Logistic Regression in Modelling Data for CVC - Related Infection

2000 Mathematics Subject Classification: 62J12, 62P10.

Application of Two-Phase Regression to Geotechnical Data

2000 Mathematics Subject Classification: 62F10, 62J05, 62P30

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.

Classification of Texts' Authorship Using a Regression Model on Compressed Data

2010 Mathematics Subject Classification: 68T50,62H30,62J05.

Modeling Data for Complications in Diabetics Using Logistic Regression

2010 Mathematics Subject Classification: 62P10.

Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.

Exploring demographic information in social media for product recommendation

In many e-commerce Web sites, product recommendation is essential to improve user experience and boost sales. Most existing product recommender systems rely on historical transaction records or Web-site-browsing history of consumers in order to accurately predict online users’ preferences for product recommendation. As such, they are constrained by limited information available on specific e-commerce Web sites. With the prolific use of social media platforms, it now becomes possible to extract product demographics from online product reviews and social networks built from microblogs. Moreover, users’ public profiles available on social media often reveal their demographic attributes such as age, gender, and education. In this paper, we propose to leverage the demographic information of both products and users extracted from social media for product recommendation. In specific, we frame recommendation as a learning to rank problem which takes as input the features derived from both product and user demographics. An ensemble method based on the gradient-boosting regression trees is extended to make it suitable for our recommendation task. We have conducted extensive experiments to obtain both quantitative and qualitative evaluation results. Moreover, we have also conducted a user study to gauge the performance of our proposed recommender system in a real-world deployment. All the results show that our system is more effective in generating recommendation results better matching users’ preferences than the competitive baselines.

Regression games

The solution of a TU cooperative game can be a distribution of the value of the grand coalition, i.e. it can be a distribution of the payo (utility) all the players together achieve. In a regression model, the evaluation of the explanatory variables can be a distribution of the overall t, i.e. the t of the model every regressor variable is involved. Furthermore, we can take regression models as TU cooperative games where the explanatory (regressor) variables are the players. In this paper we introduce the class of regression games, characterize it and apply the Shapley value to evaluating the explanatory variables in regression models. In order to support our approach we consider Young (1985)'s axiomatization of the Shapley value, and conclude that the Shapley value is a reasonable tool to evaluate the explanatory variables of regression models.

A diszkrét kiválasztási modell becslése Cox-regresszióval (Parameter estimation for multinomial discrete choice model using Cox-regression)

Considering the so-called "multinomial discrete choice" model the focus of this paper is on the estimation problem of the parameters. Especially, the basic question arises how to carry out the point and interval estimation of the parameters when the model is mixed i.e. includes both individual and choice-specific explanatory variables while a standard MDC computer program is not available for use. The basic idea behind the solution is the use of the Cox-proportional hazards method of survival analysis which is available in any standard statistical package and provided a data structure satisfying certain special requirements it yields the MDC solutions desired. The paper describes the features of the data set to be analysed.

The use of Poisson regression in the sociological study of suicide

This paper explains how Poisson regression can be used in studies in which the dependent variable describes the number of occurrences of some rare event such as suicide. After pointing out why ordinary linear regression is inappropriate for treating dependent variables of this sort, we go on to present the basic Poisson regression model and show how it fits in the broad class of generalized linear models. Then we turn to discussing a major problem of Poisson regression known as overdispersion and suggest possible solutions, including the correction of standard errors and negative binomial regression. The paper ends with a detailed empirical example, drawn from our own research on suicide.

Estimation of average annual daily traffic (AADT) using geographically weighted regression (GWR) method and geographic information system (GIS)

Annual average daily traffic (AADT) is important information for many transportation planning, design, operation, and maintenance activities, as well as for the allocation of highway funds. Many studies have attempted AADT estimation using factor approach, regression analysis, time series, and artificial neural networks. However, these methods are unable to account for spatially variable influence of independent variables on the dependent variable even though it is well known that to many transportation problems, including AADT estimation, spatial context is important. ^ In this study, applications of geographically weighted regression (GWR) methods to estimating AADT were investigated. The GWR based methods considered the influence of correlations among the variables over space and the spatially non-stationarity of the variables. A GWR model allows different relationships between the dependent and independent variables to exist at different points in space. In other words, model parameters vary from location to location and the locally linear regression parameters at a point are affected more by observations near that point than observations further away. ^ The study area was Broward County, Florida. Broward County lies on the Atlantic coast between Palm Beach and Miami-Dade counties. In this study, a total of 67 variables were considered as potential AADT predictors, and six variables (lanes, speed, regional accessibility, direct access, density of roadway length, and density of seasonal household) were selected to develop the models. ^ To investigate the predictive powers of various AADT predictors over the space, the statistics including local r-square, local parameter estimates, and local errors were examined and mapped. The local variations in relationships among parameters were investigated, measured, and mapped to assess the usefulness of GWR methods. ^ The results indicated that the GWR models were able to better explain the variation in the data and to predict AADT with smaller errors than the ordinary linear regression models for the same dataset. Additionally, GWR was able to model the spatial non-stationarity in the data, i.e., the spatially varying relationship between AADT and predictors, which cannot be modeled in ordinary linear regression. ^

Sequential Logistic Regression: A Method to Reveal Subtlety in Self-Efficacy

This paper uses self-efficacy to predict the success of women in introductory physics. We show how sequential logistic regression demonstrates the predictive ability of self-efficacy, and reveals variations with type of physics course. Also discussed are the sources of self-efficacy that have the largest impact on predictive ability.

Rank and k-nullity of contact manifolds

We prove that the dimension of the 1-nullity distribution N(1) on a closed Sasakian manifold M of rankl is at least equal to 2l−1 provided that M has an isolated closed characteristic. The result is then used to provide some examples of k-contact manifolds which are not Sasakian. On a closed, 2n+1-dimensional Sasakian manifold of positive bisectional curvature, we show that either the dimension of N(1) is less than or equal to n+1 or N(1) is the entire tangent bundle TM. In the latter case, the Sasakian manifold Mis isometric to a quotient of the Euclidean sphere under a finite group of isometries. We also point out some interactions between k-nullity, Weinstein conjecture, and minimal unit vector fields.

Comparison of Some Improved Estimators for Linear Regression Model under Different Conditions

Multiple linear regression model plays a key role in statistical inference and it has extensive applications in business, environmental, physical and social sciences. Multicollinearity has been a considerable problem in multiple regression analysis. When the regressor variables are multicollinear, it becomes difficult to make precise statistical inferences about the regression coefficients. There are some statistical methods that can be used, which are discussed in this thesis are ridge regression, Liu, two parameter biased and LASSO estimators. Firstly, an analytical comparison on the basis of risk was made among ridge, Liu and LASSO estimators under orthonormal regression model. I found that LASSO dominates least squares, ridge and Liu estimators over a significant portion of the parameter space for large dimension. Secondly, a simulation study was conducted to compare performance of ridge, Liu and two parameter biased estimator by their mean squared error criterion. I found that two parameter biased estimator performs better than its corresponding ridge regression estimator. Overall, Liu estimator performs better than both ridge and two parameter biased estimator.

Estudo da associação dos genes RANk, RANKL e OPG com a osteopatia diabética

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES