Search results for: statistic regression

Authors: Ekele Alih, Enejo Jalija

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Female Genital Mutilation (FGM) is made up of three types namely: Clitoridectomy, Excision and Infibulation. In this study, we examine the factors responsible for FGM in order to identify the causality variables in a logistic regression approach. From the result of the survey conducted by the Public Health Division, Nigeria Institute of Medical Research, Yaba, Lagos State, the tau statistic, τ was used to screen 9 factors that causes FGM in order to select few of the predictors before multiple regression equation is obtained. The need for this may be that the sample size may not be able to sustain having a regression with all the predictors or to avoid multi-collinearity. A total of 300 respondents, comprising 150 adult males and 150 adult females were selected for the household survey based on the multi-stage sampling procedure. The tau statistic,

Keywords: female genital mutilation, logistic regression, tau statistic, African society

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Authors: Chen Li-Ching

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The multinomial logistic regression model is used popularly for inferring the relationship of risk factors and disease with multiple categories. This study based on the discrepancy between the nonparametric maximum likelihood estimator and semiparametric maximum likelihood estimator of the cumulative distribution function to propose a Kolmogorov-Smirnov type test statistic to assess adequacy of the multinomial logistic regression model for case-control data. A bootstrap procedure is presented to calculate the critical value of the proposed test statistic. Empirical type I error rates and powers of the test are performed by simulation studies. Some examples will be illustrated the implementation of the test.

Keywords: case-control studies, goodness-of-fit test, Kolmogorov-Smirnov test, multinomial logistic regression

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Authors: Li-Ching Chen

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The case-control design has been widely applied in clinical and epidemiological studies to investigate the association between risk factors and a given disease. The retrospective design can be easily implemented and is more economical over prospective studies. To adjust effects for confounding factors, methods such as stratification at the design stage and may be adopted. When some major confounding factors are difficult to be quantified, a matching design provides an opportunity for researchers to control the confounding effects. The matching effects can be parameterized by the intercepts of logistic models and the conditional logistic regression analysis is then adopted. This study demonstrates an information-matrix-based goodness-of-fit statistic to test the validity of the logistic regression model for matched case-control data. The asymptotic null distribution of this proposed test statistic is inferred. It needs neither to employ a simulation to evaluate its critical values nor to partition covariate space. The asymptotic power of this test statistic is also derived. The performance of the proposed method is assessed through simulation studies. An example of the real data set is applied to illustrate the implementation of the proposed method as well.

Keywords: conditional logistic model, goodness-of-fit, information matrix, matched case-control studies

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Authors: A. Bekbaev, M. Dzhamanbaev, R. Abitaeva, A. Karbozova, G. Nabyeva

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In this paper, the regression dependence of dancing intensity from wind speed and length of span was established due to the statistic data obtained from multi-year observations on line wires dancing accumulated by power systems of Kazakhstan and the Russian Federation. The lower and upper limitations of the equations parameters were estimated, as well as the adequacy of the regression model. The constructed model will be used in research of dancing phenomena for the development of methods and means of protection against dancing and for zoning plan of the territories of line wire dancing.

Keywords: power lines, line wire dancing, dancing intensity, regression equation, dancing area intensity

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Authors: Ana Paula Camelo, Keila Sanches

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The Geographically Weighted Regression (GWR) was proposed in geography literature to allow relationship in a regression model to vary over space. In Brazil, the agricultural exploitation of the Cerrado Biome is the main cause of deforestation. In this study, we propose a methodology using geostatistical methods to characterize the spatial dependence of deforestation in the Cerrado based on agricultural production indicators. Therefore, it was used the set of exploratory spatial data analysis tools (ESDA) and confirmatory analysis using GWR. It was made the calibration a non-spatial model, evaluation the nature of the regression curve, election of the variables by stepwise process and multicollinearity analysis. After the evaluation of the non-spatial model was processed the spatial-regression model, statistic evaluation of the intercept and verification of its effect on calibration. In an analysis of Spearman’s correlation the results between deforestation and livestock was +0.783 and with soybeans +0.405. The model presented R²=0.936 and showed a strong spatial dependence of agricultural activity of soybeans associated to maize and cotton crops. The GWR is a very effective tool presenting results closer to the reality of deforestation in the Cerrado when compared with other analysis.

