Flexible non-parametric regression models for compositional response data with zeros

Background: Nowadays, forecasting models based on nonparametric models have been developed in many branches of science such as mathematics and economics. However, the relatively complicated structure of these models has made them less practical in medical sciences. Objectives: In this study, we investigated the application of a nonparametric regression model to predict the psychological symptoms appearing six months after mild traumatic brain injury. We also made a comparison between the performance of nonparametric regression and artificial neural network models in predicting the psychological symptoms. Methods: In a six-month period during 2015 - 2017, information of 100 mild traumatic patients was included in a prospective cohort study. The data were then divided randomly into two groups of training (n = 50) and testing (n = 50) for 100 times. In the training group, the focus was on 100 artificial neural network and nonparametric regression models. However, in the testing group, a comparison was made between the values obtained using the two final models. To compare the models, the ROC curve and the accuracy rate were finally applied. Results: According to the obtained results, the nonparametric regression model showed an accuracy rate of 91.25% while the neural network model had an accuracy rate of 85.34%. In the experimental set for both neural network and nonparametric regression models, the area under the ROC curve appeared to be 81.51% and 85.73 %, respectively. Conclusions: The nonparametric regression model appeared to be more powerful than the neural network model in predicting psychological symptoms.

There are three nonparametric regression approaches, namely, parametric, nonparametric and semi-parametric regression. Nonparametric regression allows the response variable to follow a different curve from one predictor variable to another. In paired data, the components of predictor variable and the response variable are assumed to follow unknown data patterns, so that they can be approximated by a kernel based regression model and Fourier series. The base components are approximated by kernel functions and Fourier series functions. Error is assumed to be normally distributed with zero mean and constant variance. The aim of this research is to make a kernel-based nonparametric regression model and Fourier series on poverty data in the Province of Bali. The research phase method begins with the introduction of the kernel based nonparametric regression model and the Fourier series. The next step is to study the estimation of the regression curve. The function estimation results are highly dependent on the bandwidth, smoothing and oscillation parameters. The resulting model gives a value of R2=0.6278, means that the used variables can explain the model by 62.78 percent. From the obtained modeling re-sults, the Open Unemployment Rate has a positive effect on the percentage of poor people in Bali. Keywords: Nonparametric Regression; Modeling; Kernel; Fourier Series.

ملخص:- تحتوي نماذج الانحدار على مکونين أحدهما مکون عشوائي يمثل حد الخطأ (Error Term) والأخر مکون غير عشوائي يمثل متغير الاستجابة(Response Variable) وهذا المکون هو محل الاهتمام فيتم تقديره بإحدى الطريقتين هما: الطريقة المعلمية أو الطريقة اللامعلمية أو کلاهما. نموذج الانحدار المعلمي (Parametric Regression Model) هو النموذج الأکثر شيوعا حيث أنه يفترض أن متغير الاستجابة له صيغه دالية محدده مسبقا والتي تم الحصول عليها من معلومات سابقه حول هيکل دالة الانحدار من خلال ذلک يتم تقدير فئة من المعالم. ورغم أن النماذج المعلمية تعد أحد أهم أدوات تحليل البيانات؛ لأنها فعاله ويمکن تفسيرها بسهوله، إلا انها لم تستطع ان تکون کافية في بعض الحالات. أما نموذج الانحدار اللامعلمي (Nonparametric Regression Model) فانه يعتمد على تقدير دالة الانحدار مباشرة من البيانات کما أنه لا يفترض فروضا معينه لتقدير معالم النموذج مثل التي يفترضها النموذج المعلمي وبالتالي فهو يتمتع بمرونة أکثر لاکتشاف البيانات التي قد تکون مفقودة او في الحالات التي لا تتوافر فيها معلومات سابقة. يتم انشاء نموذج الانحدار شبه المعلمي (Semi parametric Regression Model) من خلال مزج الطريقتين السابقتين معا. فغالبا ما يتم استخدام هذا النموذج في المواقف التي تکون فيها الافتراضات المعلمية غير محددة وغير متسقة، أو أن النموذج اللامعلمي لا يعمل بشکل کامل. يشتمل هذا البحث على تطبيق نماذج الانحدار المعلمية وشبه المعلمية بالإضافة إلى النموذج اللامعلمى کحالة خاصة من نموذج الانحدار شبه المعلمى لتقدير الدالة الافتراضية وتحديد شکل العلاقة بين المتغير التابع والمتغيرات المستقلة بالاضافة الى شکل انتشار البيانات مع خط (أو منحني) التقدير وذلک على بيانات واقعية تم الحصول عليها من الإتحاد المصري لألعاب القوى والمعروفة بـبيانات لعبة العشاري . Regression models contain two components, one of which is a random component that represents the Error Term and the other is a non-random component that represents the response variable and this component is of interest and is estimated in one of two methods: the parametric method or the nonparametric method or both. Parametric regression model is the most common model since it assumes that the response variable has a predetermined functional formula which was obtained from previous information about the structure of the regression function by which a class of parameters is estimated. Although parameter models are one of the most important tools for analyzing data; Because it is effective and can be explained easily, but it could not be sufficient in some cases. As for the nonparametric regression model, it relies on estimating the regression function directly from the data, as it does not assume specific assumptions for estimating the model parameters, such as those assumed by the parametric model, and thus it has more flexibility to discover data that may be missing or in cases where previous information is not available. The semi-parametric regression model is constructed by blending the two previous methods together. This model is often used in situations where the parametric assumptions are indeterminate and inconsistent, or the nonparametric model is not fully functional. This research includes the application of parametric and semi-parametric regression models in addition to the nonparametric model as a special case of the semi-parametric regression model for estimating the hypothetical function and determining the form of the relationship between the dependent variable and the independent variables in addition to the data spread form with a line (or curve) estimation on realistic data On it from the Egyptian Athletics Federation, known as Decathlon data.

