The global pandemic,coronavirus disease 2019(COVID-19),has significantly affected tourism,especially in Spain,as it was among the first countries to be affected by the pandemic and is among the world’s biggest touris...The global pandemic,coronavirus disease 2019(COVID-19),has significantly affected tourism,especially in Spain,as it was among the first countries to be affected by the pandemic and is among the world’s biggest tourist destinations.Stock market values are responding to the evolution of the pandemic,especially in the case of tourist companies.Therefore,being able to quantify this relationship allows us to predict the effect of the pandemic on shares in the tourism sector,thereby improving the response to the crisis by policymakers and investors.Accordingly,a dynamic regression model was developed to predict the behavior of shares in the Spanish tourism sector according to the evolution of the COVID-19 pandemic in the medium term.It has been confirmed that both the number of deaths and cases are good predictors of abnormal stock prices in the tourism sector.展开更多
Mixture of Experts(MoE)regression models are widely studied in statistics and machine learning for modeling heterogeneity in data for regression,clustering and classification.Laplace distribution is one of the most im...Mixture of Experts(MoE)regression models are widely studied in statistics and machine learning for modeling heterogeneity in data for regression,clustering and classification.Laplace distribution is one of the most important statistical tools to analyze thick and tail data.Laplace Mixture of Linear Experts(LMoLE)regression models are based on the Laplace distribution which is more robust.Similar to modelling variance parameter in a homogeneous population,we propose and study a new novel class of models:heteroscedastic Laplace mixture of experts regression models to analyze the heteroscedastic data coming from a heterogeneous population in this paper.The issues of maximum likelihood estimation are addressed.In particular,Minorization-Maximization(MM)algorithm for estimating the regression parameters is developed.Properties of the estimators of the regression coefficients are evaluated through Monte Carlo simulations.Results from the analysis of two real data sets are presented.展开更多
In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the l...In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the local linear technique and the averaged method,the initial estimates of the coefficient functions are given.Second step,based on the initial estimates,the efficient estimates of the coefficient functions are proposed by a one-step back-fitting procedure.The efficient estimators share the same asymptotic normalities as the local linear estimators for the functional-coefficient models with a single smoothing variable in different functions.Two simulated examples show that the procedure is effective.展开更多
A geometric framework is proposed for semiparametric nonlinear regression models based on the concept of least favorable curve, introduced by Severini and Wong (1992). The authors use this framework to drive three kin...A geometric framework is proposed for semiparametric nonlinear regression models based on the concept of least favorable curve, introduced by Severini and Wong (1992). The authors use this framework to drive three kinds of improved approximate confidence regions for the parameter and parameter subset in terms of curvatures. The results obtained by Hamilton et al. (1982), Hamilton (1986) and Wei (1994) are extended to semiparametric nonlinear regression models.展开更多
Recently,many regression models have been presented for prediction of mechanical parameters of rocks regarding to rock index properties.Although statistical analysis is a common method for developing regression models...Recently,many regression models have been presented for prediction of mechanical parameters of rocks regarding to rock index properties.Although statistical analysis is a common method for developing regression models,but still selection of suitable transformation of the independent variables in a regression model is diffcult.In this paper,a genetic algorithm(GA)has been employed as a heuristic search method for selection of best transformation of the independent variables(some index properties of rocks)in regression models for prediction of uniaxial compressive strength(UCS)and modulus of elasticity(E).Firstly,multiple linear regression(MLR)analysis was performed on a data set to establish predictive models.Then,two GA models were developed in which root mean squared error(RMSE)was defned as ftness function.Results have shown that GA models are more precise than MLR models and are able to explain the relation between the intrinsic strength/elasticity properties and index properties of rocks by simple formulation and accepted accuracy.展开更多