Keywords: deforestation, geographically weighted regression, land use, spatial analysis

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Authors: Lavinia B. Dulla

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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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Authors: Apollinaire Barme, Simon Tamayo, Arthur Gaudron

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This paper presents a statistical approach to identify explanatory variables linearly related to e-commerce sales. The proposed methodology allows specifying a regression model in order to quantify the relevance between openly available data (economic and demographic) and national e-commerce sales. The proposed methodology consists in collecting data, preselecting input variables, performing regressions for choosing variables and models, testing and validating. The usefulness of the proposed approach is twofold: on the one hand, it allows identifying the variables that influence e- commerce sales with an accessible approach. And on the other hand, it can be used to model future sales from the input variables. Results show that e-commerce is linearly dependent on 11 economic and demographic indicators.

Keywords: e-commerce, statistical modeling, regression, empirical research

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Authors: Pisit Potjanajaruwit

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TThe research objective was to study the integrated marketing communication strategy that is affecting the student’s decision making to study at Rajabhat University in Thailand. This research is a quantitative research. The sampling for this study is the first year students of Rajabhat University for 400 sampling. The data collection is made by a questionnaire. The data analysis by the descriptive statistic include frequency, percentage, mean and standardization and influence statistic as the multiple regression. The results show that integrated marketing communication including the advertising, public relation, sale promotion is important and significant with the student’s making decision in terms of brand awareness and brand recognized. The university scholar and word of mouth have an impact on decision-making of the student. The direct marketing such as Facebook also relate to the student decision. In addition, we found that the marketing communication budget, university brand positioning and university mission have the direct effect on the marketing communication.

Keywords: decision making of higher education, integrated marketing communication, rajabhat university, social media

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Authors: Songul Cinaroglu

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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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Authors: Elena Castillo-López, Raúl Pereda, Julio Manuel de Luis, Rubén Pérez, Felipe Piña

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Sediments are an important source of accumulation of toxic contaminants within the aquatic environment. Bioassays are a powerful tool for the study of sediments in relation to their toxicity, but they can be expensive. This article presents a methodology to estimate the main physical property of intertidal sediments in coastal zones: heavy metals concentration. This study, which was developed in the Bay of Santander (Spain), applies classical and robust statistic to CASI-2 hyperspectral images to estimate heavy metals presence and ecotoxicity (TOC). Simultaneous fieldwork (radiometric and chemical sampling) allowed an appropriate atmospheric correction to CASI-2 images.

Keywords: remote sensing, intertidal sediment, airborne sensors, heavy metals, eTOCoxicity, robust statistic, estimation

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Authors: Autcha Araveeporn

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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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Authors: Samuel Asiedu-Addo, Jonathan Annan, Yarhands Dissou Arthur

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The study aims to explore the relational effect of lecturers’ personal attribute on student’s interest in statistics. In this study personal attributes of lecturers’ such as lecturer’s dynamism, communication strategies and rapport in the classroom as well as applied knowledge during lecture were examined. Here, exploratory research design was used to establish the effect of lecturer’s personal attributes on student’s interest. Data were analyzed by means of confirmatory factor analysis and structural equation modeling (SEM) using the SmartPLS 3 program. The study recruited 376 students from the faculty of technical and vocational education of the University of Education Winneba Kumasi campus, and Ghana Technology University College as well as Kwame Nkrumah University of science and Technology. The results revealed that personal attributes of an effective lecturer were lecturer’s dynamism, rapport, communication and applied knowledge contribute (52.9%) in explaining students interest in statistics. Our regression analysis and structural equation modeling confirm that lecturers personal attribute contribute effectively by predicting student’s interest of 52.9% and 53.7% respectively. The paper concludes that the total effect of a lecturer’s attribute on student’s interest is moderate and significant. While a lecturer’s communication and dynamism were found to contribute positively to students’ interest, they were insignificant in predicting students’ interest. We further showed that a lecturer’s personal attributes such as applied knowledge and rapport have positive and significant effect on tertiary student’s interest in statistic, whilst lecturers’ communication and dynamism do not significantly affect student interest in statistics; though positively related.