This chapter reviews the literature on variable selection in nonparametric and semiparametric regression models via shrinkage. We highlight recent developments on simultaneous variable selection and estimation through the methods of least absolute shrinkage and selection operator (Lasso), smoothly clipped absolute deviation (SCAD), or their variants, but restrict our attention to nonparametric and semiparametric regression models. In particular, we consider variable selection in additive models, partially linear models, functional/varying coefficient models, single index models, general nonparametric regression models, and semiparametric/nonparametric quantile regression models.

In major domestic cities, the development of urban expressway is network oriented. The traffic flow forecasting system is the important prerequisite and foundation for realizing real-time traffic management and control. However, the traffic flow forecasting research is mainly based on highways. Research and application of short-term traffic forecasting for urban expressway is severely insufficient. Therefore, the study of urban expressway flow forecasting is discussed and a short-term traffic flow forecasting system for urban expressway based on k-NN nonparametric regression model is proposed in this study. First, the study analyzes the characteristics and needs of the urban expressway traffic flow, introduces the k-NN nonparametric regression model, and designs the short-term traffic flow forecasting system based on k-NN overall. Then, the short-term urban expressway flow forecasting system based on k-NN is established in three aspects: the historical database, the search mechanism and algorithm parameters, and the forecasting plan. Finally, a short-term traffic forecasting for urban expressway based on k-NN nonparametric regression model is developed in the VS2010 VC++ platform. Utilizing the Shanghai urban expressway section measured traffic flow data, the comparison of average and weighted k-NN nonparametric regression model is discussed and the reliability of the forecasting result is analyzed. Results show that the accuracy of the proposed method, under the five-minute interval, is over 90%, which best proves the reasonableness of the proposed forecasting model based on the k-NN nonparametric model.

Nonparametric regression modelling for data applies the relationship between predictor and response variables without considering any particular trend. The main principle of nonparametric regression is estimating an unknown smooth function. Local polynomial regression is one of several methods for estimating smooth functions used in nonparametric regression models. There are two parameters in the local polynomial regression model the smoothing parameter and the polynomial degree parameter. Generalized Cross Validation is a classical method used to determine optimal smoothing parameter in nonparametric regression. The smoothing parameter that gives the minimum value of Generalized Cross-Validation is the optimal parameter. We apply the optimal smoothing parameter for local polynomial regression modelling using data on the regional domestic product growth rate of the business field in North Sumatra Province. The simulation results show a polynomial of degree two is better than degree one. Investigation of the effects of the Covid-19 pandemic shows that the predicted growth rate is far from the expected growth.