When the population, from which the samples are extracted, is not normally distributed, or if the sample size is particularly reduced, become preferable the use of not parametric statistic test. An alternative to the ...When the population, from which the samples are extracted, is not normally distributed, or if the sample size is particularly reduced, become preferable the use of not parametric statistic test. An alternative to the normal model is the permutation or randomization model. The permutation model is nonparametric because no formal assumptions are made about the population parameters of the reference distribution, i.e., the distribution to which an obtained result is compared to determine its probability when the null hypothesis is true. Typically the reference distribution is a sampling distribution for parametric tests and a permutation distribution for many nonparametric tests. Within the regression models, it is possible to use the permutation tests, considering their ownerships of optimality, especially in the multivariate context and the normal distribution of the response variables is not guaranteed. In the literature there are numerous permutation tests applicable to the estimation of the regression models. The purpose of this study is to examine different kinds of permutation tests applied to linear models, focused our attention on the specific test statistic on which they are based. In this paper we focused our attention on permutation test of the independent variables, proposed by Oja, and other methods to effect the inference in non parametric way, in a regression model. Moreover, we show the recent advances in this context and try to compare them.展开更多
Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity （K...Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity （Kantz and Schreiber （1997））. Tsai （1986） introduced a composite test for autocorrelation and heteroscedasticity in linear models with AR（1） errors. Liu （2003） introduced a composite test for correlation and heteroscedasticity in nonlinear models with DBL（p, 0, 1） errors. Therefore, the important problems in regression model axe detections of bilinearity, correlation and heteroscedasticity. In this article, the authors discuss more general case of nonlinear models with DBL（p, q, 1） random errors by score test. Several statistics for the test of bilinearity, correlation, and heteroscedasticity are obtained, and expressed in simple matrix formulas. The results of regression models with linear errors are extended to those with bilinear errors. The simulation study is carried out to investigate the powers of the test statistics. All results of this article extend and develop results of Tsai （1986）, Wei, et al （1995）, and Liu, et al （2003）.展开更多
A simple but efficient method has been proposed to select variables in heteroscedastic regression models. It is shown that the pseudo empirical wavelet coefficients corresponding to the significant explanatory variabl...A simple but efficient method has been proposed to select variables in heteroscedastic regression models. It is shown that the pseudo empirical wavelet coefficients corresponding to the significant explanatory variables in the regression models are clearly larger than those nonsignificant ones, on the basis of which a procedure is developed to select variables in regression models. The coefficients of the models are also estimated. All estimators are proved to be consistent.展开更多
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 studie...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 ofpiecewise linear regression models. The method used to estimate the parameters ofpicewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC （Marcov Chain Monte Carlo） algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters ofpicewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.展开更多
-In this paper, the maximum entropy spectral, the cross-spectral and the frequency response analyses are madeon the basis of the data of monthly mean sea levels at coastal stations in the Bohai Sea during 1965-1986. T...-In this paper, the maximum entropy spectral, the cross-spectral and the frequency response analyses are madeon the basis of the data of monthly mean sea levels at coastal stations in the Bohai Sea during 1965-1986. The results show that the annual fluctuations of the monthly mean sea levels in the Bohai Sea are the results of the coupling response of seasonal variations of the marine hydrometeorological factors. Furthermore, the regression prediction equation is obtained by using the double screening stepwise regression analysis method . Through the prediction test , it is proved that the obtained results are desirable.展开更多
In this paper, we study some robustness aspects of linear regression models of the presence of outliers or discordant observations considering the use of stable distributions for the response in place of the usual nor...In this paper, we study some robustness aspects of linear regression models of the presence of outliers or discordant observations considering the use of stable distributions for the response in place of the usual normality assumption. It is well known that, in general, there is no closed form for the probability density function of stable distributions. However, under a Bayesian approach, the use of a latent or auxiliary random variable gives some simplification to obtain any posterior distribution when related to stable distributions. To show the usefulness of the computational aspects, the methodology is applied to two examples: one is related to a standard linear regression model with an explanatory variable and the other is related to a simulated data set assuming a 23 factorial experiment. Posterior summaries of interest are obtained using MCMC (Markov Chain Monte Carlo) methods and the OpenBugs software.展开更多