Keywords: student interest, effective teacher, personal attributes, regression and SEM

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Authors: Carla Silva

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The aim of this research is to study the relationship between the performance of humanities students in different statistics classes and their performance in their specific courses. Several factors are been studied, such as gender and final grades in statistics and math. Participants of this study comprised a sample of students at a Lisbon University during their academic year. A significant relationship tends to appear between these factors and the performance of these students. However this relationship tends to be stronger with students who had previous studied calculus and math.

Keywords: education, performance, statistic, humanities

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Authors: Ayman Baklizi

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This paper discusses the problem of testing hypotheses about the lifetime distributions of a matched pair based on censored data. A distribution free test based on a runs statistic is proposed. Its null distribution and power function are found in a simple convenient form. Some properties of the test statistic and its power function are studied.

Keywords: censored data, distribution free, matched pair, runs statistics

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Authors: Rafida M. Elobaid

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Most of the literature on goodness-of-fit test try to provide a theoretical basis for studying empirical distribution functions. Such goodness-of-fit tests are Kolmogorove-Simirnov and Crumer-Von Mises Type tests. However, it is likely that most of literature has not focused in details on the relationship of the values of the test statistics and skewness or kurtosis. The aim of this study is to investigate the behavior of the values of the χ2 test statistic with the variation of the skewness of right skewed distribution. A simulation study is conducted to generate random numbers from Weibull distribution. For a fixed sample sizes, different levels of skewness are considered, and the corresponding values of the χ2 test statistic are calculated. Using different sample sizes, the results show an inverse relationship between the value of χ2 test and the level of skewness for Wiebull distribution, i.e the value of χ2 test statistic decreases as the value of skewness increases. The research results also show that with large values of skewness we are more confident that the data follows the assumed distribution. Nonparametric Kendall τ test is used to confirm these results.

Keywords: goodness-of-fit test, chi-square test, simulation, continuous right skewed distributions

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Authors: Malika Kharouf, Aly Chkeir, Khac Tuan Huynh

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Detecting change points in time series data is a challenging problem, especially in scenarios where there is limited prior knowledge regarding the data’s distribution and the nature of the transitions. We present a method designed for detecting changes in the covariance structure of high-dimensional time series data, where the number of variables closely matches the data length. Our objective is to achieve unbiased test statistic estimation under the null hypothesis. We delve into the utilization of Random Matrix Theory to analyze the behavior of our test statistic within a high-dimensional context. Specifically, we illustrate that our test statistic converges pointwise to a normal distribution under the null hypothesis. To assess the effectiveness of our proposed approach, we conduct evaluations on a simulated dataset. Furthermore, we employ our method to examine changes aimed at detecting frailty in the elderly.

Keywords: change point detection, hypothesis tests, random matrix theory, frailty in elderly

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Authors: Lei Bi, Yunpeng Jiao, Chunjiang Liu, Jianhua Chen, Wei Ge

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Two energy paths are proposed from thermodynamic viewpoints. Energy consumption means total power input to the specific system, and it can be decomposed into energy retention and energy dissipation. Energy retention is the variation of accumulated mechanical energy in the system, and energy dissipation is the energy converted to heat by irreversible processes. Based on the Computational Fluid Dynamics-Discrete Element Method (CFD-DEM) framework, different energy terms are quantified from the specific flow elements of fluid cells and particles as well as their interactions with the wall. Direct energy consumption statistics are carried out for both cold and hot flow in gas-solid fluidization systems. To clarify the statistic method, it is necessary to identify which system is studied: the particle-fluid system or the particle sub-system. For the cold flow, the total energy consumption of the particle sub-system can predict the onset of bubbling and turbulent fluidization, while the trends of local energy consumption can reflect the dynamic evolution of mesoscale structures. For the hot flow, different heat transfer mechanisms are analyzed, and the original solver is modified to reproduce the experimental results. The influence of the heat transfer mechanisms and heat source on energy consumption is also investigated. The proposed statistic method has proven to be energy-conservative and easy to conduct, and it is hopeful to be applied to other multiphase flow systems.

