scholarly journals Vector regression introduced

2014 ◽  
Vol 4 (1) ◽  
Author(s):  
Tik Mok ◽  
H. Bâki Iz
Keyword(s):  
Regression Model ◽  
Vector Model ◽  
Model Parameters ◽  
Vector Data ◽  
Independent Vector ◽  
Explanatory Variables ◽  
Vector Variable ◽  
Vector Information ◽  
Dependent Vector ◽  
Hurricane Tracking

AbstractThis 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.

scholarly journals Solving Multicollinearity Problem in Linear Regression Model: The Review Suggests New Idea of Partitioning and Extraction of the Explanatory Variables

2021 ◽  
Vol 2 (1) ◽  
pp. 12-20
Author(s):  
Kayode Ayinde, Olusegun O. Alabi ◽  
Ugochinyere Ihuoma Nwosu
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Linear Regression Model ◽  
Real Data ◽  
Least Square ◽  
Model Parameters ◽  
Explanatory Variables ◽  
Ordinary Least Square ◽  
Wide Range ◽  
High Level

Multicollinearity has remained a major problem in regression analysis and should be sustainably addressed. Problems associated with multicollinearity are worse when it occurs at high level among regressors. This review revealed that studies on the subject have focused on developing estimators regardless of effect of differences in levels of multicollinearity among regressors. Studies have considered single-estimator and combined-estimator approaches without sustainable solution to multicollinearity problems. The possible influence of partitioning the regressors according to multicollinearity levels and extracting from each group to develop estimators that will estimate the parameters of a linear regression model when multicollinearity occurs is a new econometrics idea and therefore requires attention. The results of new studies should be compared with existing methods namely principal components estimator, partial least squares estimator, ridge regression estimator and the ordinary least square estimators using wide range of criteria by ranking their performances at each level of multicollinearity parameter and sample size. Based on a recent clue in literature, it is possible to develop innovative estimator that will sustainably solve the problem of multicollinearity through partitioning and extraction of explanatory variables approaches and identify situations where the innovative estimator will produce most efficient result of the model parameters. The new estimator should be applied to real data and popularized for use.

Deciphering Links Between Sexual Violence and Castes in India

2021 ◽  
pp. 2455328X2110325
Author(s):  
Yogendra Musahar
Keyword(s):  
Regression Model ◽  
Sexual Violence ◽  
Economic Status ◽  
Family Health ◽  
Uttar Pradesh ◽  
Binary Logistic Regression ◽  
Wealth Index ◽  
Bivariate Analysis ◽  
Binary Logistic Regression Model ◽  
Explanatory Variables

The recent incident, the gang rape and murder of a 19-year-old woman in Hathras, a small village in Uttar Pradesh of India, once again sparks a debate on links between sexual violence and castes in India. This article aims to examine the links between sexual violence and castes in India. This study utilizes the national representative National Family Health Survey 4 (NFHS-4, 2015–16) data. A bivariate analysis was carried out to analyse the data. A binary logistic regression model was applied to predict the effect of explanatory variables, viz. type of place of residence, years of schooling complete, economic status in terms of wealth index and finally castes on predicted variable, i.e. sexual violence. The binary regression model indicates that there were links between sexual violence and castes. For secured and dignified life of women, caste-based sexual violence must be annihilated.

Forecasting stock market price by using fuzzified Choquet integral based fuzzy measures with genetic algorithm for parameter optimization

2020 ◽  
Vol 54 (2) ◽  
pp. 597-614
Author(s):  
Shanoli Samui Pal ◽  
Samarjit Kar
Keyword(s):  
Genetic Algorithm ◽  
Time Series ◽  
Linear Regression ◽  
Regression Model ◽  
Choquet Integral ◽  
Time Series Forecasting ◽  
Fuzzy Measure ◽  
Model Parameters ◽  
Forecasting Models ◽  
Non Linear

