scholarly journals Admissible Selection of an Accurate and Parsimonious Normal Linear Regression Model

1981 ◽  
Vol 9 (3) ◽  
pp. 475-485 ◽  
Author(s):  
Charles J. Stone
2021 ◽  
Vol 2099 (1) ◽  
pp. 012024
Author(s):  
V N Lutay ◽  
N S Khusainov

Abstract This paper discusses constructing a linear regression model with regularization of the system matrix of normal equations. In contrast to the conventional ridge regression, where positive parameters are added to all diagonal terms of a matrix, in the method proposed only those matrix diagonal entries that correspond to the data with a high correlation are increased. This leads to a decrease in the matrix conditioning and, therefore, to a decrease in the corresponding coefficients of the regression equation. The selection of the entries to be increased is based on the triangular decomposition of the correlation matrix of the original dataset. The effectiveness of the method is tested on a known dataset, and it is performed not only with a ridge regression, but also with the results of applying the widespread algorithms LARS and Lasso.


2021 ◽  
Vol 20 (3) ◽  
pp. 425-449
Author(s):  
Haruka Murayama ◽  
Shota Saito ◽  
Yuji Iikubo ◽  
Yuta Nakahara ◽  
Toshiyasu Matsushima

AbstractPrediction based on a single linear regression model is one of the most common way in various field of studies. It enables us to understand the structure of data, but might not be suitable to express the data whose structure is complex. To express the structure of data more accurately, we make assumption that the data can be divided in clusters, and has a linear regression model in each cluster. In this case, we can assume that each explanatory variable has their own role; explaining the assignment to the clusters, explaining the regression to the target variable, or being both of them. Introducing probabilistic structure to the data generating process, we derive the optimal prediction under Bayes criterion and the algorithm which calculates it sub-optimally with variational inference method. One of the advantages of our algorithm is that it automatically weights the probabilities of being each number of clusters in the process of the algorithm, therefore it solves the concern about selection of the number of clusters. Some experiments are performed on both synthetic and real data to demonstrate the above advantages and to discover some behaviors and tendencies of the algorithm.


Author(s):  
Aliva Bera ◽  
D.P. Satapathy

In this paper, the linear regression model using ANN and the linear regression model using MS Excel were developed to estimate the physico-chemical concentrations in groundwater using pH, EC, TDS, TH, HCO3 as input parameters and Ca, Mg and K as output parameters. A comparison was made which indicated that ANN model had the better ability to estimate the physic-chemical concentrations in groundwater. An analytical survey along with simulation based tests for finding the climatic change and its effect on agriculture and water bodies in Angul-Talcher area is done. The various seasonal parameters such as pH, BOD, COD, TDS,TSS along with heavy elements like Pb, Cd, Zn, Cu, Fe, Mn concentration in water resources has been analyzed. For past 30 years rainfall data has been analyzed and water quality index values has been studied to find normal and abnormal quality of water resources and matlab based simulation has been done for performance analysis. All results has been analyzed and it is found that the condition is stable. 


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