THE GENERAL STATE VECTOR LINEAR MODEL FOR SUSTAINABLE ECODEVELOPMENT APPLIED ON ILLUSTRATIV

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ridge regression方法

ridge regression方法

英文回答:Ridgeback is a return technique that addresses multiple co—linear problems。

The existence of multiple co—linears in themon minimum two—fold method leads to model instability,and parameters are estimated to be vulnerable to minor data changes。

To address this problem, the retreat reduced the variance in the estimation of parameters by punishing the coefficient size。

The penalty is achieved by adding a regularization item to the minimum two—fold loss function,which is the square of the coefficient and the product of the hyperparametric alpha specified by the user。

The increase in alpha increases the importance of the penalty item in the process of optimization and encourages the model to choose simpler parameters。

The loss function of a ridge return can be written as L(b) = ||Y —Xbeta…2 + αbeta…2, where Y is the observed target variable, X is the observed self—variant and beta is the desired parameter vector。

predictmodel的例子(一)

predictmodel的例子(一)

predictmodel的例子(一)Predict Model 示例1. Linear Regression Model•简介:线性回归模型是一种用于建立连续型目标变量与自变量之间线性关系的预测模型。

通过最小化残差平方和,找到最佳拟合直线,使预测值与实际观测值的差距最小化。

•应用场景:适用于自变量与目标变量之间存在线性关系的问题,如销售额随广告投入的增加而增加的情况。

•优势:简单易懂,计算速度快。

•缺点:不能解决非线性问题。

2. Logistic Regression Model•简介:逻辑回归模型是一种用于建立二分类目标变量与自变量之间关系的预测模型。

通过利用S型函数将线性回归结果映射到概率预测结果,从而进行分类预测。

•应用场景:广泛应用于二分类问题,如判断邮件是否为垃圾邮件。

•优势:实现简单,预测结果可解释性强。

•缺点:不能解决多分类问题,对特征间存在高度相关性时容易产生过拟合。

3. Decision Tree Model•简介:决策树模型是一种通过对数据进行分割,构建树形结构来进行预测的模型。

通过将数据集分成多个子集,根据特征条件选择最佳分割点进行预测。

•应用场景:适用于离散型和连续型特征的分类和回归问题。

•优势:易于理解和解释,能够处理缺失值和异常值。

•缺点:容易过拟合,对数据的变化较敏感。

4. Random Forest Model•简介:随机森林模型是一种整合多个决策树模型的集成预测模型。

通过随机选择特征子集和数据子集,构建多棵决策树进行预测,并通过投票或平均预测结果得到最终结果。

•应用场景:适用于分类和回归问题,特别是特征较多的复杂问题。

•优势:准确性高,能够处理高维度数据,对特征选择不敏感。

•缺点:模型复杂度较高,训练时间较长。

5. Support Vector Machine Model•简介:支持向量机模型是一种用于分类和回归问题的监督学习模型。

通过将数据映射到高维空间,寻找超平面将不同类别的数据分开。

自动控制原理英文词汇索引

自动控制原理英文词汇索引

Signal input single output SISO 单输入单输出Dynamic system 动态系统Multivariable control 多变量控制Multi input and multi output 多输入多输出Root locus method 根轨迹方法Time domain 时域Disturbance 干扰Frequency domain 频域Stochastic system 随机系统Phase 相位Uncertainty 不确定性Distributed parameter system 分布参数系统Discrete system 离散系统Robust control 鲁棒控制System identification 系统辨识Adaptive control 自适应控制Simulation 仿真Nonlinear 非线性Symbolic computation 符号计算Toolbox 工具箱Numerical computation 数值计算Diagonal canonical form 对角线规范形Jordan canonical form 约当规范形Controlled system 受控系统、被控系统Ordinary differential equation 常微分方程Derivative 导数Time-invariant system 定常系统、时不变系统Matrix 矩阵Continuous-time system 连续系统、连续时间系统Time-varying system 时变系统、非定常系统Output equation 输出方程Mathematic model 数学模型Linear system 线性系统Vector 向量State 状态State equation 状态方程State trace 状态轨迹State space model 状态空间模型Transfer function 传递函数Inverted pendulum 倒立摆Diagonal matrix 对角线矩阵Fourier transformation 傅里叶变换Inertial element 惯性环节Block diagonal matrix 块对角矩阵Linearization 线性化Phase variable 相变量Strictly proper rational function 严格真有理函数Companior matrix 友矩阵Jordan matrix 约当矩阵Adjoint matrix 伴随矩阵Non-singurler matrix 非奇异矩阵、可逆矩阵Generality eigenvector 广义特征向量Canonical form 规范形、标准形、典范形Geometric multiple number 几何重数Algebraic multiple number 代数重数Characteristic polynomial 特征多项式Characteristic equation 特征方程Eigenvecto 特征向量rLinear transformation 线性变换Rank 秩Parallel connection 并行联接Transfer function matrix 传递函数矩阵Series connection 串联联接Feedback connection 反馈联接Laplace transformation 拉普拉斯变换Rational matrix function 有理矩阵函数Composition system 组合系统Analog to Digital converter A/D 转换、数模转换Digital to Analog converter D/A 转换、数模转换z transformation z变换sampled system 采样系统difference equation 差分方程discrete-time system 离散系统、离散时间系统delay 延迟initial time 初始时间initial state 初始状态polynomial 多项式non-homogenerous state equation 非齐次状态方程step signal 阶跃信号matrix exponent function 矩阵指数函数convolution 卷积zero-input response 零输入响应zero-state response 零状态响应impulse response 脉冲响应impulse signal 脉冲信号homogenerous 齐次性homogenerous state equation 齐次状态方程output response 输出响应state transistion matrix 状态转移矩阵Cayley-Hamilton Theorem 凯莱-哈密顿定理Momic polynomial 首一多项式Minimal polynomial 最小多项式Recursive algorithm 递推算法Gram matrix 格拉姆矩阵Functional linear independence 函数线性无关Functional linear denpendence 函数线性相关Modality criterion 模态判据Controllability 能控性、可控性Controllability Matrix 能控性矩阵Output controllability 输出能控性Rank criterion 秩判据State controllability 状态能控性Observability 能观测性、可观测性Observability matrix 能观性矩阵Observability criterion 能观性判据Reachability 能达性、可达性Duality 对偶性Structural decomposition 结构分解Zero 零点Zero-pole cancel 零极点相消Subspace 子空间Subsystem 子系统Luenberger controllability canonical form 龙伯格能控规范形Observability canonical form 能观规范形controllability canonical form 能控规范形controllability index 能控性指数Wonham controllability canonical form 旺纳姆能控规范形System realization 系统实现Minimal realization 最小实现Definite sign 定号性Norm 范数Non-positive definite matrix 非正定矩阵Euclidean norm 2-norm 欧几里德范数、2范数Equilibrium state 平衡点Input-output stability 输入输出稳定性Stability 稳定性Consistent stability 一致稳定Bounded-input bounded-output stability BIBO stability 有界输入有界输出稳定性State stability 状态稳定性Algebraic equation 代数方程Symmetry matrix 对称矩阵Quadratic function 二次型函数Non-negative definite matrix 非负定矩阵Negative definite matrix 负定矩阵Asymptotic stability 渐进稳定Sylvester Theorem 赛尔维斯特定理Stability criterion 稳定判据Jacobi matrix 雅可比矩阵Positive-definite matrix 正定矩阵Output feedback 输出反馈State feedback 状态反馈Pole assignment 极点配置System synthesis 系统综合Stable control 镇定控制Compensator decouple 补偿器解耦Decouple 解耦Observer 观测器Reduction-dimension observer 降维观测器Full-dimension observer 全维观测器State estimation 状态观测器State observating error 状态观测器误差State observatory 状态观测器。

piecewise-linear

piecewise-linear

Outline
• • • • • • Review of POMDP model Exhaustive Enumeration Algorithms Linear Support Algorithm Incremental Pruning Algorithms Witness Algorithm Conclusion
Exhaustive Enumeration Overview
• • We want to do value iteration Insight: Given
– A parsimonious set t-1 of (t-1)-step policy trees, and – The associated PWLC value function Vt-1(.)
Outline
• • • • • • Review of POMDP model Exhaustive Enumeration Algorithms Linear Support Algorithm Incremental Pruning Algorithms Witness Algorithm Conclusion
Computing the Vector at a Point
• Insight: Given
– the set t-1 of (t-1)-step policy trees, and – the associated PWLC value function Vt-1(.)
it is easy to compute the optimal t-step policy tree value Vt(b) for a given belief state b • How?
Vt * (b) = max b ⋅ V p

微观计量经济学模型(Model-of-Microeconometrics)

微观计量经济学模型(Model-of-Microeconometrics)

微观计量经济学模型(Model of Microeconometrics )1.1 Generalized Linear Mod elsThree aspects of the linear regression model for a conditionally normally distributed response y are:(1) The linear predictor βηT i i x = through which )|(i i i x y E =μ. (2) i i x y | is ),(2σμi N (3) i i ημ=GLMs: extends (2)and(3) to more general families of distributions for y. Specifically, i i x y | may follow a density:⎭⎬⎫+⎩⎨⎧-=);()(exp ),;(φφθθφθy c b y y fθ:canonical parameter, depends on the linear predictor.φ:dispersion parameter, is often known.Also i η and i μ are related by a monotonic transformation,i i g ημ=)(Called the link function of the GLM.Selected GLM families and their canonical link1.2 Binary Depend ent VariablesModel:n i x F p x y E T i i i i ,......2,1),()|(===βIn the probit case: F equals the standard normal CDF In the logit case: F equals the logistic CDFExample:(1)DataConsidering female labor participation for a sample of 872 women from Switzerland.The dependent variable: participation The explain variables:income,age,education,youngkids,oldkids,foreignyesandage^2. R:library("AER")data("SwissLabor")summary(SwissLabor)participation income age educationno :471 Min. : 7.187 Min. :2.000 Min. : 1.000yes:401 1st Qu.:10.472 1st Qu.:3.200 1st Qu.: 8.000Median :10.643 Median :3.900 Median : 9.000Mean :10.686 Mean :3.996 Mean : 9.3073rd Qu.:10.887 3rd Qu.:4.800 3rd Qu.:12.000Max. :12.376 Max. :6.200 Max. :21.000 youngkids oldkids foreignMin. :0.0000 Min. :0.0000 no :6561st Qu.:0.0000 1st Qu.:0.0000 yes:216Median :0.0000 Median :1.0000Mean :0.3119 Mean :0.98283rd Qu.:0.0000 3rd Qu.:2.0000Max. :3.0000 Max. :6.0000(2) EstimationR:swiss_prob=glm(participation~.+I(age^2),data=SwissLabor,family=binomial(link="pro bit"))summary(swiss_prob)Call:glm(formula = participation ~ . + I(age^2), family = binomial(link = "probit"),data = SwissLabor)Deviance Residuals:Min 1Q Median 3Q Max-1.9191 -0.9695 -0.4792 1.0209 2.4803Coefficients:Estimate Std. Error z value Pr(>|z|)(Intercept) 3.74909 1.40695 2.665 0.00771 **income -0.66694 0.13196 -5.054 4.33e-07 ***age 2.07530 0.40544 5.119 3.08e-07 ***education 0.01920 0.01793 1.071 0.28428youngkids -0.71449 0.10039 -7.117 1.10e-12 ***oldkids -0.14698 0.05089 -2.888 0.00387 **foreignyes 0.71437 0.12133 5.888 3.92e-09 ***I(age^2) -0.29434 0.04995 -5.893 3.79e-09 ***---Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 (Dispersion parameter for binomial family taken to be 1)Null deviance: 1203.2 on 871 degrees of freedomResidual deviance: 1017.2 on 864 degrees of freedomAIC: 1033.2Number of Fisher Scoring iterations: 4(3)VisualizationPlotting participation versus ageR:plot(participation~age,data=SwissLabor,ylevels=2:1)(4) Effectsj T i ijT i ij i i x x x x x y E ββφβ⋅=∂Φ∂=∂∂)()()|(Average marginal effects:The average of the sample marginal effects: j Ti n ix nββφ⋅∑)(1 R:fav=mean(dnorm(predict(swiss_prob,type="link"))) fav*coef(swiss_prob)(Intercept) income age education youngkids 1.241929965 -0.220931858 0.687466185 0.006358743 -0.236682273 oldkids foreignyes I(age^2) -0.048690170 0.236644422 -0.097504844The average marginal effects at the average regressor: R:av=colMeans(SwissLabor[,-c(1,7)])av=data.frame(rbind(swiss=av,foreign=av),foreign=factor(c("no","yes"))) av=predict(swiss_prob,newdata=av,type="link") av=dnorm(av)av["swiss"]*coef(swiss_prob)[-7] av["foreign"]*coef(swiss_prob)[-7]swiss:(Intercept) income age education youngkids 1.495137092 -0.265975880 0.827628145 0.007655177 -0.284937521 oldkids I(age^2) -0.058617218 -0.117384323Foreign:(Intercept) income age education youngkids 1.136517140 -0.202179551 0.629115268 0.005819024 -0.216593099 oldkids I(age^2) -0.044557434 -0.089228804(5) Goodness of fit and prediction Pseudo-R2:)()ˆ(12ββλλ-=R)ˆ(βλas the log-likelihood for the fitted model, )(βλ)ˆ(βλas the log-likelihood for the model containing only a constant term. R: swiss_prob0=update(swiss_prob,formula=.~1)1- as.vector(logLik(swiss_prob)/logLik(swiss_prob0))[1] 0.1546416Percent correctly predicted:R:table(true=SwissLabor$participation,pred=round(fitted(swiss_prob)))pred true 0 1 no 337 134 yes 146 25567.89% ROC curve:TPR(c):the number of women participating in the labor force that are classified as participating compared with the total number of womenparticipating.FPR(c):the number of women not participating in the labor force that are classified as participating compared with the total number of women not participating.R:l ibrary("ROCR")pred=prediction(fitted(swiss_prob),SwissLabor$participation)plot(performance(pred,"acc"))plot(performance(pred,"tpr","fpr"))abline(0,1,lty=2)Extensions: Multinomial responsesFor illustrating the most basic version of the multinomial logit model, a model with only individual-specific covariates,.data("BankWages")It contains, for employees of a US bank, an ordered factor job with levels "custodial", "admin"(for administration), and "manage" (for management), to be modeled as afunction of education (in years) and a factor minority indicating minority status. There also exists a factorgender, but since there are no women in the category "custodial", only a subset of the data corresponding to males is used for parametric modeling below.summary(BankWages)job education gender minoritycustodial: 27 Min. : 8.00 male :258 no :370admin :363 1st Qu.:12.00 female:216 yes:104manage : 84 Median :12.00Mean :13.493rd Qu.:15.00Max. :21.00summary(BankWages)edcat <- factor(BankWages$education)edcatlevels(edcat)[3:10] <- rep(c("14-15", "16-18", "19-21"),+ c(2, 3, 3))head(edcat)tab <- xtabs(~ edcat + job, data = BankWages)head(tab)prop.table(tab, 1)head(BankWages)library("nnet")bank_mn2 <- multinom(job ~ education + minority+gender,data=BankWages,trace = FALSE)summary(bank_mn2)1.3 Regression Mod els for Count DataWe begin with the standard model for count data, a Poisson regression.Poisson Regression Model:)ex p()|(βμT i i i i x x y E ==Canonical link: the log link Example:Trips to Lake Somerville,Texas,1980. based on a