptions in regression analysis requires that independent variables in the equation should not be highly correlated. The problem of multicollinearity and some of the solutions to it are discussed. (Author)

  9. 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.

  10. ANYOLS, Least Square Fit by Stepwise Regression

    International Nuclear Information System (INIS)

    Atwoods, C.L.; Mathews, S.

    1986-01-01

    Description of program or function: ANYOLS is a stepwise program which fits data using ordinary or weighted least squares. Variables are selected for the model in a stepwise way based on a user- specified input criterion or a user-written subroutine. The order in which variables are entered can be influenced by user-defined forcing priorities. Instead of stepwise selection, ANYOLS can try all possible combinations of any desired subset of the variables. Automatic output for the final model in a stepwise search includes plots of the residuals, 'studentized' residuals, and leverages; if the model is not too large, the output also includes partial regression and partial leverage plots. A data set may be re-used so that several selection criteria can be tried. Flexibility is increased by allowing the substitution of user-written subroutines for several default subroutines

  11. 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...

  12. 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.

  13. 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...

  14. Testing discontinuities in nonparametric regression

    KAUST Repository

    Dai, Wenlin

    2017-01-19

    In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–337. doi: 10.1214/aos/1018031100

  15. Testing discontinuities in nonparametric regression

    KAUST Repository

    Dai, Wenlin; Zhou, Yuejin; Tong, Tiejun

    2017-01-01

    In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–337. doi: 10.1214/aos/1018031100

  16. Fungible weights in logistic regression.

    Science.gov (United States)

    Jones, Jeff A; Waller, Niels G

    2016-06-01

    In this article we develop methods for assessing parameter sensitivity in logistic regression models. To set the stage for this work, we first review Waller's (2008) equations for computing fungible weights in linear regression. Next, we describe 2 methods for computing fungible weights in logistic regression. To demonstrate the utility of these methods, we compute fungible logistic regression weights using data from the Centers for Disease Control and Prevention's (2010) Youth Risk Behavior Surveillance Survey, and we illustrate how these alternate weights can be used to evaluate parameter sensitivity. To make our work accessible to the research community, we provide R code (R Core Team, 2015) that will generate both kinds of fungible logistic regression weights. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

  17. Biomechanics of Artificial Disc Replacements Adjacent to a 2-Level Fusion in 4-Level Hybrid Constructs: An In Vitro Investigation

    Science.gov (United States)

    Liao, Zhenhua; Fogel, Guy R.; Wei, Na; Gu, Hongsheng; Liu, Weiqiang

    2015-01-01

    Background The ideal procedure for multilevel cervical degenerative disc diseases remains controversial. Recent studies on hybrid surgery combining anterior cervical discectomy and fusion (ACDF) and artificial cervical disc replacement (ACDR) for 2-level and 3-level constructs have been reported in the literature. The purpose of this study was to estimate the biomechanics of 3 kinds of 4-level hybrid constructs, which are more likely to be used clinically compared to 4-level arthrodesis. Material/Methods Eighteen human cadaveric spines (C2–T1) were evaluated in different testing conditions: intact, with 3 kinds of 4-level hybrid constructs (hybrid C3–4 ACDR+C4–6 ACDF+C6–7ACDR; hybrid C3–5ACDF+C5–6ACDR+C6–7ACDR; hybrid C3–4ACDR+C4–5ACDR+C5–7ACDF); and 4-level fusion. Results Four-level fusion resulted in significant decrease in the C3–C7 ROM compared with the intact spine. The 3 different 4-level hybrid treatment groups caused only slight change at the instrumented levels compared to intact except for flexion. At the adjacent levels, 4-level fusion resulted in significant increase of contribution of both upper and lower adjacent levels. However, for the 3 hybrid constructs, significant changes of motion increase far lower than 4P at adjacent levels were only noted in partial loading conditions. No destabilizing effect or hypermobility were observed in any 4-level hybrid construct. Conclusions Four-level fusion significantly eliminated motion within the construct and increased motion at the adjacent segments. For all 3 different 4-level hybrid constructs, ACDR normalized motion of the index segment and adjacent segments with no significant hypermobility. Compared with the 4-level ACDF condition, the artificial discs in 4-level hybrid constructs had biomechanical advantages compared to fusion in normalizing adjacent level motion. PMID:26694835

  18. Tumor regression patterns in retinoblastoma

    International Nuclear Information System (INIS)

    Zafar, S.N.; Siddique, S.N.; Zaheer, N.

    2016-01-01

    To observe the types of tumor regression after treatment, and identify the common pattern of regression in our patients. Study Design: Descriptive study. Place and Duration of Study: Department of Pediatric Ophthalmology and Strabismus, Al-Shifa Trust Eye Hospital, Rawalpindi, Pakistan, from October 2011 to October 2014. Methodology: Children with unilateral and bilateral retinoblastoma were included in the study. Patients were referred to Pakistan Institute of Medical Sciences, Islamabad, for chemotherapy. After every cycle of chemotherapy, dilated funds examination under anesthesia was performed to record response of the treatment. Regression patterns were recorded on RetCam II. Results: Seventy-four tumors were included in the study. Out of 74 tumors, 3 were ICRB group A tumors, 43 were ICRB group B tumors, 14 tumors belonged to ICRB group C, and remaining 14 were ICRB group D tumors. Type IV regression was seen in 39.1% (n=29) tumors, type II in 29.7% (n=22), type III in 25.6% (n=19), and type I in 5.4% (n=4). All group A tumors (100%) showed type IV regression. Seventeen (39.5%) group B tumors showed type IV regression. In group C, 5 tumors (35.7%) showed type II regression and 5 tumors (35.7%) showed type IV regression. In group D, 6 tumors (42.9%) regressed to type II non-calcified remnants. Conclusion: The response and success of the focal and systemic treatment, as judged by the appearance of different patterns of tumor regression, varies with the ICRB grouping of the tumor. (author)

  19. Utility of Serum IgG4 Levels in a Multiethnic Population.

    Science.gov (United States)

    Qi, Ruyu; Chen, Luke Y C; Park, Sujin; Irvine, Robert; Seidman, Michael A; Kelsall, John T; Collins, David; Yin, Vivian; Slack, Graham W; Mattman, Andre; Lam, Eric; Carruthers, Mollie N

    2018-01-01

    IgG4-related disease (IgG4-RD) is a recently recognized condition defined by characteristic histopathologic findings in affected organs. Serum IgG4 concentration is often but not always elevated. The sensitivity and specificity of serum IgG4 vary greatly across studies and has been anecdotally associated to ethnicity. Our study was conducted to investigate the difference in serum IgG4 levels between Asian and non-Asian patients with IgG4-RD. This is a single-center retrospective study of 26 Asian and 10 non-Asian patients with histologically confirmed IgG4-RD. Serum IgG4 levels, clinical features and other laboratory findings were compared between the 2 groups, 31 Asian and 11 non-Asian patients with non-IgG4-RD rheumatic diseases were randomly identified to evaluate test characteristics of serum IgG4 measurement. Median serum IgG4 at time of diagnosis was significantly higher in Asian (median = 11.2g/L, interquartile range: 4.6-19.7) than non-Asian patients (median = 2.9g/L, interquartile range: 0.7-5.4, P = 0.0094), as well as the median serum IgG and total protein. Asian patients had more eosinophilia and polyclonal hypergammaglobulinemia than non-Asian patients (P = 0.016 and 0.001, respectively). Test sensitivity was higher in Asian (96%) than non-Asian patients (67%), whereas test specificity was higher in non-Asian patients (91% versus 71%). Asian patients with IgG4-RD have more exuberant serum IgG4, IgG and polyclonal hypergammaglobulinemia than non-Asian patients; the mechanism of this difference requires further study. These findings have significant clinical importance and must be accounted for in the diagnostic workup of patients in multiethnic settings. Copyright © 2018 Southern Society for Clinical Investigation. Published by Elsevier Inc. All rights reserved.

  20. 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...

  1. On logistic regression analysis of dichotomized responses.

    Science.gov (United States)

    Lu, Kaifeng

    2017-01-01

    We study the properties of treatment effect estimate in terms of odds ratio at the study end point from logistic regression model adjusting for the baseline value when the underlying continuous repeated measurements follow a multivariate normal distribution. Compared with the analysis that does not adjust for the baseline value, the adjusted analysis produces a larger treatment effect as well as a larger standard error. However, the increase in standard error is more than offset by the increase in treatment effect so that the adjusted analysis is more powerful than the unadjusted analysis for detecting the treatment effect. On the other hand, the true adjusted odds ratio implied by the normal distribution of the underlying continuous variable is a function of the baseline value and hence is unlikely to be able to be adequately represented by a single value of adjusted odds ratio from the logistic regression model. In contrast, the risk difference function derived from the logistic regression model provides a reasonable approximation to the true risk difference function implied by the normal distribution of the underlying continuous variable over the range of the baseline distribution. We show that different metrics of treatment effect have similar statistical power when evaluated at the baseline mean. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  2. Serum total IgG and IgG4 levels in thyroid eye disease

    Directory of Open Access Journals (Sweden)

    Sy A

    2016-10-01

    Full Text Available Aileen Sy, Rona Z Silkiss Department of Ophthalmology, California Pacific Medical Center, San Francisco, CA, USA Purpose: To investigate the relationship between immunoglobulin G (IgG4-related disease (IgG4-RD and thyroid eye disease (TED with respect to IgG levels. Patients and methods: A retrospective review of total IgG, IgG subclass, and thyroid stimulating immunoglobulin (TSI levels in 24 patients with TED. Results: Five patients (20.8% demonstrated serum IgG4 levels consistent with IgG4-RD without any additional systemic disease. Total IgG and IgG subclass levels were found to be an inadequate proxy for TSI elevation. Conclusion: There may be a subtype of TED patients with elevated IgG4 in the absence of IgG4-RD systemic findings. Keywords: thyroid eye disease, IgG subclass, IgG4, Graves’ disease, Graves’ ophthalmopathy, IgG4-RD

  3. Association of Adipocyte Fatty Acid–Binding Protein (FABP4 Level with Obesity in Women

    Directory of Open Access Journals (Sweden)

    Hussein Jasim AL-Harbi

    2017-02-01

    Full Text Available Adipocyte Fatty Acid–Binding Protein(FABP 4 is produced by mature adipocytes, cytoplasmic lipid protein carrier, 132 amino acid and secretion increases during adipogenesis. Chemerin is adipocytokine anewly discovered novel adipokine that regulates adipocyte metabolism and adipogenesis, is The aim of this study is to investigated the relationship of chemerin and FABP4 level with obesity and identifing the usefulness of waist circumference (WC, hip circumference , waist-to-hip ratio (WHR, body mass index (BMI,, and body fat percentage( BF% in screening obesity . Anthropometric data were collected for 180 healthy women with an age range 35-60 years, divided into four groups due to body mass index: normalweight (18.5-24.9 kg/m2, overweight (25-29.9 kg/m2 , obese (30-39.9 kg/m2 and morbid(≥ 40 kg/m2. The results revealed that FABP4 and Chemerin circulating concentration were significantly increased (P<0.01 in healthy morbid and obese adult women when compared with lean healthy (normal and over weight women also significant increase of A-FABP and Chemerin with the body mass index (BMI, waist hip ratio, hip circumference, waist circumference, and with BF percentage. According to these finding suggest that the circulating chemerin and A-FABP levels can be used as Prediction marker of overall fat mass and obesity in women.

  4. Functional data analysis of generalized regression quantiles

    KAUST Repository

    Guo, Mengmeng

    2013-11-05

    Generalized regression quantiles, including the conditional quantiles and expectiles as special cases, are useful alternatives to the conditional means for characterizing a conditional distribution, especially when the interest lies in the tails. We develop a functional data analysis approach to jointly estimate a family of generalized regression quantiles. Our approach assumes that the generalized regression quantiles share some common features that can be summarized by a small number of principal component functions. The principal component functions are modeled as splines and are estimated by minimizing a penalized asymmetric loss measure. An iterative least asymmetrically weighted squares algorithm is developed for computation. While separate estimation of individual generalized regression quantiles usually suffers from large variability due to lack of sufficient data, by borrowing strength across data sets, our joint estimation approach significantly improves the estimation efficiency, which is demonstrated in a simulation study. The proposed method is applied to data from 159 weather stations in China to obtain the generalized quantile curves of the volatility of the temperature at these stations. © 2013 Springer Science+Business Media New York.

  5. Functional data analysis of generalized regression quantiles

    KAUST Repository

    Guo, Mengmeng; Zhou, Lan; Huang, Jianhua Z.; Hä rdle, Wolfgang Karl

    2013-01-01

    Generalized regression quantiles, including the conditional quantiles and expectiles as special cases, are useful alternatives to the conditional means for characterizing a conditional distribution, especially when the interest lies in the tails. We develop a functional data analysis approach to jointly estimate a family of generalized regression quantiles. Our approach assumes that the generalized regression quantiles share some common features that can be summarized by a small number of principal component functions. The principal component functions are modeled as splines and are estimated by minimizing a penalized asymmetric loss measure. An iterative least asymmetrically weighted squares algorithm is developed for computation. While separate estimation of individual generalized regression quantiles usually suffers from large variability due to lack of sufficient data, by borrowing strength across data sets, our joint estimation approach significantly improves the estimation efficiency, which is demonstrated in a simulation study. The proposed method is applied to data from 159 weather stations in China to obtain the generalized quantile curves of the volatility of the temperature at these stations. © 2013 Springer Science+Business Media New York.

  6. Using the Ridge Regression Procedures to Estimate the Multiple Linear Regression Coefficients

    Science.gov (United States)

    Gorgees, HazimMansoor; Mahdi, FatimahAssim

    2018-05-01

    This article concerns with comparing the performance of different types of ordinary ridge regression estimators that have been already proposed to estimate the regression parameters when the near exact linear relationships among the explanatory variables is presented. For this situations we employ the data obtained from tagi gas filling company during the period (2008-2010). The main result we reached is that the method based on the condition number performs better than other methods since it has smaller mean square error (MSE) than the other stated methods.

  7. 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.

  8. 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.

  9. Model selection in kernel ridge regression

    DEFF Research Database (Denmark)

    Exterkate, Peter

    2013-01-01

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

  10. Independent contrasts and PGLS regression estimators are equivalent.

    Science.gov (United States)

    Blomberg, Simon P; Lefevre, James G; Wells, Jessie A; Waterhouse, Mary

    2012-05-01

    We prove that the slope parameter of the ordinary least squares regression of phylogenetically independent contrasts (PICs) conducted through the origin is identical to the slope parameter of the method of generalized least squares (GLSs) regression under a Brownian motion model of evolution. This equivalence has several implications: 1. Understanding the structure of the linear model for GLS regression provides insight into when and why phylogeny is important in comparative studies. 2. The limitations of the PIC regression analysis are the same as the limitations of the GLS model. In particular, phylogenetic covariance applies only to the response variable in the regression and the explanatory variable should be regarded as fixed. Calculation of PICs for explanatory variables should be treated as a mathematical idiosyncrasy of the PIC regression algorithm. 3. Since the GLS estimator is the best linear unbiased estimator (BLUE), the slope parameter estimated using PICs is also BLUE. 4. If the slope is estimated using different branch lengths for the explanatory and response variables in the PIC algorithm, the estimator is no longer the BLUE, so this is not recommended. Finally, we discuss whether or not and how to accommodate phylogenetic covariance in regression analyses, particularly in relation to the problem of phylogenetic uncertainty. This discussion is from both frequentist and Bayesian perspectives.

  11. Abstract Expression Grammar Symbolic Regression

    Science.gov (United States)

    Korns, Michael F.

    This chapter examines the use of Abstract Expression Grammars to perform the entire Symbolic Regression process without the use of Genetic Programming per se. The techniques explored produce a symbolic regression engine which has absolutely no bloat, which allows total user control of the search space and output formulas, which is faster, and more accurate than the engines produced in our previous papers using Genetic Programming. The genome is an all vector structure with four chromosomes plus additional epigenetic and constraint vectors, allowing total user control of the search space and the final output formulas. A combination of specialized compiler techniques, genetic algorithms, particle swarm, aged layered populations, plus discrete and continuous differential evolution are used to produce an improved symbolic regression sytem. Nine base test cases, from the literature, are used to test the improvement in speed and accuracy. The improved results indicate that these techniques move us a big step closer toward future industrial strength symbolic regression systems.

  12. Quantile Regression With Measurement Error

    KAUST Repository

    Wei, Ying; Carroll, Raymond J.

    2009-01-01

    . The finite sample performance of the proposed method is investigated in a simulation study, and compared to the standard regression calibration approach. Finally, we apply our methodology to part of the National Collaborative Perinatal Project growth data, a

  13. Testing Heteroscedasticity in Robust Regression

    Czech Academy of Sciences Publication Activity Database

    Kalina, Jan

    2011-01-01

    Roč. 1, č. 4 (2011), s. 25-28 ISSN 2045-3345 Grant - others:GA ČR(CZ) GA402/09/0557 Institutional research plan: CEZ:AV0Z10300504 Keywords : robust regression * heteroscedasticity * regression quantiles * diagnostics Subject RIV: BB - Applied Statistics , Operational Research http://www.researchjournals.co.uk/documents/Vol4/06%20Kalina.pdf

  14. Regression methods for medical research

    CERN Document Server

    Tai, Bee Choo

    2013-01-01

    Regression Methods for Medical Research provides medical researchers with the skills they need to critically read and interpret research using more advanced statistical methods. The statistical requirements of interpreting and publishing in medical journals, together with rapid changes in science and technology, increasingly demands an understanding of more complex and sophisticated analytic procedures.The text explains the application of statistical models to a wide variety of practical medical investigative studies and clinical trials. Regression methods are used to appropriately answer the

  15. 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.

  16. Biostatistics Series Module 6: Correlation and Linear Regression.

    Science.gov (United States)

    Hazra, Avijit; Gogtay, Nithya

    2016-01-01

    Correlation and linear regression are the most commonly used techniques for quantifying the association between two numeric variables. Correlation quantifies the strength of the linear relationship between paired variables, expressing this as a correlation coefficient. If both variables x and y are normally distributed, we calculate Pearson's correlation coefficient ( r ). If normality assumption is not met for one or both variables in a correlation analysis, a rank correlation coefficient, such as Spearman's rho (ρ) may be calculated. A hypothesis test of correlation tests whether the linear relationship between the two variables holds in the underlying population, in which case it returns a P correlation coefficient can also be calculated for an idea of the correlation in the population. The value r 2 denotes the proportion of the variability of the dependent variable y that can be attributed to its linear relation with the independent variable x and is called the coefficient of determination. Linear regression is a technique that attempts to link two correlated variables x and y in the form of a mathematical equation ( y = a + bx ), such that given the value of one variable the other may be predicted. In general, the method of least squares is applied to obtain the equation of the regression line. Correlation and linear regression analysis are based on certain assumptions pertaining to the data sets. If these assumptions are not met, misleading conclusions may be drawn. The first assumption is that of linear relationship between the two variables. A scatter plot is essential before embarking on any correlation-regression analysis to show that this is indeed the case. Outliers or clustering within data sets can distort the correlation coefficient value. Finally, it is vital to remember that though strong correlation can be a pointer toward causation, the two are not synonymous.

  17. Common pitfalls in statistical analysis: Linear regression analysis

    Directory of Open Access Journals (Sweden)

    Rakesh Aggarwal

    2017-01-01

    Full Text Available In a previous article in this series, we explained correlation analysis which describes the strength of relationship between two continuous variables. In this article, we deal with linear regression analysis which predicts the value of one continuous variable from another. We also discuss the assumptions and pitfalls associated with this analysis.

  18. Logarithmic Transformations in Regression: Do You Transform Back Correctly?

    Science.gov (United States)

    Dambolena, Ismael G.; Eriksen, Steven E.; Kopcso, David P.

    2009-01-01

    The logarithmic transformation is often used in regression analysis for a variety of purposes such as the linearization of a nonlinear relationship between two or more variables. We have noticed that when this transformation is applied to the response variable, the computation of the point estimate of the conditional mean of the original response…

  19. 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.

  20. Assessment of deforestation using regression; Hodnotenie odlesnenia s vyuzitim regresie

    Energy Technology Data Exchange (ETDEWEB)

    Juristova, J. [Univerzita Komenskeho, Prirodovedecka fakulta, Katedra kartografie, geoinformatiky a DPZ, 84215 Bratislava (Slovakia)

    2013-04-16

    This work is devoted to the evaluation of deforestation using regression methods through software Idrisi Taiga. Deforestation is evaluated by the method of logistic regression. The dependent variable has discrete values '0' and '1', indicating that the deforestation occurred or not. Independent variables have continuous values, expressing the distance from the edge of the deforested areas of forests from urban areas, the river and the road network. The results were also used in predicting the probability of deforestation in subsequent periods. The result is a map showing the output probability of deforestation for the periods 1990/2000 and 200/2006 in accordance with predetermined coefficients (values of independent variables). (authors)

  1. Logistic regression applied to natural hazards: rare event logistic regression with replications

    Directory of Open Access Journals (Sweden)

    M. Guns

    2012-06-01

    Full Text Available Statistical analysis of natural hazards needs particular attention, as most of these phenomena are rare events. This study shows that the ordinary rare event logistic regression, as it is now commonly used in geomorphologic studies, does not always lead to a robust detection of controlling factors, as the results can be strongly sample-dependent. In this paper, we introduce some concepts of Monte Carlo simulations in rare event logistic regression. This technique, so-called rare event logistic regression with replications, combines the strength of probabilistic and statistical methods, and allows overcoming some of the limitations of previous developments through robust variable selection. This technique was here developed for the analyses of landslide controlling factors, but the concept is widely applicable for statistical analyses of natural hazards.

