Search results for: seemingly unrelated regression
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3341

Search results for: seemingly unrelated regression

3341 Studying the Effects of Economic and Financial Development as Well as Institutional Quality on Environmental Destruction in the Upper-Middle Income Countries

Authors: Morteza Raei Dehaghi, Seyed Mohammad Mirhashemi

Abstract:

The current study explored the effect of economic development, financial development and institutional quality on environmental destruction in upper-middle income countries during the time period of 1999-2011. The dependent variable is logarithm of carbon dioxide emissions that can be considered as an index for destruction or quality of the environment given to its effects on the environment. Financial development and institutional development variables as well as some control variables were considered. In order to study cross-sectional correlation among the countries under study, Pesaran and Friz test was used. Since the results of both tests show cross-sectional correlation in the countries under study, seemingly unrelated regression method was utilized for model estimation. The results disclosed that Kuznets’ environmental curve hypothesis is confirmed in upper-middle income countries and also, financial development and institutional quality have a significant effect on environmental quality. The results of this study can be considered by policy makers in countries with different income groups to have access to a growth accompanied by improved environmental quality.

Keywords: economic development, environmental destruction, financial development, institutional development, seemingly unrelated regression

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3340 Extent of Derivative Usage, Firm Value and Risk: An Empirical Study on Pakistan Non-Financial Firms

Authors: Atia Alam

Abstract:

Growing liberalisation and intense market competition increase firm’s risk exposure and induce corporations to use derivatives extensively as a risk management instrument, which results in decrease in firm’s risk, and increase in value. Present study contributes towards existing literature by providing an in-depth analysis regarding the effect of extent of derivative usage on firm’s risk and value by using panel data models and seemingly unrelated regression technique. New evidence is established in current literature by dividing the sample data based on firm’s Exchange Rate (ER) and Interest Rate (IR) exposure. Analysis is performed for the effect of extent of derivative usage on firm’s risk and value and its variation with respect to the ER and IR exposure. Sample data consists of 166 Pakistani firms listed on Pakistan stock exchange for the period of 2004-2010. Results show that extensive usage of derivative instruments significantly increases firm value and reduces firm’s risk. Furthermore, comprehensive analysis depicts that Pakistani corporations having higher exchange rate exposure, with respect to foreign sales, and higher interest rate exposure, on the basis of industry adjusted leverage, have higher firm value and lower risk. Findings from seemingly unrelated regression also provide robustness to results obtained through panel data analysis. Study also highlights the role of derivative usage as a risk management instrument in high and low ER and IR risk and helps practitioners in understanding how value increasing effect of extent of derivative usage varies with the intensity of firm’s risk exposure.

Keywords: extent of derivative usage, firm value, risk, Pakistan, non-financial firms

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3339 On Reliability of a Credit Default Swap Contract during the EMU Debt Crisis

Authors: Petra Buzkova, Milos Kopa

Abstract:

Reliability of the credit default swap market had been questioned repeatedly during the EMU debt crisis. The article examines whether this development influenced sovereign EMU CDS prices in general. We regress the CDS market price on a model risk neutral CDS price obtained from an adopted reduced form valuation model in the 2009-2013 period. We look for a break point in the single-equation and multi-equation econometric models in order to show the changes in relations between CDS market and model prices. Our results differ according to the risk profile of a country. We find that in the case of riskier countries, the relationship between the market and model price changed when market participants started to question the ability of CDS contracts to protect their buyers. Specifically, it weakened after the change. In the case of less risky countries, the change happened earlier and the effect of a weakened relationship is not observed.

Keywords: chow stability test, credit default swap, debt crisis, reduced form valuation model, seemingly unrelated regression

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3338 A Comparative Study of Advaita Vedanta’s Doctrine of Illusion (Māyāvāda) as the Basis for the Claim That ‘I Am Brahman’

Authors: Boran Akin Demir

Abstract:

Notions such as ‘I’, ‘self’, and ‘mind’ are typically used synonymously in Western dualist philosophy, in a way that distances itself from the material world. This has rendered it increasingly difficult for the dualist Western philosopher to truly understand the Vedantic claim that all is one, and ultimately that ‘I am Brahman’. In Advaita Vedanta, we are introduced to one of the most exhilarating theories of non-dualism through its Doctrine of Illusion. This paper approaches the issue through a comparative study between seemingly unrelated thinkers – namely, Jalaluddin Rumi, Lao Tzu, and Plato. The broadness of this research in such alternative schools of thought aims to show the underlying unity that successfully presents itself through time and space, thus upholding the philosophy of Advaita Vedanta from all corners of the world.