Keywords: energy consumption statistic, gas-solid fluidization, CFD-DEM, regime transition, heat transfer mechanism

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Authors: Anastasiia Yu. Timofeeva

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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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Authors: Taoufik Benchelha, Toufik Remmal, Rachid El Hamdouni, Hamou Mansouri, Houssein Ejjaouani, Halima Jounaid, Said Benchelha

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During the earthworks for the construction of Marrakech-Agadir highway in southern Morocco, which crosses mountainous areas of the High Western Atlas, the main problem faced is the stability of the slopes. Indeed, the use of explosives as a means of excavation associated with the geological structure of the terrain encountered can trigger major ruptures and cause damage which depends on the intrinsic characteristics of the rock mass. The study consists of a geological and geotechnical analysis of several unstable zones located along the route, mobilizing millions of cubic meters of rock, with deduction of the parameters influencing slope stability. From this analysis, a predictive model for rock mass stability is carried out, based on a statistic method of logistic regression, in order to predict the geomechanical behavior of the rock slopes constrained by earthworks.

Keywords: explosive, logistic regression, rock mass, slope stability

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Authors: Yi-Cheng Tian, Miin-Shen Yang

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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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Authors: Kisan Sarda, Bhavika Shingote

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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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Authors: Musthaya Patchanee

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This research aimed to study form of traffic distribution and environmental factors of road that affect traffic accidents in Dusit District, only areas responsible of Samsen Police Station. Data used in this analysis is the secondary data of traffic accident case from year 2011. Observed area units are 15 traffic lines that are under responsible of Samsen Police Station. Technique and method used are the Cartographic Method, the Correlation Analysis, and the Multiple Regression Analysis. The results of form of traffic accidents show that, the Samsen Road area had most traffic accidents (24.29%), second was Rachvithi Road (18.10%), third was Sukhothai Road (15.71%), fourth was Rachasrima Road (12.38%), and fifth was Amnuaysongkram Road (7.62%). The result from Dusit District, only areas responsible of Samsen police station, has suggested that the scale of accidents have high positive correlation with statistic significant at level 0.05 and the frequency of travel (r=0.857). Traffic intersection point (r=0.763)and traffic control equipments (r=0.713) are relevant factors respectively. By using the Multiple Regression Analysis, travel frequency is the only one that has considerable influences on traffic accidents in Dusit district only Samsen Police Station area. Also, a factor in frequency of travel can explain the change in traffic accidents scale to 73.40 (R2 = 0.734). By using the Multiple regression summation from analysis was Y ̂=-7.977+0.044X6.

Keywords: form of traffic distribution, environmental factors of road, traffic accidents, Dusit district

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Authors: Moh'd Alodat

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In this paper, we discuss the power function distribution and derive the maximum likelihood estimator of its parameter as well as the reliability parameter. We derive the large sample properties of the estimators based on the selective order statistic scheme. We conduct simulation studies to investigate the significance of the selective order statistic scheme in our setup and to compare the efficiency of the new proposed estimators.

Keywords: fisher information, maximum likelihood estimator, power function distribution, ranked set sampling, selective order statistics sampling

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Authors: Suparman

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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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Authors: Idrissa Kayijuka

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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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Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

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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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Authors: Shiwei Deng, Yang Bao

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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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Authors: Suparman

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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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Authors: Shih-Pin Chen, Shih-Syuan You

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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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Authors: Jan Henrik Wosnitza

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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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