  2. Logistic regression applied to natural hazards: rare event logistic regression with replications

    Science.gov (United States)

    Guns, M.; Vanacker, V.

    2012-06-01

    Statistical analysis of natural hazards needs particular attention, as most of these phenomena are rare events. This study shows that the ordinary rare event logistic regression, as it is now commonly used in geomorphologic studies, does not always lead to a robust detection of controlling factors, as the results can be strongly sample-dependent. In this paper, we introduce some concepts of Monte Carlo simulations in rare event logistic regression. This technique, so-called rare event logistic regression with replications, combines the strength of probabilistic and statistical methods, and allows overcoming some of the limitations of previous developments through robust variable selection. This technique was here developed for the analyses of landslide controlling factors, but the concept is widely applicable for statistical analyses of natural hazards.

  3. Multiple regression for physiological data analysis: the problem of multicollinearity.

    Science.gov (United States)

    Slinker, B K; Glantz, S A

    1985-07-01

    Multiple linear regression, in which several predictor variables are related to a response variable, is a powerful statistical tool for gaining quantitative insight into complex in vivo physiological systems. For these insights to be correct, all predictor variables must be uncorrelated. However, in many physiological experiments the predictor variables cannot be precisely controlled and thus change in parallel (i.e., they are highly correlated). There is a redundancy of information about the response, a situation called multicollinearity, that leads to numerical problems in estimating the parameters in regression equations; the parameters are often of incorrect magnitude or sign or have large standard errors. Although multicollinearity can be avoided with good experimental design, not all interesting physiological questions can be studied without encountering multicollinearity. In these cases various ad hoc procedures have been proposed to mitigate multicollinearity. Although many of these procedures are controversial, they can be helpful in applying multiple linear regression to some physiological problems.

  4. Nonparametric instrumental regression with non-convex constraints

    International Nuclear Information System (INIS)

    Grasmair, M; Scherzer, O; Vanhems, A

    2013-01-01

    This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition. (paper)

  5. Nonparametric instrumental regression with non-convex constraints

    Science.gov (United States)

    Grasmair, M.; Scherzer, O.; Vanhems, A.

    2013-03-01

    This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition.

  6. 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.

  7. Statistical learning from a regression perspective

    CERN Document Server

    Berk, Richard A

    2016-01-01

    This textbook considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response. As a first approximation, this can be seen as an extension of nonparametric regression. This fully revised new edition includes important developments over the past 8 years. Consistent with modern data analytics, it emphasizes that a proper statistical learning data analysis derives from sound data collection, intelligent data management, appropriate statistical procedures, and an accessible interpretation of results. A continued emphasis on the implications for practice runs through the text. Among the statistical learning procedures examined are bagging, random forests, boosting, support vector machines and neural networks. Response variables may be quantitative or categorical. As in the first edition, a unifying theme is supervised learning that can be trea...

  8. Producing The New Regressive Left

    DEFF Research Database (Denmark)

    Crone, Christine

    members, this thesis investigates a growing political trend and ideological discourse in the Arab world that I have called The New Regressive Left. On the premise that a media outlet can function as a forum for ideology production, the thesis argues that an analysis of this material can help to trace...... the contexture of The New Regressive Left. If the first part of the thesis lays out the theoretical approach and draws the contextual framework, through an exploration of the surrounding Arab media-and ideoscapes, the second part is an analytical investigation of the discourse that permeates the programmes aired...... becomes clear from the analytical chapters is the emergence of the new cross-ideological alliance of The New Regressive Left. This emerging coalition between Shia Muslims, religious minorities, parts of the Arab Left, secular cultural producers, and the remnants of the political,strategic resistance...

  9. Coefficient shifts in geographical ecology: an empirical evaluation of spatial and non-spatial regression

    DEFF Research Database (Denmark)

    Bini, L. M.; Diniz-Filho, J. A. F.; Rangel, T. F. L. V. B.

    2009-01-01

    A major focus of geographical ecology and macroecology is to understand the causes of spatially structured ecological patterns. However, achieving this understanding can be complicated when using multiple regression, because the relative importance of explanatory variables, as measured by regress...

  10. Regression filter for signal resolution

    International Nuclear Information System (INIS)

    Matthes, W.

    1975-01-01

    The problem considered is that of resolving a measured pulse height spectrum of a material mixture, e.g. gamma ray spectrum, Raman spectrum, into a weighed sum of the spectra of the individual constituents. The model on which the analytical formulation is based is described. The problem reduces to that of a multiple linear regression. A stepwise linear regression procedure was constructed. The efficiency of this method was then tested by transforming the procedure in a computer programme which was used to unfold test spectra obtained by mixing some spectra, from a library of arbitrary chosen spectra, and adding a noise component. (U.K.)

  11. 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.

  12. bayesQR: A Bayesian Approach to Quantile Regression

    Directory of Open Access Journals (Sweden)

    Dries F. Benoit

    2017-01-01

    Full Text Available After its introduction by Koenker and Basset (1978, quantile regression has become an important and popular tool to investigate the conditional response distribution in regression. The R package bayesQR contains a number of routines to estimate quantile regression parameters using a Bayesian approach based on the asymmetric Laplace distribution. The package contains functions for the typical quantile regression with continuous dependent variable, but also supports quantile regression for binary dependent variables. For both types of dependent variables, an approach to variable selection using the adaptive lasso approach is provided. For the binary quantile regression model, the package also contains a routine that calculates the fitted probabilities for each vector of predictors. In addition, functions for summarizing the results, creating traceplots, posterior histograms and drawing quantile plots are included. This paper starts with a brief overview of the theoretical background of the models used in the bayesQR package. The main part of this paper discusses the computational problems that arise in the implementation of the procedure and illustrates the usefulness of the package through selected examples.

  13. 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.

  14. Linear regression and the normality assumption.

    Science.gov (United States)

    Schmidt, Amand F; Finan, Chris

    2017-12-16

    Researchers often perform arbitrary outcome transformations to fulfill the normality assumption of a linear regression model. This commentary explains and illustrates that in large data settings, such transformations are often unnecessary, and worse may bias model estimates. Linear regression assumptions are illustrated using simulated data and an empirical example on the relation between time since type 2 diabetes diagnosis and glycated hemoglobin levels. Simulation results were evaluated on coverage; i.e., the number of times the 95% confidence interval included the true slope coefficient. Although outcome transformations bias point estimates, violations of the normality assumption in linear regression analyses do not. The normality assumption is necessary to unbiasedly estimate standard errors, and hence confidence intervals and P-values. However, in large sample sizes (e.g., where the number of observations per variable is >10) violations of this normality assumption often do not noticeably impact results. Contrary to this, assumptions on, the parametric model, absence of extreme observations, homoscedasticity, and independency of the errors, remain influential even in large sample size settings. Given that modern healthcare research typically includes thousands of subjects focusing on the normality assumption is often unnecessary, does not guarantee valid results, and worse may bias estimates due to the practice of outcome transformations. Copyright © 2017 Elsevier Inc. All rights reserved.

  15. 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.

  16. 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.

  17. 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

  18. Cactus: An Introduction to Regression

    Science.gov (United States)

    Hyde, Hartley

    2008-01-01

    When the author first used "VisiCalc," the author thought it a very useful tool when he had the formulas. But how could he design a spreadsheet if there was no known formula for the quantities he was trying to predict? A few months later, the author relates he learned to use multiple linear regression software and suddenly it all clicked into…

  19. 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

  20. About hidden influence of predictor variables: Suppressor and mediator variables

    Directory of Open Access Journals (Sweden)

    Milovanović Boško

    2013-01-01

    Full Text Available In this paper procedure for researching hidden influence of predictor variables in regression models and depicting suppressor variables and mediator variables is shown. It is also shown that detection of suppressor variables and mediator variables could provide refined information about the research problem. As an example for applying this procedure, relation between Atlantic atmospheric centers and air temperature and precipitation amount in Serbia is chosen. [Projekat Ministarstva nauke Republike Srbije, br. 47007

  1. Significance testing in ridge regression for genetic data

    Directory of Open Access Journals (Sweden)

    De Iorio Maria

    2011-09-01

    Full Text Available Abstract Background Technological developments have increased the feasibility of large scale genetic association studies. Densely typed genetic markers are obtained using SNP arrays, next-generation sequencing technologies and imputation. However, SNPs typed using these methods can be highly correlated due to linkage disequilibrium among them, and standard multiple regression techniques fail with these data sets due to their high dimensionality and correlation structure. There has been increasing interest in using penalised regression in the analysis of high dimensional data. Ridge regression is one such penalised regression technique which does not perform variable selection, instead estimating a regression coefficient for each predictor variable. It is therefore desirable to obtain an estimate of the significance of each ridge regression coefficient. Results We develop and evaluate a test of significance for ridge regression coefficients. Using simulation studies, we demonstrate that the performance of the test is comparable to that of a permutation test, with the advantage of a much-reduced computational cost. We introduce the p-value trace, a plot of the negative logarithm of the p-values of ridge regression coefficients with increasing shrinkage parameter, which enables the visualisation of the change in p-value of the regression coefficients with increasing penalisation. We apply the proposed method to a lung cancer case-control data set from EPIC, the European Prospective Investigation into Cancer and Nutrition. Conclusions The proposed test is a useful alternative to a permutation test for the estimation of the significance of ridge regression coefficients, at a much-reduced computational cost. The p-value trace is an informative graphical tool for evaluating the results of a test of significance of ridge regression coefficients as the shrinkage parameter increases, and the proposed test makes its production computationally feasible.

  2. BOX-COX REGRESSION METHOD IN TIME SCALING

    Directory of Open Access Journals (Sweden)

    ATİLLA GÖKTAŞ

    2013-06-01

    Full Text Available Box-Cox regression method with λj, for j = 1, 2, ..., k, power transformation can be used when dependent variable and error term of the linear regression model do not satisfy the continuity and normality assumptions. The situation obtaining the smallest mean square error  when optimum power λj, transformation for j = 1, 2, ..., k, of Y has been discussed. Box-Cox regression method is especially appropriate to adjust existence skewness or heteroscedasticity of error terms for a nonlinear functional relationship between dependent and explanatory variables. In this study, the advantage and disadvantage use of Box-Cox regression method have been discussed in differentiation and differantial analysis of time scale concept.

  3. Advanced colorectal neoplasia risk stratification by penalized logistic regression.

    Science.gov (United States)

    Lin, Yunzhi; Yu, Menggang; Wang, Sijian; Chappell, Richard; Imperiale, Thomas F

    2016-08-01

    Colorectal cancer is the second leading cause of death from cancer in the United States. To facilitate the efficiency of colorectal cancer screening, there is a need to stratify risk for colorectal cancer among the 90% of US residents who are considered "average risk." In this article, we investigate such risk stratification rules for advanced colorectal neoplasia (colorectal cancer and advanced, precancerous polyps). We use a recently completed large cohort study of subjects who underwent a first screening colonoscopy. Logistic regression models have been used in the literature to estimate the risk of advanced colorectal neoplasia based on quantifiable risk factors. However, logistic regression may be prone to overfitting and instability in variable selection. Since most of the risk factors in our study have several categories, it was tempting to collapse these categories into fewer risk groups. We propose a penalized logistic regression method that automatically and simultaneously selects variables, groups categories, and estimates their coefficients by penalizing the [Formula: see text]-norm of both the coefficients and their differences. Hence, it encourages sparsity in the categories, i.e. grouping of the categories, and sparsity in the variables, i.e. variable selection. We apply the penalized logistic regression method to our data. The important variables are selected, with close categories simultaneously grouped, by penalized regression models with and without the interactions terms. The models are validated with 10-fold cross-validation. The receiver operating characteristic curves of the penalized regression models dominate the receiver operating characteristic curve of naive logistic regressions, indicating a superior discriminative performance. © The Author(s) 2013.

  4. Quantile Regression With Measurement Error

    KAUST Repository

    Wei, Ying

    2009-08-27

    Regression quantiles can be substantially biased when the covariates are measured with error. In this paper we propose a new method that produces consistent linear quantile estimation in the presence of covariate measurement error. The method corrects the measurement error induced bias by constructing joint estimating equations that simultaneously hold for all the quantile levels. An iterative EM-type estimation algorithm to obtain the solutions to such joint estimation equations is provided. The finite sample performance of the proposed method is investigated in a simulation study, and compared to the standard regression calibration approach. Finally, we apply our methodology to part of the National Collaborative Perinatal Project growth data, a longitudinal study with an unusual measurement error structure. © 2009 American Statistical Association.

  5. Multivariate and semiparametric kernel regression

    OpenAIRE

    Härdle, Wolfgang; Müller, Marlene

    1997-01-01

    The paper gives an introduction to theory and application of multivariate and semiparametric kernel smoothing. Multivariate nonparametric density estimation is an often used pilot tool for examining the structure of data. Regression smoothing helps in investigating the association between covariates and responses. We concentrate on kernel smoothing using local polynomial fitting which includes the Nadaraya-Watson estimator. Some theory on the asymptotic behavior and bandwidth selection is pro...

  6. Regression algorithm for emotion detection

    OpenAIRE

    Berthelon , Franck; Sander , Peter

    2013-01-01

    International audience; We present here two components of a computational system for emotion detection. PEMs (Personalized Emotion Maps) store links between bodily expressions and emotion values, and are individually calibrated to capture each person's emotion profile. They are an implementation based on aspects of Scherer's theoretical complex system model of emotion~\\cite{scherer00, scherer09}. We also present a regression algorithm that determines a person's emotional feeling from sensor m...

  7. Directional quantile regression in R

    Czech Academy of Sciences Publication Activity Database

    Boček, Pavel; Šiman, Miroslav

    2017-01-01

    Roč. 53, č. 3 (2017), s. 480-492 ISSN 0023-5954 R&D Projects: GA ČR GA14-07234S Institutional support: RVO:67985556 Keywords : multivariate quantile * regression quantile * halfspace depth * depth contour Subject RIV: BD - Theory of Information OBOR OECD: Applied mathematics Impact factor: 0.379, year: 2016 http://library.utia.cas.cz/separaty/2017/SI/bocek-0476587.pdf

  8. 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

  9. A comparison of random forest regression and multiple linear regression for prediction in neuroscience.

    Science.gov (United States)

    Smith, Paul F; Ganesh, Siva; Liu, Ping

    2013-10-30

    Regression is a common statistical tool for prediction in neuroscience. However, linear regression is by far the most common form of regression used, with regression trees receiving comparatively little attention. In this study, the results of conventional multiple linear regression (MLR) were compared with those of random forest regression (RFR), in the prediction of the concentrations of 9 neurochemicals in the vestibular nucleus complex and cerebellum that are part of the l-arginine biochemical pathway (agmatine, putrescine, spermidine, spermine, l-arginine, l-ornithine, l-citrulline, glutamate and γ-aminobutyric acid (GABA)). The R(2) values for the MLRs were higher than the proportion of variance explained values for the RFRs: 6/9 of them were ≥ 0.70 compared to 4/9 for RFRs. Even the variables that had the lowest R(2) values for the MLRs, e.g. ornithine (0.50) and glutamate (0.61), had much lower proportion of variance explained values for the RFRs (0.27 and 0.49, respectively). The RSE values for the MLRs were lower than those for the RFRs in all but two cases. In general, MLRs seemed to be superior to the RFRs in terms of predictive value and error. In the case of this data set, MLR appeared to be superior to RFR in terms of its explanatory value and error. This result suggests that MLR may have advantages over RFR for prediction in neuroscience with this kind of data set, but that RFR can still have good predictive value in some cases. Copyright © 2013 Elsevier B.V. All rights reserved.

  10. 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.

  11. A rotor optimization using regression analysis

    Science.gov (United States)

    Giansante, N.

    1984-01-01

    The design and development of helicopter rotors is subject to the many design variables and their interactions that effect rotor operation. Until recently, selection of rotor design variables to achieve specified rotor operational qualities has been a costly, time consuming, repetitive task. For the past several years, Kaman Aerospace Corporation has successfully applied multiple linear regression analysis, coupled with optimization and sensitivity procedures, in the analytical design of rotor systems. It is concluded that approximating equations can be developed rapidly for a multiplicity of objective and constraint functions and optimizations can be performed in a rapid and cost effective manner; the number and/or range of design variables can be increased by expanding the data base and developing approximating functions to reflect the expanded design space; the order of the approximating equations can be expanded easily to improve correlation between analyzer results and the approximating equations; gradients of the approximating equations can be calculated easily and these gradients are smooth functions reducing the risk of numerical problems in the optimization; the use of approximating functions allows the problem to be started easily and rapidly from various initial designs to enhance the probability of finding a global optimum; and the approximating equations are independent of the analysis or optimization codes used.

  12. Regression away from the mean: Theory and examples.

    Science.gov (United States)

    Schwarz, Wolf; Reike, Dennis

    2018-02-01

    Using a standard repeated measures model with arbitrary true score distribution and normal error variables, we present some fundamental closed-form results which explicitly indicate the conditions under which regression effects towards (RTM) and away from the mean are expected. Specifically, we show that for skewed and bimodal distributions many or even most cases will show a regression effect that is in expectation away from the mean, or that is not just towards but actually beyond the mean. We illustrate our results in quantitative detail with typical examples from experimental and biometric applications, which exhibit a clear regression away from the mean ('egression from the mean') signature. We aim not to repeal cautionary advice against potential RTM effects, but to present a balanced view of regression effects, based on a clear identification of the conditions governing the form that regression effects take in repeated measures designs. © 2017 The British Psychological Society.

  13. Short-term load forecasting with increment regression tree

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Jingfei; Stenzel, Juergen [Darmstadt University of Techonology, Darmstadt 64283 (Germany)

    2006-06-15

    This paper presents a new regression tree method for short-term load forecasting. Both increment and non-increment tree are built according to the historical data to provide the data space partition and input variable selection. Support vector machine is employed to the samples of regression tree nodes for further fine regression. Results of different tree nodes are integrated through weighted average method to obtain the comprehensive forecasting result. The effectiveness of the proposed method is demonstrated through its application to an actual system. (author)

  14. Background stratified Poisson regression analysis of cohort data.

    Science.gov (United States)

    Richardson, David B; Langholz, Bryan

    2012-03-01

    Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as 'nuisance' variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this 'conditional' regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models.

  15. Background stratified Poisson regression analysis of cohort data

    International Nuclear Information System (INIS)

    Richardson, David B.; Langholz, Bryan

    2012-01-01

    Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as 'nuisance' variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this 'conditional' regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models. (orig.)

  16. HE4 Tissue Expression and Serum HE4 Levels in Healthy Individuals and Patients with Benign or Malignant Tumors

    DEFF Research Database (Denmark)

    Karlsen, Nikoline S; Karlsen, Mona A; Høgdall, Claus K

    2014-01-01

    , this review aims to systematically outline published results of HE4 tissue expression and serum HE4 levels in healthy individuals and patients with benign or malignant tumors. Our findings suggest scientific basis for a potential diagnostic ability of HE4 in gynecologic cancer and lung cancer, and further...

  17. Comparison of measured NH4 level and NO emission to declared tar and nicotine values of hundred cigarette brands

    NARCIS (Netherlands)

    Brunt TM; Verlaan APJ; Cleven RFMJ; Rambali B; Vleeming W; LEO; LAC; LPI

    2003-01-01

    The general hypothesis exists that NH4 level in cigarettes and NO level in cigarette smoke do affect the nicotine availability in the lungs and subsequently play a role in the tobacco addiction. The objective of this report was to investigate whether correlations exist between the cigarette

  18. REGSTEP - stepwise multivariate polynomial regression with singular extensions

    International Nuclear Information System (INIS)

    Davierwalla, D.M.

    1977-09-01

    The program REGSTEP determines a polynomial approximation, in the least squares sense, to tabulated data. The polynomial may be univariate or multivariate. The computational method is that of stepwise regression. A variable is inserted into the regression basis if it is significant with respect to an appropriate F-test at a preselected risk level. In addition, should a variable already in the basis, become nonsignificant (again with respect to an appropriate F-test) after the entry of a new variable, it is expelled from the model. Thus only significant variables are retained in the model. Although written expressly to be incorporated into CORCOD, a code for predicting nuclear cross sections for given values of power, temperature, void fractions, Boron content etc. there is nothing to limit the use of REGSTEP to nuclear applications, as the examples demonstrate. A separate version has been incorporated into RSYST for the general user. (Auth.)