Keywords: Advaita Vedanta, Brahman, Lao Tzu, Plato, Rumi

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3337 Behind Fuzzy Regression Approach: An Exploration Study

Authors: Lavinia B. Dulla

Abstract:

The exploration study of the fuzzy regression approach attempts to present that fuzzy regression can be used as a possible alternative to classical regression. It likewise seeks to assess the differences and characteristics of simple linear regression and fuzzy regression using the width of prediction interval, mean absolute deviation, and variance of residuals. Based on the simple linear regression model, the fuzzy regression approach is worth considering as an alternative to simple linear regression when the sample size is between 10 and 20. As the sample size increases, the fuzzy regression approach is not applicable to use since the assumption regarding large sample size is already operating within the framework of simple linear regression. Nonetheless, it can be suggested for a practical alternative when decisions often have to be made on the basis of small data.

Keywords: fuzzy regression approach, minimum fuzziness criterion, interval regression, prediction interval

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3336 Optimization of Machine Learning Regression Results: An Application on Health Expenditures

Authors: Songul Cinaroglu

Abstract:

Machine learning regression methods are recommended as an alternative to classical regression methods in the existence of variables which are difficult to model. Data for health expenditure is typically non-normal and have a heavily skewed distribution. This study aims to compare machine learning regression methods by hyperparameter tuning to predict health expenditure per capita. A multiple regression model was conducted and performance results of Lasso Regression, Random Forest Regression and Support Vector Machine Regression recorded when different hyperparameters are assigned. Lambda (λ) value for Lasso Regression, number of trees for Random Forest Regression, epsilon (ε) value for Support Vector Regression was determined as hyperparameters. Study results performed by using 'k' fold cross validation changed from 5 to 50, indicate the difference between machine learning regression results in terms of R², RMSE and MAE values that are statistically significant (p < 0.001). Study results reveal that Random Forest Regression (R² ˃ 0.7500, RMSE ≤ 0.6000 ve MAE ≤ 0.4000) outperforms other machine learning regression methods. It is highly advisable to use machine learning regression methods for modelling health expenditures.

Keywords: machine learning, lasso regression, random forest regression, support vector regression, hyperparameter tuning, health expenditure

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3335 A Comparison of Smoothing Spline Method and Penalized Spline Regression Method Based on Nonparametric Regression Model

Authors: Autcha Araveeporn

Abstract:

This paper presents a study about a nonparametric regression model consisting of a smoothing spline method and a penalized spline regression method. We also compare the techniques used for estimation and prediction of nonparametric regression model. We tried both methods with crude oil prices in dollars per barrel and the Stock Exchange of Thailand (SET) index. According to the results, it is concluded that smoothing spline method performs better than that of penalized spline regression method.

Keywords: nonparametric regression model, penalized spline regression method, smoothing spline method, Stock Exchange of Thailand (SET)

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3334 HLA-DPB1 Matching on the Outcome of Unrelated Donor Hematopoietic Stem Cell Transplantation

Authors: Shi-xia Xu, Zai-wen Zhang, Ru-xue Chen, Shan Zhou, Xiang-feng Tang

Abstract:

Objective: The clinical influence of HLA-DPB1 mismatches on clinical outcome of HSCT is less clear. This is the first meta-analysis to study the HLA-DPB1 matching statues on clinical outcomes after unrelated donor HSCT. Methods: We searched the CIBMTR, Cochrane Central Register of Controlled Trials (CENTRAL) and related databases (1995.01–2017.06) for all relevant articles. Comparative studies were used to investigate the HLA-DPB1 loci mismatches on clinical outcomes after unrelated donor HSCT, such as the disease-free survival (DFS), overall survival, GVHD, relapse, and transplant-related mortality (TRM). We performed meta-analysis using Review Manager 5.2 software and funnel plot to assess the bias. Results: At first, 1246 articles were retrieved, and 18 studies totaling 26368 patients analyzed. Pooled comparisons of studies found that the HLA-DPB1 mismatched group had a lower rate of DFS than the DPB1-matched group, and lower OS in non-T cell depleted transplantation. The DPB1 mismatched group has a higher incidence of aGVHD and more severe ( ≥ III degree) aGvHD, lower rate of relapse and higher TRM. Moreover, compared with 1-antigen mismatch, 2-antigen mismatched led to a higher risk of TRM and lower relapse rate. Conclusions: This meta-analysis indicated HLA-DPB1 has important influence on survival and transplant-related complications during unrelated donor HSCT and HLA-DPB1 donor selection strategies have been proposed based on a personalized algorithm.

Keywords: human leukocyte antigen, DPB1, transplant, meta-analysis, outcome

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3333 Proficient Estimation Procedure for a Rare Sensitive Attribute Using Poisson Distribution

Authors: S. Suman, G. N. Singh

Abstract:

The present manuscript addresses the estimation procedure of population parameter using Poisson probability distribution when characteristic under study possesses a rare sensitive attribute. The generalized form of unrelated randomized response model is suggested in order to acquire the truthful responses from respondents. The resultant estimators have been proposed for two situations when the information on an unrelated rare non-sensitive characteristic is known as well as unknown. The properties of the proposed estimators are derived, and the measure of confidentiality of respondent is also suggested for respondents. Empirical studies are carried out in the support of discussed theory.

Keywords: Poisson distribution, randomized response model, rare sensitive attribute, non-sensitive attribute

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3332 Orthogonal Regression for Nonparametric Estimation of Errors-In-Variables Models

Authors: Anastasiia Yu. Timofeeva

Abstract:

Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: grade point average, orthogonal regression, penalized regression spline, locally weighted regression

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3331 A Learning-Based EM Mixture Regression Algorithm

Authors: Yi-Cheng Tian, Miin-Shen Yang

Abstract:

The mixture likelihood approach to clustering is a popular clustering method where the expectation and maximization (EM) algorithm is the most used mixture likelihood method. In the literature, the EM algorithm had been used for mixture regression models. However, these EM mixture regression algorithms are sensitive to initial values with a priori number of clusters. In this paper, to resolve these drawbacks, we construct a learning-based schema for the EM mixture regression algorithm such that it is free of initializations and can automatically obtain an approximately optimal number of clusters. Some numerical examples and comparisons demonstrate the superiority and usefulness of the proposed learning-based EM mixture regression algorithm.

Keywords: clustering, EM algorithm, Gaussian mixture model, mixture regression model

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3330 Prediction of Energy Storage Areas for Static Photovoltaic System Using Irradiation and Regression Modelling

Authors: Kisan Sarda, Bhavika Shingote

Abstract:

This paper aims to evaluate regression modelling for prediction of Energy storage of solar photovoltaic (PV) system using Semi parametric regression techniques because there are some parameters which are known while there are some unknown parameters like humidity, dust etc. Here irradiation of solar energy is different for different places on the basis of Latitudes, so by finding out areas which give more storage we can implement PV systems at those places and our need of energy will be fulfilled. This regression modelling is done for daily, monthly and seasonal prediction of solar energy storage. In this, we have used R modules for designing the algorithm. This algorithm will give the best comparative results than other regression models for the solar PV cell energy storage.

Keywords: semi parametric regression, photovoltaic (PV) system, regression modelling, irradiation

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3329 New Segmentation of Piecewise Linear Regression Models Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise linear regression models are very flexible models for modeling the data. If the piecewise linear regression models are matched against the data, then the parameters are generally not known. This paper studies the problem of parameter estimation of piecewise linear regression models. The method used to estimate the parameters of picewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters of picewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.