survey administered to 2,000 registered leisure boat owners in 23 counties in eastern Texas.The dependent variable is trips, and we want to regress it on all further variables: a (subjective) quality ranking of the facility (quality), a factor indicating whether the individual engaged in water-skiing at the lake (ski),household income (income), a factor indicating whether the individual paid a user’s fee at the lake (userfee), and three cost variables (costC, costS,costH) representing opportunity costs. (1)Datadata("RecreationDemand") summary(RecreationDemand)trips quality ski income userfee Min. : 0.000 Min. :0.000 no :417 Min. :1.000 no :646 1st Qu.: 0.000 1st Qu.:0.000 yes:242 1st Qu.:3.000 yes: 13Median : 0.000 Median :0.000 Median :3.000 Mean : 2.244 Mean :1.419 Mean :3.853 3rd Qu.: 2.000 3rd Qu.:3.000 3rd Qu.:5.000 Max. :88.000 Max. :5.000 Max. :9.000 costC costS costH Min. : 4.34 Min. : 4.767 Min. : 5.70 1st Qu.: 28.24 1st Qu.: 33.312 1st Qu.: 28.96 Median : 41.19 Median : 47.000 Median : 42.38 Mean : 55.42 Mean : 59.928 Mean : 55.993rd Qu.: 69.67 3rd Qu.: 72.573 3rd Qu.: 68.56Max. :493.77 Max. :491.547 Max. :491.05head(RecreationDemand)trips quality ski income userfee costC costS costH1 0 0 yes 4 no 67.59 68.620 76.8002 0 0 no 9 no 68.86 70.936 84.7803 0 0 yes 5 no 58.12 59.465 72.1104 0 0 no 2 no 15.79 13.750 23.6805 0 0 yes 3 no 24.02 34.033 34.5476 0 0 yes 5 no 129.46 137.377 137.850(2) Estimationrd_pois=glm(trips~.,data=RecreationDemand,family=poisson) coeftest(rd_pois)z test of coefficients:Estimate Std. Error z value Pr(>|z|) (Intercept) 0.2649934 0.0937222 2.8274 0.004692 ** quality 0.4717259 0.0170905 27.6016 < 2.2e-16 *** skiyes 0.4182137 0.0571902 7.3127 2.619e-13 *** income -0.1113232 0.0195884 -5.6831 1.323e-08 *** userfeeyes 0.8981653 0.0789851 11.3713 < 2.2e-16 *** costC -0.0034297 0.0031178 -1.1001 0.271309 costS -0.0425364 0.0016703 -25.4667 < 2.2e-16 *** costH 0.0361336 0.0027096 13.3353 < 2.2e-16 *** Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘R:logLik(rd_pois)the log-likelihood of the fitted model:'log Lik.' -1529.431 (df=8)rbind(obs = table(RecreationDemand$trips)[1:10], exp = round(+ sapply(0:9, function(x) sum(dpois(x, fitted(rd_pois))))))0 1 2 3 4 5 6 7 8 9obs 417 68 38 34 17 13 11 2 8 1exp 277 146 68 41 30 23 17 13 10 7table(true=RecreationDemand$trips,pred=round(fitted(rd_nb)))NOT WELL(3)Dealing with overdispersionPoisson distribution has the property that the variance equals the mean. In econometrics, Poisson regressions are often plagued by overdispersion. One way of testing for overdispersion is to consider the alternative hypothesis(Cameron and Trivedi 1990)Var(yi|xi) = μi + a*h(μi)where h is a positive function of μi.Overdispersion corresponds to a > 0 and underdispersion to a < 0. Common specifications of the transformation function h are h(μ) = μ2 or h(μ) = μ. The former corresponds to a negative binomial (NB) model (see below) with quadratic variance function (called NB2 by Cameron and Trivedi 1998), the latter to an NB model with linear variance function (called NB1 by Cameron and Trivedi 1998). In the statistical literature, the reparameterizationVar(yi|xi) = (1 + a) · μi = dispersion · μiof the NB1 model is often called a quasi-Poisson model with dispersion parameter.R: dispersiontest(rd_pois)Overdispersion testdata: rd_poisz = 2.4116, p-value = 0.007941alternative hypothesis: true dispersion is greater than 1sample estimates:dispersion6.5658R:dispersiontest(rd_pois, trafo = 2)Overdispersion testdata: rd_poisz = 2.9381, p-value = 0.001651alternative hypothesis: true alpha is greater than 0sample estimates:alpha1.316051Both suggest that the Poisson model for the trips data is not wellspecified.One possible remedy is to consider a more flexible distribution that does not impose equality of mean and variance.The most widely used distribution in this context is the negative binomial. It may be considered a mixture distribution arising from a Poisson distribution with random scale, the latter following a gamma distribution. Its probability mass function isR: library("MASS")rd_nb <- glm.nb(trips ~ ., data = RecreationDemand)coeftest(rd_nb)z test of coefficients:Estimate Std. Error z value Pr(>|z|)(Intercept) -1.1219363 0.2143029 -5.2353 1.647e-07 ***quality 0.7219990 0.0401165 17.9976 < 2.2e-16 ***skiyes 0.6121388 0.1503029 4.0727 4.647e-05 ***income -0.0260588 0.0424527 -0.6138 0.53933userfeeyes 0.6691676 0.3530211 1.8955 0.05802 .costC 0.0480087 0.0091848 5.2270 1.723e-07 ***costS -0.0926910 0.0066534 -13.9314 < 2.2e-16 ***costH 0.0388357 0.0077505 5.0107 5.423e-07 ***---Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘R:logLik(rd_nb)'log Lik.' -825.5576 (df=9)0 1 2 3 4 5 6 7 8 9obs 417 68 38 34 17 13 11 2 8 1exp 370 87 37 26 21 17 14 11 9 8(4)Zero-inflated Poisson and negative binomial modelsrbind(obs = table(RecreationDemand$trips)[1:10], exp = round(+ sapply(0:9, function(x) sum(dpois(x, fitted(rd_pois))))))0 1 2 3 4 5 6 7 8 9obs 417 68 38 34 17 13 11 2 8 1exp 277 146 68 41 30 23 17 13 1 0 7One such model is the zero-inflated Poisson (ZIP) model (Lambert 1992), which suggests a mixture specification with a Poisson count component and an additional point mass at zero. With I A(y) denoting the indicator function, the basic idea isf zeroinfl(y) = p i · I{0}(y) + (1 − p i) · f count(y; μi),we consider a regression of trips on all further variables for the count part (using a negative binomial distribution) and model the inflation part as a function of quality and income:library(pscl)rd_zinb = zeroinfl(trips ~ . | quality + income,data=RecreationDemand, dist="negbin")summary(rd_zinb )Call:zeroinfl(formula = trips ~ . | quality + income, data = RecreationDemand, dist = "negbin")Pearson residuals:Min 1Q Median 3Q Max-1.08885 -0.20037 -0.05696 -0.04509 40.01393Count model coefficients (negbin with log link):Estimate Std. Error z value Pr(>|z|)(Intercept) 1.096634 0.256679 4.272 1.93e-05 ***quality 0.168911 0.053032 3.185 0.001447 **skiyes 0.500694 0.134488 3.723 0.000197 ***income -0.069268 0.043800 -1.581 0.113775userfeeyes 0.542786 0.282801 1.919 0.054944 .costC 0.040445 0.014520 2.785 0.005345 **costS -0.066206 0.007745 -8.548 < 2e-16 ***costH 0.020596 0.010233 2.013 0.044146 *Log(theta) 0.190175 0.112989 1.683 0.092352 .Zero-inflation model coefficients (binomial with logit link):Estimate Std. Error z value Pr(>|z|)(Intercept) 5.7427 1.5561 3.691 0.000224 ***quality -8.3074 3.6816 -2.256 0.024041 *income -0.2585 0.2821 -0.916 0.359504---Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1Theta = 1.2095Number of iterations in BFGS optimization: 26Log-likelihood: -722 on 12 DfR:rbind(obs =table(RecreationDemand$trips)[1:10],exp=round(colSums(predict(rd_zin b, type = "prob")[,1:10])))0 1 2 3 4 5 6 7 8 9obs 417 68 38 34 17 13 11 2 8 1exp 433 47 35 27 20 16 12 10 8 7。

