scholarly journals Truck Volume Estimation via Linear Regression Under Limited Data

2010 ◽  
Author(s):  
Maria Boilé ◽  
Michail Golias
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Ordinary Least Squares ◽  
Volume Estimation ◽  
Training Data ◽  
Linear Regression Models ◽  
Limited Data ◽  
Regression Algorithms ◽  
Transportation Applications ◽  
Scientific Fields

This paper employs linear regression algorithms in order to train models under the presence of limited training data. Usually in transportation applications, these models are built via Ordinary Least Squares and Stepwise Regression, which perform poorly under limited data. The algorithms presented in this paper have been extensively used in other scientific fields for problems with similar conditions and seem to partially or fully remedy this problem and its consequences. Four different algorithms are presented and several models are built. The models are used for truck volume prediction on highway sections in New Jersey, and results are compared to Stepwise Linear regression models.

scholarly journals A Comparative Analysis on Some Estimators of Parameters of Linear Regression Models in Presence of Multicollinearity

2018 ◽  
pp. 1-8
Author(s):  
Warha, Abdulhamid Audu ◽  
Yusuf Abbakar Muhammad ◽  
Akeyede, Imam
Keyword(s):  
Linear Regression ◽  
Least Squares ◽  
Regression Models ◽  
Mean Squared Error ◽  
Least Squares Method ◽  
Ordinary Least Squares ◽  
Least Square ◽  
Linear Regression Models ◽  
Independent Variables ◽  
Different Levels

Linear regression is the measure of relationship between two or more variables known as dependent and independent variables. Classical least squares method for estimating regression models consist of minimising the sum of the squared residuals. Among the assumptions of Ordinary least squares method (OLS) is that there is no correlations (multicollinearity) between the independent variables. Violation of this assumptions arises most often in regression analysis and can lead to inefficiency of the least square method. This study, therefore, determined the efficient estimator between Least Absolute Deviation (LAD) and Weighted Least Square (WLS) in multiple linear regression models at different levels of multicollinearity in the explanatory variables. Simulation techniques were conducted using R Statistical software, to investigate the performance of the two estimators under violation of assumptions of lack of multicollinearity. Their performances were compared at different sample sizes. Finite properties of estimators’ criteria namely, mean absolute error, absolute bias and mean squared error were used for comparing the methods. The best estimator was selected based on minimum value of these criteria at a specified level of multicollinearity and sample size. The results showed that, LAD was the best at different levels of multicollinearity and was recommended as alternative to OLS under this condition. The performances of the two estimators decreased when the levels of multicollinearity was increased.

scholarly journals Building Tree Allometry Relationships Based on TLS Point Clouds and Machine Learning Regression

2021 ◽  
Vol 11 (21) ◽  
pp. 10139
Author(s):  
Fernando J. Aguilar ◽  
Abderrahim Nemmaoui ◽  
Manuel A. Aguilar ◽  
Alberto Peñalver
Keyword(s):  
Machine Learning ◽  
Linear Regression ◽  
Regression Models ◽  
Goodness Of Fit ◽  
Point Clouds ◽  
Supervised Machine Learning ◽  
Gradient Boosting ◽  
Linear Regression Models ◽  
Allometric Models ◽  
Regression Algorithms

Most of the allometric models used to estimate tree aboveground biomass rely on tree diameter at breast height (DBH). However, it is difficult to measure DBH from airborne remote sensors, and is common to draw upon traditional least squares linear regression models to relate DBH with dendrometric variables measured from airborne sensors, such as tree height (H) and crown diameter (CD). This study explores the usefulness of ensemble-type supervised machine learning regression algorithms, such as random forest regression (RFR), categorical boosting (CatBoost), gradient boosting (GBoost), or AdaBoost regression (AdaBoost), as an alternative to linear regression (LR) for modelling the allometric relationships DBH = Φ(H) and DBH = Ψ(H, CD). The original dataset was made up of 2272 teak trees (Tectona grandis Linn. F.) belonging to three different plantations located in Ecuador. All teak trees were digitally reconstructed from terrestrial laser scanning point clouds. The results showed that allometric models involving both H and CD to estimate DBH performed better than those based solely on H. Furthermore, boosting machine learning regression algorithms (CatBoost and GBoost) outperformed RFR (bagging) and LR (traditional linear regression) models, both in terms of goodness-of-fit (R2) and stability (variations in training and testing samples).