Keywords: regression, piecewise, Bayesian, reversible Jump MCMC

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3328 Application Difference between Cox and Logistic Regression Models

Authors: Idrissa Kayijuka

Abstract:

The logistic regression and Cox regression models (proportional hazard model) at present are being employed in the analysis of prospective epidemiologic research looking into risk factors in their application on chronic diseases. However, a theoretical relationship between the two models has been studied. By definition, Cox regression model also called Cox proportional hazard model is a procedure that is used in modeling data regarding time leading up to an event where censored cases exist. Whereas the Logistic regression model is mostly applicable in cases where the independent variables consist of numerical as well as nominal values while the resultant variable is binary (dichotomous). Arguments and findings of many researchers focused on the overview of Cox and Logistic regression models and their different applications in different areas. In this work, the analysis is done on secondary data whose source is SPSS exercise data on BREAST CANCER with a sample size of 1121 women where the main objective is to show the application difference between Cox regression model and logistic regression model based on factors that cause women to die due to breast cancer. Thus we did some analysis manually i.e. on lymph nodes status, and SPSS software helped to analyze the mentioned data. This study found out that there is an application difference between Cox and Logistic regression models which is Cox regression model is used if one wishes to analyze data which also include the follow-up time whereas Logistic regression model analyzes data without follow-up-time. Also, they have measurements of association which is different: hazard ratio and odds ratio for Cox and logistic regression models respectively. A similarity between the two models is that they are both applicable in the prediction of the upshot of a categorical variable i.e. a variable that can accommodate only a restricted number of categories. In conclusion, Cox regression model differs from logistic regression by assessing a rate instead of proportion. The two models can be applied in many other researches since they are suitable methods for analyzing data but the more recommended is the Cox, regression model.

Keywords: logistic regression model, Cox regression model, survival analysis, hazard ratio

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3327 Stock Market Prediction by Regression Model with Social Moods

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: stock market prediction, social moods, regression model, DJIA

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3326 Model-Based Software Regression Test Suite Reduction

Authors: Shiwei Deng, Yang Bao

Abstract:

In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: dependence analysis, EFSM model, greedy algorithm, regression test

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3325 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

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3324 A Fuzzy Linear Regression Model Based on Dissemblance Index

Authors: Shih-Pin Chen, Shih-Syuan You

Abstract:

Fuzzy regression models are useful for investigating the relationship between explanatory variables and responses in fuzzy environments. To overcome the deficiencies of previous models and increase the explanatory power of fuzzy data, the graded mean integration (GMI) representation is applied to determine representative crisp regression coefficients. A fuzzy regression model is constructed based on the modified dissemblance index (MDI), which can precisely measure the actual total error. Compared with previous studies based on the proposed MDI and distance criterion, the results from commonly used test examples show that the proposed fuzzy linear regression model has higher explanatory power and forecasting accuracy.

Keywords: dissemblance index, fuzzy linear regression, graded mean integration, mathematical programming

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3323 The Theory behind Logistic Regression

Authors: Jan Henrik Wosnitza

Abstract:

The logistic regression has developed into a standard approach for estimating conditional probabilities in a wide range of applications including credit risk prediction. The article at hand contributes to the current literature on logistic regression fourfold: First, it is demonstrated that the binary logistic regression automatically meets its model assumptions under very general conditions. This result explains, at least in part, the logistic regression's popularity. Second, the requirement of homoscedasticity in the context of binary logistic regression is theoretically substantiated. The variances among the groups of defaulted and non-defaulted obligors have to be the same across the level of the aggregated default indicators in order to achieve linear logits. Third, this article sheds some light on the question why nonlinear logits might be superior to linear logits in case of a small amount of data. Fourth, an innovative methodology for estimating correlations between obligor-specific log-odds is proposed. In order to crystallize the key ideas, this paper focuses on the example of credit risk prediction. However, the results presented in this paper can easily be transferred to any other field of application.

Keywords: correlation, credit risk estimation, default correlation, homoscedasticity, logistic regression, nonlinear logistic regression

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3322 Physical Interaction Mappings: Utilizing Cognitive Load Theory in Order to Enhance Physical Product Interaction

Authors: Bryan Young, Andrew Wodehouse, Marion Sheridan

Abstract:

The availability of working memory has long been identified as a critical aspect of an instructional design. Many conventional instructional procedures impose irrelevant or unrelated cognitive loads on the learner due to the fact that they were created without contemplation, or understanding, of cognitive work load. Learning to physically operate traditional products can be viewed as a learning process akin to any other. As such, many of today's products, such as cars, boats, and planes, which have traditional controls that predate modern user-centered design techniques may be imposing irrelevant or unrelated cognitive loads on their operators. The goal of the research was to investigate the fundamental relationships between physical inputs, resulting actions, and learnability. The results showed that individuals can quickly adapt to input/output reversals across dimensions, however, individuals struggle to cope with the input/output when the dimensions are rotated due to the resulting increase in cognitive load.

