Search results for: Seemingly Unrelated Regression.

Authors: Walid S. Abd El-hamid, Sherif S. El-etriby, Mohiy M. Hadhoud

Abstract:

This paper presents a new methodology to select test cases from regression test suites. The selection strategy is based on analyzing the dynamic behavior of the applications that written in any programming language. Methods based on dynamic analysis are more safe and efficient. We design a technique that combine the code based technique and model based technique, to allow comparing the object oriented of an application that written in any programming language. We have developed a prototype tool that detect changes and select test cases from test suite.

Keywords: Regression testing, Model based testing, Dynamicbehavior.

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Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.

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Authors: K. Jyothi, T. S. Mohamed Saleem, L. Vineela, C. Gopinath, K. B. Yadavender Reddy

Abstract:

Objective: Acute coronary syndrome is a clinical condition encompassing ST segments elevation myocardial infraction, Non ST segment is elevation myocardial infraction and un stable angina is characterized by ruptured coronary plaque, stress and myocardial injury. Angina pectoris is a pressure like pain in the chest that is induced by exertion or stress and relived with in the minute after cessation of effort or using sublingual nitroglycerin. The present research was undertaken to study the drug utilization pattern of antiplatelet drugs for the ischemic heart disease in a tertiary care hospital. Method: The present study is retrospective drug utilization study and study period is 6months. The data is collected from the discharge case sheet of general medicine department from medical department Rajiv Gandhi institute of medical sciences, Kadapa. The tentative sample size fixed was 250 patients. Out of 250 cases 19 cases was excluded because of unrelated data. Results: A total of 250 prescriptions were collected for the study according to the inclusion criteria 233 prescriptions were diagnosed with ischemic heart disease 17 prescriptions were excluded due to unrelated information. out of 233 prescriptions 128 are male (54.9%) and 105 patients are were female (45%). According to the gender distribution, the prevalence of ischemic heart disease in males are 90 (70.31%) and females are 39 (37.1%). In the same way the prevalence of ischemic heart disease along with cerebrovascular disease in males are 39 (29.6%) and females are 66 (62.6%). Conclusion: We found that 94.8% of drug utilization of antiplatelet drugs was achieved in the Rajiv Gandhi institute of medical sciences, Kadapa from 2011-2012.

Keywords: Angina pectoris, aspirin, clopidogrel, myocardial infarction.

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Authors: Alla A. Mityureva

Abstract:

The available data on the cross sections of electronimpact excitation of krypton 5s and 5p configuration levels out of the ground state are represented in convenient and compact form. The results are obtained by regression through all known published data related to this process.

Keywords: Cross section, electron excitation, krypton, regression

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Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.

Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.

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Authors: G. Lavanya Devi, Allam Appa Rao, A. Damodaram, GR Sridhar, G. Jaya Suma

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Cluster analysis divides data into groups that are meaningful, useful, or both. Analysis of biological data is creating a new generation of epidemiologic, prognostic, diagnostic and treatment modalities. Clustering of protein sequences is one of the current research topics in the field of computer science. Linear relation is valuable in rule discovery for a given data, such as if value X goes up 1, value Y will go down 3", etc. The classical linear regression models the linear relation of two sequences perfectly. However, if we need to cluster a large repository of protein sequences into groups where sequences have strong linear relationship with each other, it is prohibitively expensive to compare sequences one by one. In this paper, we propose a new technique named General Regression Model Technique Clustering Algorithm (GRMTCA) to benignly handle the problem of linear sequences clustering. GRMT gives a measure, GR*, to tell the degree of linearity of multiple sequences without having to compare each pair of them.

Keywords: Clustering, General Regression Model, Protein Sequences, Similarity Measure.