Internal solitary wave propagation over a submarine ridge results in energy dissipation, in which the hydrodynamic interaction between a wave and ridge affects marine environment. This study analyzes the effects of ri...Internal solitary wave propagation over a submarine ridge results in energy dissipation, in which the hydrodynamic interaction between a wave and ridge affects marine environment. This study analyzes the effects of ridge height and potential energy during wave-ridge interaction with a binary and cumulative logistic regression model. In testing the Global Null Hypothesis, all values are p 〈0.001, with three statistical methods, such as Likelihood Ratio, Score, and Wald. While comparing with two kinds of models, tests values obtained by cumulative logistic regression models are better than those by binary logistic regression models. Although this study employed cumulative logistic regression model, three probability functions p^1, p^2 and p^3, are utilized for investigating the weighted influence of factors on wave reflection. Deviance and Pearson tests are applied to cheek the goodness-of-fit of the proposed model. The analytical results demonstrated that both ridge height （X1 ） and potential energy （X2 ） significantly impact （p 〈 0. 0001 ） the amplitude-based refleeted rate; the P-values for the deviance and Pearson are all 〉 0.05 （0.2839, 0.3438, respectively）. That is, the goodness-of-fit between ridge height （ X1 ） and potential energy （X2） can further predict parameters under the scenario of the best parsimonious model. Investigation of 6 predictive powers （ R2, Max-rescaled R^2, Sorners＇ D, Gamma, Tau-a, and c, respectively） indicate that these predictive estimates of the proposed model have better predictive ability than ridge height alone, and are very similar to the interaction of ridge height and potential energy. It can be concluded that the goodness-of-fit and prediction ability of the cumulative logistic regression model are better than that of the binary logistic regression model.展开更多
[Objective]The aim was to establish the linear regression prediction models between sowing time and plant productivity, biological yield of forage sorghum in autumn idle land.[Method]The relationships between sowing t...[Objective]The aim was to establish the linear regression prediction models between sowing time and plant productivity, biological yield of forage sorghum in autumn idle land.[Method]The relationships between sowing time and plant productivity, biological yield of forage sorghum were simulated and compared by using field experiment and linear regression analysis.[Result] The sowing time had an important influence on the plant productivity and biological yield of forage sorghum in autumn idle land. The plant productivity and biological yield of forage sorghum both decreased with the delay of sowing time.The regression model between plant fresh weight and sowing time was ？fresh=0.618-0.015x; the regression model between plant dry weight and sowing time was ？dry=0.184-0.005x; and the regression model between biological yield and sowing time was yield=29 126.461-711.448x. During July 23rd to August 30th, when the sowing time was delayed by 1 day, the plant fresh weight of forage sorghum was reduced by 0.015 g, the plant dry weight was reduced by 0.005 g, and the yield was reduced by 711.448 kg/hm2. [Conclusion] The three regression models established in this study will provide theoretical support for the production of forage sorghum.展开更多
In this paper, by using some inequalities of negatively orthant dependent(NOD,in short) random variables and the truncated method of random variables, we investigate the nonparametric regression model. The complete co...In this paper, by using some inequalities of negatively orthant dependent(NOD,in short) random variables and the truncated method of random variables, we investigate the nonparametric regression model. The complete consistency result for the estimator of g(x) is presented.展开更多
In this article, to improve the doubly robust estimator, the nonlinear regression models with missing responses are studied. Based on the covariate balancing propensity score (CBPS), estimators for the regression coef...In this article, to improve the doubly robust estimator, the nonlinear regression models with missing responses are studied. Based on the covariate balancing propensity score (CBPS), estimators for the regression coefficients and the population mean are obtained. It is proved that the proposed estimators are asymptotically normal. In simulation studies, the proposed estimators show improved performance relative to usual augmented inverse probability weighted estimators.展开更多
Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul （t）, under some mild conditions the recursi...Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul （t）, under some mild conditions the recursive M-estimators of regression coefficients and scatter parameters are strongly consistent and the recursive M-estimator of the regression coefficients is also asymptotically normal distributed. Furthermore, optimal recursive M-estimators, asymptotic efficiencies of recursive M-estimators and asymptotic relative efficiencies between recursive M-estimators of regression coefficients are studied.展开更多