Poverty is a complex problem that has an impact on various social problems such as education, unemployment, health and economic growth. Therefore, the problem of poverty is important to overcome in order to create population welfare. One of the analyses that can be used to model the percentage of poverty is regression analysis. Regression analysis is divided into two approaches, namely parametric and nonparametric. Parametric regression has several assumptions while, the only assumption nonparametric regression shape of the curve does not form a certain pattern. There are several approaches to nonparametric regression, one of which is the Fourier Series. The purpose of this study is to model the percentage of poverty in West Sumatra Province. The unclear shape of the curve in the data used is a consideration for using nonparametric regression. Then it is known that the data used in this study is data per region which tends to have a fluctuating nature. So it is suitable to use the Fourier series approach. In this research, nonparametric regression modeling with one, two, and three oscillation parameters was attempted. The best model was obtained which consisted of two oscillation parameters with a Generalized Cross Validation (GCV) value of 2.110 and R² of 92.44%.

Regression analysis is one method in statistics that used to know the pattern of functional relationships between response variables and predictor variables. Combination of parametric and nonparametric regression is semi parametric regression. The most popular estimator for nonparametric or semi parametric regression is spline truncated estimator. Problems in everyday life often using regression modeling with longitudinal data. Longitudinal data is a combination of cross-section data and time-series data. In longitudinal data, between subjects are independent of each other but between observations in the subject are dependent. One of the most important parts of statistical inference is interval estimation. Interval estimation aims to determine predictor variables that have a significant effect on the response variable. This study aims to obtain the form of interval estimation for parameters of semi parametric regression models using spline truncated estimator in longitudinal data. To solve this problem, the Weighted Least Square method and a pivotal quantity method were used for unknown population variance cases. The result of the theoretical study was that pivotal quantity distributed student-t. The shortest parameter interval estimation of semi parametric spline truncated regression model was obtained through the optimization process using the method of Lagrange.Regression analysis is one method in statistics that used to know the pattern of functional relationships between response variables and predictor variables. Combination of parametric and nonparametric regression is semi parametric regression. The most popular estimator for nonparametric or semi parametric regression is spline truncated estimator. Problems in everyday life often using regression modeling with longitudinal data. Longitudinal data is a combination of cross-section data and time-series data. In longitudinal data, between subjects are independent of each other but between observations in the subject are dependent. One of the most important parts of statistical inference is interval estimation. Interval estimation aims to determine predictor variables that have a significant effect on the response variable. This study aims to obtain the form of interval estimation for parameters of semi parametric regression models using spline truncated estimator in longitudinal data. To solve this problem, t...

Fast Bayesian model assessment for nonparametric additive regression

<abstract><p>In this paper, we consider a new method dealing with the problem of estimating the scoring function $ \gamma_a $, with a constant $ a $, in functional space and an unknown scale parameter under a nonparametric robust regression model. Based on the $ k $ Nearest Neighbors ($ k $NN) method, the primary objective is to prove the asymptotic normality aspect in the case of a stationary ergodic process of this estimator. We begin by establishing the almost certain convergence of a conditional distribution estimator. Then, we derive the almost certain convergence (with rate) of the conditional median (scale parameter estimator) and the asymptotic normality of the robust regression function, even when the scale parameter is unknown. Finally, the simulation and real-world data results reveal the consistency and superiority of our theoretical analysis in which the performance of the $ k $NN estimator is comparable to that of the well-known kernel estimator, and it outperforms a nonparametric series (spline) estimator when there are irrelevant regressors.</p></abstract>

Regression analysis is a statistical methodology that utilizes the relationship between two quantitative variables so that the response variable can be predicted. Multiresponse spline nonparametric regression is a regression model that has more than one correlated response variable where the regression function or curve is not assumed to form a certain pattern and is approximated by a spline function. Spline is a segmented polynomial model that able to handle increasing or decreasing data patterns with knot points indicating changes in data. The aim of this research is to obtain a multiresponse nonparametric spline regression model on the happiness index with the predictor variables used being literacy rate, open unemployment rate, population density, human development index, and unmet need for health services. The best model produced in this research is a linear spline model 1 knot points with a GCV values is 6,227930 and a coefficient of determination is 78,6021.