Generalized Linear Mixed Models

Generalized Linear Mixed Models

glmm
Department of Biostatistics University of Copenhagen
Example 1: Smoking in School Children
library(foreign) library(lme4) dd <- read.xport("~/niss.xpt") names(dd) <- tolower(names(dd)) dd$ryger <- dd$rygvan<2 (fit <- lmer(ryger~koen + alder + factor(klastrin) + factor(skf + (1|skole)+(1|klassenr),family=binomial,data=dd)) anova(fit) waldtest <- function(fit,ix) {x <- fixef(fit)[ix]; V <- as.matrix(vcov(fit))[ix,ix]; x%*%solve(V,x)} waldtest(fit, 4:5)
glmm
Department of Biostatistics University of Copenhagen
ni
fij (yij |bi , β, φ)f (bi |D)dbi
j=1
They proceed to explain the main approximations as Approximating the integrand (Laplace) Approximating the data (PQL) Approximating the integral

线性规划模式LinearProgrammingModels

线性规划模式LinearProgrammingModels
Space Rays X1 * = 320 dozen Zappers X2 * = 360 dozen Profit Z * = $4360
(production hours). 2X1 + 1X2 = 1000 (塑膠原料,Plastic)
Excel試算表
– 此最佳解使用了所有的塑膠原料(plastic)與生產時間
往利潤增加方向移動 increase the profit, if possible... 持續平行移動到無法增加為止 continue until it becomes infeasible
700 500
紅色線段
Profit =$1250
Optimal Profit =$4360
X1
19
500
最佳解 (p.69) Summary of the optimal solution
2X1+ X2 = 1000 3X1+4X2 = 2400 (320,360)
之解
端點:可行區 域的角點
2X1+ X2 = 1000 (450,100) X1-X2 = 350 之解
22
多重最佳解 Multiple optimal solutions
• 若多重最佳解存在,則目標函數必定平行其中一個 限制式 •多重最佳解之任何加權平均值 亦為一組最佳解
21
端點與最佳解 (p.72) Extreme points and optimal solutions
– 若一個線性規劃問題有一組最佳解,此最佳解一 定發生在”端點”上 (端點最佳解之候選人,True/False) – 兩個束縛方程式的交點形成一個”端點”或”角點”
3X1+4X2 = 2400 X1 = 0 之解 (0,600)

数学论文中常用的英文缩写词

数学论文中常用的英文缩写词

数学论文中常用的英文缩写词杨 巍 纳(河南大学数学季刊编辑部,475001,河南开封)摘 要 参照《2000数学主题分类表》,将数学论文中常用的数学英文缩写词列表予以说明,表中并附有常用的与数学密切相关的英文缩写词,以期对书刊编辑处理数学稿件时有所裨益。

关键词 数学论文;英文缩写词;数学英文缩写词中图分类号 G237.5;H313.6E nglish abbreviations in common use for mathematical papers∥Y ang WeinaAbstract This paper enumerates some English abbreviations in common use for mathematical papers in a form with a reference to The Classif ication Forms on M athem atical S ubject,2000.This form includes some English abbreviation words in common use for mathematics,in order to help the editors deal with mathematical manuscripts.K ey w ords mathematical papers;English abbreviation; mathematical English abbreviationAuthor’s address Editorial Board of Chinese Quarterly Journal of Mathematics,475001,K aifeng,Henan,China数学词汇的英文缩写词及那些与数学密切相关的英文缩写词(以下简称为数学英文缩写词)在数学论文中,特别是在英文数学论文中出现的频次相当高,而往往作者稿件中数学英文缩写词使用混乱,疏误较多或书写不规范,给编辑的审、编造成诸多困难。

regularization paths for generalized linear models via coordinate descent

regularization paths for generalized linear models via coordinate descent
Jerome Friedman
Stanford University
Trevor Hastie
Stanford University
Rob Tibshirani
Stanford University
Abstract We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, two-class logistic regression, and multinomial regression problems while the penalties include 1 (the lasso), 2 (ridge regression) and mixtures of the two (the elastic net). The algorithms use cyclical coordinate descent, computed along a regularization path. The methods can handle large problems and can also deal efficiently with sparse features. In comparative timings we find that the new algorithms are considerably faster than competing methods.
JSS
Journal of Statistical Software
January 2010, Volume 33, Issue 1. /

SPSS混合线性模型

SPSS混合线性模型
4
Examples of Fixed and Random Effects
1. Fixed effect: 2. Sex where both male and female genders are included in the factor, sex. 3. Agegroup: Minor and Adult are both included in the factor of agegroup 4. Random effect:
6
Interactions are Crossed Effects
All of the cells are filled Each level of X is crossed with each level of Y Variable Y Level 1 Level 2 Level 3 Level 4
11
Within-Subjects Effects
• These are repeated effects. • Observation 1, 2, and 3 might be the pre, post, and follow-up observations on each person. • Each person experiences all of these levels or categories. • These are found in repeated measures analys
• Repeated Measures ANOVA • Advantages of Mixed Models over GLM.
3
Definition of Mixed Models by their component effects

05 - Generalized Linear Models 广义线性模型

05 - Generalized Linear Models 广义线性模型
Lecture 5 Generalized Linear Models
Outline
Introduction Theory of the Generalized Linear Models
Logistic Regression
Poisson and Negative Binomial Regression
Introduction
Review: How to compare treatments?
Usually an endpoint is compared across treatment groups,
while controlling for important predictors
• Example: Control for baseline measurements • Predictors could be continuous or categorical
Relapse
Remission
10 | Basic Statistics in Clinical Trials | Generalized Linear Models | All Rights Reserved
Time
Introduction
RRMS study example – MRI scans
- T1 lesion - Combined unique active lesion (CUAL)
11 | Basic Statistics in Clinical Trials | Generalized Linear Models | All Rights Reserved
Introduction
Introduction

An Introduction to Generalized Linear Model

An Introduction to Generalized Linear Model

AN INTRODUCTION TO GENERALIZED LINEAR MIXED MODELSStephen D.KachmanDepartment of Biometry,University of Nebraska–LincolnAbstractLinear mixed models provide a powerful means of predicting breeding values.However,for many traits of economic importance the assumptions of linear responses,constant variance,and normality are questionable.Generalized linear mixed modelsprovide a means of modeling these deviations from the usual linear mixed model.Thispaper will examine what constitutes a generalized linear mixed model,issues involvedin constructing a generalized linear mixed model,and the modifications necessary toconvert a linear mixed model program into a generalized linear mixed model program.1IntroductionGeneralized linear mixed models(GLMM)[1,2,3,6]have attracted considerable at-tention over the years.With the advent of SAS’s GLIMMIX macro[5],generalized linear mixed models have become available to a larger audience.However,in a typical breeding evaluation generic packages are too inefficient and implementations in FORTRAN or C are needed.In addition,GLMM’s pose additional challenges with some solutions heading for ±∞.The objective of this paper is to provide an introduction to generalized linear mixed models.In section2,I will discuss some of the deficiencies of a linear model.In sec-tion3,I will present the generalized linear mixed model.In section4,I will present the estimation equations for thefixed and random effects.In section5,I will present a set of estimating equations for the variance components.In section6,I will discuss some of the computational issues involved when these approaches are used in practice.2Mixed modelsIn this section I will discuss the linear mixed model and when the implied assumptions are not appropriate.A linear mixed model isy|u∼N(Xβ+Zu,R)where u∼N(0,G),X and Z are known design matrices,and the covariance matrices R and G may depend on a set of unknown variance components.The linear mixed model assumes that the relationship between the mean of the dependent variable y and thefixed and random effects can be modeled as a linear function,the variance is not afunction of the mean,and that the random effects follow a normal distribution.Any or all these assumptions may be violated for certain traits.A case where the assumption of linear relationships is questionable is pregnancy rate. Pregnancy is a zero/one trait,that is,at a given point an animal is either pregnant(1)or is not pregnant(0).For example,a change in management that is expected to increase pregnancy rate by.1in a herd with a current pregnancy rate of.5would be expected to have a smaller effect in a herd with a current pregnancy rate of.8;that is,a treatment,an environmental factor,or a sire would be expected to have a larger effect when the mean pregnancy rate is.5than when the pregnancy rate is.8.Another case where the assumption of a linear relationship is questionable is the anal-ysis of growth.Cattle,pigs,sheep,and mice have similar growth curves over time;that is,after a period of rapid growth they reach maturity and the growth rate is considerably slower.The relationship of time with weight is not linear,with time having a much larger effect when the animal is young and a very small effect when the animal is mature.The assumption of constant variance is also questionable for pregnancy rate.When the predicted pregnancy rate,µ,for a cow is.5the variance isµ(1−µ)=.25.If on the other hand the predicted pregnancy rate for a cow is.8the variance drops to.16.For some production traits the variance increases as mean level of production increases.The assumption of normality is also questionable for pregnancy rate.It is difficult to justify the assumption that the density function of a random variable which only takes on two values is similar to a continuous bell shaped curve with values ranging from−∞to +∞.A number of approaches have been taken to address the deficiencies of a linear mixed model.T ransformations have been used to stabilize the variance,to obtain a linear rela-tionship,and to normalize the distribution.However the transformation needed to stabilize the variance may not be the same transformation needed to obtain a linear relationship. For example a log transformation to stabilize the variance has the side effect that the model on the original scale is multiplicative.Linear and multiplicative adjustments are used to adjust to a common base and to account for heterogeneous variances.Multiple trait analysis can be used to account for heterogeneity of responses in different environ-ments.Separate variances can be estimated for different environmental groups where the environmental groups are based on the observed production.Afinal option is to ignore the deficiencies of the linear mixed model and proceed as if a linear model does hold.The above options have the appeal that they are relatively simple and cheap to im-plement.Given the robustness of the estimation procedures,they can be expected to produce reasonable results.However,these options sidestep the issue that the linear mixed model is incorrect.Specifically we have a set of estimation procedures which are based on a linear mixed model and manipulate the data to make itfit a linear mixed model. It seems more reasonable to start with an appropriate model for the data and use an es-timation procedure derived from that model.A generalized linear mixed model is a model which gives us extraflexibility in developing an appropriate model for the data[1].σFixedEffects h(η)InverseLink LinearPredictor GComponentsVarianceRandomEffectsβRMean Observations Figure 1:Symbolic representation of a generalized linear mixed model.3A Generalized Linear Mixed ModelIn this section I will present a formulation of a generalized linear mixed model.It differs from presentations such as [1]in that it focuses more on the inverse link function rather than the link function to model the relationship between the linear predictor and the conditional mean.Generalized linear mixed models also includes the nonlinear mixed models of [4].Figure 1provides a symbolic representation of a generalized linear mixed model.As in a linear mixed model,a generalized linear mixed model includes fixed effects,β,with (e.g.,management effect);random effects,u ∼N(0,G ),(e.g.,breeding values);design matrices X and Z ;and a vector of observations,y ,(e.g.,pregnancy status)for which the conditional distribution given the random effects has mean,µ(e.g.,mean pregnancy rate),and covariance matrix,R ,(e.g.,variance of pregnancy status is µ(1−µ)).In addition,a generalized linear mixed model includes a linear predictor,η,and a link and/or inverse link function.In addition,the conditional mean,µ,depends on the linear predictor through an inverse link function,h (·),and the covariance matrix,R ,depends on µthrough a variance function.For example,the mean pregnancy rate,µ,depends on the effect of management and the breeding value of the animal.The management effect and breeding value actadditively on a conceptual underlying scale.Their combined effect on the underlying scale is expressed as the linear predictor,η.The linear predictor is then transformed to the observed scale(i.e.,mean pregnancy rate)through an inverse link function,h(η).A typical transformation would beh(η)=eη1+eη.3.1Linear Predictor,ηAs with a linear mixed model,thefixed and random effects are combined to form a linear predictorη=Xβ+Zu.With a linear mixed model the model for the vector of observations y is obtained by adding a vector of residuals,e∼N(0,R),as followsy=η+e=Xβ+Zu+e.Equivalently,the residual variability can be modeled asy|u∼N(η,R).Unless y has a normal distribution,the formulation using e is clumsy.Therefore,a gen-eralized linear mixed model uses a second approach to model the residual variability.The relationship between the linear predictor and the vector of observations in a generalized linear mixed model is modeled asy|u∼(h(η),R)where the notation,y|u∼(h(η)R),specifies that the conditional distribution of y given u has mean,h(η),and variance,R.The conditional distribution of y given u will be referred to as the error distribution.Choice of whichfixed and random effects to include in the model will follow the same considerations as for a linear mixed model.It is important to note that the effect of the linear predictor is expressed through an inverse link function.Except for the identity link function,h(η)=η,the effect of a one unit change inηi will not correspond to a one unit change in the conditional mean;that is, predicted progeny difference will depend on the progeny’s environment through h(η).The relationship between the linear predictor and the mean response on the observed scale will be considered in more detail in the next section.3.2(Inverse)Link FunctionThe inverse link function is used to map the value of the linear predictor for observation i,ηi,to the conditional mean for observation i,µi.For many traits the inverse link function is one to one,that is bothµi andηi are scalars.For threshold models,µi is a t×1vector,T able1:Common link functions and variance functions for various distributionsDistribution Link Inverse Link v(µ)Normal Identityη1Binomial/n Logit eη/(1+eη)µ(1−µ)/nProbitΦ(η)Poisson Log eηµGamma Inverse1/ηµ2Log eηwhere t is the number of ordinal levels.For growth curve models,µi is an n i×1vector andηi is a p×1vector,where the animal is measured n i times and there are p growth curve parameters.For the linear mixed model,the inverse link function is the identity function h(ηi)=ηi. For zero/one traits a logit link functionηi=ln(µi/[1−µi])is often used,the corresponding.The logit link function,unlike the identity link function, inverse link function isµi=eηiηiwill always yield estimated means in the range of zero to one.However,the effect of a one unit change in the linear predictor is not constant.When the linear predictor is0 the corresponding mean is.5.Increasing the linear predictor by1to1increases the corresponding mean by.23.If the linear predictor is3,the corresponding mean is.95. Increasing the linear predictor by1to4increases the corresponding mean by only.03. For most univariate link functions,link and inverse link functions are increasing monotonic functions.In other words,an increase in the linear predictor results in an increase in the conditional mean,but not at a constant rate.Selection of inverse link functions is typically based on the error distribution.Table1 lists a number of common distributions along with their link functions.Other considera-tions include simplicity and the ability to interpret the results of the analysis.3.3Variance FunctionThe variance function is used to model non-systematic variability.Typically with a generalized linear model,residual variability arises from two sources.First,variability arises from the sampling distribution.For example,a Poisson random variable with mean µhas a variance ofµ.Second,additional variability,or over-dispersion,is often observed.Modeling variability due to the sampling distribution is straight forward.In Table1the variance functions for some common sampling distributions are given.Variability due to over-dispersion can be modeled in a number of ways.One approach is to scale the residual variability as var(y i|u)=φv(µi),whereφis an over-dispersion parameter.A second approach is to add a additional random effect,e i∼N(0,φ),to the linear predictor for each observation.A third approach is to select another distribution. For example,instead of using a one parameter(µ)Poisson distribution for count data,a two parameter(µ,φ)negative binomial distribution could be used.The three approaches all involve the estimation of an additional parameter,φ.Scaling the residual variability is the simplest approach,but can yield poor results.The addition of a random effect has theeffect of greatly increasing the computational costs.3.4The partsT o summarize,a generalized linear model is composed of three parts.First,a linear predictor,η=Xβ+Zu,is used to model the relationship between thefixed and random effects.The residual variability contained in the residual,e,of the linear mixed model equation is incorporated in the variance function of the generalized linear mixed model. Second,an inverse link function,µi=h(ηi),is used to model the relationship between the linear predictor and the conditional mean of the observed trait.In general,the link function is selected to be both simple and reasonable.Third,a variance function,v(µi,φ), is used to model the residual variability.Selection of the variance function is typically dictated by the error distribution that was chosen.In addition,observed residual variability is often greater than expected due to sampling and needs to be accounted for with an overdispersion parameter.4Estimation and PredictionThe estimating equations for a generalized linear mixed model can be derived in a number of ways.From a Bayesian perspective the solutions to the estimating equations are posterior mode predictors.The estimating equations can be obtained by using a Laplacian approximation of the likelihood.The estimating equations for thefixed and random effects areX H R−1HX X H R−1HZ Z H R−1HX Z H R−1HZ+G−1 βu= X H R−1y∗Z H R−1y∗(1)whereH=∂µ∂ηR=var(y|u)y∗=y−µ+Hη.Thefirst thing to note is the similarity to the usual mixed model equations.This is easier to see if we rewrite the equations in the following formX W X X W Z Z W X Z W Z+G−1 βu= X hryZ hry(2)whereW=H R−1Hhry=H R−1y∗.Unlike the mixed model equations,the estimating equations(1)for a generalized linear mixed must be solved iteratively.0.20.40.60.81-4-2024M e a n (µ)Linear Predictor (η)Figure 2:Inverse logit link function µ=e η/(1+e η).4.1Univariate LogitT o see how all the pieces fit together,we will examine a univariate binomial with a logit link function which would be an appropriate model for examining proportion data.Let y i be the proportion out of n for observation i ,a reasonable error distribution for ny i would be Binomial with parameters,n and µi .For a univariate model,the H ,R ,and W matricesare all diagonal with diagonal elements equal to ∂µi i ,ν(µi ),and W ii respectively.The variance function for a scaled Binomial random variable is ν(µi )=µi (1−µi )/n .The inverse link function is selected to model the nonlinear response of the means,µi ,tochanges in the linear predictor,ηi .The inverse link function selected is µi =e ηi 1+e ηi .The nonlinear relationship between the linear predictor and the mean can be seen in Figure 2.Changes in the linear predictor when the mean is close to .5have a larger impact than similar changes when the mean is close to 0or 1.For example,a change in the linear predictor from 0to .5changes the mean from 50%to 62%.However,a change from 2to2.5changes the mean from 88%to 92%.The weight,W ii,and scaled dependent variable,hry i,for observation i are∂µi ∂ηi =∂eηiηi∂ηi=µi(1−µi)W ii=∂µi∂ηi[ν(µi)]−1∂µi∂ηi=µi(1−µi) nµi(1−µi) µi(1−µi)=nµi(1−µi)hry i=∂µi∂ηi[ν(µi)]−1 y i−µi+∂µi∂ηiηi=n y i−µi+µi(1−µi)ηi .This can be translated into a FORTRAN subroutine as followsSUBROUTINE LINK(Y,WT,ETA,MU,W,HRY)REAL*8Y,WT,ETA,MU,W,R,VAR,Hmu=exp(eta)/(1.+exp(eta))!h(ηi)=eηi/(1+eηi)h=mu*(1.-mu)!∂µi/∂ηi=µi(1−µi)var=mu*(1.-mu)/wt!ν(µi)=µi(1−µi)/nW=(H/VAR)*H!W=Diag(H R−1H)HRY=(H/VAR)*(Y-MU)+W*ETA!hry=H R−1[y−µ+Hη]RETURNENDIn the subroutine Y=y i,WT=n,and ETA= ηi are passed to the subroutine.The sub-routine returns W=W ii,MU=µi,and HRY=hry i.In the subroutine the linesmu=exp(eta)/(1.+exp(eta))h=mu*(1.-mu)would need to be changed if a different link function was selected.The linevar=h/wtwould need to be changed if a different variance function was selected.The changes to the LINK subroutine to take into account boundary conditions will be discussed in sec-tion6.For each round of solving the estimating equations(2),a new set of linear predictors needs to be calculated.This can be accomplished during the construction of the LHS and RHS assuming solutions are not destroyed.The FORTRAN code for thisDO I=1,N!Loop to read in the N records.Read in recordETA=0!Calculate the risk factorηi=ETA based on the DO J=1,NEFF!solution for the NEFFfixed and random effects ETA=ETA+X*SOL!SOL and the design matrix X.END DOCALL LINK(Y,WT,ETA,MU,W,HRY)!Calculate µi=MU,W ii=W,and hry i=HRY!based on y i=Y,n=Wt,and ηi=ETA.Build LHS and RHSEND DO4.2Numerical exampleThe data in T able2have been constructed to illustrate the calculations involved for binomial random variables with a logit link function.A linear predictor of pregnancy rate for a cow in herd h on diet d isµhd=µ+Herd h+Diet dwhere Herd h is the effect of herd h and Diet d is the effect of diet d.For thefirst round we will use an initial estimate forηi of0.The contributions of each observation for round one is given in T able3.The estimating equations and solutions for round1are37.512.52515202.512.512.5057.50250251012.52.5155101500207.512.502002.502.5002.5µ Herd1Herd2Diet ADiet BDiet C=4053512253µ Herd1Herd2Diet ADiet BDiet C=1.2−1.04416−0.05194810.441558and η=X β=0.1038960.5974031.148051.641561.2.The new estimates of the linear predictor are used to obtain the contributions of each observation for round two given in T able4.Table2:Example data.Number PregnancyHerd Diet of Cows Rate1A20.501B30.662A40.802B50.902C10.80T able3:Contributions to the estimating equations for round one.Herd Diet y iηiµi n i W ii hry i1A0.500.520501B0.