This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on th...This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on the weighted inner product by fisher information matrix. Several geometric properties related to statistical curvatures are given for the models. The results of this paper extended the work of Bates & Watts(1980,1988)[1.2] and Seber & Wild (1989)[3].展开更多
In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator ...In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described.展开更多
In the applications of COX regression models, we always encounter data sets t<span>hat contain too many variables that only a few of them contribute to the</span> model. Therefore, it will waste much more ...In the applications of COX regression models, we always encounter data sets t<span>hat contain too many variables that only a few of them contribute to the</span> model. Therefore, it will waste much more samples to estimate the “noneffective” variables in the inference. In this paper, we use a sequential procedure for constructing<span><span><span style="font-family:;" "=""> </span></span></span><span><span><span style="font-family:;" "="">the fixed size confidence set for the “effective” parameters to the model based on an adaptive shrinkage estimate such that the “effective” coefficients can be efficiently identified with the minimum sample size. Fixed design is considered for numerical simulation. The strong consistency, asymptotic distributions and convergence rates of estimates under the fixed design are obtained. In addition, the sequential procedure is shown to be asymptotically optimal in the sense of Chow and Robbins (1965).</span></span></span>展开更多
Literature review indicates that most studies on pavement management have been on reconstruction and rehabilitation, but not on maintenance;this includes routine, corrective and preventive maintenance. This study deve...Literature review indicates that most studies on pavement management have been on reconstruction and rehabilitation, but not on maintenance;this includes routine, corrective and preventive maintenance. This study developed linear regression models to estimate the total maintenance cost and component costs for labor, materials, equipment, and stockpile. The data used in the model development were extracted from the pavement and maintenance management systems of the Nevada Department of Transportation (NDOT). The life cycle maintenance strategies adopted by NDOT for five maintenance prioritization categories were used as the basis for developing the regression models of this study. These regression models are specified for each stage of life-cycle maintenance strategies. The models indicate that age, traffic flow, elevation, type of maintenance, maintenance schedule, life cycle stage, and the districts where maintenances are performed all are important factors that influence the magnitude of the costs. Because these models have embedded the road conditions into the life-cycle stage and type of maintenance performed, they can be easily integrated into existing pavement management systems for implementation.展开更多
文摘The global pandemic,coronavirus disease 2019(COVID-19),has significantly affected tourism,especially in Spain,as it was among the first countries to be affected by the pandemic and is among the world’s biggest tourist destinations.Stock market values are responding to the evolution of the pandemic,especially in the case of tourist companies.Therefore,being able to quantify this relationship allows us to predict the effect of the pandemic on shares in the tourism sector,thereby improving the response to the crisis by policymakers and investors.Accordingly,a dynamic regression model was developed to predict the behavior of shares in the Spanish tourism sector according to the evolution of the COVID-19 pandemic in the medium term.It has been confirmed that both the number of deaths and cases are good predictors of abnormal stock prices in the tourism sector.
基金the National Natural Science Foundation of China(11861041,11261025).
文摘Mixture of Experts(MoE)regression models are widely studied in statistics and machine learning for modeling heterogeneity in data for regression,clustering and classification.Laplace distribution is one of the most important statistical tools to analyze thick and tail data.Laplace Mixture of Linear Experts(LMoLE)regression models are based on the Laplace distribution which is more robust.Similar to modelling variance parameter in a homogeneous population,we propose and study a new novel class of models:heteroscedastic Laplace mixture of experts regression models to analyze the heteroscedastic data coming from a heterogeneous population in this paper.The issues of maximum likelihood estimation are addressed.In particular,Minorization-Maximization(MM)algorithm for estimating the regression parameters is developed.Properties of the estimators of the regression coefficients are evaluated through Monte Carlo simulations.Results from the analysis of two real data sets are presented.