  19. The Regression Analysis of Individual Financial Performance: Evidence from Croatia

    OpenAIRE

    Bahovec, Vlasta; Barbić, Dajana; Palić, Irena

    2017-01-01

    Background: A large body of empirical literature indicates that gender and financial literacy are significant determinants of individual financial performance. Objectives: The purpose of this paper is to recognize the impact of the variable financial literacy and the variable gender on the variation of the financial performance using the regression analysis. Methods/Approach: The survey was conducted using the systematically chosen random sample of Croatian financial consumers. The cross sect...

  20. Spontaneous regression of pulmonary bullae

    International Nuclear Information System (INIS)

    Satoh, H.; Ishikawa, H.; Ohtsuka, M.; Sekizawa, K.

    2002-01-01

    The natural history of pulmonary bullae is often characterized by gradual, progressive enlargement. Spontaneous regression of bullae is, however, very rare. We report a case in which complete resolution of pulmonary bullae in the left upper lung occurred spontaneously. The management of pulmonary bullae is occasionally made difficult because of gradual progressive enlargement associated with abnormal pulmonary function. Some patients have multiple bulla in both lungs and/or have a history of pulmonary emphysema. Others have a giant bulla without emphysematous change in the lungs. Our present case had treated lung cancer with no evidence of local recurrence. He had no emphysematous change in lung function test and had no complaints, although the high resolution CT scan shows evidence of underlying minimal changes of emphysema. Ortin and Gurney presented three cases of spontaneous reduction in size of bulla. Interestingly, one of them had a marked decrease in the size of a bulla in association with thickening of the wall of the bulla, which was observed in our patient. This case we describe is of interest, not only because of the rarity with which regression of pulmonary bulla has been reported in the literature, but also because of the spontaneous improvements in the radiological picture in the absence of overt infection or tumor. Copyright (2002) Blackwell Science Pty Ltd

  1. Quantum algorithm for linear regression

    Science.gov (United States)

    Wang, Guoming

    2017-07-01

    We present a quantum algorithm for fitting a linear regression model to a given data set using the least-squares approach. Differently from previous algorithms which yield a quantum state encoding the optimal parameters, our algorithm outputs these numbers in the classical form. So by running it once, one completely determines the fitted model and then can use it to make predictions on new data at little cost. Moreover, our algorithm works in the standard oracle model, and can handle data sets with nonsparse design matrices. It runs in time poly( log2(N ) ,d ,κ ,1 /ɛ ) , where N is the size of the data set, d is the number of adjustable parameters, κ is the condition number of the design matrix, and ɛ is the desired precision in the output. We also show that the polynomial dependence on d and κ is necessary. Thus, our algorithm cannot be significantly improved. Furthermore, we also give a quantum algorithm that estimates the quality of the least-squares fit (without computing its parameters explicitly). This algorithm runs faster than the one for finding this fit, and can be used to check whether the given data set qualifies for linear regression in the first place.

  2. 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.

  3. A flexible fuzzy regression algorithm for forecasting oil consumption estimation

    International Nuclear Information System (INIS)

    Azadeh, A.; Khakestani, M.; Saberi, M.

    2009-01-01

    Oil consumption plays a vital role in socio-economic development of most countries. This study presents a flexible fuzzy regression algorithm for forecasting oil consumption based on standard economic indicators. The standard indicators are annual population, cost of crude oil import, gross domestic production (GDP) and annual oil production in the last period. The proposed algorithm uses analysis of variance (ANOVA) to select either fuzzy regression or conventional regression for future demand estimation. The significance of the proposed algorithm is three fold. First, it is flexible and identifies the best model based on the results of ANOVA and minimum absolute percentage error (MAPE), whereas previous studies consider the best fitted fuzzy regression model based on MAPE or other relative error results. Second, the proposed model may identify conventional regression as the best model for future oil consumption forecasting because of its dynamic structure, whereas previous studies assume that fuzzy regression always provide the best solutions and estimation. Third, it utilizes the most standard independent variables for the regression models. To show the applicability and superiority of the proposed flexible fuzzy regression algorithm the data for oil consumption in Canada, United States, Japan and Australia from 1990 to 2005 are used. The results show that the flexible algorithm provides accurate solution for oil consumption estimation problem. The algorithm may be used by policy makers to accurately foresee the behavior of oil consumption in various regions.

  4. Prediction, Regression and Critical Realism

    DEFF Research Database (Denmark)

    Næss, Petter

    2004-01-01

    This paper considers the possibility of prediction in land use planning, and the use of statistical research methods in analyses of relationships between urban form and travel behaviour. Influential writers within the tradition of critical realism reject the possibility of predicting social...... phenomena. This position is fundamentally problematic to public planning. Without at least some ability to predict the likely consequences of different proposals, the justification for public sector intervention into market mechanisms will be frail. Statistical methods like regression analyses are commonly...... seen as necessary in order to identify aggregate level effects of policy measures, but are questioned by many advocates of critical realist ontology. Using research into the relationship between urban structure and travel as an example, the paper discusses relevant research methods and the kinds...

  5. Descriptor Learning via Supervised Manifold Regularization for Multioutput Regression.

    Science.gov (United States)

    Zhen, Xiantong; Yu, Mengyang; Islam, Ali; Bhaduri, Mousumi; Chan, Ian; Li, Shuo

    2017-09-01

    Multioutput regression has recently shown great ability to solve challenging problems in both computer vision and medical image analysis. However, due to the huge image variability and ambiguity, it is fundamentally challenging to handle the highly complex input-target relationship of multioutput regression, especially with indiscriminate high-dimensional representations. In this paper, we propose a novel supervised descriptor learning (SDL) algorithm for multioutput regression, which can establish discriminative and compact feature representations to improve the multivariate estimation performance. The SDL is formulated as generalized low-rank approximations of matrices with a supervised manifold regularization. The SDL is able to simultaneously extract discriminative features closely related to multivariate targets and remove irrelevant and redundant information by transforming raw features into a new low-dimensional space aligned to targets. The achieved discriminative while compact descriptor largely reduces the variability and ambiguity for multioutput regression, which enables more accurate and efficient multivariate estimation. We conduct extensive evaluation of the proposed SDL on both synthetic data and real-world multioutput regression tasks for both computer vision and medical image analysis. Experimental results have shown that the proposed SDL can achieve high multivariate estimation accuracy on all tasks and largely outperforms the algorithms in the state of the arts. Our method establishes a novel SDL framework for multioutput regression, which can be widely used to boost the performance in different applications.

  6. Mapping geogenic radon potential by regression kriging

    Energy Technology Data Exchange (ETDEWEB)

    Pásztor, László [Institute for Soil Sciences and Agricultural Chemistry, Centre for Agricultural Research, Hungarian Academy of Sciences, Department of Environmental Informatics, Herman Ottó út 15, 1022 Budapest (Hungary); Szabó, Katalin Zsuzsanna, E-mail: sz_k_zs@yahoo.de [Department of Chemistry, Institute of Environmental Science, Szent István University, Páter Károly u. 1, Gödöllő 2100 (Hungary); Szatmári, Gábor; Laborczi, Annamária [Institute for Soil Sciences and Agricultural Chemistry, Centre for Agricultural Research, Hungarian Academy of Sciences, Department of Environmental Informatics, Herman Ottó út 15, 1022 Budapest (Hungary); Horváth, Ákos [Department of Atomic Physics, Eötvös University, Pázmány Péter sétány 1/A, 1117 Budapest (Hungary)

    2016-02-15

    Radon ({sup 222}Rn) gas is produced in the radioactive decay chain of uranium ({sup 238}U) which is an element that is naturally present in soils. Radon is transported mainly by diffusion and convection mechanisms through the soil depending mainly on the physical and meteorological parameters of the soil and can enter and accumulate in buildings. Health risks originating from indoor radon concentration can be attributed to natural factors and is characterized by geogenic radon potential (GRP). Identification of areas with high health risks require spatial modeling, that is, mapping of radon risk. In addition to geology and meteorology, physical soil properties play a significant role in the determination of GRP. In order to compile a reliable GRP map for a model area in Central-Hungary, spatial auxiliary information representing GRP forming environmental factors were taken into account to support the spatial inference of the locally measured GRP values. Since the number of measured sites was limited, efficient spatial prediction methodologies were searched for to construct a reliable map for a larger area. Regression kriging (RK) was applied for the interpolation using spatially exhaustive auxiliary data on soil, geology, topography, land use and climate. RK divides the spatial inference into two parts. Firstly, the deterministic component of the target variable is determined by a regression model. The residuals of the multiple linear regression analysis represent the spatially varying but dependent stochastic component, which are interpolated by kriging. The final map is the sum of the two component predictions. Overall accuracy of the map was tested by Leave-One-Out Cross-Validation. Furthermore the spatial reliability of the resultant map is also estimated by the calculation of the 90% prediction interval of the local prediction values. The applicability of the applied method as well as that of the map is discussed briefly. - Highlights: • A new method

  7. Mapping geogenic radon potential by regression kriging

    International Nuclear Information System (INIS)

    Pásztor, László; Szabó, Katalin Zsuzsanna; Szatmári, Gábor; Laborczi, Annamária; Horváth, Ákos

    2016-01-01

    Radon ( 222 Rn) gas is produced in the radioactive decay chain of uranium ( 238 U) which is an element that is naturally present in soils. Radon is transported mainly by diffusion and convection mechanisms through the soil depending mainly on the physical and meteorological parameters of the soil and can enter and accumulate in buildings. Health risks originating from indoor radon concentration can be attributed to natural factors and is characterized by geogenic radon potential (GRP). Identification of areas with high health risks require spatial modeling, that is, mapping of radon risk. In addition to geology and meteorology, physical soil properties play a significant role in the determination of GRP. In order to compile a reliable GRP map for a model area in Central-Hungary, spatial auxiliary information representing GRP forming environmental factors were taken into account to support the spatial inference of the locally measured GRP values. Since the number of measured sites was limited, efficient spatial prediction methodologies were searched for to construct a reliable map for a larger area. Regression kriging (RK) was applied for the interpolation using spatially exhaustive auxiliary data on soil, geology, topography, land use and climate. RK divides the spatial inference into two parts. Firstly, the deterministic component of the target variable is determined by a regression model. The residuals of the multiple linear regression analysis represent the spatially varying but dependent stochastic component, which are interpolated by kriging. The final map is the sum of the two component predictions. Overall accuracy of the map was tested by Leave-One-Out Cross-Validation. Furthermore the spatial reliability of the resultant map is also estimated by the calculation of the 90% prediction interval of the local prediction values. The applicability of the applied method as well as that of the map is discussed briefly. - Highlights: • A new method, regression

  8. An improved multiple linear regression and data analysis computer program package

    Science.gov (United States)

    Sidik, S. M.

    1972-01-01

    NEWRAP, an improved version of a previous multiple linear regression program called RAPIER, CREDUC, and CRSPLT, allows for a complete regression analysis including cross plots of the independent and dependent variables, correlation coefficients, regression coefficients, analysis of variance tables, t-statistics and their probability levels, rejection of independent variables, plots of residuals against the independent and dependent variables, and a canonical reduction of quadratic response functions useful in optimum seeking experimentation. A major improvement over RAPIER is that all regression calculations are done in double precision arithmetic.

  9. ANALYSIS OF THE FINANCIAL PERFORMANCES OF THE FIRM, BY USING THE MULTIPLE REGRESSION MODEL

    Directory of Open Access Journals (Sweden)

    Constantin Anghelache

    2011-11-01

    Full Text Available The information achieved through the use of simple linear regression are not always enough to characterize the evolution of an economic phenomenon and, furthermore, to identify its possible future evolution. To remedy these drawbacks, the special literature includes multiple regression models, in which the evolution of the dependant variable is defined depending on two or more factorial variables.

  10. A Bayesian Nonparametric Causal Model for Regression Discontinuity Designs

    Science.gov (United States)

    Karabatsos, George; Walker, Stephen G.

    2013-01-01

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

  11. MULGRES: a computer program for stepwise multiple regression analysis

    Science.gov (United States)

    A. Jeff Martin

    1971-01-01

    MULGRES is a computer program source deck that is designed for multiple regression analysis employing the technique of stepwise deletion in the search for most significant variables. The features of the program, along with inputs and outputs, are briefly described, with a note on machine compatibility.

  12. A Demonstration of Regression False Positive Selection in Data Mining

    Science.gov (United States)

    Pinder, Jonathan P.

    2014-01-01

    Business analytics courses, such as marketing research, data mining, forecasting, and advanced financial modeling, have substantial predictive modeling components. The predictive modeling in these courses requires students to estimate and test many linear regressions. As a result, false positive variable selection ("type I errors") is…

  13. On the null distribution of Bayes factors in linear regression

    Science.gov (United States)

    We show that under the null, the 2 log (Bayes factor) is asymptotically distributed as a weighted sum of chi-squared random variables with a shifted mean. This claim holds for Bayesian multi-linear regression with a family of conjugate priors, namely, the normal-inverse-gamma prior, the g-prior, and...

  14. Predicting Dropouts of University Freshmen: A Logit Regression Analysis.

    Science.gov (United States)

    Lam, Y. L. Jack

    1984-01-01

    Stepwise discriminant analysis coupled with logit regression analysis of freshmen data from Brandon University (Manitoba) indicated that six tested variables drawn from research on university dropouts were useful in predicting attrition: student status, residence, financial sources, distance from home town, goal fulfillment, and satisfaction with…

  15. On the Occurrence of Standardized Regression Coefficients Greater than One.

    Science.gov (United States)

    Deegan, John, Jr.

    1978-01-01

    It is demonstrated here that standardized regression coefficients greater than one can legitimately occur. Furthermore, the relationship between the occurrence of such coefficients and the extent of multicollinearity present among the set of predictor variables in an equation is examined. Comments on the interpretation of these coefficients are…

  16. Exact Rational Expectations, Cointegration, and Reduced Rank Regression

    DEFF Research Database (Denmark)

    Johansen, Søren; Swensen, Anders Rygh

    We interpret the linear relations from exact rational expectations models as restrictions on the parameters of the statistical model called the cointegrated vector autoregressive model for non-stationary variables. We then show how reduced rank regression, Anderson (1951), plays an important role...

  17. Exact rational expectations, cointegration, and reduced rank regression

    DEFF Research Database (Denmark)

    Johansen, Søren; Swensen, Anders Rygh

    We interpret the linear relations from exact rational expectations models as restrictions on the parameters of the statistical model called the cointegrated vector autoregressive model for non-stationary variables. We then show how reduced rank regression, Anderson (1951), plays an important role...

  18. Exact rational expectations, cointegration, and reduced rank regression

    DEFF Research Database (Denmark)

    Johansen, Søren; Swensen, Anders Rygh

    2008-01-01

    We interpret the linear relations from exact rational expectations models as restrictions on the parameters of the statistical model called the cointegrated vector autoregressive model for non-stationary variables. We then show how reduced rank regression, Anderson (1951), plays an important role...

  19. The effect of heparin administration on the FT4-levels and on an unspecific peripheral thyroid parameter

    International Nuclear Information System (INIS)

    Eber, B.; Borkenstein, J.; Leb, G.

    1984-01-01

    Heparin produces changes in FT 4 -levels both in vivo and in vitro as determined by commercial kits. Methods utilising the principle of equilibrium dialysis show significant increases whereas methods using T 4 -tracer analogue techniques reveal marked decreases in FT 4 -values. Possible clinical side-effects of heparin administration such as heparin-induced hyperthyroidism and tachyarrhythmias are discussed. The present results confirm the FT 4 -decreasing effect of in vivo and in vitro administration of heparin with FT 4 -RIAs based on the tracer analogue technique; however, the unspecific peripheral thyroid parameter of systolic time-intervals did not reveal any tendency towards hyperthyroidism. Also the discrepant results dependent on the method used, indicate that, following heparin administration FT 4 -levels do not reflect that hormone concentration is relevant to the metabolism of the whole body. (orig.) [de

  20. 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

  1. Is blood pressure reduction a valid surrogate endpoint for stroke prevention? an analysis incorporating a systematic review of randomised controlled trials, a by-trial weighted errors-in-variables regression, the surrogate threshold effect (STE and the biomarker-surrogacy (BioSurrogate evaluation schema (BSES

    Directory of Open Access Journals (Sweden)

    Lassere Marissa N

    2012-03-01

    Full Text Available Abstract Background Blood pressure is considered to be a leading example of a valid surrogate endpoint. The aims of this study were to (i formally evaluate systolic and diastolic blood pressure reduction as a surrogate endpoint for stroke prevention and (ii determine what blood pressure reduction would predict a stroke benefit. Methods We identified randomised trials of at least six months duration comparing any pharmacologic anti-hypertensive treatment to placebo or no treatment, and reporting baseline blood pressure, on-trial blood pressure, and fatal and non-fatal stroke. Trials with fewer than five strokes in at least one arm were excluded. Errors-in-variables weighted least squares regression modelled the reduction in stroke as a function of systolic blood pressure reduction and diastolic blood pressure reduction respectively. The lower 95% prediction band was used to determine the minimum systolic blood pressure and diastolic blood pressure difference, the surrogate threshold effect (STE, below which there would be no predicted stroke benefit. The STE was used to generate the surrogate threshold effect proportion (STEP, a surrogacy metric, which with the R-squared trial-level association was used to evaluate blood pressure as a surrogate endpoint for stroke using the Biomarker-Surrogacy Evaluation Schema (BSES3. Results In 18 qualifying trials representing all pharmacologic drug classes of antihypertensives, assuming a reliability coefficient of 0.9, the surrogate threshold effect for a stroke benefit was 7.1 mmHg for systolic blood pressure and 2.4 mmHg for diastolic blood pressure. The trial-level association was 0.41 and 0.64 and the STEP was 66% and 78% for systolic and diastolic blood pressure respectively. The STE and STEP were more robust to measurement error in the independent variable than R-squared trial-level associations. Using the BSES3, assuming a reliability coefficient of 0.9, systolic blood pressure was a B + grade and

  2. Is blood pressure reduction a valid surrogate endpoint for stroke prevention? an analysis incorporating a systematic review of randomised controlled trials, a by-trial weighted errors-in-variables regression, the surrogate threshold effect (STE) and the biomarker-surrogacy (BioSurrogate) evaluation schema (BSES)

    Science.gov (United States)

    2012-01-01

    Background Blood pressure is considered to be a leading example of a valid surrogate endpoint. The aims of this study were to (i) formally evaluate systolic and diastolic blood pressure reduction as a surrogate endpoint for stroke prevention and (ii) determine what blood pressure reduction would predict a stroke benefit. Methods We identified randomised trials of at least six months duration comparing any pharmacologic anti-hypertensive treatment to placebo or no treatment, and reporting baseline blood pressure, on-trial blood pressure, and fatal and non-fatal stroke. Trials with fewer than five strokes in at least one arm were excluded. Errors-in-variables weighted least squares regression modelled the reduction in stroke as a function of systolic blood pressure reduction and diastolic blood pressure reduction respectively. The lower 95% prediction band was used to determine the minimum systolic blood pressure and diastolic blood pressure difference, the surrogate threshold effect (STE), below which there would be no predicted stroke benefit. The STE was used to generate the surrogate threshold effect proportion (STEP), a surrogacy metric, which with the R-squared trial-level association was used to evaluate blood pressure as a surrogate endpoint for stroke using the Biomarker-Surrogacy Evaluation Schema (BSES3). Results In 18 qualifying trials representing all pharmacologic drug classes of antihypertensives, assuming a reliability coefficient of 0.9, the surrogate threshold effect for a stroke benefit was 7.1 mmHg for systolic blood pressure and 2.4 mmHg for diastolic blood pressure. The trial-level association was 0.41 and 0.64 and the STEP was 66% and 78% for systolic and diastolic blood pressure respectively. The STE and STEP were more robust to measurement error in the independent variable than R-squared trial-level associations. Using the BSES3, assuming a reliability coefficient of 0.9, systolic blood pressure was a B + grade and diastolic blood pressure

  3. Association of serum glypican-4 levels with cardiovascular risk predictors in women with polycystic ovary syndrome - a pilot study.

    Science.gov (United States)

    Jędrzejuk, Diana; Lwow, Felicja; Kuliczkowska-Płaksej, Justyna; Hirnle, Lidia; Trzmiel-Bira, Anna; Lenarcik-Kabza, Agnieszka; Kolackov, Katarzyna; Łaczmański, Łukasz; Milewicz, Andrzej

    2016-01-01

    Glypican-4 (Gpc4) is an adipokine which interacts with the insulin receptor and affects insulin sensitivity in proteoglycans. Insulin resistance plays a crucial role in the etiology of polycystic ovary syndrome (PCOS). PCOS is associated with metabolic disturbances such as abdominal obesity, dyslipidemia and type 2 diabetes. Thus, higher levels of Gpc4 released from visceral adipose tissue in women with PCOS may suggest an increased risk of cardiovascular disease (CVD). The aim of this pilot study was to determine whether the serum Gpc4 level is associated with cardiovascular risk predictors in women with PCOS. Sixty-two women with PCOS according to the Rotterdam criteria (20-35 years old) and 43 healthy controls were studied. Cardiovascular risk predictors such as obesity indices, fat deposits according to dual-energy X-ray absorptiometry, biochemical lipid profile parameters and Homeostasis Model Assessment were estimated. The serum Gpc4 level in PCOS women was significantly higher (2.61 ± 1.17 ng/ml) than in the control group (1.55 ± 0.47 ng/ml) and correlated with waist circumference, waist-to-hip ratio, total fat and android fat deposit to gynoid fat deposit ratio only in the PCOS group. The Gpc4 level was higher in the PCOS group and correlated with CVD risk predictors, especially fat distribution.