Keywords: cognitive load theory, instructional design, physical product interactions, usability design

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3321 Model Averaging for Poisson Regression

Authors: Zhou Jianhong

Abstract:

Model averaging is a desirable approach to deal with model uncertainty, which, however, has rarely been explored for Poisson regression. In this paper, we propose a model averaging procedure based on an unbiased estimator of the expected Kullback-Leibler distance for the Poisson regression. Simulation study shows that the proposed model average estimator outperforms some other commonly used model selection and model average estimators in some situations. Our proposed methods are further applied to a real data example and the advantage of this method is demonstrated again.

Keywords: model averaging, poission regression, Kullback-Leibler distance, statistics

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3320 Establishment of the Regression Uncertainty of the Critical Heat Flux Power Correlation for an Advanced Fuel Bundle

Authors: L. Q. Yuan, J. Yang, A. Siddiqui

Abstract:

A new regression uncertainty analysis methodology was applied to determine the uncertainties of the critical heat flux (CHF) power correlation for an advanced 43-element bundle design, which was developed by Canadian Nuclear Laboratories (CNL) to achieve improved economics, resource utilization and energy sustainability. The new methodology is considered more appropriate than the traditional methodology in the assessment of the experimental uncertainty associated with regressions. The methodology was first assessed using both the Monte Carlo Method (MCM) and the Taylor Series Method (TSM) for a simple linear regression model, and then extended successfully to a non-linear CHF power regression model (CHF power as a function of inlet temperature, outlet pressure and mass flow rate). The regression uncertainty assessed by MCM agrees well with that by TSM. An equation to evaluate the CHF power regression uncertainty was developed and expressed as a function of independent variables that determine the CHF power.

Keywords: CHF experiment, CHF correlation, regression uncertainty, Monte Carlo Method, Taylor Series Method

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3319 Non-Parametric Regression over Its Parametric Couterparts with Large Sample Size

Authors: Jude Opara, Esemokumo Perewarebo Akpos

Abstract:

This paper is on non-parametric linear regression over its parametric counterparts with large sample size. Data set on anthropometric measurement of primary school pupils was taken for the analysis. The study used 50 randomly selected pupils for the study. The set of data was subjected to normality test, and it was discovered that the residuals are not normally distributed (i.e. they do not follow a Gaussian distribution) for the commonly used least squares regression method for fitting an equation into a set of (x,y)-data points using the Anderson-Darling technique. The algorithms for the nonparametric Theil’s regression are stated in this paper as well as its parametric OLS counterpart. The use of a programming language software known as “R Development” was used in this paper. From the analysis, the result showed that there exists a significant relationship between the response and the explanatory variable for both the parametric and non-parametric regression. To know the efficiency of one method over the other, the Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) are used, and it is discovered that the nonparametric regression performs better than its parametric regression counterparts due to their lower values in both the AIC and BIC. The study however recommends that future researchers should study a similar work by examining the presence of outliers in the data set, and probably expunge it if detected and re-analyze to compare results.

Keywords: Theil’s regression, Bayesian information criterion, Akaike information criterion, OLS

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3318 Use of Multistage Transition Regression Models for Credit Card Income Prediction

Authors: Denys Osipenko, Jonathan Crook

Abstract:

Because of the variety of the card holders’ behaviour types and income sources each consumer account can be transferred to a variety of states. Each consumer account can be inactive, transactor, revolver, delinquent, defaulted and requires an individual model for the income prediction. The estimation of transition probabilities between statuses at the account level helps to avoid the memorylessness of the Markov Chains approach. This paper investigates the transition probabilities estimation approaches to credit cards income prediction at the account level. The key question of empirical research is which approach gives more accurate results: multinomial logistic regression or multistage conditional logistic regression with binary target. Both models have shown moderate predictive power. Prediction accuracy for conditional logistic regression depends on the order of stages for the conditional binary logistic regression. On the other hand, multinomial logistic regression is easier for usage and gives integrate estimations for all states without priorities. Thus further investigations can be concentrated on alternative modeling approaches such as discrete choice models.

