scholarly journals Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model

2018 ◽  
Vol 135 ◽  
pp. 54-59 ◽  
Author(s):  
Yiannis Karavias ◽  
Spyridon D. Symeonides ◽  
Elias Tzavalis
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Linear Regression Model ◽  
Error Variance ◽  
Higher Order ◽  
Variance Matrix

OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR REGRESSION MODEL

2002 ◽  
Vol 18 (4) ◽  
pp. 853-867 ◽  
Author(s):  
G. Forchini
Keyword(s):  
Structural Change ◽  
Linear Regression ◽  
Regression Model ◽  
Simulation Study ◽  
Linear Regression Model ◽  
American Mathematical Society ◽  
Error Variance ◽  
Optimal Test ◽  
Finite Samples ◽  
Power Comparisons

This paper analyzes similar tests for structural change for the normal linear regression model in finite samples. Using the approach of Wald (1943, American Mathematical Society Transactions 54, 426–482), Hillier (1987, Econometric Theory 3, 1–44), Andrews and Ploberger (1994, Econometrica 62, 1382–1414), and Andrews, Lee, and Ploberger (1996, Journal of Econometrics 70, 9–36), we characterize a class of optimal similar tests for the existence of (possibly multiple) changepoints at unknown times. We extend the analysis of Andrews et al. (1996) by deriving weighted optimal similar tests for the case where the error variance is not known. We also show that when the sample size is large, the tests of Andrews et al. constructed by replacing the error variance with an estimate are equivalent to the optimal test derived in this paper. Power comparisons are provided by a small simulation study.

scholarly journals Bayesian Estimation of Normal Linear Regression Model with Heteroscedasticity Error Structures

2019 ◽  
pp. 1-13
Author(s):  
Bolanle A. Oseni ◽  
Olusanya E. Olubusoye ◽  
Adedayo A. Adepoju
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Linear Regression Model ◽  
Credible Interval ◽  
Error Variance ◽  
Sample Information ◽  
Out Of Sample ◽  
Functional Forms ◽  
Stock Of Knowledge ◽  
Bayesian Estimators

Non-constant error variance in Normal Linear Regression Model (NLRM) is an econometric problem generally referred to as heteroscedasticity. Its presence renders statistical inference invalid. Classical approach to its detection, estimation and remediation are widely discussed in the econometric literature. However, estimation of a NLRM using the Bayesian approach when heteroscedasticity problem is present is a major gap in the existing stock of knowledge on this subject. This approach has grown widely in recent times because it combines out-of-sample information with observed data. The study derived Bayesian estimators of the NLRM in the presence of functional forms of heteroscedasticity. Variance was treated as a linear function and as an exponential function of exogenous variables. The estimators are found to be unbiased and consistent and the precision values tend to zero. The estimates obtained from the estimators approximately 95% draws fall within each of the corresponding credible interval. Therefore, the results obtained for the derived Bayesian estimators for different functional forms of heteroscedasticity considered are similar, thus, providing a credible alternative to the existing classical methods which depend solely on the sample information.

Physico-Chemical Analysis of Groundwater and Effect of Climatic Change in Angul-Talcher Area

2018 ◽  
Vol 6 (12) ◽  
pp. 26
Author(s):  
Aliva Bera ◽  
D.P. Satapathy
Keyword(s):  
Water Resources ◽  
Linear Regression ◽  
Regression Model ◽  
Climatic Change ◽  
Linear Regression Model ◽  
Ann Model ◽  
Quality Of Water ◽  
Physico Chemical ◽  
Simulation Based

In this paper, the linear regression model using ANN and the linear regression model using MS Excel were developed to estimate the physico-chemical concentrations in groundwater using pH, EC, TDS, TH, HCO3 as input parameters and Ca, Mg and K as output parameters. A comparison was made which indicated that ANN model had the better ability to estimate the physic-chemical concentrations in groundwater. An analytical survey along with simulation based tests for finding the climatic change and its effect on agriculture and water bodies in Angul-Talcher area is done. The various seasonal parameters such as pH, BOD, COD, TDS,TSS along with heavy elements like Pb, Cd, Zn, Cu, Fe, Mn concentration in water resources has been analyzed. For past 30 years rainfall data has been analyzed and water quality index values has been studied to find normal and abnormal quality of water resources and matlab based simulation has been done for performance analysis. All results has been analyzed and it is found that the condition is stable. 

Prediction of Surface Roughness and Optimization of Cutting Parameters in CNC Turning of Rotational Features

2020 ◽  
Vol 38 (8A) ◽  
pp. 1143-1153
Author(s):  
Yousif K. Shounia ◽  
Tahseen F. Abbas ◽  
Raed R. Shwaish
Keyword(s):  
Surface Roughness ◽  
Linear Regression ◽  
Regression Model ◽  
Linear Regression Model ◽  
Feed Rate ◽  
Cutting Parameters ◽  
Spindle Speed ◽  
Depth Of Cut ◽  
Non Linear ◽  
Optimization Of Cutting Parameters

This research presents a model for prediction surface roughness in terms of process parameters in turning aluminum alloy 1200. The geometry to be machined has four rotational features: straight, taper, convex and concave, while a design of experiments was created through the Taguchi L25 orthogonal array experiments in minitab17 three factors with five Levels depth of cut (0.04, 0.06, 0.08, 0.10 and 0.12) mm, spindle speed (1200, 1400, 1600, 1800 and 2000) r.p.m and feed rate (60, 70, 80, 90 and 100) mm/min. A multiple non-linear regression model has been used which is a set of statistical extrapolation processes to estimate the relationships input variables and output which the surface roughness which prediction outside the range of the data. According to the non-linear regression model, the optimum surface roughness can be obtained at 1800 rpm of spindle speed, feed-rate of 80 mm/min and depth of cut 0.04 mm then the best surface roughness comes out to be 0.04 μm at tapper feature at depth of cut 0.01 mm and same spindle speed and feed rate pervious which gives the error of 3.23% at evolution equation.

An Enhanced Multiple Linear Regression Model for Seasonal Rainfall Prediction

2020 ◽  
Vol 10 (4) ◽  
pp. 473-483
Author(s):  
Pundra Chandra Shaker Reddy ◽  
Alladi Sureshbabu
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Multiple Linear Regression ◽  
Linear Regression Model ◽  
Weather Prediction ◽  
Big Data Analytics ◽  
Multiple Linear Regression Model ◽  
Seasonal Rainfall ◽  
Climate Data ◽  
Rainfall Forecasting

Aims & Background: India is a country which has exemplary climate circumstances comprising of different seasons and topographical conditions like high temperatures, cold atmosphere, and drought, heavy rainfall seasonal wise. These utmost varieties in climate make us exact weather prediction is a challenging task. Majority people of the country depend on agriculture. Farmers require climate information to decide the planting. Weather prediction turns into an orientation in farming sector to deciding the start of the planting season and furthermore quality and amount of their harvesting. One of the variables are influencing agriculture is rainfall. Objectives & Methods: The main goal of this project is early and proper rainfall forecasting, that helpful to people who live in regions which are inclined natural calamities such as floods and it helps agriculturists for decision making in their crop and water management using big data analytics which produces high in terms of profit and production for farmers. In this project, we proposed an advanced automated framework called Enhanced Multiple Linear Regression Model (EMLRM) with MapReduce algorithm and Hadoop file system. We used climate data from IMD (Indian Metrological Department, Hyderabad) in 1901 to 2002 period. Results: Our experimental outcomes demonstrate that the proposed model forecasting the rainfall with better accuracy compared with other existing models. Conclusion: The results of the analysis will help the farmers to adopt effective modeling approach by anticipating long-term seasonal rainfall.

scholarly journals Vitamin A and E Homologues Impacting the Fate of Acrylamide in Equimolar Asparagine-Glucose Model System

Antioxidants ◽  
2021 ◽  
Vol 10 (7) ◽  
pp. 993
Author(s):  
Su Lee Kuek ◽  
Azmil Haizam Ahmad Tarmizi ◽  
Raznim Arni Abd Razak ◽  
Selamat Jinap ◽  
Maimunah Sanny
Keyword(s):  
Vitamin E ◽  
Linear Regression ◽  
Vitamin A ◽  
Regression Model ◽  
Linear Regression Model ◽  
Model System ◽  
Concentration Increase ◽  
Acrylamide Formation ◽  
Β Carotene

This study aims to evaluate the influence of Vitamin A and E homologues toward acrylamide in equimolar asparagine-glucose model system. Vitamin A homologue as β-carotene (BC) and five Vitamin E homologues, i.e., α-tocopherol (AT), δ-tocopherol (DT), α-tocotrienol (ATT), γ-tocotrienol (GTT), and δ-tocotrienol (DTT), were tested at different concentrations (1 and 10 µmol) and subjected to heating at 160 °C for 20 min before acrylamide quantification. At lower concentrations (1 µmol; 431, 403, 411 ppm, respectively), AT, DT, and GTT significantly increase acrylamide. Except for DT, enhancing concentration to 10 µmol (5370, 4310, 4250, 3970, and 4110 ppm, respectively) caused significant acrylamide formation. From linear regression model, acrylamide concentration demonstrated significant depreciation over concentration increase in AT (Beta = −83.0, R2 = 0.652, p ≤ 0.05) and DT (Beta = −71.6, R2 = 0.930, p ≤ 0.05). This study indicates that different Vitamin A and E homologue concentrations could determine their functionality either as antioxidants or pro-oxidants.

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