  4. Interpret with caution: multicollinearity in multiple regression of cognitive data.

    Science.gov (United States)

    Morrison, Catriona M

    2003-08-01

    Shibihara and Kondo in 2002 reported a reanalysis of the 1997 Kanji picture-naming data of Yamazaki, Ellis, Morrison, and Lambon-Ralph in which independent variables were highly correlated. Their addition of the variable visual familiarity altered the previously reported pattern of results, indicating that visual familiarity, but not age of acquisition, was important in predicting Kanji naming speed. The present paper argues that caution should be taken when drawing conclusions from multiple regression analyses in which the independent variables are so highly correlated, as such multicollinearity can lead to unreliable output.

  5. Research and analyze of physical health using multiple regression analysis

    Directory of Open Access Journals (Sweden)

    T. S. Kyi

    2014-01-01

    Full Text Available This paper represents the research which is trying to create a mathematical model of the "healthy people" using the method of regression analysis. The factors are the physical parameters of the person (such as heart rate, lung capacity, blood pressure, breath holding, weight height coefficient, flexibility of the spine, muscles of the shoulder belt, abdominal muscles, squatting, etc.., and the response variable is an indicator of physical working capacity. After performing multiple regression analysis, obtained useful multiple regression models that can predict the physical performance of boys the aged of fourteen to seventeen years. This paper represents the development of regression model for the sixteen year old boys and analyzed results.

  6. The Collinearity Free and Bias Reduced Regression Estimation Project: The Theory of Normalization Ridge Regression. Report No. 2.

    Science.gov (United States)

    Bulcock, J. W.; And Others

    Multicollinearity refers to the presence of highly intercorrelated independent variables in structural equation models, that is, models estimated by using techniques such as least squares regression and maximum likelihood. There is a problem of multicollinearity in both the natural and social sciences where theory formulation and estimation is in…

  7. Detection of Serum IgG4 Levels in Patients with IgG4-Related Disease and Other Disorders

    Science.gov (United States)

    Wang, Chenqiong; Wu, Xuefen; Miao, Ye; Xiong, Hui; Bai, Lin; Dong, Lingli

    2015-01-01

    Objective Elevated serum IgG4 levels are an important hallmark for diagnosing IgG4-related disease (IgG4-RD), but can also be observed in other diseases. This study aimed to compare two different testing methods for IgG4: ELISA and nephelometric assay. Both assays were used to measure serum IgG4 concentrations, and to assess the prevalence of high serum IgG4 levels in both IgG4-RD and non-IgG4-RD diseases. Methods A total of 80 serum samples were tested using the nephelometric assay and ELISA method that we established. Serum IgG4 concentrations were determined by ELISA for 957 patients with distinct diseases, including 12 cases of IgG4-RD and 945 cases of non-IgG4-RD. Results IgG4 levels from 80 selected serum samples examined by ELISA were in agreement with those detected using the nephelometry assay. Meanwhile, the serum IgG4 concentrations measured by ELISA were also consistent with the clinical diagnoses of patients with IgG4-RD during the course of disease. The Elevated levels of serum IgG4 (>1.35 g/L) were detected in all IgG4-RD (12/12) patients, and the prevalence of high IgG4 serum levels was 3.39% in non-IgG4-RD cases. Among them, the positive rates of serum IgG4 were 2.06% in patients with carcinoma and 6.3% in patients with other non-IgG4 autoimmune diseases. Conclusion Our established ELISA method is a reliable and convenient technique, which could be extensively used in the clinic to measure serum IgG4 levels. High levels of IgG4 were observed in IgG4-RD. However, this phenomenon could also be observed in other diseases, such as carcinomas and other autoimmune diseases. Thus, a diagnosis of IgG4 disease cannot only be dependent on the detection of elevated serum IgG4 levels. PMID:25885536

  8. 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....

  9. THE REGRESSION MODEL OF IRAN LIBRARIES ORGANIZATIONAL CLIMATE.

    Science.gov (United States)

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

    2015-10-01

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

  10. Caudal Regression and Encephalocele: Rare Manifestations of Expanded Goldenhar Complex

    Directory of Open Access Journals (Sweden)

    Gabriella D’Angelo

    2017-01-01

    Full Text Available Oculoauriculovertebral spectrum, or Goldenhar Syndrome, is a condition characterized by variable degrees of uni- or bilateral involvement of craniofacial structures, ocular anomalies, and vertebral defects. Its expressivity is variable; therefore, the term “expanded Goldenhar complex” has been coined. The Goldenhar Syndrome usually involves anomalies in craniofacial structures, but it is known that nervous system anomalies, including encephalocele or caudal regression, may, rarely, occur in this condition. We report two rare cases of infants affected by Goldenhar Syndrome, associated with neural tube defects, specifically caudal regression syndrome and nasal encephaloceles, to underline the extremely complex and heterogeneous clinical features of this oculoauriculovertebral spectrum. These additional particular cases could increase the number of new variable spectrums to be included in the “expanded Goldenhar complex.”

  11. Model building strategy for logistic regression: purposeful selection.

    Science.gov (United States)

    Zhang, Zhongheng

    2016-03-01

    Logistic regression is one of the most commonly used models to account for confounders in medical literature. The article introduces how to perform purposeful selection model building strategy with R. I stress on the use of likelihood ratio test to see whether deleting a variable will have significant impact on model fit. A deleted variable should also be checked for whether it is an important adjustment of remaining covariates. Interaction should be checked to disentangle complex relationship between covariates and their synergistic effect on response variable. Model should be checked for the goodness-of-fit (GOF). In other words, how the fitted model reflects the real data. Hosmer-Lemeshow GOF test is the most widely used for logistic regression model.

  12. 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.

  13. Kepler AutoRegressive Planet Search

    Science.gov (United States)

    Caceres, Gabriel Antonio; Feigelson, Eric

    2016-01-01

    The Kepler AutoRegressive Planet Search (KARPS) project uses statistical methodology associated with autoregressive (AR) processes to model Kepler lightcurves in order to improve exoplanet transit detection in systems with high stellar variability. We also introduce a planet-search algorithm to detect transits in time-series residuals after application of the AR models. One of the main obstacles in detecting faint planetary transits is the intrinsic stellar variability of the host star. The variability displayed by many stars may have autoregressive properties, wherein later flux values are correlated with previous ones in some manner. Our analysis procedure consisting of three steps: pre-processing of the data to remove discontinuities, gaps and outliers; AR-type model selection and fitting; and transit signal search of the residuals using a new Transit Comb Filter (TCF) that replaces traditional box-finding algorithms. The analysis procedures of the project are applied to a portion of the publicly available Kepler light curve data for the full 4-year mission duration. Tests of the methods have been made on a subset of Kepler Objects of Interest (KOI) systems, classified both as planetary `candidates' and `false positives' by the Kepler Team, as well as a random sample of unclassified systems. We find that the ARMA-type modeling successfully reduces the stellar variability, by a factor of 10 or more in active stars and by smaller factors in more quiescent stars. A typical quiescent Kepler star has an interquartile range (IQR) of ~10 e-/sec, which may improve slightly after modeling, while those with IQR ranging from 20 to 50 e-/sec, have improvements from 20% up to 70%. High activity stars (IQR exceeding 100) markedly improve. A periodogram based on the TCF is constructed to concentrate the signal of these periodic spikes. When a periodic transit is found, the model is displayed on a standard period-folded averaged light curve. Our findings to date on real

  14. Laplacian embedded regression for scalable manifold regularization.

    Science.gov (United States)

    Chen, Lin; Tsang, Ivor W; Xu, Dong

    2012-06-01

    Semi-supervised learning (SSL), as a powerful tool to learn from a limited number of labeled data and a large number of unlabeled data, has been attracting increasing attention in the machine learning community. In particular, the manifold regularization framework has laid solid theoretical foundations for a large family of SSL algorithms, such as Laplacian support vector machine (LapSVM) and Laplacian regularized least squares (LapRLS). However, most of these algorithms are limited to small scale problems due to the high computational cost of the matrix inversion operation involved in the optimization problem. In this paper, we propose a novel framework called Laplacian embedded regression by introducing an intermediate decision variable into the manifold regularization framework. By using ∈-insensitive loss, we obtain the Laplacian embedded support vector regression (LapESVR) algorithm, which inherits the sparse solution from SVR. Also, we derive Laplacian embedded RLS (LapERLS) corresponding to RLS under the proposed framework. Both LapESVR and LapERLS possess a simpler form of a transformed kernel, which is the summation of the original kernel and a graph kernel that captures the manifold structure. The benefits of the transformed kernel are two-fold: (1) we can deal with the original kernel matrix and the graph Laplacian matrix in the graph kernel separately and (2) if the graph Laplacian matrix is sparse, we only need to perform the inverse operation for a sparse matrix, which is much more efficient when compared with that for a dense one. Inspired by kernel principal component analysis, we further propose to project the introduced decision variable into a subspace spanned by a few eigenvectors of the graph Laplacian matrix in order to better reflect the data manifold, as well as accelerate the calculation of the graph kernel, allowing our methods to efficiently and effectively cope with large scale SSL problems. Extensive experiments on both toy and real

  15. Multiple Response Regression for Gaussian Mixture Models with Known Labels.

    Science.gov (United States)

    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.

  16. 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.

  17. Collision strengths and oscillator strengths for excitation to the n = 3 and 4 levels of neon-like ions

    International Nuclear Information System (INIS)

    Zhang, H.; Sampson, D.H.; Clark, R.E.H.; Mann, J.B.

    1987-01-01

    Collision strengths are given for the 88 possible fine-structure transitions between the ground level and the n = 3 and 4 levels in 20 neon-like ions with nuclear charge number Z in the range 18 ≤Z≤74. The results are given for the nine impact-electron energies in threshold units X = 1.0, 1.2, 1.5, 1.9, 2.5, 4.0, 6.0, 10.0, and 15.0. In addition, electric dipole oscillator strengths obtained by various methods are given. copyright 1987 Academic Press, Inc

  18. The intermediate endpoint effect in logistic and probit regression

    Science.gov (United States)

    MacKinnon, DP; Lockwood, CM; Brown, CH; Wang, W; Hoffman, JM

    2010-01-01

    Background An intermediate endpoint is hypothesized to be in the middle of the causal sequence relating an independent variable to a dependent variable. The intermediate variable is also called a surrogate or mediating variable and the corresponding effect is called the mediated, surrogate endpoint, or intermediate endpoint effect. Clinical studies are often designed to change an intermediate or surrogate endpoint and through this intermediate change influence the ultimate endpoint. In many intermediate endpoint clinical studies the dependent variable is binary, and logistic or probit regression is used. Purpose The purpose of this study is to describe a limitation of a widely used approach to assessing intermediate endpoint effects and to propose an alternative method, based on products of coefficients, that yields more accurate results. Methods The intermediate endpoint model for a binary outcome is described for a true binary outcome and for a dichotomization of a latent continuous outcome. Plots of true values and a simulation study are used to evaluate the different methods. Results Distorted estimates of the intermediate endpoint effect and incorrect conclusions can result from the application of widely used methods to assess the intermediate endpoint effect. The same problem occurs for the proportion of an effect explained by an intermediate endpoint, which has been suggested as a useful measure for identifying intermediate endpoints. A solution to this problem is given based on the relationship between latent variable modeling and logistic or probit regression. Limitations More complicated intermediate variable models are not addressed in the study, although the methods described in the article can be extended to these more complicated models. Conclusions Researchers are encouraged to use an intermediate endpoint method based on the product of regression coefficients. A common method based on difference in coefficient methods can lead to distorted

  19. Geographically weighted regression and multicollinearity: dispelling the myth

    Science.gov (United States)

    Fotheringham, A. Stewart; Oshan, Taylor M.

    2016-10-01

    Geographically weighted regression (GWR) extends the familiar regression framework by estimating a set of parameters for any number of locations within a study area, rather than producing a single parameter estimate for each relationship specified in the model. Recent literature has suggested that GWR is highly susceptible to the effects of multicollinearity between explanatory variables and has proposed a series of local measures of multicollinearity as an indicator of potential problems. In this paper, we employ a controlled simulation to demonstrate that GWR is in fact very robust to the effects of multicollinearity. Consequently, the contention that GWR is highly susceptible to multicollinearity issues needs rethinking.

  20. Determinants of Non-Performing Assets in India - Panel Regression

    Directory of Open Access Journals (Sweden)

    Saikat Ghosh Roy

    2014-12-01

    Full Text Available It is well known that level of banks‟ credit plays an important role in economic developments. Indian banking sector has played a seminal role in supporting economic growth in India. Recently, Indian banks are experiencing consistent increase in non-performing assets (NPA. In this perspective, this paper investigates the trends in NPA in Indian banks and its determinants. The panel regressions, fixed effect allows evaluating the impact of selected macroeconomic variables on the NPA. The Panel regression result indicates that the GDP growth, change in exchange rate and global volatility have major effects on the NPA level of Indian banking sector.

  1. Variability Bugs:

    DEFF Research Database (Denmark)

    Melo, Jean

    . Although many researchers suggest that preprocessor-based variability amplifies maintenance problems, there is little to no hard evidence on how actually variability affects programs and programmers. Specifically, how does variability affect programmers during maintenance tasks (bug finding in particular......)? How much harder is it to debug a program as variability increases? How do developers debug programs with variability? In what ways does variability affect bugs? In this Ph.D. thesis, I set off to address such issues through different perspectives using empirical research (based on controlled...... experiments) in order to understand quantitatively and qualitatively the impact of variability on programmers at bug finding and on buggy programs. From the program (and bug) perspective, the results show that variability is ubiquitous. There appears to be no specific nature of variability bugs that could...

  2. Predicting company growth using logistic regression and neural networks

    Directory of Open Access Journals (Sweden)

    Marijana Zekić-Sušac

    2016-12-01

    Full Text Available The paper aims to establish an efficient model for predicting company growth by leveraging the strengths of logistic regression and neural networks. A real dataset of Croatian companies was used which described the relevant industry sector, financial ratios, income, and assets in the input space, with a dependent binomial variable indicating whether a company had high-growth if it had annualized growth in assets by more than 20% a year over a three-year period. Due to a large number of input variables, factor analysis was performed in the pre -processing stage in order to extract the most important input components. Building an efficient model with a high classification rate and explanatory ability required application of two data mining methods: logistic regression as a parametric and neural networks as a non -parametric method. The methods were tested on the models with and without variable reduction. The classification accuracy of the models was compared using statistical tests and ROC curves. The results showed that neural networks produce a significantly higher classification accuracy in the model when incorporating all available variables. The paper further discusses the advantages and disadvantages of both approaches, i.e. logistic regression and neural networks in modelling company growth. The suggested model is potentially of benefit to investors and economic policy makers as it provides support for recognizing companies with growth potential, especially during times of economic downturn.

  3. Multivariate Linear Regression and CART Regression Analysis of TBM Performance at Abu Hamour Phase-I Tunnel

    Science.gov (United States)

    Jakubowski, J.; Stypulkowski, J. B.; Bernardeau, F. G.

    2017-12-01

    The first phase of the Abu Hamour drainage and storm tunnel was completed in early 2017. The 9.5 km long, 3.7 m diameter tunnel was excavated with two Earth Pressure Balance (EPB) Tunnel Boring Machines from Herrenknecht. TBM operation processes were monitored and recorded by Data Acquisition and Evaluation System. The authors coupled collected TBM drive data with available information on rock mass properties, cleansed, completed with secondary variables and aggregated by weeks and shifts. Correlations and descriptive statistics charts were examined. Multivariate Linear Regression and CART regression tree models linking TBM penetration rate (PR), penetration per revolution (PPR) and field penetration index (FPI) with TBM operational and geotechnical characteristics were performed for the conditions of the weak/soft rock of Doha. Both regression methods are interpretable and the data were screened with different computational approaches allowing enriched insight. The primary goal of the analysis was to investigate empirical relations between multiple explanatory and responding variables, to search for best subsets of explanatory variables and to evaluate the strength of linear and non-linear relations. For each of the penetration indices, a predictive model coupling both regression methods was built and validated. The resultant models appeared to be stronger than constituent ones and indicated an opportunity for more accurate and robust TBM performance predictions.

  4. Changes in Serum TSH and T4 Levels after Switching the Levothyroxine Administration Time from before Breakfast to before Dinner

    Directory of Open Access Journals (Sweden)

    S. Ala

    2015-01-01

    Full Text Available Background. Levothyroxine is commonly used in the treatment of patients with hypothyroidism. Levothyroxine is most often administered in the morning, on an empty stomach, in order to increase its oral absorption. However, many patients have difficulties taking levothyroxine in the morning. Aim. The aim of this study was evaluating the effect of changing levothyroxine administration time from before breakfast to before dinner on the serum levels of TSH and T4. Subjects and Methods. Fifty patients between 18 and 75 years old with hypothyroidism were included in the study and were randomly divided into two groups. Each group received two tablets per day (one levothyroxine tablet and one placebo tablet 30 minutes before breakfast and 1 hour before dinner. After two months, the administration time for the tablets was changed for each group, and the new schedule was continued for a further two-month period. The serum TSH and T4 levels were measured before and after treatment in each group. Results. Changing the levothyroxine administration time resulted in 1.47 ± 0.51 µIU/mL increase in TSH level (p=0.001 and 0.35 ± 1.05 µg/dL decrease in T4 level (p=0.3. Conclusions. Changing the levothyroxine administration time from before breakfast to before dinner reduced the therapeutic efficacy of levothyroxine.

  5. Direction of Effects in Multiple Linear Regression Models.

    Science.gov (United States)

    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.

  6. Unbalanced Regressions and the Predictive Equation

    DEFF Research Database (Denmark)

    Osterrieder, Daniela; Ventosa-Santaulària, Daniel; Vera-Valdés, J. Eduardo

    Predictive return regressions with persistent regressors are typically plagued by (asymptotically) biased/inconsistent estimates of the slope, non-standard or potentially even spurious statistical inference, and regression unbalancedness. We alleviate the problem of unbalancedness in the theoreti......Predictive return regressions with persistent regressors are typically plagued by (asymptotically) biased/inconsistent estimates of the slope, non-standard or potentially even spurious statistical inference, and regression unbalancedness. We alleviate the problem of unbalancedness...

  7. Semiparametric regression during 2003–2007

    KAUST Repository

    Ruppert, David; Wand, M.P.; Carroll, Raymond J.

    2009-01-01

    Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology – thus allowing more streamlined handling of longitudinal and spatial correlation. We review progress in the field over the five-year period between 2003 and 2007. We find semiparametric regression to be a vibrant field with substantial involvement and activity, continual enhancement and widespread application.

  8. Kepler AutoRegressive Planet Search (KARPS)

    Science.gov (United States)

    Caceres, Gabriel

    2018-01-01

    One of the main obstacles in detecting faint planetary transits is the intrinsic stellar variability of the host star. The Kepler AutoRegressive Planet Search (KARPS) project implements statistical methodology associated with autoregressive processes (in particular, ARIMA and ARFIMA) to model stellar lightcurves in order to improve exoplanet transit detection. We also develop a novel Transit Comb Filter (TCF) applied to the AR residuals which provides a periodogram analogous to the standard Box-fitting Least Squares (BLS) periodogram. We train a random forest classifier on known Kepler Objects of Interest (KOIs) using select features from different stages of this analysis, and then use ROC curves to define and calibrate the criteria to recover the KOI planet candidates with high fidelity. These statistical methods are detailed in a contributed poster (Feigelson et al., this meeting).These procedures are applied to the full DR25 dataset of NASA’s Kepler mission. Using the classification criteria, a vast majority of known KOIs are recovered and dozens of new KARPS Candidate Planets (KCPs) discovered, including ultra-short period exoplanets. The KCPs will be briefly presented and discussed.