Keywords: multinomial regression, conditional logistic regression, credit account state, transition probability

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3317 Semiparametric Regression Of Truncated Spline Biresponse On Farmer Loyalty And Attachment Modeling

Authors: Adji Achmad Rinaldo Fernandes

Abstract:

Regression analysis is a statistical method that is able to describe and predict causal relationships between individuals. Not all relationships have a known curve shape; often, there are relationship patterns that cannot be known in the shape of the curve; besides that, a cause can have an impact on more than one effect, so that between effects can also have a close relationship in it. Regression analysis that can be done to find out the relationship can be brought closer to the semiparametric regression of truncated spline biresponse. The purpose of this study is to examine the function estimator and determine the best model of truncated spline biresponse semiparametric regression. The results of the secondary data study showed that the best model with the highest order of quadratic and a maximum of two knots with a Goodness of fit value in the form of Adjusted R2 of 88.5%.

Keywords: biresponse, farmer attachment, farmer loyalty, truncated spline

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3316 Internet Purchases in European Union Countries: Multiple Linear Regression Approach

Authors: Ksenija Dumičić, Anita Čeh Časni, Irena Palić

Abstract:

This paper examines economic and Information and Communication Technology (ICT) development influence on recently increasing Internet purchases by individuals for European Union member states. After a growing trend for Internet purchases in EU27 was noticed, all possible regression analysis was applied using nine independent variables in 2011. Finally, two linear regression models were studied in detail. Conducted simple linear regression analysis confirmed the research hypothesis that the Internet purchases in analysed EU countries is positively correlated with statistically significant variable Gross Domestic Product per capita (GDPpc). Also, analysed multiple linear regression model with four regressors, showing ICT development level, indicates that ICT development is crucial for explaining the Internet purchases by individuals, confirming the research hypothesis.

Keywords: European union, Internet purchases, multiple linear regression model, outlier

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3315 Dynamic Changes in NT-proBNP Levels in Unrelated Donors during Hematopoietic Stem Cells Mobilization

Authors: Natalia V. Minaeva, Natalia A. Zorina, Marina N. Khorobrikh, Philipp S. Sherstnev, Tatiana V. Krivokorytova, Alexander S. Luchinin, Maksim S. Minaev, Igor V. Paramonov

Abstract:

Background. Over the last few decades, the Center for International Blood and Marrow Transplant Research (CIBMTR) and the World Marrow Donor Association (WMDA) have been actively working to ensure the safety of the hematopoietic stem cell (HSC) donation process. Registration of adverse events that may occur during the donation period and establishing a relationship between donation and side effects are included in the WMDA international standards. The level of blood serum N-terminal pro-brain natriuretic peptide (NT-proBNP) is an early marker of myocardial stress. Due to the high analytical sensitivity and specificity, laboratory assessment of NT-proBNP makes it possible to objectively diagnose myocardial dysfunction. It is well known that the main stimulus for proBNP synthesis and secretion from atrial and ventricular cardiac myocytes is myocyte stretch and increasement of myocardial extensibility and pressure in the heart chambers. Аim. The aim of the study was to assess the dynamic changes in the levels of blood serum N-terminal pro-brain natriuretic peptide of unrelated donors at various stages of hematopoietic stem cell mobilization. Materials. We have examined 133 unrelated donors, including 92 men and 41 women, that have been included into the study. The NT-proBNP levels were measured before the start of mobilization, then on the day of apheresis, and after the donation of allogeneic HSC. The relationship between NT-proBNP levels and body mass index (BMI), ferritin, hemoglobin, and white blood cells (WBC) levels was assessed on the day of apheresis. The median age of donors was 34 years. Mobilization of HSCs was managed with filgrastim administration at a dose of 10 μg/kg daily for 4-5 days. The first leukocytapheresis was performed on day 4 from the start of filgrastim administration. Quantitative values of the blood serum NT-proBNP level are presented as a median (Me), first and third quartiles (Q1-Q3). Comparative analysis was carried out using the t-test and correlation analysis as well by Spearman method. Results. The baseline blood serum NT-proBNP levels in all 133 donors were within the reference values (<125 pg/ml) and equaled 21,6 (10,0; 43,3) pg/ml. At the same time, the level of NT-proBNP in women was significantly higher than that of men. On the day of the HSC apheresis, a significant increase of blood serum NT-proBNP levels was detected and equald 131,2 (72,6; 165,3) pg/ml (p<0,001), with higher rates in female donors. A statistically significant weak inverse correleation was established between the level of NT-proBNP and the BMI of donors (-0.18, p = 0,03), as well as the level of hemoglobin (-0.33, p <0,001), and ferritin levels (-0.19, p = 0,03). No relationship has been established between the magnitude of WBC levels achieved as a result of the mobilization of HSC on the day of leukocytapheresis. A day after the apheresis, the blood serum NT-proBNP levels still exceeded the reference values, but there was a decreasing tendency. Conclusion. An increase of the blood serum NT-proBNP level in unrelated donors during the mobilization of HSC was established. Future studies should clarify the reason for this phenomenon, as well as its effects on donors' long-term health.