文摘In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the local linear technique and the averaged method,the initial estimates of the coefficient functions are given.Second step,based on the initial estimates,the efficient estimates of the coefficient functions are proposed by a one-step back-fitting procedure.The efficient estimators share the same asymptotic normalities as the local linear estimators for the functional-coefficient models with a single smoothing variable in different functions.Two simulated examples show that the procedure is effective.
文摘A geometric framework is proposed for semiparametric nonlinear regression models based on the concept of least favorable curve, introduced by Severini and Wong (1992). The authors use this framework to drive three kinds of improved approximate confidence regions for the parameter and parameter subset in terms of curvatures. The results obtained by Hamilton et al. (1982), Hamilton (1986) and Wei (1994) are extended to semiparametric nonlinear regression models.
文摘Recently,many regression models have been presented for prediction of mechanical parameters of rocks regarding to rock index properties.Although statistical analysis is a common method for developing regression models,but still selection of suitable transformation of the independent variables in a regression model is diffcult.In this paper,a genetic algorithm(GA)has been employed as a heuristic search method for selection of best transformation of the independent variables(some index properties of rocks)in regression models for prediction of uniaxial compressive strength(UCS)and modulus of elasticity(E).Firstly,multiple linear regression(MLR)analysis was performed on a data set to establish predictive models.Then,two GA models were developed in which root mean squared error(RMSE)was defned as ftness function.Results have shown that GA models are more precise than MLR models and are able to explain the relation between the intrinsic strength/elasticity properties and index properties of rocks by simple formulation and accepted accuracy.
文摘When the population, from which the samples are extracted, is not normally distributed, or if the sample size is particularly reduced, become preferable the use of not parametric statistic test. An alternative to the normal model is the permutation or randomization model. The permutation model is nonparametric because no formal assumptions are made about the population parameters of the reference distribution, i.e., the distribution to which an obtained result is compared to determine its probability when the null hypothesis is true. Typically the reference distribution is a sampling distribution for parametric tests and a permutation distribution for many nonparametric tests. Within the regression models, it is possible to use the permutation tests, considering their ownerships of optimality, especially in the multivariate context and the normal distribution of the response variables is not guaranteed. In the literature there are numerous permutation tests applicable to the estimation of the regression models. The purpose of this study is to examine different kinds of permutation tests applied to linear models, focused our attention on the specific test statistic on which they are based. In this paper we focused our attention on permutation test of the independent variables, proposed by Oja, and other methods to effect the inference in non parametric way, in a regression model. Moreover, we show the recent advances in this context and try to compare them.
文摘Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity （Kantz and Schreiber （1997））. Tsai （1986） introduced a composite test for autocorrelation and heteroscedasticity in linear models with AR（1） errors. Liu （2003） introduced a composite test for correlation and heteroscedasticity in nonlinear models with DBL（p, 0, 1） errors. Therefore, the important problems in regression model axe detections of bilinearity, correlation and heteroscedasticity. In this article, the authors discuss more general case of nonlinear models with DBL（p, q, 1） random errors by score test. Several statistics for the test of bilinearity, correlation, and heteroscedasticity are obtained, and expressed in simple matrix formulas. The results of regression models with linear errors are extended to those with bilinear errors. The simulation study is carried out to investigate the powers of the test statistics. All results of this article extend and develop results of Tsai （1986）, Wei, et al （1995）, and Liu, et al （2003）.
基金Zhou's research was partially supported by the foundations of NatioiMd Natural Science (10471140) and (10571169) of China.
文摘A simple but efficient method has been proposed to select variables in heteroscedastic regression models. It is shown that the pseudo empirical wavelet coefficients corresponding to the significant explanatory variables in the regression models are clearly larger than those nonsignificant ones, on the basis of which a procedure is developed to select variables in regression models. The coefficients of the models are also estimated. All estimators are proved to be consistent.