Metode Boostrap dan Jackknife dalam Mengestimasi Parameter Regresi Linear Ganda (Kasus: Data Kemiskinan Kota Makassar Tahun 2017)

2019 ◽  
Vol 1 (2) ◽  
pp. 32
Author(s):  
Aditio Putra G ◽  
Muhammad Arif Tiro ◽  
Muhammad Kasim Aidid
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Regression Models ◽  
Least Squares Method ◽  
Bootstrap Method ◽  
Ordinary Least Squares ◽  
Linear Regression Models ◽  
Resampling Method ◽  
Parameter Values ◽  
Normally Distributed

Abstrak Metode kuadrat terkecil merupakan metode standar untuk mengestimasi nilai parameter model regresi linear. Metode tersebut dibangun berdasarkan asumsi error bersifat identik dan independen, serta berdistribusi normal. Apabila asumsi tidak terpenuhi maka metode ini tidak akurat. Alternatif untuk mengatasi hal tersebut adalah dengan menggunakan metode resampling. Adapun metode resampling yang digunakan dalam penelitian ini yaitu metode bootstrap dan Jackknife. Terlebih dahulu dilakukan estimasi nilai parameter regresi untuk analisis data kemiskinan Kota Makassar Tahun 2017. Data tersebut merupakan data sekunder diperoleh dari BAPPEDA Kota Makassar. Dari uji asumsi klasik diperoleh bahwa model tidak bersifat homoskedastis dan residual tidak berdistribusi normal sehingga model regresi yang diperoleh tidak dapat dipertanggungjawabkan. Metode bootstrap dan jackknife yang dikenalkan disini menggunakan program R untuk mencari nilai bias dan nilai standar errornya. Estimasi parameter model regresi linear berganda dari metode resampling bootstrap dengan B=200 dan B=500 serta metode resampling jackknife Terhapus-1 diperoleh model regresi. Hasil yang didapat dalam penelitian ini, metode jackknife merupakan metode yang efisien dibandingkan dengan metode bootstrap, hal ini didukung dengan kecilnya tingkat standar error dan nilai biasnya yang dihasilkan. Kata Kunci: Regrei, Resampling, Bootsrap, JaccknifeAbstract. The Ordinary least squares method is a standard method for estimating the parameter values of a linear regression model. The method is built based on error assumptions that are identical and independent, and are normally distributed. If the assumptions are not met, this method is not accurate. The alternative to overcome this is to use the resampling method. The resampling method used in this study is bootstrap and jackknife methods. First, estimation of regression parameter values for analysis of poverty data in Makassar City in 2017. The data is secondary data obtained from the BAPPEDA of Makassar City. From the classic assumption test, it is obtained that the model is not homosexedastic and residual is not normally distributed so that the regression model obtained cannot be accounted for. Bootstrap and jackknife methods are introduced here using the R program to find the value of the bias and the standard error values. Parameter estimation of multiple linear regression models from Bootstrap resampling method with B= 200, B= 500 and jackknife deleted-1 resampling method obtained regression models. The results obtained in this study, Jackknife method is an efficient method compared with the bootstrap method, and this is supported by the small standard level error and bias in resulting value.Keywords: regression, resampling, bootstrap, jackknife.

msreg: A command for consistent estimation of linear regression models using matched data

2021 ◽  
Vol 21 (1) ◽  
pp. 123-140
Author(s):  
Masayuki Hirukawa ◽  
Di Liu ◽  
Artem Prokhorov
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Ordinary Least Squares ◽  
Linear Regression Models ◽  
Consistent Estimation ◽  
Two Samples ◽  
Ordinary Least Squares Estimator ◽  
Consistent Estimators ◽  
Matched Data ◽  
Matched Samples

Economists often use matched samples, especially when dealing with earning data where some observations are missing in one sample and need to be imputed from another sample. Hirukawa and Prokhorov (2018, Journal of Econometrics 203: 344–358) show that the ordinary least-squares estimator using matched samples is inconsistent and propose two consistent estimators. We describe a new command, msreg, that implements these two consistent estimators based on two samples. The estimators attain the parametric convergence rate if the number of continuous matching variables is no greater than four.

FAKTOR DETERMINAN PENYALURAN KREDIT BANK PERSERO

2018 ◽  
Vol 23 (1) ◽  
pp. 60-71
Author(s):  
Wigiyanti Masodah
Keyword(s):  
Interest Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Regression Models ◽  
Linear Regression Models ◽  
Negative Impacts ◽  
Main Activity ◽  
The Impact ◽  
The Given ◽  
Multiple Linear Regression Models

Offering credit is the main activity of a Bank. There are some considerations when a bank offers credit, that includes Interest Rates, Inflation, and NPL. This study aims to find out the impact of Variable Interest Rates, Inflation variables and NPL variables on credit disbursed. The object in this study is state-owned banks. The method of analysis in this study uses multiple linear regression models. The results of the study have shown that Interest Rates and NPL gave some negative impacts on the given credit. Meanwhile, Inflation variable does not have a significant effect on credit given. Keywords: Interest Rate, Inflation, NPL, offered Credit.

Linear Regression Models for Interval-Valued Data using Log-transformation

2020 ◽  
Author(s):  
Nykolas Mayko Maia Barbosa ◽  
João Paulo Pordeus Gomes ◽  
César Lincoln Cavalcante Mattos ◽  
Diêgo Farias Oliveira
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Linear Regression Models ◽  
Log Transformation ◽  
Interval Valued
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