  9. DNBR Prediction Using a Support Vector Regression

    International Nuclear Information System (INIS)

    Yang, Heon Young; Na, Man Gyun

    2008-01-01

    PWRs (Pressurized Water Reactors) generally operate in the nucleate boiling state. However, the conversion of nucleate boiling into film boiling with conspicuously reduced heat transfer induces a boiling crisis that may cause the fuel clad melting in the long run. This type of boiling crisis is called Departure from Nucleate Boiling (DNB) phenomena. Because the prediction of minimum DNBR in a reactor core is very important to prevent the boiling crisis such as clad melting, a lot of research has been conducted to predict DNBR values. The object of this research is to predict minimum DNBR applying support vector regression (SVR) by using the measured signals of a reactor coolant system (RCS). The SVR has extensively and successfully been applied to nonlinear function approximation like the proposed problem for estimating DNBR values that will be a function of various input variables such as reactor power, reactor pressure, core mass flowrate, control rod positions and so on. The minimum DNBR in a reactor core is predicted using these various operating condition data as the inputs to the SVR. The minimum DBNR values predicted by the SVR confirm its correctness compared with COLSS values

  10. Spatial vulnerability assessments by regression kriging

    Science.gov (United States)

    Pásztor, László; Laborczi, Annamária; Takács, Katalin; Szatmári, Gábor

    2016-04-01

    information representing IEW or GRP forming environmental factors were taken into account to support the spatial inference of the locally experienced IEW frequency and measured GRP values respectively. An efficient spatial prediction methodology was applied to construct reliable maps, namely regression kriging (RK) using spatially exhaustive auxiliary data on soil, geology, topography, land use and climate. RK divides the spatial inference into two parts. Firstly the deterministic component of the target variable is determined by a regression model. The residuals of the multiple linear regression analysis represent the spatially varying but dependent stochastic component, which are interpolated by kriging. The final map is the sum of the two component predictions. Application of RK also provides the possibility of inherent accuracy assessment. The resulting maps are characterized by global and local measures of its accuracy. Additionally the method enables interval estimation for spatial extension of the areas of predefined risk categories. All of these outputs provide useful contribution to spatial planning, action planning and decision making. Acknowledgement: Our work was partly supported by the Hungarian National Scientific Research Foundation (OTKA, Grant No. K105167).

  11. Standards for Standardized Logistic Regression Coefficients

    Science.gov (United States)

    Menard, Scott

    2011-01-01

    Standardized coefficients in logistic regression analysis have the same utility as standardized coefficients in linear regression analysis. Although there has been no consensus on the best way to construct standardized logistic regression coefficients, there is now sufficient evidence to suggest a single best approach to the construction of a…

  12. A Predictive Logistic Regression Model of World Conflict Using Open Source Data

    Science.gov (United States)

    2015-03-26

    No correlation between the error terms and the independent variables 9. Absence of perfect multicollinearity (Menard, 2001) When assumptions are...some of the variables before initial model building. Multicollinearity , or near-linear dependence among the variables will cause problems in the...model. High multicollinearity tends to produce unreasonably high logistic regression coefficients and can result in coefficients that are not

  13. Analisis Faktor – Faktor yang Mempengaruhi Jumlah Kejahatan Pencurian Kendaraan Bermotor (Curanmor) Menggunakan Model Geographically Weighted Poisson Regression (Gwpr)

    OpenAIRE

    Haris, Muhammad; Yasin, Hasbi; Hoyyi, Abdul

    2015-01-01

    Theft is an act taking someone else's property, partially or entierely, with intention to have it illegally. Motor vehicle theft is one of the most highlighted crime type and disturbing the communities. Regression analysis is a statistical analysis for modeling the relationships between response variable and predictor variable. If the response variable follows a Poisson distribution or categorized as a count data, so the regression model used is Poisson regression. Geographically Weighted Poi...

  14. Regression with Sparse Approximations of Data

    DEFF Research Database (Denmark)

    Noorzad, Pardis; Sturm, Bob L.

    2012-01-01

    We propose sparse approximation weighted regression (SPARROW), a method for local estimation of the regression function that uses sparse approximation with a dictionary of measurements. SPARROW estimates the regression function at a point with a linear combination of a few regressands selected...... by a sparse approximation of the point in terms of the regressors. We show SPARROW can be considered a variant of \\(k\\)-nearest neighbors regression (\\(k\\)-NNR), and more generally, local polynomial kernel regression. Unlike \\(k\\)-NNR, however, SPARROW can adapt the number of regressors to use based...

  15. Spontaneous regression of a congenital melanocytic nevus

    Directory of Open Access Journals (Sweden)

    Amiya Kumar Nath

    2011-01-01

    Full Text Available Congenital melanocytic nevus (CMN may rarely regress which may also be associated with a halo or vitiligo. We describe a 10-year-old girl who presented with CMN on the left leg since birth, which recently started to regress spontaneously with associated depigmentation in the lesion and at a distant site. Dermoscopy performed at different sites of the regressing lesion demonstrated loss of epidermal pigments first followed by loss of dermal pigments. Histopathology and Masson-Fontana stain demonstrated lymphocytic infiltration and loss of pigment production in the regressing area. Immunohistochemistry staining (S100 and HMB-45, however, showed that nevus cells were present in the regressing areas.

  16. Neighborhood social capital and crime victimization: comparison of spatial regression analysis and hierarchical regression analysis.

    Science.gov (United States)

    Takagi, Daisuke; Ikeda, Ken'ichi; Kawachi, Ichiro

    2012-11-01

    Crime is an important determinant of public health outcomes, including quality of life, mental well-being, and health behavior. A body of research has documented the association between community social capital and crime victimization. The association between social capital and crime victimization has been examined at multiple levels of spatial aggregation, ranging from entire countries, to states, metropolitan areas, counties, and neighborhoods. In multilevel analysis, the spatial boundaries at level 2 are most often drawn from administrative boundaries (e.g., Census tracts in the U.S.). One problem with adopting administrative definitions of neighborhoods is that it ignores spatial spillover. We conducted a study of social capital and crime victimization in one ward of Tokyo city, using a spatial Durbin model with an inverse-distance weighting matrix that assigned each respondent a unique level of "exposure" to social capital based on all other residents' perceptions. The study is based on a postal questionnaire sent to 20-69 years old residents of Arakawa Ward, Tokyo. The response rate was 43.7%. We examined the contextual influence of generalized trust, perceptions of reciprocity, two types of social network variables, as well as two principal components of social capital (constructed from the above four variables). Our outcome measure was self-reported crime victimization in the last five years. In the spatial Durbin model, we found that neighborhood generalized trust, reciprocity, supportive networks and two principal components of social capital were each inversely associated with crime victimization. By contrast, a multilevel regression performed with the same data (using administrative neighborhood boundaries) found generally null associations between neighborhood social capital and crime. Spatial regression methods may be more appropriate for investigating the contextual influence of social capital in homogeneous cultural settings such as Japan. Copyright

  17. COMPARISON OF PARTIAL LEAST SQUARES REGRESSION METHOD ALGORITHMS: NIPALS AND PLS-KERNEL AND AN APPLICATION

    Directory of Open Access Journals (Sweden)

    ELİF BULUT

    2013-06-01

    Full Text Available Partial Least Squares Regression (PLSR is a multivariate statistical method that consists of partial least squares and multiple linear regression analysis. Explanatory variables, X, having multicollinearity are reduced to components which explain the great amount of covariance between explanatory and response variable. These components are few in number and they don’t have multicollinearity problem. Then multiple linear regression analysis is applied to those components to model the response variable Y. There are various PLSR algorithms. In this study NIPALS and PLS-Kernel algorithms will be studied and illustrated on a real data set.

  18. Automatic selection of indicators in a fully saturated regression

    DEFF Research Database (Denmark)

    Hendry, David F.; Johansen, Søren; Santos, Carlos

    2008-01-01

    We consider selecting a regression model, using a variant of Gets, when there are more variables than observations, in the special case that the variables are impulse dummies (indicators) for every observation. We show that the setting is unproblematic if tackled appropriately, and obtain the fin...... the finite-sample distribution of estimators of the mean and variance in a simple location-scale model under the null that no impulses matter. A Monte Carlo simulation confirms the null distribution, and shows power against an alternative of interest....

  19. Sulfonylurea therapy improves glucose disposal without changing skeletal muscle GLUT4 levels in noninsulin-dependent diabetes mellitus subjects

    DEFF Research Database (Denmark)

    Vestergaard, H; Weinreb, J E; Rosen, A S

    1995-01-01

    alteration in GLUT4 levels expressed either per microgram membrane protein or per DNA. In summary, the improvement in glycemic control and glucose disposal in NIDDM subjects receiving gliclazide therapy cannot be explained by increased expression of GLUT4 in muscle. Thus, therapeutic effects on insulin......A major pathological feature of noninsulin-dependent diabetes (NIDDM) is defective insulin-stimulated glucose transport in skeletal muscle. When NIDDM subjects are assessed as a group, GLUT4 gene expression in skeletal muscle varies widely and is not different from that in controls. Thus......, longitudinal studies are needed to assess whether changes in GLUT4 expression in muscle of NIDDM subjects could be responsible for changes in glucose disposal. The question is timely because recent studies in transgenic mice show that increasing GLUT4 expression can increase insulin-stimulated glucose uptake...

  20. 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).

  1. Computer software for linear and nonlinear regression in organic NMR

    International Nuclear Information System (INIS)

    Canto, Eduardo Leite do; Rittner, Roberto

    1991-01-01

    Calculation involving two variable linear regressions, require specific procedures generally not familiar to chemist. For attending the necessity of fast and efficient handling of NMR data, a self explained and Pc portable software has been developed, which allows user to produce and use diskette recorded tables, containing chemical shift or any other substituent physical-chemical measurements and constants (σ T , σ o R , E s , ...)

  2. 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...

  3. Multicollinearity in applied economics research and the Bayesian linear regression

    OpenAIRE

    EISENSTAT, Eric

    2016-01-01

    This article revises the popular issue of collinearity amongst explanatory variables in the context of a multiple linear regression analysis, particularly in empirical studies within social science related fields. Some important interpretations and explanations are highlighted from the econometrics literature with respect to the effects of multicollinearity on statistical inference, as well as the general shortcomings of the once fervent search for methods intended to detect and mitigate thes...

  4. Asymptotic Theory for Regressions with Smoothly Changing Parameters

    DEFF Research Database (Denmark)

    Hillebrand, Eric Tobias; Medeiros, Marcelo C.; Xu, Junyue

    We derive asymptotic properties of the quasi maximum likelihood estimator of smooth transition regressions when time is the transition variable. The consistency of the estimator and its asymptotic distribution are examined. It is shown that the estimator converges at the usual square-root-of-T rate...... and has an asymptotically normal distribution. Finite sample properties of the estimator are explored in simulations. We illustrate with an application to US inflation and output data....

  5. Asymptotic theory for regressions with smoothly changing parameters

    DEFF Research Database (Denmark)

    Hillebrand, Eric; Medeiros, Marcelo; Xu, Junyue

    2013-01-01

    We derive asymptotic properties of the quasi maximum likelihood estimator of smooth transition regressions when time is the transition variable. The consistency of the estimator and its asymptotic distribution are examined. It is shown that the estimator converges at the usual pT-rate and has...... an asymptotically normal distribution. Finite sample properties of the estimator are explored in simulations. We illustrate with an application to US inflation and output data....

  6. The crux of the method: assumptions in ordinary least squares and logistic regression.

    Science.gov (United States)

    Long, Rebecca G

    2008-10-01

    Logistic regression has increasingly become the tool of choice when analyzing data with a binary dependent variable. While resources relating to the technique are widely available, clear discussions of why logistic regression should be used in place of ordinary least squares regression are difficult to find. The current paper compares and contrasts the assumptions of ordinary least squares with those of logistic regression and explains why logistic regression's looser assumptions make it adept at handling violations of the more important assumptions in ordinary least squares.

  7. On macroeconomic values investigation using fuzzy linear regression analysis

    Directory of Open Access Journals (Sweden)

    Richard Pospíšil

    2017-06-01

    Full Text Available The theoretical background for abstract formalization of the vague phenomenon of complex systems is the fuzzy set theory. In the paper, vague data is defined as specialized fuzzy sets - fuzzy numbers and there is described a fuzzy linear regression model as a fuzzy function with fuzzy numbers as vague parameters. To identify the fuzzy coefficients of the model, the genetic algorithm is used. The linear approximation of the vague function together with its possibility area is analytically and graphically expressed. A suitable application is performed in the tasks of the time series fuzzy regression analysis. The time-trend and seasonal cycles including their possibility areas are calculated and expressed. The examples are presented from the economy field, namely the time-development of unemployment, agricultural production and construction respectively between 2009 and 2011 in the Czech Republic. The results are shown in the form of the fuzzy regression models of variables of time series. For the period 2009-2011, the analysis assumptions about seasonal behaviour of variables and the relationship between them were confirmed; in 2010, the system behaved fuzzier and the relationships between the variables were vaguer, that has a lot of causes, from the different elasticity of demand, through state interventions to globalization and transnational impacts.

  8. A Hybrid Approach of Stepwise Regression, Logistic Regression, Support Vector Machine, and Decision Tree for Forecasting Fraudulent Financial Statements

    Directory of Open Access Journals (Sweden)

    Suduan Chen

    2014-01-01

    Full Text Available As the fraudulent financial statement of an enterprise is increasingly serious with each passing day, establishing a valid forecasting fraudulent financial statement model of an enterprise has become an important question for academic research and financial practice. After screening the important variables using the stepwise regression, the study also matches the logistic regression, support vector machine, and decision tree to construct the classification models to make a comparison. The study adopts financial and nonfinancial variables to assist in establishment of the forecasting fraudulent financial statement model. Research objects are the companies to which the fraudulent and nonfraudulent financial statement happened between years 1998 to 2012. The findings are that financial and nonfinancial information are effectively used to distinguish the fraudulent financial statement, and decision tree C5.0 has the best classification effect 85.71%.

  9. A hybrid approach of stepwise regression, logistic regression, support vector machine, and decision tree for forecasting fraudulent financial statements.

    Science.gov (United States)

    Chen, Suduan; Goo, Yeong-Jia James; Shen, Zone-De

    2014-01-01

    As the fraudulent financial statement of an enterprise is increasingly serious with each passing day, establishing a valid forecasting fraudulent financial statement model of an enterprise has become an important question for academic research and financial practice. After screening the important variables using the stepwise regression, the study also matches the logistic regression, support vector machine, and decision tree to construct the classification models to make a comparison. The study adopts financial and nonfinancial variables to assist in establishment of the forecasting fraudulent financial statement model. Research objects are the companies to which the fraudulent and nonfraudulent financial statement happened between years 1998 to 2012. The findings are that financial and nonfinancial information are effectively used to distinguish the fraudulent financial statement, and decision tree C5.0 has the best classification effect 85.71%.

  10. Simple and multiple linear regression: sample size considerations.

    Science.gov (United States)

    Hanley, James A

    2016-11-01

    The suggested "two subjects per variable" (2SPV) rule of thumb in the Austin and Steyerberg article is a chance to bring out some long-established and quite intuitive sample size considerations for both simple and multiple linear regression. This article distinguishes two of the major uses of regression models that imply very different sample size considerations, neither served well by the 2SPV rule. The first is etiological research, which contrasts mean Y levels at differing "exposure" (X) values and thus tends to focus on a single regression coefficient, possibly adjusted for confounders. The second research genre guides clinical practice. It addresses Y levels for individuals with different covariate patterns or "profiles." It focuses on the profile-specific (mean) Y levels themselves, estimating them via linear compounds of regression coefficients and covariates. By drawing on long-established closed-form variance formulae that lie beneath the standard errors in multiple regression, and by rearranging them for heuristic purposes, one arrives at quite intuitive sample size considerations for both research genres. Copyright © 2016 Elsevier Inc. All rights reserved.

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

    Science.gov (United States)

    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.

  12. Applied regression analysis a research tool

    CERN Document Server

    Pantula, Sastry; Dickey, David

    1998-01-01

    Least squares estimation, when used appropriately, is a powerful research tool. A deeper understanding of the regression concepts is essential for achieving optimal benefits from a least squares analysis. This book builds on the fundamentals of statistical methods and provides appropriate concepts that will allow a scientist to use least squares as an effective research tool. Applied Regression Analysis is aimed at the scientist who wishes to gain a working knowledge of regression analysis. The basic purpose of this book is to develop an understanding of least squares and related statistical methods without becoming excessively mathematical. It is the outgrowth of more than 30 years of consulting experience with scientists and many years of teaching an applied regression course to graduate students. Applied Regression Analysis serves as an excellent text for a service course on regression for non-statisticians and as a reference for researchers. It also provides a bridge between a two-semester introduction to...

  13. Overcoming multicollinearity in multiple regression using correlation coefficient

    Science.gov (United States)

    Zainodin, H. J.; Yap, S. J.

    2013-09-01

    Multicollinearity happens when there are high correlations among independent variables. In this case, it would be difficult to distinguish between the contributions of these independent variables to that of the dependent variable as they may compete to explain much of the similar variance. Besides, the problem of multicollinearity also violates the assumption of multiple regression: that there is no collinearity among the possible independent variables. Thus, an alternative approach is introduced in overcoming the multicollinearity problem in achieving a well represented model eventually. This approach is accomplished by removing the multicollinearity source variables on the basis of the correlation coefficient values based on full correlation matrix. Using the full correlation matrix can facilitate the implementation of Excel function in removing the multicollinearity source variables. It is found that this procedure is easier and time-saving especially when dealing with greater number of independent variables in a model and a large number of all possible models. Hence, in this paper detailed insight of the procedure is shown, compared and implemented.

  14. 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.

  15. 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.

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

    Science.gov (United States)

    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.

  17. Pulsating variables

    International Nuclear Information System (INIS)

    1989-01-01

    The study of stellar pulsations is a major route to the understanding of stellar structure and evolution. At the South African Astronomical Observatory (SAAO) the following stellar pulsation studies were undertaken: rapidly oscillating Ap stars; solar-like oscillations in stars; 8-Scuti type variability in a classical Am star; Beta Cephei variables; a pulsating white dwarf and its companion; RR Lyrae variables and galactic Cepheids. 4 figs

  18. 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)

  19. Diagnostic Performance of Serum IgG4 Levels in Patients With IgG4-Related Disease

    Science.gov (United States)

    Yu, Kuang-Hui; Chan, Tien-Ming; Tsai, Ping-Han; Chen, Ching-Hui; Chang, Pi-Yueh

    2015-01-01

    Abstract The aim of this study is to study the clinical features and diagnostic performance of IgG4 in Chinese populations with IgG4-related diseases (IgG4-RDs). The medical records of 2901 adult subjects who underwent serum IgG4 level tests conducted between December 2007 and May 2014 were reviewed. Serum concentrations of IgG4 were measured in 2901 cases, including 161 (5.6%) patients with IgG4-RD and 2740 (94.4%) patients without IgG4-RD (non-IgG4-RD group). The mean age of the IgG4-RD patients was 58.4 ± 16.1 years (range: 21–87), and 48 (29.8%) were women. The mean serum IgG4 level was significantly much higher in IgG4-RD patients than in non-IgG4-RD (1062.6 vs 104.3 mg/dL, P IgG4 >135 mg/dL, the sensitivity, specificity, positive predictive value (PPV), negative predictive value (NPV), likelihood ratio (LR)+, and LR− were 86%, 77%, 18%, 99%, 3.70, and 0.19, respectively. When the upper limit of normal was doubled for an IgG4 >270 mg/dL, the corresponding data were 75%, 94%, 43%, 98%, 12.79, and 0.26, respectively. For IgG4 >405 mg/dL (tripling the upper limit of normal), the corresponding data were 62%, 98%, 68%, 98%, 37.00, and 0.39, respectively. When calculated according to the manufacturer's package insert cutoff (>201 mg/dL) for the diagnosis of IgG4-RD, the corresponding sensitivity, specificity, PPV, NPV, LR+, and LR− were 80%, 89%, 29%, 99%, 7.00, and 0.23, respectively. For IgG4 >402 mg/dL (>2× the upper limit of the normal range), the corresponding data were 62%, 98%, 68%, 98%, 36.21, and 0.39, respectively. For IgG4 >603 mg/dL (>3× the upper limit of the normal range), the corresponding data were 50%, 99%, 84%, 97%, 90.77 and 0.51, respectively. The optimal cutoff value of serum IgG4 (measured by nephelometry using a Siemens BN ProSpec instrument and Siemens reagent) for the diagnosis of IgG4-RD was 248 mg/dL, the sensitivity and specificity were 77.6% and 92.8%, respectively. The present study demonstrated that 2 or

  20. Normalization Ridge Regression in Practice I: Comparisons Between Ordinary Least Squares, Ridge Regression and Normalization Ridge Regression.

    Science.gov (United States)

    Bulcock, J. W.

    The problem of model estimation when the data are collinear was examined. Though the ridge regression (RR) outperforms ordinary least squares (OLS) regression in the presence of acute multicollinearity, it is not a problem free technique for reducing the variance of the estimates. It is a stochastic procedure when it should be nonstochastic and it…

  1. Multivariate Regression Analysis and Slaughter Livestock,

    Science.gov (United States)

    AGRICULTURE, *ECONOMICS), (*MEAT, PRODUCTION), MULTIVARIATE ANALYSIS, REGRESSION ANALYSIS , ANIMALS, WEIGHT, COSTS, PREDICTIONS, STABILITY, MATHEMATICAL MODELS, STORAGE, BEEF, PORK, FOOD, STATISTICAL DATA, ACCURACY

  2. Poisson Regression Analysis of Illness and Injury Surveillance Data

    Energy Technology Data Exchange (ETDEWEB)

    Frome E.L., Watkins J.P., Ellis E.D.

    2012-12-12

    The Department of Energy (DOE) uses illness and injury surveillance to monitor morbidity and assess the overall health of the work force. Data collected from each participating site include health events and a roster file with demographic information. The source data files are maintained in a relational data base, and are used to obtain stratified tables of health event counts and person time at risk that serve as the starting point for Poisson regression analysis. The explanatory variables that define these tables are age, gender, occupational group, and time. Typical response variables of interest are the number of absences due to illness or injury, i.e., the response variable is a count. Poisson regression methods are used to describe the effect of the explanatory variables on the health event rates using a log-linear main effects model. Results of fitting the main effects model are summarized in a tabular and graphical form and interpretation of model parameters is provided. An analysis of deviance table is used to evaluate the importance of each of the explanatory variables on the event rate of interest and to determine if interaction terms should be considered in the analysis. Although Poisson regression methods are widely used in the analysis of count data, there are situations in which over-dispersion occurs. This could be due to lack-of-fit of the regression model, extra-Poisson variation, or both. A score test statistic and regression diagnostics are used to identify over-dispersion. A quasi-likelihood method of moments procedure is used to evaluate and adjust for extra-Poisson variation when necessary. Two examples are presented using respiratory disease absence rates at two DOE sites to illustrate the methods and interpretation of the results. In the first example the Poisson main effects model is adequate. In the second example the score test indicates considerable over-dispersion and a more detailed analysis attributes the over-dispersion to extra

  3. Logistic Regression Analysis of Operational Errors and Routine Operations Using Sector Characteristics

    National Research Council Canada - National Science Library

    Pfleiderer, Elaine M; Scroggins, Cheryl L; Manning, Carol A

    2009-01-01

    Two separate logistic regression analyses were conducted for low- and high-altitude sectors to determine whether a set of dynamic sector characteristics variables could reliably discriminate between operational error (OE...

  4. Testing contingency hypotheses in budgetary research: An evaluation of the use of moderated regression analysis

    NARCIS (Netherlands)

    Hartmann, Frank G.H.; Moers, Frank

    1999-01-01

    In the contingency literature on the behavioral and organizational effects of budgeting, use of the Moderated Regression Analysis (MRA) technique is prevalent. This technique is used to test contingency hypotheses that predict interaction effects between budgetary and contextual variables. This

  5. How to deal with continuous and dichotomic outcomes in epidemiological research: linear and logistic regression analyses

    NARCIS (Netherlands)

    Tripepi, Giovanni; Jager, Kitty J.; Stel, Vianda S.; Dekker, Friedo W.; Zoccali, Carmine

    2011-01-01

    Because of some limitations of stratification methods, epidemiologists frequently use multiple linear and logistic regression analyses to address specific epidemiological questions. If the dependent variable is a continuous one (for example, systolic pressure and serum creatinine), the researcher

  6. Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error

    KAUST Repository

    Carroll, Raymond J.; Delaigle, Aurore; Hall, Peter

    2011-01-01

    In many applications we can expect that, or are interested to know if, a density function or a regression curve satisfies some specific shape constraints. For example, when the explanatory variable, X, represents the value taken by a treatment

  7. 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

  8. 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,

  9. Gender effects in gaming research: a case for regression residuals?

    Science.gov (United States)

    Pfister, Roland

    2011-10-01

    Numerous recent studies have examined the impact of video gaming on various dependent variables, including the players' affective reactions, positive as well as detrimental cognitive effects, and real-world aggression. These target variables are typically analyzed as a function of game characteristics and player attributes-especially gender. However, findings on the uneven distribution of gaming experience between males and females, on the one hand, and the effect of gaming experience on several target variables, on the other hand, point at a possible confound when gaming experiments are analyzed with a standard analysis of variance. This study uses simulated data to exemplify analysis of regression residuals as a potentially beneficial data analysis strategy for such datasets. As the actual impact of gaming experience on each of the various dependent variables differs, the ultimate benefits of analysis of regression residuals entirely depend on the research question, but it offers a powerful statistical approach to video game research whenever gaming experience is a confounding factor.

  10. Cognitive Variability

    Science.gov (United States)

    Siegler, Robert S.

    2007-01-01

    Children's thinking is highly variable at every level of analysis, from neural and associative levels to the level of strategies, theories, and other aspects of high-level cognition. This variability exists within people as well as between them; individual children often rely on different strategies or representations on closely related problems…

  11. Instrumental Variables in the Long Run

    DEFF Research Database (Denmark)

    Casey, Gregory; Klemp, Marc Patrick Brag

    2017-01-01

    In the study of long-run economic growth, it is common to use historical or geographical variables as instruments for contemporary endogenous regressors. We study the interpretation of these conventional instrumental variable (IV) regressions in a general, yet simple, framework. Our aim...... quantitative implications for the field of long-run economic growth. We also use our framework to examine related empirical techniques. We find that two prominent regression methodologies - using gravity-based instruments for trade and including ancestry-adjusted variables in linear regression models - have...... is to estimate the long-run causal effect of changes in the endogenous explanatory variable. We find that conventional IV regressions generally cannot recover this parameter of interest. To estimate this parameter, therefore, we develop an augmented IV estimator that combines the conventional regression...

  12. What Are the Odds of that? A Primer on Understanding Logistic Regression

    Science.gov (United States)

    Huang, Francis L.; Moon, Tonya R.

    2013-01-01

    The purpose of this Methodological Brief is to present a brief primer on logistic regression, a commonly used technique when modeling dichotomous outcomes. Using data from the National Education Longitudinal Study of 1988 (NELS:88), logistic regression techniques were used to investigate student-level variables in eighth grade (i.e., enrolled in a…

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

    OpenAIRE

    Balling, Laura Winther

    2008-01-01

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

  14. Applications of MIDAS regression in analysing trends in water quality

    Science.gov (United States)

    Penev, Spiridon; Leonte, Daniela; Lazarov, Zdravetz; Mann, Rob A.

    2014-04-01

    We discuss novel statistical methods in analysing trends in water quality. Such analysis uses complex data sets of different classes of variables, including water quality, hydrological and meteorological. We analyse the effect of rainfall and flow on trends in water quality utilising a flexible model called Mixed Data Sampling (MIDAS). This model arises because of the mixed frequency in the data collection. Typically, water quality variables are sampled fortnightly, whereas the rain data is sampled daily. The advantage of using MIDAS regression is in the flexible and parsimonious modelling of the influence of the rain and flow on trends in water quality variables. We discuss the model and its implementation on a data set from the Shoalhaven Supply System and Catchments in the state of New South Wales, Australia. Information criteria indicate that MIDAS modelling improves upon simplistic approaches that do not utilise the mixed data sampling nature of the data.

  15. 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...

  16. Stepwise versus Hierarchical Regression: Pros and Cons

    Science.gov (United States)

    Lewis, Mitzi

    2007-01-01

    Multiple regression is commonly used in social and behavioral data analysis. In multiple regression contexts, researchers are very often interested in determining the "best" predictors in the analysis. This focus may stem from a need to identify those predictors that are supportive of theory. Alternatively, the researcher may simply be interested…

  17. Suppression Situations in Multiple Linear Regression

    Science.gov (United States)

    Shieh, Gwowen

    2006-01-01

    This article proposes alternative expressions for the two most prevailing definitions of suppression without resorting to the standardized regression modeling. The formulation provides a simple basis for the examination of their relationship. For the two-predictor regression, the author demonstrates that the previous results in the literature are…

  18. Gibrat’s law and quantile regressions

    DEFF Research Database (Denmark)

    Distante, Roberta; Petrella, Ivan; Santoro, Emiliano

    2017-01-01

    The nexus between firm growth, size and age in U.S. manufacturing is examined through the lens of quantile regression models. This methodology allows us to overcome serious shortcomings entailed by linear regression models employed by much of the existing literature, unveiling a number of important...

  19. Regression Analysis and the Sociological Imagination

    Science.gov (United States)

    De Maio, Fernando

    2014-01-01

    Regression analysis is an important aspect of most introductory statistics courses in sociology but is often presented in contexts divorced from the central concerns that bring students into the discipline. Consequently, we present five lesson ideas that emerge from a regression analysis of income inequality and mortality in the USA and Canada.

  20. Repeated Results Analysis for Middleware Regression Benchmarking

    Czech Academy of Sciences Publication Activity Database

    Bulej, Lubomír; Kalibera, T.; Tůma, P.

    2005-01-01

    Roč. 60, - (2005), s. 345-358 ISSN 0166-5316 R&D Projects: GA ČR GA102/03/0672 Institutional research plan: CEZ:AV0Z10300504 Keywords : middleware benchmarking * regression benchmarking * regression testing Subject RIV: JD - Computer Applications, Robotics Impact factor: 0.756, year: 2005

  1. Principles of Quantile Regression and an Application

    Science.gov (United States)

    Chen, Fang; Chalhoub-Deville, Micheline

    2014-01-01

    Newer statistical procedures are typically introduced to help address the limitations of those already in practice or to deal with emerging research needs. Quantile regression (QR) is introduced in this paper as a relatively new methodology, which is intended to overcome some of the limitations of least squares mean regression (LMR). QR is more…

  2. ON REGRESSION REPRESENTATIONS OF STOCHASTIC-PROCESSES

    NARCIS (Netherlands)

    RUSCHENDORF, L; DEVALK, [No Value

    We construct a.s. nonlinear regression representations of general stochastic processes (X(n))n is-an-element-of N. As a consequence we obtain in particular special regression representations of Markov chains and of certain m-dependent sequences. For m-dependent sequences we obtain a constructive

  3. Regression of environmental noise in LIGO data

    International Nuclear Information System (INIS)

    Tiwari, V; Klimenko, S; Mitselmakher, G; Necula, V; Drago, M; Prodi, G; Frolov, V; Yakushin, I; Re, V; Salemi, F; Vedovato, G

    2015-01-01

    We address the problem of noise regression in the output of gravitational-wave (GW) interferometers, using data from the physical environmental monitors (PEM). The objective of the regression analysis is to predict environmental noise in the GW channel from the PEM measurements. One of the most promising regression methods is based on the construction of Wiener–Kolmogorov (WK) filters. Using this method, the seismic noise cancellation from the LIGO GW channel has already been performed. In the presented approach the WK method has been extended, incorporating banks of Wiener filters in the time–frequency domain, multi-channel analysis and regulation schemes, which greatly enhance the versatility of the regression analysis. Also we present the first results on regression of the bi-coherent noise in the LIGO data. (paper)

  4. Pathological assessment of liver fibrosis regression

    Directory of Open Access Journals (Sweden)

    WANG Bingqiong

    2017-03-01

    Full Text Available Hepatic fibrosis is the common pathological outcome of chronic hepatic diseases. An accurate assessment of fibrosis degree provides an important reference for a definite diagnosis of diseases, treatment decision-making, treatment outcome monitoring, and prognostic evaluation. At present, many clinical studies have proven that regression of hepatic fibrosis and early-stage liver cirrhosis can be achieved by effective treatment, and a correct evaluation of fibrosis regression has become a hot topic in clinical research. Liver biopsy has long been regarded as the gold standard for the assessment of hepatic fibrosis, and thus it plays an important role in the evaluation of fibrosis regression. This article reviews the clinical application of current pathological staging systems in the evaluation of fibrosis regression from the perspectives of semi-quantitative scoring system, quantitative approach, and qualitative approach, in order to propose a better pathological evaluation system for the assessment of fibrosis regression.

  5. Should metacognition be measured by logistic regression?

    Science.gov (United States)

    Rausch, Manuel; Zehetleitner, Michael

    2017-03-01

    Are logistic regression slopes suitable to quantify metacognitive sensitivity, i.e. the efficiency with which subjective reports differentiate between correct and incorrect task responses? We analytically show that logistic regression slopes are independent from rating criteria in one specific model of metacognition, which assumes (i) that rating decisions are based on sensory evidence generated independently of the sensory evidence used for primary task responses and (ii) that the distributions of evidence are logistic. Given a hierarchical model of metacognition, logistic regression slopes depend on rating criteria. According to all considered models, regression slopes depend on the primary task criterion. A reanalysis of previous data revealed that massive numbers of trials are required to distinguish between hierarchical and independent models with tolerable accuracy. It is argued that researchers who wish to use logistic regression as measure of metacognitive sensitivity need to control the primary task criterion and rating criteria. Copyright © 2017 Elsevier Inc. All rights reserved.

  6. Sparse Regression by Projection and Sparse Discriminant Analysis

    KAUST Repository

    Qi, Xin

    2015-04-03

    © 2015, © American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America. Recent years have seen active developments of various penalized regression methods, such as LASSO and elastic net, to analyze high-dimensional data. In these approaches, the direction and length of the regression coefficients are determined simultaneously. Due to the introduction of penalties, the length of the estimates can be far from being optimal for accurate predictions. We introduce a new framework, regression by projection, and its sparse version to analyze high-dimensional data. The unique nature of this framework is that the directions of the regression coefficients are inferred first, and the lengths and the tuning parameters are determined by a cross-validation procedure to achieve the largest prediction accuracy. We provide a theoretical result for simultaneous model selection consistency and parameter estimation consistency of our method in high dimension. This new framework is then generalized such that it can be applied to principal components analysis, partial least squares, and canonical correlation analysis. We also adapt this framework for discriminant analysis. Compared with the existing methods, where there is relatively little control of the dependency among the sparse components, our method can control the relationships among the components. We present efficient algorithms and related theory for solving the sparse regression by projection problem. Based on extensive simulations and real data analysis, we demonstrate that our method achieves good predictive performance and variable selection in the regression setting, and the ability to control relationships between the sparse components leads to more accurate classification. In supplementary materials available online, the details of the algorithms and theoretical proofs, and R codes for all simulation studies are provided.

  7. BRGLM, Interactive Linear Regression Analysis by Least Square Fit

    International Nuclear Information System (INIS)

    Ringland, J.T.; Bohrer, R.E.; Sherman, M.E.

    1985-01-01

    1 - Description of program or function: BRGLM is an interactive program written to fit general linear regression models by least squares and to provide a variety of statistical diagnostic information about the fit. Stepwise and all-subsets regression can be carried out also. There are facilities for interactive data management (e.g. setting missing value flags, data transformations) and tools for constructing design matrices for the more commonly-used models such as factorials, cubic Splines, and auto-regressions. 2 - Method of solution: The least squares computations are based on the orthogonal (QR) decomposition of the design matrix obtained using the modified Gram-Schmidt algorithm. 3 - Restrictions on the complexity of the problem: The current release of BRGLM allows maxima of 1000 observations, 99 variables, and 3000 words of main memory workspace. For a problem with N observations and P variables, the number of words of main memory storage required is MAX(N*(P+6), N*P+P*P+3*N, and 3*P*P+6*N). Any linear model may be fit although the in-memory workspace will have to be increased for larger problems

  8. 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.

  9. Testing for marginal linear effects in quantile regression

    KAUST Repository

    Wang, Huixia Judy

    2017-10-23

    The paper develops a new marginal testing procedure to detect significant predictors that are associated with the conditional quantiles of a scalar response. The idea is to fit the marginal quantile regression on each predictor one at a time, and then to base the test on the t-statistics that are associated with the most predictive predictors. A resampling method is devised to calibrate this test statistic, which has non-regular limiting behaviour due to the selection of the most predictive variables. Asymptotic validity of the procedure is established in a general quantile regression setting in which the marginal quantile regression models can be misspecified. Even though a fixed dimension is assumed to derive the asymptotic results, the test proposed is applicable and computationally feasible for large dimensional predictors. The method is more flexible than existing marginal screening test methods based on mean regression and has the added advantage of being robust against outliers in the response. The approach is illustrated by using an application to a human immunodeficiency virus drug resistance data set.

  10. Testing for marginal linear effects in quantile regression

    KAUST Repository

    Wang, Huixia Judy; McKeague, Ian W.; Qian, Min

    2017-01-01

    The paper develops a new marginal testing procedure to detect significant predictors that are associated with the conditional quantiles of a scalar response. The idea is to fit the marginal quantile regression on each predictor one at a time, and then to base the test on the t-statistics that are associated with the most predictive predictors. A resampling method is devised to calibrate this test statistic, which has non-regular limiting behaviour due to the selection of the most predictive variables. Asymptotic validity of the procedure is established in a general quantile regression setting in which the marginal quantile regression models can be misspecified. Even though a fixed dimension is assumed to derive the asymptotic results, the test proposed is applicable and computationally feasible for large dimensional predictors. The method is more flexible than existing marginal screening test methods based on mean regression and has the added advantage of being robust against outliers in the response. The approach is illustrated by using an application to a human immunodeficiency virus drug resistance data set.

  11. Geographically Weighted Logistic Regression Applied to Credit Scoring Models

    Directory of Open Access Journals (Sweden)

    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.

  12. Landslide Hazard Mapping in Rwanda Using Logistic Regression

    Science.gov (United States)

    Piller, A.; Anderson, E.; Ballard, H.

    2015-12-01

    Landslides in the United States cause more than $1 billion in damages and 50 deaths per year (USGS 2014). Globally, figures are much more grave, yet monitoring, mapping and forecasting of these hazards are less than adequate. Seventy-five percent of the population of Rwanda earns a living from farming, mostly subsistence. Loss of farmland, housing, or life, to landslides is a very real hazard. Landslides in Rwanda have an impact at the economic, social, and environmental level. In a developing nation that faces challenges in tracking, cataloging, and predicting the numerous landslides that occur each year, satellite imagery and spatial analysis allow for remote study. We have focused on the development of a landslide inventory and a statistical methodology for assessing landslide hazards. Using logistic regression on approximately 30 test variables (i.e. slope, soil type, land cover, etc.) and a sample of over 200 landslides, we determine which variables are statistically most relevant to landslide occurrence in Rwanda. A preliminary predictive hazard map for Rwanda has been produced, using the variables selected from the logistic regression analysis.

  13. 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.

  14. Two SPSS programs for interpreting multiple regression results.

    Science.gov (United States)

    Lorenzo-Seva, Urbano; Ferrando, Pere J; Chico, Eliseo

    2010-02-01

    When multiple regression is used in explanation-oriented designs, it is very important to determine both the usefulness of the predictor variables and their relative importance. Standardized regression coefficients are routinely provided by commercial programs. However, they generally function rather poorly as indicators of relative importance, especially in the presence of substantially correlated predictors. We provide two user-friendly SPSS programs that implement currently recommended techniques and recent developments for assessing the relevance of the predictors. The programs also allow the user to take into account the effects of measurement error. The first program, MIMR-Corr.sps, uses a correlation matrix as input, whereas the second program, MIMR-Raw.sps, uses the raw data and computes bootstrap confidence intervals of different statistics. The SPSS syntax, a short manual, and data files related to this article are available as supplemental materials from http://brm.psychonomic-journals.org/content/supplemental.

  15. Modeling the number of car theft using Poisson regression

    Science.gov (United States)

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

    2016-10-01

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

  16. Management of Industrial Performance Indicators: Regression Analysis and Simulation

    Directory of Open Access Journals (Sweden)

    Walter Roberto Hernandez Vergara

    2017-11-01

    Full Text Available Stochastic methods can be used in problem solving and explanation of natural phenomena through the application of statistical procedures. The article aims to associate the regression analysis and systems simulation, in order to facilitate the practical understanding of data analysis. The algorithms were developed in Microsoft Office Excel software, using statistical techniques such as regression theory, ANOVA and Cholesky Factorization, which made it possible to create models of single and multiple systems with up to five independent variables. For the analysis of these models, the Monte Carlo simulation and analysis of industrial performance indicators were used, resulting in numerical indices that aim to improve the goals’ management for compliance indicators, by identifying systems’ instability, correlation and anomalies. The analytical models presented in the survey indicated satisfactory results with numerous possibilities for industrial and academic applications, as well as the potential for deployment in new analytical techniques.

  17. Vectors, a tool in statistical regression theory

    NARCIS (Netherlands)

    Corsten, L.C.A.

    1958-01-01

    Using linear algebra this thesis developed linear regression analysis including analysis of variance, covariance analysis, special experimental designs, linear and fertility adjustments, analysis of experiments at different places and times. The determination of the orthogonal projection, yielding

  18. Genetics Home Reference: caudal regression syndrome

    Science.gov (United States)

    ... umbilical artery: Further support for a caudal regression-sirenomelia spectrum. Am J Med Genet A. 2007 Dec ... AK, Dickinson JE, Bower C. Caudal dysgenesis and sirenomelia-single centre experience suggests common pathogenic basis. Am ...

  19. Dynamic travel time estimation using regression trees.

    Science.gov (United States)

    2008-10-01

    This report presents a methodology for travel time estimation by using regression trees. The dissemination of travel time information has become crucial for effective traffic management, especially under congested road conditions. In the absence of c...

  20. No negative impact of serum IgG4 levels on clinical outcome in 435 patients with primary sclerosing cholangitis from Japan.