The nonparametric regression model that is currently developing is limited to only one estimator form that is used. This happens, due to the assumption from the researcher that each of these predictors has the same data pattern. However, when we model the predictor variable with the response variable, what happens is that each predictor may have a different pattern, so it is necessary to develop a mixed estimator. The mixed estimator used in this study is the truncated spline and the Gaussian Kernel. Furthermore, it becomes a separate problem, when combining the truncated spline with the Gaussian Kernel, so it must determine the optimal knot point and bandwidth. Determine the optimal knot point and bandwidth is very important. The methods used are Cross-Validation (CV), Generalized Cross-Validation (GCV), and Unbiased Risk (UBR). In this study, the nonparametric regression model was applied to the data on the percentage of poor people in Districts/Cities on Borneo Island in 2019. Based on analysis, the modeling of the nonparametric regression approach with a mixed estimator of the truncated spline and the Gaussian Kernel uses the GCV method which gives the best results. This is supported by the coefficient of determination obtained by 90.52% and the MSE value of 1.10. This means that the nonparametric regression model built can explain the effect of the predictor variable on the response variable, namely the percentage of poor people by 90.52%.

Regression models for functional data by reproducing kernel Hilbert spaces methods

The nonparametric binary logistic model assumes that the logit function is a linear function in the parameter, where the parameter depends on arbitrary fixed point. This study discusses the estimation of a nonparametric binary logistic regression model using the local likelihood logit estimation method. This method assumes that the log likelihood logit function depends on the multivariate kernel weighting. The parameter estimation of a nonparametric binary logistic regression model is obtained by maximizing the log likelihood logit function. The parameter estimation result are implicit, so to estimate it started with determining the optimal bandwidth value based on the maximum Cross Validation value. Furthermore, the optimal bandwidth value is used to estimate parameters using the multivariate Newton-Raphson algorithm until converging iterations are obtained. The parameter estimation process is done by creating a program in OSS-R software. This study also discusses the application of parametric and nonparametric binary logistic regression models in the case study of Type II Diabetes Mellitus patients at the Surabaya Hajj General Hospital. The modeling results show that the classification accuracy value of the parametric and nonparametric binary logistic regression models is 80.2% and 100% for the cut of value of 0.5.

This paper is about optimal estimation of the additive components of a nonparametric, additive isotone regression model. It is shown that asymp- totically up to first order, each additive component can be estimated as well as it could be by a least squares estimator if the other components were known. The algorithm for the calculation of the estimator uses backfitting. Conver- gence of the algorithm is shown. Finite sample properties are also compared through simulation experiments. In this paper we discuss nonparametric additive monotone regression models. We discuss a backfitting estimator that is based on iterative application of the pool adjacent violator algorithm to the additive components of the model. Our main result states the following oracle property. Asymptotically up to first order, each additive component is estimated as well as it would be (by a least squares estimator) if the other components were known. This goes beyond the classical finding that the estimator achieves the same rate of convergence, independently of the number of additive components. The result states that the asymptotic distribution of the estimator does not depend on the number of components. We have two motivations for considering this model. First of all we think that this is a useful model for some applications. For a discussion of isotonic additive regres- sion from a more applied point, see also Bacchetti (1), Morton-Jones et al. (32) and De Boer, Besten and Ter Braak (7). But our main motivation comes from statistical theory. We think that the study of nonparametric models with several nonparamet- ric components is not fully understood. The oracle property that is stated in this paper for additive isotone models has been shown for smoothing estimators in some other nonparametric models. This property is expected to hold if the estimation of the different nonparametric components is based on local smoothing where the lo- calization takes place in different scales. An example are additive models of smooth functions where each localization takes place with respect to another covariate. In Mammen, Linton and Nielsen (28) the oracle property has been verified for the lo- cal linear smooth backfitting estimator. As local linear estimators, also the isotonic least squares is a local smoother. The estimator is a local average of the response variable but in contrast to local linear estimators the local neighborhood is chosen � Research of this paper was supported by the Deutsche Forschungsgemeinschaft project MA