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Authors: S. Deswal, M. Pal

Abstract:

Presently various computational techniques are used in modeling and analyzing environmental engineering data. In the present study, an intra-comparison of polynomial and radial basis kernel functions based on Support Vector Regression and, in turn, an inter-comparison with Multi Linear Regression has been attempted in modeling mass transfer capacity of vertical (θ = 90O) and inclined (θ multiple plunging jets (varying from 1 to 16 numbers). The data set used in this study consists of four input parameters with a total of eighty eight cases, forty four each for vertical and inclined multiple plunging jets. For testing, tenfold cross validation was used. Correlation coefficient values of 0.971 and 0.981 along with corresponding root mean square error values of 0.0025 and 0.0020 were achieved by using polynomial and radial basis kernel functions based Support Vector Regression respectively. An intra-comparison suggests improved performance by radial basis function in comparison to polynomial kernel based Support Vector Regression. Further, an inter-comparison with Multi Linear Regression (correlation coefficient = 0.973 and root mean square error = 0.0024) reveals that radial basis kernel functions based Support Vector Regression performs better in modeling and estimating mass transfer by multiple plunging jets.

Keywords: Mass transfer, multiple plunging jets, polynomial and radial basis kernel functions, Support Vector Regression.

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Authors: Wanatchapong Kongkaew

Abstract:

This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.

 

Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness.

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Authors: M. K. Pradhan, C. K. Biswas,

Abstract:

In the current research, neuro-fuzzy model and regression model was developed to predict Material Removal Rate in Electrical Discharge Machining process for AISI D2 tool steel with copper electrode. Extensive experiments were conducted with various levels of discharge current, pulse duration and duty cycle. The experimental data are split into two sets, one for training and the other for validation of the model. The training data were used to develop the above models and the test data, which was not used earlier to develop these models were used for validation the models. Subsequently, the models are compared. It was found that the predicted and experimental results were in good agreement and the coefficients of correlation were found to be 0.999 and 0.974 for neuro fuzzy and regression model respectively

Keywords: Electrical discharge machining, material removal rate, neuro-fuzzy model, regression model, mountain clustering.

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Authors: Ivaylo I. Atanasov, Evelina N.Pencheva

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This paper presents a mark-up approach to service creation in Next Generation Networks. The approach allows deriving added value from network functions exposed by Parlay/OSA (Open Service Access) interfaces. With OSA interfaces service logic scripts might be executed both on callrelated and call-unrelated events. To illustrate the approach XMLbased language constructions for data and method definitions, flow control, time measuring and supervision and database access are given and an example of OSA application is considered.

Keywords: Service creation, mark-up approach.

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Authors: Wei Zhang, Su-Yan Tang, Yi-Fan Zhu, Wei-Ping Wang

Abstract:

Support vector regression (SVR) has been regarded as a state-of-the-art method for approximation and regression. The importance of kernel function, which is so-called admissible support vector kernel (SV kernel) in SVR, has motivated many studies on its composition. The Gaussian kernel (RBF) is regarded as a “best" choice of SV kernel used by non-expert in SVR, whereas there is no evidence, except for its superior performance on some practical applications, to prove the statement. Its well-known that reproducing kernel (R.K) is also a SV kernel which possesses many important properties, e.g. positive definiteness, reproducing property and composing complex R.K by simpler ones. However, there are a limited number of R.Ks with explicit forms and consequently few quantitative comparison studies in practice. In this paper, two R.Ks, i.e. SV kernels, composed by the sum and product of a translation invariant kernel in a Sobolev space are proposed. An exploratory study on the performance of SVR based general R.K is presented through a systematic comparison to that of RBF using multiple criteria and synthetic problems. The results show that the R.K is an equivalent or even better SV kernel than RBF for the problems with more input variables (more than 5, especially more than 10) and higher nonlinearity.

Keywords: admissible support vector kernel, reproducing kernel, reproducing kernel Hilbert space, support vector regression.

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Authors: Fereydoon Sarmadian, Ali Keshavarzi

Abstract:

Study of soil properties like field capacity (F.C.) and permanent wilting point (P.W.P.) play important roles in study of soil moisture retention curve. Although these parameters can be measured directly, their measurement is difficult and expensive. Pedotransfer functions (PTFs) provide an alternative by estimating soil parameters from more readily available soil data. In this investigation, 70 soil samples were collected from different horizons of 15 soil profiles located in the Ziaran region, Qazvin province, Iran. The data set was divided into two subsets for calibration (80%) and testing (20%) of the models and their normality were tested by Kolmogorov-Smirnov method. Both multivariate regression and artificial neural network (ANN) techniques were employed to develop the appropriate PTFs for predicting soil parameters using easily measurable characteristics of clay, silt, O.C, S.P, B.D and CaCO3. The performance of the multivariate regression and ANN models was evaluated using an independent test data set. In order to evaluate the models, root mean square error (RMSE) and R2 were used. The comparison of RSME for two mentioned models showed that the ANN model gives better estimates of F.C and P.W.P than the multivariate regression model. The value of RMSE and R2 derived by ANN model for F.C and P.W.P were (2.35, 0.77) and (2.83, 0.72), respectively. The corresponding values for multivariate regression model were (4.46, 0.68) and (5.21, 0.64), respectively. Results showed that ANN with five neurons in hidden layer had better performance in predicting soil properties than multivariate regression.

Keywords: Artificial neural network, Field capacity, Permanentwilting point, Pedotransfer functions.

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Authors: Monika Chuchro

Abstract:

This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain subgroups of time series data with normal distribution from the inflow into wastewater treatment plant data, composed of several groups differing by mean value. Two simple algorithms, K-mean and EM, were chosen as a clustering method. The Rand index was used to measure the similarity. After simple meta-clustering, a regression model was performed for each subgroups. The final model was a sum of the subgroups models. The quality of the obtained model was compared with the regression model made using the same explanatory variables, but with no clustering of data. Results were compared using determination coefficient (R2), measure of prediction accuracy- mean absolute percentage error (MAPE) and comparison on a linear chart. Preliminary results allow us to foresee the potential of the presented technique.

Keywords: Clustering, Data analysis, Data mining, Predictive models.

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Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

Abstract:

Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: Bootstrap, Edgeworth approximation, independent and Identical distributed, quantile.

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Authors: Cristina G. Dascalu, Elena Mihaela Carausu, Daniela Manuc

Abstract:

The medical studies often require different methods for parameters selection, as a second step of processing, after the database-s designing and filling with information. One common task is the selection of fields that act as risk factors using wellknown methods, in order to find the most relevant risk factors and to establish a possible hierarchy between them. Different methods are available in this purpose, one of the most known being the binary logistic regression. We will present the mathematical principles of this method and a practical example of using it in the analysis of the influence of 10 different psychiatric diagnostics over 4 different types of offences (in a database made from 289 psychiatric patients involved in different types of offences). Finally, we will make some observations about the relation between the risk factors hierarchy established through binary logistic regression and the individual risks, as well as the results of Chi-squared test. We will show that the hierarchy built using the binary logistic regression doesn-t agree with the direct order of risk factors, even if it was naturally to assume this hypothesis as being always true.

Keywords: Databases, risk factors, binary logisticregression, hierarchy.

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Authors: Chie Obayashi, Hidekazu Tanaka, Yoshiji Takagi

Abstract:

In multi-parameter family of distributions, conditions for a modified maximum likelihood estimator to be second order admissible are given. Applying these results to the multi-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second order inadmissible. Also, conditions for the Berkson estimator to be second order admissible are given.

Keywords: Berkson estimator, modified maximum likelihood estimator, Multi-parameter logistic regression model, second order admissibility.

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Authors: Cheika Jahangeer, Naushad Mamode Khan, Maleika Heenaye-Mamode Khan

Abstract:

Exclusive breastfeeding is the feeding of a baby on no other milk apart from breast milk. Exclusive breastfeeding during the first 6 months of life is of fundamental importance because it supports optimal growth and development during infancy and reduces the risk of obliterating diseases and problems. Moreover, in developed countries, exclusive breastfeeding has decreased the incidence and/or severity of diarrhea, lower respiratory infection and urinary tract infection. In this paper, we study the factors that influence exclusive breastfeeding and use the Generalized Poisson regression model to analyze the practices of exclusive breastfeeding in Mauritius. We develop two sets of quasi-likelihood equations (QLE)to estimate the parameters.

Keywords: Exclusive breastfeeding, Regression model, Quasilikelihood.