In this paper, fuzzified Choquet integral and fuzzy-valued integrand with respect to separate measures like fuzzy measure, signed fuzzy measure and intuitionistic fuzzy measure are used to develop regression model for forecasting. Fuzzified Choquet integral is used to build a regression model for forecasting time series with multiple attributes as predictor attributes. Linear regression based forecasting models are suffering from low accuracy and unable to approximate the non-linearity in time series. Whereas Choquet integral can be used as a general non-linear regression model with respect to non classical measures. In the Choquet integral based regression model parameters are optimized by using a real coded genetic algorithm (GA). In these forecasting models, fuzzified integrands denote the participation of an individual attribute or a group of attributes to predict the current situation. Here, more generalized Choquet integral, i.e., fuzzified Choquet integral is used in case of non-linear time series forecasting models. Three different real stock exchange data are used to predict the time series forecasting model. It is observed that the accuracy of prediction models highly depends on the non-linearity of the time series.

scholarly journals Improving estimations in quantile regression model with autoregressive errors

2018 ◽  
Vol 22 (Suppl. 1) ◽  
pp. 97-107 ◽  
Author(s):  
Bahadır Yuzbasi ◽  
Yasin Asar ◽  
Samil Sik ◽  
Ahmet Demiralp
Keyword(s):  
Quantile Regression ◽  
Regression Model ◽  
Simulation Experiment ◽  
Ordinary Least Squares ◽  
Least Squares Regression ◽  
White Noise Process ◽  
Respiratory Mortality ◽  
Explanatory Variables ◽  
Quantile Regression Model ◽  
Regression Approach

An important issue is that the respiratory mortality may be a result of air pollution which can be measured by the following variables: temperature, relative humidity, carbon monoxide, sulfur dioxide, nitrogen dioxide, hydrocarbons, ozone, and particulates. The usual way is to fit a model using the ordinary least squares regression, which has some assumptions, also known as Gauss-Markov assumptions, on the error term showing white noise process of the regression model. However, in many applications, especially for this example, these assumptions are not satisfied. Therefore, in this study, a quantile regression approach is used to model the respiratory mortality using the mentioned explanatory variables. Moreover, improved estimation techniques such as preliminary testing and shrinkage strategies are also obtained when the errors are autoregressive. A Monte Carlo simulation experiment, including the quantile penalty estimators such as lasso, ridge, and elastic net, is designed to evaluate the performances of the proposed techniques. Finally, the theoretical risks of the listed estimators are given.

scholarly journals Handling of Overdispersion in the Poisson Regression Model with Negative Binomial for the Number of New Cases of Leprosy in Java

2021 ◽  
Vol 5 (1) ◽  
pp. 1-13
Author(s):  
Yopi Ariesia Ulfa ◽  
Agus M Soleh ◽  
Bagus Sartono
Keyword(s):  
Regression Model ◽  
Poisson Regression ◽  
Negative Binomial ◽  
Negative Binomial Regression ◽  
Negative Binomial Regression Model ◽  
Explanatory Variables ◽  
Binomial Regression ◽  
Directorate General ◽  
The Republic ◽  
And Control

Based on data from the Directorate General of Disease Prevention and Control of the Ministry of Health of the Republic of Indonesia, in 2017, new leprosy cases that emerged on Java Island were the highest in Indonesia compared to the number of events on other islands. The purpose of this study is to compare Poisson regression to a negative binomial regression model to be applied to the data on the number of new cases of leprosy and to find out what explanatory variables have a significant effect on the number of new cases of leprosy in Java. This study's results indicate that a negative binomial regression model can overcome the Poisson regression model's overdispersion. Variables that significantly affect the number of new cases of leprosy based on the results of negative binomial regression modeling are total population, percentage of children under five years who had immunized with BCG, and percentage of the population with sustainable access to clean water.

scholarly journals Selected Robust Logistic Regression Specification for Classification of Multi‑dimensional Functional Data in Presence of Outlier

2018 ◽  
Vol 2 (334) ◽  
Author(s):  
Mirosław Krzyśko ◽  
Łukasz Smaga
Keyword(s):  
Logistic Regression ◽  
Regression Model ◽  
Functional Data ◽  
Logistic Regression Model ◽  
Binary Classification ◽  
Classification Problem ◽  
Classification Rule ◽  
Unknown Parameters ◽  
Explanatory Variables

In this paper, the binary classification problem of multi‑dimensional functional data is considered. To solve this problem a regression technique based on functional logistic regression model is used. This model is re‑expressed as a particular logistic regression model by using the basis expansions of functional coefficients and explanatory variables. Based on re‑expressed model, a classification rule is proposed. To handle with outlying observations, robust methods of estimation of unknown parameters are also considered. Numerical experiments suggest that the proposed methods may behave satisfactory in practice.