¯600.5307.552A0.800.54010122B0.900.55012.5202C0.800.510 2.53T able4:Contributions to the estimating equations for round two. Herd Diet y iηiµi n i W ii hry i1A0.50.1038960.52595120 4.98653-0.000932566 1B0.¯60.5974030.64506230 6.86871 4.751532A0.8 1.148050.759155407.3135510.03012B0.9 1.641560.83774750 6.7963514.26932C0.8 1.20.76852510 1.77894 2.449495Variance Component EstimationThe code given above assumes that the variance components are known.In this section I will discuss how estimates of the variance components can be obtained.Con-ceptually the variance component problem can be broken into two parts.Thefirst part is the estimation of the variance components associated with the random effects.The second part is the estimation of the variance components associated with the error dis-tribution.Before examining the modifications for a GLMM we will briefly review the major features of a variance component estimation program for a mixed model.5.1Mixed modelDerivative based programs for estimation of variance components under a mixed model involve the computation of quadratic forms of the predicted random effects, u Q i u, along with functions of the elements of a generalized inverse of the left hand sides,f ij(C), where C is a generalized inverse of the left hand sides in(2).For example,the univariate Fisher scoring quadratic form of the REML estimator of variance component i isu i I q i u iσiwhere u i is the q i×1vector of predicted random effects for i th set of random effects.The function of the left hand sides aref ii(C)=1σ4iq i−2tr(C ii)σ2i+tr(C ii C ii)σ4if ij(C)=1σiσjtr(C ij C ji)σiσjwhereC=C00C01 0C10C11 (1)...C r0C r1...C rris the partitioned generalized inverse of the left hand sides of(2).For the residual variance component,the quadratic form is(y−X β−Z u) I N(y−X β−Z u)σwhere N is the number of observations.The functions of the left hand sides aref i0(C)=1σ2iσ2tr(C ii)σ2i−rj=1tr(C ij C ji)σ2iσ2jf00(C)=1σ4N−p∗−q+ri=1rj=1tr(C ij C ji)σ2iσ2j.(3)5.2Modifications for GLMMThe variance components can be estimated using the approximate REML quasi-likelihood [1]which after some algebra isql (β,σ)=−12ln |V |−12ln |X H V −1HX |−12(y ∗−HXβ) V −1(y ∗−HXβ)(4)where σis the vector of variance component and V =R +HZGZ H .For the variance components associated with the random effects in G the estimating equations remain thesame except uand C are obtained using (2)instead of the usual mixed model equations.Estimation of the variance components associated with the error distribution is more problematic.The quadratic form becomes(y − µ) R −1∂R ∂φR −1(y − µ).(5)However,the corresponding functions for the left hand side in (3)for the linear mixedmodel assumes that R =I σ2o .The functions of the left hand sides for φaref 00(C )=[tr(Φ)−2tr(ΩΦ)+tr(ΩΦΩΦ)]f i 0(C )= tr(C i X H ΦHX X H ΦHZ Z H ΦHX Z H ΦHZC i ) where C i =(C i 0C i 1...C ir ),Φ=R −1∂R ∂φR −1andΩ= HX HZ CX H Z H .6Some Computational Issues While the mathematics are “straight forward,”implementation in practice is often chal-lenging.Many of the difficulties associated with generalized linear mixed models are related to either estimates going to infinity or divide by zero problems.Consider the uni-variate logit model.The calculations involve 1i i .Provided 0<µ<1this quantity is well defined.If µapproaches either zero or one,then the quantity 1µi (1−µi )approaches infinity.Estimates of µof zero or one occur when a contemporary group consists entirely of zeros or ones.Several options exist for handling this situation.One approach is to remove from the data any troublesome contemporary groups.While mathematically sound,an additional edit is needed to remove legitimate data values.A second approach is to treat contem-porary group effects as random effects.However,the decision to treat a set of effects asfixed or random should be decided from a modeling standpoint and not as an artifact of the estimation procedure.A third approach is to adjust y i away from0and1.For exam-ple,one could use(y i+∆)/(1+2∆)instead of y i.A fourth approach is based on the examination of what happens to the quantities W ii and hry i whenηi approaches infinity.Asηi→±∞,W ii→0andhry i→n(y i−µi)In the limit W ii and hry i are both well defined.One could then recode the link function as SUBROUTINE LINK(Y,WT,ETA,MU,W,HRY)REAL*8Y,WT,ETA,MU,W,R,VAR,Hif(abs(eta)>BIG)then!Check for ηi→±∞if(eta>0)then! ηi→∞⇒ µi→1mu=1.else! ηi→−∞⇒ µi→0mu=0end ifw=0! ηi→±∞⇒W ii→0hry=wt*(y-mu)!and hry i→n(y i− µi)returnend ifmu=exp(eta)/(1.+exp(eta))h=mu*(1.-mu)var=h/wtW=(H/VAR)*HHRY=(H/VAR)*(Y-MU)+W*ETARETURNENDwhere BIG is a sufficiently large,but not too large a number.For example BIG=10might be a reasonable choice.However,using W ii=0will usually result in a zero diagonal in the estimating equations.When these equations are solved,thefixed effect which was approaching infinity will be set to zero.This substitution can result in interesting convergence problems.A solution would be to“fix”the offensivefixed effect by making the following changesSUBROUTINE LINK(Y,WT,ETA,MU,W,HRY)REAL*8Y,WT,ETA,MU,W,R,VAR,Hif(abs(eta)>BIG)then!Check for ηi→±∞if(eta>0)then!−BIG≤ ηi≤BIGeta=BIGelseeta=-BIGend ifmu=exp(eta)/(1.+exp(eta))h=mu*(1.-mu)var=h/wtW=(H/VAR)*HHRY=(H/VAR)*(Y-MU)+W*ETARETURNEND6.1Additional ParametersThreshold models with more than two classes and growth curve models require more than one linear predictor per observation.In the case of a threshold model the value of an observation is determined by the usual linear predictor and a threshold linear predictor.With growth curve models animal i has n i observations.The linear predictor for animal i is a p ×1vector,where p is the the number of growth curve parameters.Unlike the univariate case,the matrices H ,W ,and R may not be diagonal.Typical structures for these matrices are:R =Diag(R i )with R i a n i ×n i residual covariance matrixH =Diag(H i )with H i a n i ×p matrix of partial derivatives H i = ∂µi 1∂ηi 1...∂µi 1∂ηip ...∂µin i i 1...∂µin i ip W =Diag(W i )with W i =H i R −1i H i .7ConclusionsGeneralized linear mixed models provide a flexible way to model production traits which do not satisfy the assumptions of a linear mixed model.This flexibility allows the researcher to focus more on selecting an appropriate model as opposed to finding manip-ulations to make the data fit a restricted class of models.The flexibility of a generalized linear mixed model provides an extra challenge when selecting an appropriate model.As a general rule the aim should be to select as simple a model as possible which does a reasonable job of modeling the data.While generalized linear mixed model programs are not as readily available as linear mixed model programs,modifications needed for a linear mixed model program should be minor.The two changes that are needed are to add a Link subroutine and to solve iteratively the estimating equations.In constructing a link subroutine it is important to handle boundary conditions robustly.When selecting a link function it is important to remember that when you get the results from the analysis,you will need to both interpret the results and to present the results in a meaningful manner.Generalized linear mixed models provide us with a very powerfulReferences[1]N.E.Breslow and D.G.Clayton.Approximate inference in generalized linear mixedmodels.J.Amer.Statist.Assoc.,88:9–25,1993.[2]B.Engel and A.Keen.A simple approach for the analysis of generalized linear mixedmodels.Statist.Neerlandica,48(1):1–22,1994.[3]D.Gianola and J.L.Foulley.Sire evaluation for ordered categorical data with a thresh-old model.G´en´et.S´el.Evol.,15(2):210–224,1983.[4]M.J.Lindstrom and D.M.Bates.Nonlinear mixed effects models for repeated mea-sures data.Biometrics,46:673–687,1990.[5]Ramon C.Littell,George liken,Walter W.Stroup,and Russell D.Wolfinger.SASSystem for Mixed Models.SAS Institute Inc.,Cary,NC,1996.[6]I.Misztal,D.Gianola,and puting aspects of a nonlinear method ofsire evaluation for categorical data.J.Dairy Sci.,72:1557–1568,1989.。