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Authors: Ehab Mourtaga, Ahmad Sharieh, Mousa Abdallah

Abstract:

An automatic speech recognition system for the formal Arabic language is needed. The Quran is the most formal spoken book in Arabic, it is spoken all over the world. In this research, an automatic speech recognizer for Quranic based speakerindependent was developed and tested. The system was developed based on the tri-phone Hidden Markov Model and Maximum Likelihood Linear Regression (MLLR). The MLLR computes a set of transformations which reduces the mismatch between an initial model set and the adaptation data. It uses the regression class tree, as well as, estimates a set of linear transformations for the mean and variance parameters of a Gaussian mixture HMM system. The 30th Chapter of the Quran, with five of the most famous readers of the Quran, was used for the training and testing of the data. The chapter includes about 2000 distinct words. The advantages of using the Quranic verses as the database in this developed recognizer are the uniqueness of the words and the high level of orderliness between verses. The level of accuracy from the tested data ranged 68 to 85%.

Keywords: Hidden Markov Model (HMM), MaximumLikelihood Linear Regression (MLLR), Quran, Regression ClassTree, Speech Recognition, Speaker-independent.

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Authors: Naushad Mamode Khan, Cheika Jahangeer, Maleika Heenaye-Mamode Khan

Abstract:

Exclusive breastfeeding is the feeding of a baby on no other milk apart from breast milk. Exclusive breastfeeding during the first 6 months of life is very important as it supports optimal growth and development during infancy and reduces the risk of obliterating diseases and problems. Moreover, it helps to reduce the incidence and/or severity of diarrhea, lower respiratory infection and urinary tract infection. In this paper, we make a survey of the factors that influence exclusive breastfeeding and use two dispersed statistical models to analyze data. The models are the Generalized Poisson regression model and the Com-Poisson regression models.

Keywords: Exclusive breastfeeding, regression model, generalized poisson, com-poisson.

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Authors: D. Lingaraju, K. Ramji, M. Pramiladevi, U. Rajyalakshmi

Abstract:

Exploding concentrated underwater charges to damage underwater structures such as ship hulls is a part of naval warfare strategies. Adding small amounts of foreign particles (like clay or silica) of nanosize significantly improves the engineering properties of the polymers. In the present work the clay in terms 1, 2 and 3 percent by weight was surface treated with a suitable silane agent. The hybrid nanocomposite was prepared by the hand lay-up technique. Mathematical regression models have been employed for theoretical prediction. This will result in considerable savings in terms of project time, effort and cost.

Keywords: ANOVA, clay, halloysite, nanocomposites, underwater shock, regression, silica.

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Authors: S. Deswal, M. Pal

Abstract:

The paper aims to compare the performance of vertical and inclined multiple plunging jets and to model and predict their mass transfer capacity by multi-linear regression based approach. The multiple vertical plunging jets have jet impact angle of θ = 90^O; whereas, multiple inclined plunging jets have jet impact angle of θ = 60^O. The results of the study suggests that mass transfer is higher for multiple jets, and inclined multiple plunging jets have up to 1.6 times higher mass transfer than vertical multiple plunging jets under similar conditions. The derived relationship, based on multi-linear regression approach, has successfully predicted the volumetric mass transfer coefficient (K_La) from operational parameters of multiple plunging jets with a correlation coefficient of 0.973, root mean square error of 0.002 and coefficient of determination of 0.946. The results suggests that predicted overall mass transfer coefficient is in good agreement with actual experimental values; thereby, suggesting the utility of derived relationship based on multi-linear regression based approach and can be successfully employed in modeling mass transfer by multiple plunging jets.

Keywords: Mass transfer, multiple plunging jets, multi-linear regression.

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Authors: Ali Keshavarzi, Fereydoon Sarmadian

Abstract:

Investigation of soil properties like Cation Exchange Capacity (CEC) plays important roles in study of environmental reaserches as the spatial and temporal variability of this property have been led to development of indirect methods in estimation of this soil characteristic. Pedotransfer functions (PTFs) provide an alternative by estimating soil parameters from more readily available soil data. 70 soil samples were collected from different horizons of 15 soil profiles located in the Ziaran region, Qazvin province, Iran. Then, multivariate regression and neural network model (feedforward back propagation network) were employed to develop a pedotransfer function for predicting soil parameter using easily measurable characteristics of clay and organic carbon. The performance of the multivariate regression and neural network model was evaluated using a test data set. In order to evaluate the models, root mean square error (RMSE) was used. The value of RMSE and R2 derived by ANN model for CEC were 0.47 and 0.94 respectively, while these parameters for multivariate regression model were 0.65 and 0.88 respectively. Results showed that artificial neural network with seven neurons in hidden layer had better performance in predicting soil cation exchange capacity than multivariate regression.