Keywords: unrelated donors, mobilization, hematopoietic stem cells, N-terminal pro-brain natriuretic peptide

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3314 Copula-Based Estimation of Direct and Indirect Effects in Path Analysis Models

Authors: Alam Ali, Ashok Kumar Pathak

Abstract:

Path analysis is a statistical technique used to evaluate the direct and indirect effects of variables in path models. One or more structural regression equations are used to estimate a series of parameters in path models to find the better fit of data. However, sometimes the assumptions of classical regression models, such as ordinary least squares (OLS), are violated by the nature of the data, resulting in insignificant direct and indirect effects of exogenous variables. This article aims to explore the effectiveness of a copula-based regression approach as an alternative to classical regression, specifically when variables are linked through an elliptical copula.

Keywords: path analysis, copula-based regression models, direct and indirect effects, k-fold cross validation technique

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3313 Optimization of Slider Crank Mechanism Using Design of Experiments and Multi-Linear Regression

Authors: Galal Elkobrosy, Amr M. Abdelrazek, Bassuny M. Elsouhily, Mohamed E. Khidr

Abstract:

Crank shaft length, connecting rod length, crank angle, engine rpm, cylinder bore, mass of piston and compression ratio are the inputs that can control the performance of the slider crank mechanism and then its efficiency. Several combinations of these seven inputs are used and compared. The throughput engine torque predicted by the simulation is analyzed through two different regression models, with and without interaction terms, developed according to multi-linear regression using LU decomposition to solve system of algebraic equations. These models are validated. A regression model in seven inputs including their interaction terms lowered the polynomial degree from 3rd degree to 1st degree and suggested valid predictions and stable explanations.

Keywords: design of experiments, regression analysis, SI engine, statistical modeling

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3312 An Epsilon Hierarchical Fuzzy Twin Support Vector Regression

Authors: Arindam Chaudhuri

Abstract:

The research presents epsilon- hierarchical fuzzy twin support vector regression (epsilon-HFTSVR) based on epsilon-fuzzy twin support vector regression (epsilon-FTSVR) and epsilon-twin support vector regression (epsilon-TSVR). Epsilon-FTSVR is achieved by incorporating trapezoidal fuzzy numbers to epsilon-TSVR which takes care of uncertainty existing in forecasting problems. Epsilon-FTSVR determines a pair of epsilon-insensitive proximal functions by solving two related quadratic programming problems. The structural risk minimization principle is implemented by introducing regularization term in primal problems of epsilon-FTSVR. This yields dual stable positive definite problems which improves regression performance. Epsilon-FTSVR is then reformulated as epsilon-HFTSVR consisting of a set of hierarchical layers each containing epsilon-FTSVR. Experimental results on both synthetic and real datasets reveal that epsilon-HFTSVR has remarkable generalization performance with minimum training time.

Keywords: regression, epsilon-TSVR, epsilon-FTSVR, epsilon-HFTSVR

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