Understanding the role of different geographical features in the hydrological response of humid mountainous areas through a stepwise clustering scheme

2021 ◽  
Author(s):  
Yaqian Yang ◽  
Jintao Liu
Keyword(s):  
Bulk Density ◽  
Optimal Parameter ◽  
Soil Bulk Density ◽  
Model Parameters ◽  
Hydrological Response ◽  
Runoff Generation ◽  
Explanatory Variables ◽  
Hydrological Responses ◽  
Rainfall Patterns

<p>In the mountainous basins with less anthropogenic influence, the hydrological function is mainly affected by climate and landscape, which makes it possible to measure hydrological similarity indirectly by geographical features. Due to the mechanisms of runoff generation can vary geographically, in this study, a simple stepwise clustering scheme was proposed to explore the role of geographical features at different spatial hierarchy in indicating hydrological response. Research methods mainly include (1) Stepwise regression was used to quantitatively show the correlation between 35 geographical features and 35 flow features and identify the important explanatory variables for hydrological response; (2) 64 basins were divided by stepwise clustering scheme, and the overall ability of the scheme to capture hydrological similarity was tested by comparing the optimal parameters; (3) The hydrological similarity of basin groups was measured by the leave-one cross validation of hydrological model parameters. The results showed that: (1) Rainfall features, elevation, slope and soil bulk density are the main explanatory variables. (2) The NSE of basin groups based on stepwise clustering is 0.64, reaches 80% of the optimal parameter sets (NSE=0.80). The NSE of 90% basins is greater than 0.5, 80% is greater than 0.6, and 49% is greater than 0.7. (3) In humid areas, the hydrological responses of the basins with more uniform monthly rainfall and more abundant summer rainfall are more similar, e.g., the NSE of Class 4 is 0.77. Under similar rainfall patterns, the hydrological responses of the basins with higher average altitude, greater slope, more convergent of shape and richer vegetation are more similar, e.g., the NSE of Class 3-2 is 0.72 and that of Class 1-2 is 0.70. In the case of similar rainfall patterns and landforms, the hydrological responses of the basins with smaller soil bulk density are more similar, e.g., the NSE of Class 3-2-2 is 0.80. In conclusion, the stepwise clustering enhances the interpretability of basin classification, and the effect of different geographical features on hydrological response can show the applicability of hydrological simulation in ungauged basins.</p>

scholarly journals Generalized Exponentiated Weibull Linear Model in the Presence of Covariates

2017 ◽  
Vol 6 (3) ◽  
pp. 75
Author(s):  
Tiago V. F. Santana ◽  
Edwin M. M. Ortega ◽  
Gauss M. Cordeiro ◽  
Adriano K. Suzuki
Keyword(s):  
Regression Model ◽  
Linear Model ◽  
Goodness Of Fit ◽  
Likelihood Function ◽  
Confidence Bands ◽  
Model Parameters ◽  
Random Component ◽  
Monte Carlo Simulation Study ◽  
New Model ◽  
Exponentiated Weibull

A new regression model based on the exponentiated Weibull with the structure distribution and the structure of the generalized linear model, called the generalized exponentiated Weibull linear model (GEWLM), is proposed. The GEWLM is composed by three important structural parts: the random component, characterized by the distribution of the response variable; the systematic component, which includes the explanatory variables in the model by means of a linear structure; and a link function, which connects the systematic and random parts of the model. Explicit expressions for the logarithm of the likelihood function, score vector and observed and expected information matrices are presented. The method of maximum likelihood and a Bayesian procedure are adopted for estimating the model parameters. To detect influential observations in the new model, we use diagnostic measures based on the local influence and Bayesian case influence diagnostics. Also, we show that the estimates of the GEWLM are  robust to deal with the presence of outliers in the data. Additionally, to check whether the model supports its assumptions, to detect atypical observations and to verify the goodness-of-fit of the regression model, we define residuals based on the quantile function, and perform a Monte Carlo simulation study to construct confidence bands from the generated envelopes. We apply the new model to a dataset from the insurance area.

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