文摘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 ofpiecewise linear regression models. The method used to estimate the parameters ofpicewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC （Marcov Chain Monte Carlo） algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters ofpicewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.
文摘-In this paper, the maximum entropy spectral, the cross-spectral and the frequency response analyses are madeon the basis of the data of monthly mean sea levels at coastal stations in the Bohai Sea during 1965-1986. The results show that the annual fluctuations of the monthly mean sea levels in the Bohai Sea are the results of the coupling response of seasonal variations of the marine hydrometeorological factors. Furthermore, the regression prediction equation is obtained by using the double screening stepwise regression analysis method . Through the prediction test , it is proved that the obtained results are desirable.
基金financial support from the Brazilian Institution Conselho Nacional de Desenvolvimento Cientifico e Tecnologico(CNPq).
文摘In this paper, we study some robustness aspects of linear regression models of the presence of outliers or discordant observations considering the use of stable distributions for the response in place of the usual normality assumption. It is well known that, in general, there is no closed form for the probability density function of stable distributions. However, under a Bayesian approach, the use of a latent or auxiliary random variable gives some simplification to obtain any posterior distribution when related to stable distributions. To show the usefulness of the computational aspects, the methodology is applied to two examples: one is related to a standard linear regression model with an explanatory variable and the other is related to a simulated data set assuming a 23 factorial experiment. Posterior summaries of interest are obtained using MCMC (Markov Chain Monte Carlo) methods and the OpenBugs software.
基金This paper was financially supported by NSC96-2628-E-366-004-MY2 and NSC96-2628-E-132-001-MY2
文摘Internal solitary wave propagation over a submarine ridge results in energy dissipation, in which the hydrodynamic interaction between a wave and ridge affects marine environment. This study analyzes the effects of ridge height and potential energy during wave-ridge interaction with a binary and cumulative logistic regression model. In testing the Global Null Hypothesis, all values are p 〈0.001, with three statistical methods, such as Likelihood Ratio, Score, and Wald. While comparing with two kinds of models, tests values obtained by cumulative logistic regression models are better than those by binary logistic regression models. Although this study employed cumulative logistic regression model, three probability functions p^1, p^2 and p^3, are utilized for investigating the weighted influence of factors on wave reflection. Deviance and Pearson tests are applied to cheek the goodness-of-fit of the proposed model. The analytical results demonstrated that both ridge height （X1 ） and potential energy （X2 ） significantly impact （p 〈 0. 0001 ） the amplitude-based refleeted rate; the P-values for the deviance and Pearson are all 〉 0.05 （0.2839, 0.3438, respectively）. That is, the goodness-of-fit between ridge height （ X1 ） and potential energy （X2） can further predict parameters under the scenario of the best parsimonious model. Investigation of 6 predictive powers （ R2, Max-rescaled R^2, Sorners＇ D, Gamma, Tau-a, and c, respectively） indicate that these predictive estimates of the proposed model have better predictive ability than ridge height alone, and are very similar to the interaction of ridge height and potential energy. It can be concluded that the goodness-of-fit and prediction ability of the cumulative logistic regression model are better than that of the binary logistic regression model.
文摘[Objective]The aim was to establish the linear regression prediction models between sowing time and plant productivity, biological yield of forage sorghum in autumn idle land.[Method]The relationships between sowing time and plant productivity, biological yield of forage sorghum were simulated and compared by using field experiment and linear regression analysis.[Result] The sowing time had an important influence on the plant productivity and biological yield of forage sorghum in autumn idle land. The plant productivity and biological yield of forage sorghum both decreased with the delay of sowing time.The regression model between plant fresh weight and sowing time was ？fresh=0.618-0.015x; the regression model between plant dry weight and sowing time was ？dry=0.184-0.005x; and the regression model between biological yield and sowing time was yield=29 126.461-711.448x. During July 23rd to August 30th, when the sowing time was delayed by 1 day, the plant fresh weight of forage sorghum was reduced by 0.015 g, the plant dry weight was reduced by 0.005 g, and the yield was reduced by 711.448 kg/hm2. [Conclusion] The three regression models established in this study will provide theoretical support for the production of forage sorghum.