    Science.gov (United States)

    Tanaka, Atsushi; Tazuma, Susumu; Nakazawa, Takahiro; Isayama, Hiroyuki; Tsuyuguchi, Toshio; Inui, Kazuo; Takikawa, Hajime

    2017-04-01

    Several studies have demonstrated that elevated serum IgG4 levels are associated with poor outcomes of primary sclerosing cholangitis (PSC), but the impact of serum IgG4 levels on PSC remains controversial. In this study, we aimed to determine prognostic factors of patients with PSC and to investigate the association between serum IgG4 levels and the clinical features and prognosis of PSC in a Japanese cohort. We retrospectively analyzed follow-up data for 435 patients with PSC (UMIN000018438). Patients with distinct etiologies of sclerosing cholangitis including IgG4-related sclerosing cholangitis (IgG4-SC) were excluded from this study. Serum IgG4 levels were tested at the time of diagnosis in 216 of 435 patients with PSC, and were elevated in 27 patients (>134 mg/dl, 12.5%). Clinical features at diagnosis were comparable between patients with normal and elevated serum IgG4 levels, with the exception of serum albumin. The overall and liver-transplantation free survival rate was comparable between the groups. Multivariate analysis indicated that age, albumin, and bilirubin, but not IgG4, at the time of diagnosis affected PSC prognosis. The current study showed that serum IgG4 levels at diagnosis do not affect PSC prognosis in a Japanese cohort that excluded patients with IgG4-SC. © 2017 Japanese Society of Hepato-Biliary-Pancreatic Surgery.

  1. Variable Selection via Partial Correlation.

    Science.gov (United States)

    Li, Runze; Liu, Jingyuan; Lou, Lejia

    2017-07-01

    Partial correlation based variable selection method was proposed for normal linear regression models by Bühlmann, Kalisch and Maathuis (2010) as a comparable alternative method to regularization methods for variable selection. This paper addresses two important issues related to partial correlation based variable selection method: (a) whether this method is sensitive to normality assumption, and (b) whether this method is valid when the dimension of predictor increases in an exponential rate of the sample size. To address issue (a), we systematically study this method for elliptical linear regression models. Our finding indicates that the original proposal may lead to inferior performance when the marginal kurtosis of predictor is not close to that of normal distribution. Our simulation results further confirm this finding. To ensure the superior performance of partial correlation based variable selection procedure, we propose a thresholded partial correlation (TPC) approach to select significant variables in linear regression models. We establish the selection consistency of the TPC in the presence of ultrahigh dimensional predictors. Since the TPC procedure includes the original proposal as a special case, our theoretical results address the issue (b) directly. As a by-product, the sure screening property of the first step of TPC was obtained. The numerical examples also illustrate that the TPC is competitively comparable to the commonly-used regularization methods for variable selection.

  2. Two Paradoxes in Linear Regression Analysis

    Science.gov (United States)

    FENG, Ge; PENG, Jing; TU, Dongke; ZHENG, Julia Z.; FENG, Changyong

    2016-01-01

    Summary Regression is one of the favorite tools in applied statistics. However, misuse and misinterpretation of results from regression analysis are common in biomedical research. In this paper we use statistical theory and simulation studies to clarify some paradoxes around this popular statistical method. In particular, we show that a widely used model selection procedure employed in many publications in top medical journals is wrong. Formal procedures based on solid statistical theory should be used in model selection. PMID:28638214

  3. Computing multiple-output regression quantile regions

    Czech Academy of Sciences Publication Activity Database

    Paindaveine, D.; Šiman, Miroslav

    2012-01-01

    Roč. 56, č. 4 (2012), s. 840-853 ISSN 0167-9473 R&D Projects: GA MŠk(CZ) 1M06047 Institutional research plan: CEZ:AV0Z10750506 Keywords : halfspace depth * multiple-output regression * parametric linear programming * quantile regression Subject RIV: BA - General Mathematics Impact factor: 1.304, year: 2012 http://library.utia.cas.cz/separaty/2012/SI/siman-0376413.pdf

  4. There is No Quantum Regression Theorem

    International Nuclear Information System (INIS)

    Ford, G.W.; OConnell, R.F.

    1996-01-01

    The Onsager regression hypothesis states that the regression of fluctuations is governed by macroscopic equations describing the approach to equilibrium. It is here asserted that this hypothesis fails in the quantum case. This is shown first by explicit calculation for the example of quantum Brownian motion of an oscillator and then in general from the fluctuation-dissipation theorem. It is asserted that the correct generalization of the Onsager hypothesis is the fluctuation-dissipation theorem. copyright 1996 The American Physical Society

  5. Caudal regression syndrome : a case report

    International Nuclear Information System (INIS)

    Lee, Eun Joo; Kim, Hi Hye; Kim, Hyung Sik; Park, So Young; Han, Hye Young; Lee, Kwang Hun

    1998-01-01

    Caudal regression syndrome is a rare congenital anomaly, which results from a developmental failure of the caudal mesoderm during the fetal period. We present a case of caudal regression syndrome composed of a spectrum of anomalies including sirenomelia, dysplasia of the lower lumbar vertebrae, sacrum, coccyx and pelvic bones,genitourinary and anorectal anomalies, and dysplasia of the lung, as seen during infantography and MR imaging

  6. Caudal regression syndrome : a case report

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Eun Joo; Kim, Hi Hye; Kim, Hyung Sik; Park, So Young; Han, Hye Young; Lee, Kwang Hun [Chungang Gil Hospital, Incheon (Korea, Republic of)

    1998-07-01

    Caudal regression syndrome is a rare congenital anomaly, which results from a developmental failure of the caudal mesoderm during the fetal period. We present a case of caudal regression syndrome composed of a spectrum of anomalies including sirenomelia, dysplasia of the lower lumbar vertebrae, sacrum, coccyx and pelvic bones,genitourinary and anorectal anomalies, and dysplasia of the lung, as seen during infantography and MR imaging.

  7. Spontaneous regression of metastatic Merkel cell carcinoma.

    LENUS (Irish Health Repository)

    Hassan, S J

    2010-01-01

    Merkel cell carcinoma is a rare aggressive neuroendocrine carcinoma of the skin predominantly affecting elderly Caucasians. It has a high rate of local recurrence and regional lymph node metastases. It is associated with a poor prognosis. Complete spontaneous regression of Merkel cell carcinoma has been reported but is a poorly understood phenomenon. Here we present a case of complete spontaneous regression of metastatic Merkel cell carcinoma demonstrating a markedly different pattern of events from those previously published.

  8. Forecasting exchange rates: a robust regression approach

    OpenAIRE

    Preminger, Arie; Franck, Raphael

    2005-01-01

    The least squares estimation method as well as other ordinary estimation method for regression models can be severely affected by a small number of outliers, thus providing poor out-of-sample forecasts. This paper suggests a robust regression approach, based on the S-estimation method, to construct forecasting models that are less sensitive to data contamination by outliers. A robust linear autoregressive (RAR) and a robust neural network (RNN) models are estimated to study the predictabil...

  9. Marginal longitudinal semiparametric regression via penalized splines

    KAUST Repository

    Al Kadiri, M.

    2010-08-01

    We study the marginal longitudinal nonparametric regression problem and some of its semiparametric extensions. We point out that, while several elaborate proposals for efficient estimation have been proposed, a relative simple and straightforward one, based on penalized splines, has not. After describing our approach, we then explain how Gibbs sampling and the BUGS software can be used to achieve quick and effective implementation. Illustrations are provided for nonparametric regression and additive models.

  10. Marginal longitudinal semiparametric regression via penalized splines

    KAUST Repository

    Al Kadiri, M.; Carroll, R.J.; Wand, M.P.

    2010-01-01

    We study the marginal longitudinal nonparametric regression problem and some of its semiparametric extensions. We point out that, while several elaborate proposals for efficient estimation have been proposed, a relative simple and straightforward one, based on penalized splines, has not. After describing our approach, we then explain how Gibbs sampling and the BUGS software can be used to achieve quick and effective implementation. Illustrations are provided for nonparametric regression and additive models.

  11. Regression assumptions in clinical psychology research practice-a systematic review of common misconceptions.

    Science.gov (United States)

    Ernst, Anja F; Albers, Casper J

    2017-01-01

    Misconceptions about the assumptions behind the standard linear regression model are widespread and dangerous. These lead to using linear regression when inappropriate, and to employing alternative procedures with less statistical power when unnecessary. Our systematic literature review investigated employment and reporting of assumption checks in twelve clinical psychology journals. Findings indicate that normality of the variables themselves, rather than of the errors, was wrongfully held for a necessary assumption in 4% of papers that use regression. Furthermore, 92% of all papers using linear regression were unclear about their assumption checks, violating APA-recommendations. This paper appeals for a heightened awareness for and increased transparency in the reporting of statistical assumption checking.

  12. Robust analysis of trends in noisy tokamak confinement data using geodesic least squares regression

    Energy Technology Data Exchange (ETDEWEB)

    Verdoolaege, G., E-mail: geert.verdoolaege@ugent.be [Department of Applied Physics, Ghent University, B-9000 Ghent (Belgium); Laboratory for Plasma Physics, Royal Military Academy, B-1000 Brussels (Belgium); Shabbir, A. [Department of Applied Physics, Ghent University, B-9000 Ghent (Belgium); Max Planck Institute for Plasma Physics, Boltzmannstr. 2, 85748 Garching (Germany); Hornung, G. [Department of Applied Physics, Ghent University, B-9000 Ghent (Belgium)

    2016-11-15

    Regression analysis is a very common activity in fusion science for unveiling trends and parametric dependencies, but it can be a difficult matter. We have recently developed the method of geodesic least squares (GLS) regression that is able to handle errors in all variables, is robust against data outliers and uncertainty in the regression model, and can be used with arbitrary distribution models and regression functions. We here report on first results of application of GLS to estimation of the multi-machine scaling law for the energy confinement time in tokamaks, demonstrating improved consistency of the GLS results compared to standard least squares.

  13. Methods for identifying SNP interactions: a review on variations of Logic Regression, Random Forest and Bayesian logistic regression.

    Science.gov (United States)

    Chen, Carla Chia-Ming; Schwender, Holger; Keith, Jonathan; Nunkesser, Robin; Mengersen, Kerrie; Macrossan, Paula

    2011-01-01

    Due to advancements in computational ability, enhanced technology and a reduction in the price of genotyping, more data are being generated for understanding genetic associations with diseases and disorders. However, with the availability of large data sets comes the inherent challenges of new methods of statistical analysis and modeling. Considering a complex phenotype may be the effect of a combination of multiple loci, various statistical methods have been developed for identifying genetic epistasis effects. Among these methods, logic regression (LR) is an intriguing approach incorporating tree-like structures. Various methods have built on the original LR to improve different aspects of the model. In this study, we review four variations of LR, namely Logic Feature Selection, Monte Carlo Logic Regression, Genetic Programming for Association Studies, and Modified Logic Regression-Gene Expression Programming, and investigate the performance of each method using simulated and real genotype data. We contrast these with another tree-like approach, namely Random Forests, and a Bayesian logistic regression with stochastic search variable selection.

  14. 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.

  15. 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.

  16. An Analysis of Bank Service Satisfaction Based on Quantile Regression and Grey Relational Analysis

    Directory of Open Access Journals (Sweden)

    Wen-Tsao Pan

    2016-01-01

    Full Text Available Bank service satisfaction is vital to the success of a bank. In this paper, we propose to use the grey relational analysis to gauge the levels of service satisfaction of the banks. With the grey relational analysis, we compared the effects of different variables on service satisfaction. We gave ranks to the banks according to their levels of service satisfaction. We further used the quantile regression model to find the variables that affected the satisfaction of a customer at a specific quantile of satisfaction level. The result of the quantile regression analysis provided a bank manager with information to formulate policies to further promote satisfaction of the customers at different quantiles of satisfaction level. We also compared the prediction accuracies of the regression models at different quantiles. The experiment result showed that, among the seven quantile regression models, the median regression model has the best performance in terms of RMSE, RTIC, and CE performance measures.

  17. Noninvasive spectral imaging of skin chromophores based on multiple regression analysis aided by Monte Carlo simulation

    Science.gov (United States)

    Nishidate, Izumi; Wiswadarma, Aditya; Hase, Yota; Tanaka, Noriyuki; Maeda, Takaaki; Niizeki, Kyuichi; Aizu, Yoshihisa

    2011-08-01

    In order to visualize melanin and blood concentrations and oxygen saturation in human skin tissue, a simple imaging technique based on multispectral diffuse reflectance images acquired at six wavelengths (500, 520, 540, 560, 580 and 600nm) was developed. The technique utilizes multiple regression analysis aided by Monte Carlo simulation for diffuse reflectance spectra. Using the absorbance spectrum as a response variable and the extinction coefficients of melanin, oxygenated hemoglobin, and deoxygenated hemoglobin as predictor variables, multiple regression analysis provides regression coefficients. Concentrations of melanin and total blood are then determined from the regression coefficients using conversion vectors that are deduced numerically in advance, while oxygen saturation is obtained directly from the regression coefficients. Experiments with a tissue-like agar gel phantom validated the method. In vivo experiments with human skin of the human hand during upper limb occlusion and of the inner forearm exposed to UV irradiation demonstrated the ability of the method to evaluate physiological reactions of human skin tissue.

  18. Unbalanced Regressions and the Predictive Equation

    DEFF Research Database (Denmark)

    Osterrieder, Daniela; Ventosa-Santaulària, Daniel; Vera-Valdés, J. Eduardo

    Predictive return regressions with persistent regressors are typically plagued by (asymptotically) biased/inconsistent estimates of the slope, non-standard or potentially even spurious statistical inference, and regression unbalancedness. We alleviate the problem of unbalancedness in the theoreti......Predictive return regressions with persistent regressors are typically plagued by (asymptotically) biased/inconsistent estimates of the slope, non-standard or potentially even spurious statistical inference, and regression unbalancedness. We alleviate the problem of unbalancedness...... in the theoretical predictive equation by suggesting a data generating process, where returns are generated as linear functions of a lagged latent I(0) risk process. The observed predictor is a function of this latent I(0) process, but it is corrupted by a fractionally integrated noise. Such a process may arise due...... to aggregation or unexpected level shifts. In this setup, the practitioner estimates a misspecified, unbalanced, and endogenous predictive regression. We show that the OLS estimate of this regression is inconsistent, but standard inference is possible. To obtain a consistent slope estimate, we then suggest...

  19. Estimating cavity tree and snag abundance using negative binomial regression models and nearest neighbor imputation methods

    Science.gov (United States)

    Bianca N.I. Eskelson; Hailemariam Temesgen; Tara M. Barrett

    2009-01-01

    Cavity tree and snag abundance data are highly variable and contain many zero observations. We predict cavity tree and snag abundance from variables that are readily available from forest cover maps or remotely sensed data using negative binomial (NB), zero-inflated NB, and zero-altered NB (ZANB) regression models as well as nearest neighbor (NN) imputation methods....

  20. Application of range-test in multiple linear regression analysis in ...

    African Journals Online (AJOL)

    Application of range-test in multiple linear regression analysis in the presence of outliers is studied in this paper. First, the plot of the explanatory variables (i.e. Administration, Social/Commercial, Economic services and Transfer) on the dependent variable (i.e. GDP) was done to identify the statistical trend over the years.

  1. Ultracentrifuge separative power modeling with multivariate regression using covariance matrix

    International Nuclear Information System (INIS)

    Migliavacca, Elder

    2004-01-01

    In this work, the least-squares methodology with covariance matrix is applied to determine a data curve fitting to obtain a performance function for the separative power δU of a ultracentrifuge as a function of variables that are experimentally controlled. The experimental data refer to 460 experiments on the ultracentrifugation process for uranium isotope separation. The experimental uncertainties related with these independent variables are considered in the calculation of the experimental separative power values, determining an experimental data input covariance matrix. The process variables, which significantly influence the δU values are chosen in order to give information on the ultracentrifuge behaviour when submitted to several levels of feed flow rate F, cut θ and product line pressure P p . After the model goodness-of-fit validation, a residual analysis is carried out to verify the assumed basis concerning its randomness and independence and mainly the existence of residual heteroscedasticity with any explained regression model variable. The surface curves are made relating the separative power with the control variables F, θ and P p to compare the fitted model with the experimental data and finally to calculate their optimized values. (author)

  2. Benchmarking Variable Selection in QSAR.

    Science.gov (United States)

    Eklund, Martin; Norinder, Ulf; Boyer, Scott; Carlsson, Lars

    2012-02-01

    Variable selection is important in QSAR modeling since it can improve model performance and transparency, as well as reduce the computational cost of model fitting and predictions. Which variable selection methods that perform well in QSAR settings is largely unknown. To address this question we, in a total of 1728 benchmarking experiments, rigorously investigated how eight variable selection methods affect the predictive performance and transparency of random forest models fitted to seven QSAR datasets covering different endpoints, descriptors sets, types of response variables, and number of chemical compounds. The results show that univariate variable selection methods are suboptimal and that the number of variables in the benchmarked datasets can be reduced with about 60 % without significant loss in model performance when using multivariate adaptive regression splines MARS and forward selection. Copyright © 2012 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  3. Complex variables

    CERN Document Server

    Fisher, Stephen D

    1999-01-01

    The most important topics in the theory and application of complex variables receive a thorough, coherent treatment in this introductory text. Intended for undergraduates or graduate students in science, mathematics, and engineering, this volume features hundreds of solved examples, exercises, and applications designed to foster a complete understanding of complex variables as well as an appreciation of their mathematical beauty and elegance. Prerequisites are minimal; a three-semester course in calculus will suffice to prepare students for discussions of these topics: the complex plane, basic

  4. Finding-equal regression method and its application in predication of U resources

    International Nuclear Information System (INIS)

    Cao Huimo

    1995-03-01

    The commonly adopted deposit model method in mineral resources predication has two main part: one is model data that show up geological mineralization law for deposit, the other is statistics predication method that accords with characters of the data namely pretty regression method. This kind of regression method may be called finding-equal regression, which is made of the linear regression and distribution finding-equal method. Because distribution finding-equal method is a data pretreatment which accords with advanced mathematical precondition for the linear regression namely equal distribution theory, and this kind of data pretreatment is possible of realization. Therefore finding-equal regression not only can overcome nonlinear limitations, that are commonly occurred in traditional linear regression or other regression and always have no solution, but also can distinguish outliers and eliminate its weak influence, which would usually appeared when Robust regression possesses outlier in independent variables. Thus this newly finding-equal regression stands the best status in all kind of regression methods. Finally, two good examples of U resource quantitative predication are provided

  5. Decomposing Wage Distributions Using Recentered Influence Function Regressions

    Directory of Open Access Journals (Sweden)

    Sergio P. Firpo

    2018-05-01

    Full Text Available This paper provides a detailed exposition of an extension of the Oaxaca-Blinder decomposition method that can be applied to various distributional measures. The two-stage procedure first divides distributional changes into a wage structure effect and a composition effect using a reweighting method. Second, the two components are further divided into the contribution of each explanatory variable using recentered influence function (RIF regressions. We illustrate the practical aspects of the procedure by analyzing how the polarization of U.S. male wages between the late 1980s and the mid 2010s was affected by factors such as de-unionization, education, occupations, and industry changes.

  6. Stochastic development regression on non-linear manifolds

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

    We introduce a regression model for data on non-linear manifolds. The model describes the relation between a set of manifold valued observations, such as shapes of anatomical objects, and Euclidean explanatory variables. The approach is based on stochastic development of Euclidean diffusion...... processes to the manifold. Defining the data distribution as the transition distribution of the mapped stochastic process, parameters of the model, the non-linear analogue of design matrix and intercept, are found via maximum likelihood. The model is intrinsically related to the geometry encoded...

  7. Correlation, regression, and cointegration of nonstationary economic time series

    DEFF Research Database (Denmark)

    Johansen, Søren

    Yule (1926) introduced the concept of spurious or nonsense correlation, and showed by simulation that for some nonstationary processes, that the empirical correlations seem not to converge in probability even if the processes were independent. This was later discussed by Granger and Newbold (1974......), and Phillips (1986) found the limit distributions. We propose to distinguish between empirical and population correlation coeffients and show in a bivariate autoregressive model for nonstationary variables that the empirical correlation and regression coe¢ cients do not converge to the relevant population...

  8. Analysis of Relationship Between Personality and Favorite Places with Poisson Regression Analysis

    Directory of Open Access Journals (Sweden)

    Yoon Song Ha

    2018-01-01

    Full Text Available A relationship between human personality and preferred locations have been a long conjecture for human mobility research. In this paper, we analyzed the relationship between personality and visiting place with Poisson Regression. Poisson Regression can analyze correlation between countable dependent variable and independent variable. For this analysis, 33 volunteers provided their personality data and 49 location categories data are used. Raw location data is preprocessed to be normalized into rates of visit and outlier data is prunned. For the regression analysis, independent variables are personality data and dependent variables are preprocessed location data. Several meaningful results are found. For example, persons with high tendency of frequent visiting to university laboratory has personality with high conscientiousness and low openness. As well, other meaningful location categories are presented in this paper.

  9. Variable stars

    International Nuclear Information System (INIS)

    Feast, M.W.; Wenzel, W.; Fernie, J.D.; Percy, J.R.; Smak, J.; Gascoigne, S.C.B.; Grindley, J.E.; Lovell, B.; Sawyer Hogg, H.B.; Baker, N.; Fitch, W.S.; Rosino, L.; Gursky, H.

    1976-01-01

    A critical review of variable stars is presented. A fairly complete summary of major developments and discoveries during the period 1973-1975 is given. The broad developments and new trends are outlined. Essential problems for future research are identified. (B.R.H. )

  10. Correlation, Regression, and Cointegration of Nonstationary Economic Time Series

    DEFF Research Database (Denmark)

    Johansen, Søren

    ), and Phillips (1986) found the limit distributions. We propose to distinguish between empirical and population correlation coefficients and show in a bivariate autoregressive model for nonstationary variables that the empirical correlation and regression coefficients do not converge to the relevant population...... values, due to the trending nature of the data. We conclude by giving a simple cointegration analysis of two interests. The analysis illustrates that much more insight can be gained about the dynamic behavior of the nonstationary variables then simply by calculating a correlation coefficient......Yule (1926) introduced the concept of spurious or nonsense correlation, and showed by simulation that for some nonstationary processes, that the empirical correlations seem not to converge in probability even if the processes were independent. This was later discussed by Granger and Newbold (1974...

  11. Regression analysis using dependent Polya trees.

    Science.gov (United States)

    Schörgendorfer, Angela; Branscum, Adam J

    2013-11-30

    Many commonly used models for linear regression analysis force overly simplistic shape and scale constraints on the residual structure of data. We propose a semiparametric Bayesian model for regression analysis that produces data-driven inference by using a new type of dependent Polya tree prior to model arbitrary residual distributions that are allowed to evolve across increasing levels of an ordinal covariate (e.g., time, in repeated measurement studies). By modeling residual distributions at consecutive covariate levels or time points using separate, but dependent Polya tree priors, distributional information is pooled while allowing for broad pliability to accommodate many types of changing residual distributions. We can use the proposed dependent residual structure in a wide range of regression settings, including fixed-effects and mixed-effects linear and nonlinear models for cross-sectional, prospective, and repeated measurement data. A simulation study illustrates the flexibility of our novel semiparametric regression model to accurately capture evolving residual distributions. In an application to immune development data on immunoglobulin G antibodies in children, our new model outperforms several contemporary semiparametric regression models based on a predictive model selection criterion. Copyright © 2013 John Wiley & Sons, Ltd.

  12. Is past life regression therapy ethical?

    Science.gov (United States)

    Andrade, Gabriel

    2017-01-01

    Past life regression therapy is used by some physicians in cases with some mental diseases. Anxiety disorders, mood disorders, and gender dysphoria have all been treated using life regression therapy by some doctors on the assumption that they reflect problems in past lives. Although it is not supported by psychiatric associations, few medical associations have actually condemned it as unethical. In this article, I argue that past life regression therapy is unethical for two basic reasons. First, it is not evidence-based. Past life regression is based on the reincarnation hypothesis, but this hypothesis is not supported by evidence, and in fact, it faces some insurmountable conceptual problems. If patients are not fully informed about these problems, they cannot provide an informed consent, and hence, the principle of autonomy is violated. Second, past life regression therapy has the great risk of implanting false memories in patients, and thus, causing significant harm. This is a violation of the principle of non-malfeasance, which is surely the most important principle in medical ethics.

  13. Sample size determination for logistic regression on a logit-normal distribution.

    Science.gov (United States)

    Kim, Seongho; Heath, Elisabeth; Heilbrun, Lance

    2017-06-01

    Although the sample size for simple logistic regression can be readily determined using currently available methods, the sample size calculation for multiple logistic regression requires some additional information, such as the coefficient of determination ([Formula: see text]) of a covariate of interest with other covariates, which is often unavailable in practice. The response variable of logistic regression follows a logit-normal distribution which can be generated from a logistic transformation of a normal distribution. Using this property of logistic regression, we propose new methods of determining the sample size for simple and multiple logistic regressions using a normal transformation of outcome measures. Simulation studies and a motivating example show several advantages of the proposed methods over the existing methods: (i) no need for [Formula: see text] for multiple logistic regression, (ii) available interim or group-sequential designs, and (iii) much smaller required sample size.

  14. On Solving Lq-Penalized Regressions

    Directory of Open Access Journals (Sweden)

    Tracy Zhou Wu

    2007-01-01

    Full Text Available Lq-penalized regression arises in multidimensional statistical modelling where all or part of the regression coefficients are penalized to achieve both accuracy and parsimony of statistical models. There is often substantial computational difficulty except for the quadratic penalty case. The difficulty is partly due to the nonsmoothness of the objective function inherited from the use of the absolute value. We propose a new solution method for the general Lq-penalized regression problem based on space transformation and thus efficient optimization algorithms. The new method has immediate applications in statistics, notably in penalized spline smoothing problems. In particular, the LASSO problem is shown to be polynomial time solvable. Numerical studies show promise of our approach.

  15. Refractive regression after laser in situ keratomileusis.

    Science.gov (United States)

    Yan, Mabel K; Chang, John Sm; Chan, Tommy Cy

    2018-04-26

    Uncorrected refractive errors are a leading cause of visual impairment across the world. In today's society, laser in situ keratomileusis (LASIK) has become the most commonly performed surgical procedure to correct refractive errors. However, regression of the initially achieved refractive correction has been a widely observed phenomenon following LASIK since its inception more than two decades ago. Despite technological advances in laser refractive surgery and various proposed management strategies, post-LASIK regression is still frequently observed and has significant implications for the long-term visual performance and quality of life of patients. This review explores the mechanism of refractive regression after both myopic and hyperopic LASIK, predisposing risk factors and its clinical course. In addition, current preventative strategies and therapies are also reviewed. © 2018 Royal Australian and New Zealand College of Ophthalmologists.

  16. 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.

  17. 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....

  18. On directional multiple-output quantile regression

    Czech Academy of Sciences Publication Activity Database

    Paindaveine, D.; Šiman, Miroslav

    2011-01-01

    Roč. 102, č. 2 (2011), s. 193-212 ISSN 0047-259X R&D Projects: GA MŠk(CZ) 1M06047 Grant - others:Commision EC(BE) Fonds National de la Recherche Scientifique Institutional research plan: CEZ:AV0Z10750506 Keywords : multivariate quantile * quantile regression * multiple-output regression * halfspace depth * portfolio optimization * value-at risk Subject RIV: BA - General Mathematics Impact factor: 0.879, year: 2011 http://library.utia.cas.cz/separaty/2011/SI/siman-0364128.pdf

  19. Removing Malmquist bias from linear regressions

    Science.gov (United States)

    Verter, Frances

    1993-01-01

    Malmquist bias is present in all astronomical surveys where sources are observed above an apparent brightness threshold. Those sources which can be detected at progressively larger distances are progressively more limited to the intrinsically luminous portion of the true distribution. This bias does not distort any of the measurements, but distorts the sample composition. We have developed the first treatment to correct for Malmquist bias in linear regressions of astronomical data. A demonstration of the corrected linear regression that is computed in four steps is presented.

  20. Robust median estimator in logisitc regression

    Czech Academy of Sciences Publication Activity Database

    Hobza, T.; Pardo, L.; Vajda, Igor

    2008-01-01

    Roč. 138, č. 12 (2008), s. 3822-3840 ISSN 0378-3758 R&D Projects: GA MŠk 1M0572 Grant - others:Instituto Nacional de Estadistica (ES) MPO FI - IM3/136; GA MŠk(CZ) MTM 2006-06872 Institutional research plan: CEZ:AV0Z10750506 Keywords : Logistic regression * Median * Robustness * Consistency and asymptotic normality * Morgenthaler * Bianco and Yohai * Croux and Hasellbroeck Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.679, year: 2008 http://library.utia.cas.cz/separaty/2008/SI/vajda-robust%20median%20estimator%20in%20logistic%20regression.pdf

  1. A regression approach for Zircaloy-2 in-reactor creep constitutive equations

    International Nuclear Information System (INIS)

    Yung Liu, Y.; Bement, A.L.

    1977-01-01

    In this paper the methodology of multiple regressions as applied to Zircaloy-2 in-reactor creep data analysis and construction of constitutive equation are illustrated. While the resulting constitutive equation can be used in creep analysis of in-reactor Zircaloy structural components, the methodology itself is entirely general and can be applied to any creep data analysis. The promising aspects of multiple regression creep data analysis are briefly outlined as follows: (1) When there are more than one variable involved, there is no need to make the assumption that each variable affects the response independently. No separate normalizations are required either and the estimation of parameters is obtained by solving many simultaneous equations. The number of simultaneous equations is equal to the number of data sets. (2) Regression statistics such as R 2 - and F-statistics provide measures of the significance of regression creep equation in correlating the overall data. The relative weights of each variable on the response can also be obtained. (3) Special regression techniques such as step-wise, ridge, and robust regressions and residual plots, etc., provide diagnostic tools for model selections. Multiple regression analysis performed on a set of carefully selected Zircaloy-2 in-reactor creep data leads to a model which provides excellent correlations for the data. (Auth.)

  2. The process and utility of classification and regression tree methodology in nursing research.

    Science.gov (United States)

    Kuhn, Lisa; Page, Karen; Ward, John; Worrall-Carter, Linda

    2014-06-01

    This paper presents a discussion of classification and regression tree analysis and its utility in nursing research. Classification and regression tree analysis is an exploratory research method used to illustrate associations between variables not suited to traditional regression analysis. Complex interactions are demonstrated between covariates and variables of interest in inverted tree diagrams. Discussion paper. English language literature was sourced from eBooks, Medline Complete and CINAHL Plus databases, Google and Google Scholar, hard copy research texts and retrieved reference lists for terms including classification and regression tree* and derivatives and recursive partitioning from 1984-2013. Classification and regression tree analysis is an important method used to identify previously unknown patterns amongst data. Whilst there are several reasons to embrace this method as a means of exploratory quantitative research, issues regarding quality of data as well as the usefulness and validity of the findings should be considered. Classification and regression tree analysis is a valuable tool to guide nurses to reduce gaps in the application of evidence to practice. With the ever-expanding availability of data, it is important that nurses understand the utility and limitations of the research method. Classification and regression tree analysis is an easily interpreted method for modelling interactions between health-related variables that would otherwise remain obscured. Knowledge is presented graphically, providing insightful understanding of complex and hierarchical relationships in an accessible and useful way to nursing and other health professions. © 2013 The Authors. Journal of Advanced Nursing Published by John Wiley & Sons Ltd.

  3. A simplified procedure of linear regression in a preliminary analysis

    Directory of Open Access Journals (Sweden)

    Silvia Facchinetti

    2013-05-01

    Full Text Available The analysis of a statistical large data-set can be led by the study of a particularly interesting variable Y – regressed – and an explicative variable X, chosen among the remained variables, conjointly observed. The study gives a simplified procedure to obtain the functional link of the variables y=y(x by a partition of the data-set into m subsets, in which the observations are synthesized by location indices (mean or median of X and Y. Polynomial models for y(x of order r are considered to verify the characteristics of the given procedure, in particular we assume r= 1 and 2. The distributions of the parameter estimators are obtained by simulation, when the fitting is done for m= r + 1. Comparisons of the results, in terms of distribution and efficiency, are made with the results obtained by the ordinary least square methods. The study also gives some considerations on the consistency of the estimated parameters obtained by the given procedure.

  4. Demonstration of a Fiber Optic Regression Probe

    Science.gov (United States)

    Korman, Valentin; Polzin, Kurt A.

    2010-01-01

    The capability to provide localized, real-time monitoring of material regression rates in various applications has the potential to provide a new stream of data for development testing of various components and systems, as well as serving as a monitoring tool in flight applications. These applications include, but are not limited to, the regression of a combusting solid fuel surface, the ablation of the throat in a chemical rocket or the heat shield of an aeroshell, and the monitoring of erosion in long-life plasma thrusters. The rate of regression in the first application is very fast, while the second and third are increasingly slower. A recent fundamental sensor development effort has led to a novel regression, erosion, and ablation sensor technology (REAST). The REAST sensor allows for measurement of real-time surface erosion rates at a discrete surface location. The sensor is optical, using two different, co-located fiber-optics to perform the regression measurement. The disparate optical transmission properties of the two fiber-optics makes it possible to measure the regression rate by monitoring the relative light attenuation through the fibers. As the fibers regress along with the parent material in which they are embedded, the relative light intensities through the two fibers changes, providing a measure of the regression rate. The optical nature of the system makes it relatively easy to use in a variety of harsh, high temperature environments, and it is also unaffected by the presence of electric and magnetic fields. In addition, the sensor could be used to perform optical spectroscopy on the light emitted by a process and collected by fibers, giving localized measurements of various properties. The capability to perform an in-situ measurement of material regression rates is useful in addressing a variety of physical issues in various applications. An in-situ measurement allows for real-time data regarding the erosion rates, providing a quick method for

  5. Optimized support vector regression for drilling rate of penetration estimation

    Science.gov (United States)

    Bodaghi, Asadollah; Ansari, Hamid Reza; Gholami, Mahsa

    2015-12-01

    In the petroleum industry, drilling optimization involves the selection of operating conditions for achieving the desired depth with the minimum expenditure while requirements of personal safety, environment protection, adequate information of penetrated formations and productivity are fulfilled. Since drilling optimization is highly dependent on the rate of penetration (ROP), estimation of this parameter is of great importance during well planning. In this research, a novel approach called `optimized support vector regression' is employed for making a formulation between input variables and ROP. Algorithms used for optimizing the support vector regression are the genetic algorithm (GA) and the cuckoo search algorithm (CS). Optimization implementation improved the support vector regression performance by virtue of selecting proper values for its parameters. In order to evaluate the ability of optimization algorithms in enhancing SVR performance, their results were compared to the hybrid of pattern search and grid search (HPG) which is conventionally employed for optimizing SVR. The results demonstrated that the CS algorithm achieved further improvement on prediction accuracy of SVR compared to the GA and HPG as well. Moreover, the predictive model derived from back propagation neural network (BPNN), which is the traditional approach for estimating ROP, is selected for comparisons with CSSVR. The comparative results revealed the superiority of CSSVR. This study inferred that CSSVR is a viable option for precise estimation of ROP.

  6. 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)

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

    Directory of Open Access Journals (Sweden)

    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.

  8. 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.

  9. Approximate median regression for complex survey data with skewed response.

    Science.gov (United States)

    Fraser, Raphael André; Lipsitz, Stuart R; Sinha, Debajyoti; Fitzmaurice, Garrett M; Pan, Yi

    2016-12-01

    The ready availability of public-use data from various large national complex surveys has immense potential for the assessment of population characteristics using regression models. Complex surveys can be used to identify risk factors for important diseases such as cancer. Existing statistical methods based on estimating equations and/or utilizing resampling methods are often not valid with survey data due to complex survey design features. That is, stratification, multistage sampling, and weighting. In this article, we accommodate these design features in the analysis of highly skewed response variables arising from large complex surveys. Specifically, we propose a double-transform-both-sides (DTBS)'based estimating equations approach to estimate the median regression parameters of the highly skewed response; the DTBS approach applies the same Box-Cox type transformation twice to both the outcome and regression function. The usual sandwich variance estimate can be used in our approach, whereas a resampling approach would be needed for a pseudo-likelihood based on minimizing absolute deviations (MAD). Furthermore, the approach is relatively robust to the true underlying distribution, and has much smaller mean square error than a MAD approach. The method is motivated by an analysis of laboratory data on urinary iodine (UI) concentration from the National Health and Nutrition Examination Survey. © 2016, The International Biometric Society.

  10. 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)

  11. Brightness-normalized Partial Least Squares Regression for hyperspectral data

    International Nuclear Information System (INIS)

    Feilhauer, Hannes; Asner, Gregory P.; Martin, Roberta E.; Schmidtlein, Sebastian

    2010-01-01

    Developed in the field of chemometrics, Partial Least Squares Regression (PLSR) has become an established technique in vegetation remote sensing. PLSR was primarily designed for laboratory analysis of prepared material samples. Under field conditions in vegetation remote sensing, the performance of the technique may be negatively affected by differences in brightness due to amount and orientation of plant tissues in canopies or the observing conditions. To minimize these effects, we introduced brightness normalization to the PLSR approach and tested whether this modification improves the performance under changing canopy and observing conditions. This test was carried out using high-fidelity spectral data (400-2510 nm) to model observed leaf chemistry. The spectral data was combined with a canopy radiative transfer model to simulate effects of varying canopy structure and viewing geometry. Brightness normalization enhanced the performance of PLSR by dampening the effects of canopy shade, thus providing a significant improvement in predictions of leaf chemistry (up to 3.6% additional explained variance in validation) compared to conventional PLSR. Little improvement was made on effects due to variable leaf area index, while minor improvement (mostly not significant) was observed for effects of variable viewing geometry. In general, brightness normalization increased the stability of model fits and regression coefficients for all canopy scenarios. Brightness-normalized PLSR is thus a promising approach for application on airborne and space-based imaging spectrometer data.

  12. 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%.

  13. Identifying Midshipmen for Academic Assistance Using Entry Variables

    National Research Council Canada - National Science Library

    Watson, Arthur

    2001-01-01

    .... Categorical values from the Learning and Study Strategies Inventory (LASSI), SAT scores and high school rank were incorporated as independent variables in a linear regression model with dependent variable Cumulative Quality Point Rating (CQPR...

  14. Method for nonlinear exponential regression analysis

    Science.gov (United States)

    Junkin, B. G.

    1972-01-01

    Two computer programs developed according to two general types of exponential models for conducting nonlinear exponential regression analysis are described. Least squares procedure is used in which the nonlinear problem is linearized by expanding in a Taylor series. Program is written in FORTRAN 5 for the Univac 1108 computer.

  15. Measurement Error in Education and Growth Regressions

    NARCIS (Netherlands)

    Portela, Miguel; Alessie, Rob; Teulings, Coen

    2010-01-01

    The use of the perpetual inventory method for the construction of education data per country leads to systematic measurement error. This paper analyzes its effect on growth regressions. We suggest a methodology for correcting this error. The standard attenuation bias suggests that using these

  16. Regression Discontinuity Designs Based on Population Thresholds

    DEFF Research Database (Denmark)

    Eggers, Andrew C.; Freier, Ronny; Grembi, Veronica

    In many countries, important features of municipal government (such as the electoral system, mayors' salaries, and the number of councillors) depend on whether the municipality is above or below arbitrary population thresholds. Several papers have used a regression discontinuity design (RDD...

  17. Deriving the Regression Line with Algebra

    Science.gov (United States)

    Quintanilla, John A.

    2017-01-01

    Exploration with spreadsheets and reliance on previous skills can lead students to determine the line of best fit. To perform linear regression on a set of data, students in Algebra 2 (or, in principle, Algebra 1) do not have to settle for using the mysterious "black box" of their graphing calculators (or other classroom technologies).…

  18. Piecewise linear regression splines with hyperbolic covariates

    International Nuclear Information System (INIS)

    Cologne, John B.; Sposto, Richard

    1992-09-01

    Consider the problem of fitting a curve to data that exhibit a multiphase linear response with smooth transitions between phases. We propose substituting hyperbolas as covariates in piecewise linear regression splines to obtain curves that are smoothly joined. The method provides an intuitive and easy way to extend the two-phase linear hyperbolic response model of Griffiths and Miller and Watts and Bacon to accommodate more than two linear segments. The resulting regression spline with hyperbolic covariates may be fit by nonlinear regression methods to estimate the degree of curvature between adjoining linear segments. The added complexity of fitting nonlinear, as opposed to linear, regression models is not great. The extra effort is particularly worthwhile when investigators are unwilling to assume that the slope of the response changes abruptly at the join points. We can also estimate the join points (the values of the abscissas where the linear segments would intersect if extrapolated) if their number and approximate locations may be presumed known. An example using data on changing age at menarche in a cohort of Japanese women illustrates the use of the method for exploratory data analysis. (author)

  19. Regression testing Ajax applications : Coping with dynamism

    NARCIS (Netherlands)

    Roest, D.; Mesbah, A.; Van Deursen, A.

    2009-01-01

    Note: This paper is a pre-print of: Danny Roest, Ali Mesbah and Arie van Deursen. Regression Testing AJAX Applications: Coping with Dynamism. In Proceedings of the 3rd International Conference on Software Testing, Verification and Validation (ICST’10), Paris, France. IEEE Computer Society, 2010.

  20. Finite Algorithms for Robust Linear Regression

    DEFF Research Database (Denmark)

    Madsen, Kaj; Nielsen, Hans Bruun

    1990-01-01

    The Huber M-estimator for robust linear regression is analyzed. Newton type methods for solution of the problem are defined and analyzed, and finite convergence is proved. Numerical experiments with a large number of test problems demonstrate efficiency and indicate that this kind of approach may...