Keywords: Easily measurable characteristics, Feed-forwardback propagation, Pedotransfer functions, CEC.

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Authors: Joonas Pääkkönen

Abstract:

In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.

Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling.

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Authors: S. Wiriyarattanakun, A. Ruengsiriwatanakun, S. Noimanee

Abstract:

The drainage Estimating is an important factor in dam management. In this paper, we use fuzzy support vector regression (FSVR) to predict the drainage of the Sirikrit Dam at Uttaradit province, Thailand. The results show that the FSVR is a suitable method in drainage estimating.

Keywords: Drainage Estimation, Prediction.

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

Abstract:

The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.

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Authors: Tessy Badriyah, Jim S. Briggs, Dave R. Prytherch

Abstract:

It is well known that Logistic Regression is the gold standard method for predicting clinical outcome, especially predicting risk of mortality. In this paper, the Decision Tree method has been proposed to solve specific problems that commonly use Logistic Regression as a solution. The Biochemistry and Haematology Outcome Model (BHOM) dataset obtained from Portsmouth NHS Hospital from 1 January to 31 December 2001 was divided into four subsets. One subset of training data was used to generate a model, and the model obtained was then applied to three testing datasets. The performance of each model from both methods was then compared using calibration (the χ2 test or chi-test) and discrimination (area under ROC curve or c-index). The experiment presented that both methods have reasonable results in the case of the c-index. However, in some cases the calibration value (χ2) obtained quite a high result. After conducting experiments and investigating the advantages and disadvantages of each method, we can conclude that Decision Trees can be seen as a worthy alternative to Logistic Regression in the area of Data Mining.

Keywords: Decision Trees, Logistic Regression, clinical outcome, risk of mortality.

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Authors: Alexander Efremov

Abstract:

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

Keywords: market identification, dynamic models, stepwise regression.

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Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

In statistics parameter theory, usually the parameter estimations have two kinds, one is the least-square estimation (LSE), and the other is the best linear unbiased estimation (BLUE). Due to the determining theorem of minimum variance unbiased estimator (MVUE), the parameter estimation of BLUE in linear model is most ideal. But since the calculations are complicated or the covariance is not given, people are hardly to get the solution. Therefore, people prefer to use LSE rather than BLUE. And this substitution will take some losses. To quantize the losses, many scholars have presented many kinds of different relative efficiencies in different views. For the linear weighted regression model, this paper discusses the relative efficiencies of LSE of β to BLUE of β. It also defines two new relative efficiencies and gives their lower bounds.

Keywords: Linear weighted regression, Relative efficiency, Lower bound, Parameter estimation.

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Authors: Jihye Jeon

Abstract:

This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.

Keywords: Multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon.

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Authors: Gints Jekabsons

Abstract:

The approach of subset selection in polynomial regression model building assumes that the chosen fixed full set of predefined basis functions contains a subset that is sufficient to describe the target relation sufficiently well. However, in most cases the necessary set of basis functions is not known and needs to be guessed – a potentially non-trivial (and long) trial and error process. In our research we consider a potentially more efficient approach – Adaptive Basis Function Construction (ABFC). It lets the model building method itself construct the basis functions necessary for creating a model of arbitrary complexity with adequate predictive performance. However, there are two issues that to some extent plague the methods of both the subset selection and the ABFC, especially when working with relatively small data samples: the selection bias and the selection instability. We try to correct these issues by model post-evaluation using Cross-Validation and model ensembling. To evaluate the proposed method, we empirically compare it to ABFC methods without ensembling, to a widely used method of subset selection, as well as to some other well-known regression modeling methods, using publicly available data sets.

Keywords: Basis function construction, heuristic search, modelensembles, polynomial regression.

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