基金Supported by the Research Teaching Model Curriculum of Anhui University(xjyjkc1407)Supported by the Students Innovative Training Project of Anhui University(201310357004,201410357117,201410357249)Supported by the Quality Improvement Projects for Undergraduate Education of Anhui University(ZLTS2015035)
文摘In this paper, by using some inequalities of negatively orthant dependent(NOD,in short) random variables and the truncated method of random variables, we investigate the nonparametric regression model. The complete consistency result for the estimator of g(x) is presented.
文摘In this article, to improve the doubly robust estimator, the nonlinear regression models with missing responses are studied. Based on the covariate balancing propensity score (CBPS), estimators for the regression coefficients and the population mean are obtained. It is proved that the proposed estimators are asymptotically normal. In simulation studies, the proposed estimators show improved performance relative to usual augmented inverse probability weighted estimators.
基金supported by the Natural Sciences and Engineering Research Council of Canadathe National Natural Science Foundation of China+2 种基金the Doctorial Fund of Education Ministry of Chinasupported by the Natural Sciences and Engineering Research Council of Canadasupported by the National Natural Science Foundation of China
文摘Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul （t）, under some mild conditions the recursive M-estimators of regression coefficients and scatter parameters are strongly consistent and the recursive M-estimator of the regression coefficients is also asymptotically normal distributed. Furthermore, optimal recursive M-estimators, asymptotic efficiencies of recursive M-estimators and asymptotic relative efficiencies between recursive M-estimators of regression coefficients are studied.
基金Supported by the NSSFC(02BTJ001) Supported by the NSSFC(04BTJ002) Supported by the Grant for Post-Doctorial Fellows in Southeast University
文摘This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on the weighted inner product by fisher information matrix. Several geometric properties related to statistical curvatures are given for the models. The results of this paper extended the work of Bates & Watts(1980,1988)[1.2] and Seber & Wild (1989)[3].
基金The NNSF(10571073)of china,and 985 project of Jilin University.
文摘In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described.
文摘In the applications of COX regression models, we always encounter data sets t<span>hat contain too many variables that only a few of them contribute to the</span> model. Therefore, it will waste much more samples to estimate the “noneffective” variables in the inference. In this paper, we use a sequential procedure for constructing<span><span><span style="font-family:;" "=""> </span></span></span><span><span><span style="font-family:;" "="">the fixed size confidence set for the “effective” parameters to the model based on an adaptive shrinkage estimate such that the “effective” coefficients can be efficiently identified with the minimum sample size. Fixed design is considered for numerical simulation. The strong consistency, asymptotic distributions and convergence rates of estimates under the fixed design are obtained. In addition, the sequential procedure is shown to be asymptotically optimal in the sense of Chow and Robbins (1965).</span></span></span>
文摘Literature review indicates that most studies on pavement management have been on reconstruction and rehabilitation, but not on maintenance;this includes routine, corrective and preventive maintenance. This study developed linear regression models to estimate the total maintenance cost and component costs for labor, materials, equipment, and stockpile. The data used in the model development were extracted from the pavement and maintenance management systems of the Nevada Department of Transportation (NDOT). The life cycle maintenance strategies adopted by NDOT for five maintenance prioritization categories were used as the basis for developing the regression models of this study. These regression models are specified for each stage of life-cycle maintenance strategies. The models indicate that age, traffic flow, elevation, type of maintenance, maintenance schedule, life cycle stage, and the districts where maintenances are performed all are important factors that influence the magnitude of the costs. Because these models have embedded the road conditions into the life-cycle stage and type of maintenance performed, they can be easily integrated into existing pavement management systems for implementation.