英语数学词汇G

英语数学词汇G

数学专业词汇对照以字母G 开头g space g 空间g surface g 曲面galerkin equations 加勒金方程galerkin method 加勒金法galois algebra 伽罗瓦代数galois cohomology 伽罗瓦上同调galois extension 伽罗瓦扩张galois field 伽罗瓦域galois group 伽罗瓦群galois theory 伽罗瓦理论galton watson process 高尔顿沃森过程game 对策game in normalized form 标准型对策game in partition function form 分拆函数形对策game of chance 机会对策game of hex 六角形对策game of pursuit 追逐对策game theoretic 对策论的game theoretic model 对策论模型game theory 对策论game with infinitely many players 无限局中人对策gamma distribution 分布gamma function 函数gamma rays 射线gap 间隙gap series 间隙级数gap theorem 间隙定理gateaux differential 加特微分gauge group 规范群gauge surface 规范面gauge transformation 度规变换gaugeinvariance 度规不变性gauss curvature 高斯曲率gauss distribution 高斯分布gauss elimination method 高斯消去法gauss equations 高斯方程gauss formula 高斯公式gauss integral 高斯积分gauss markov theorem 高斯马尔可夫定理gauss seidel method 高斯赛得尔方法gauss transformation 高斯变换gaussian algorithm 高斯消去法gaussian bell shaped curve 高斯钟形曲线gaussian curvature of surface 曲面的高斯曲率gaussian curve 误差曲线gaussian distribution 高斯分布gaussian elimination 高斯消去法gaussian integer 高斯整数gaussian interpolation formula 高斯插值公式gaussian number field 高斯数域gaussian plane 复数平面gaussian process 高斯过程gaussian quadrature formula 高斯求积公式gaussian sum 高斯和gegenbauer polynomial 格根包尔多项式general algebra 一般代数general algebraic equation 一般方程general associative law 一般结合律general dirichlet series 一般狄利克雷级数general distributive law 一般分配律general distributivity 无限分配性general equation 一般方程general factor 一般因子general integral 通积分general laplace transform 一般拉普拉斯变换general linear equation 一般线性方程general linear group 全线性群general point 普通点general polynomial 一般多项式general position 一般位置general proposition 一般命题general purpose computer 通用计算机general reciprocal 广义逆矩阵general recursive function 一般递归函数general recursive predicate 一般递归谓词general recursive relation 一般递归关系general set theory 一般集合论general solution 通积分general term 通项general topology 集论拓扑general uniformization theorem 一般单值化定理general validity 一般有效性general valuation 广义赋值generalization 一般化generalize 普遍化generalized almost periodic function 广义殆周期函数generalized boolean algebra 广义布尔代数generalized continuum hypothesis 广义连续统假设generalized coordinates 广义坐标generalized derivative 广义导数generalized distance 广义距离generalized eigenspace 广义特照间generalized fourier series 广义傅里叶级数generalized function 广义函数generalized green function 广义格林函数generalized inverse 广义逆矩阵generalized limit 广义极限generalized mean 广义平均generalized sequence 有向系generalized simplex method 推广的单形法generalized solution 弱解generalized sum 广义级数的和generalized symmetric group 广义对称群generalized vandermonde determinant 广义范得蒙弟行列式generate 生成generated group 生成群generated subspace 生成子空间generating circle 母圆generating cone 母锥generating element 生成元generating function 母函数generating line 母线generating line of surface 曲面的母线generating routine 生成程序generating series 生成级数generating subspace 生成子空间generation 生成generator 母线generator of a surface 曲面的母线generic 一般的generic point 一般点generic zero 一般零点genus 狂genus of a surface 曲面的狂geodesic 测地线geodesic coordinates 测地坐标geodesic curvature 测地曲率geodesic deviation 测地偏差geodesic distance 测地距geodesic line 测地线geodesic parameter 测地参数geodesic torsion 测地挠率geodesy 测地学geoid 地球体geometric average 比例中项geometric boundary condition 本质边界条件geometric complex 几何复形geometric cross section 几何截面geometric difference equation 几何差分方程geometric distribution 几何分布geometric figure 几何图形geometric genus 几何狂geometric interpretation 几何解释geometric mean 比例中项geometric meaning 几何意义geometric multiplicity 几何重数geometric optics 几何光学geometric probability 几何概率geometric progression 等比级数geometric representation 几何表示geometric sequence 等比级数geometric series 几何级数geometric simplex 几何单形geometric sum 几何和geometrical element 几何元素geometrical locus 几何轨迹geometrical optics 几何光学geometrical vector 几何向量geometrization 几何化geometry 几何geometry of numbers 数的几何学geometry of spheres 球几何学geometry of the circle 圆几何germ 芽global analysis 整体分析global convergence 整体收敛global differential geometry 整体微分几何global existence 整体存在global limit theorem 整体极限定理global lipschitz condition 整体利普希茨条件global lipschitz constant 全局利普希茨常数global mapping 整体映射global property 整体性质globe 球globular 球的gluing theorem 胶合定理gnomon 磬折形gnomonic projection 心射图法godel number 哥德尔数golden cut algorithm 黄金分割算法golden section 黄金分割goniometer 量角计goniometry 测角术good reduction 好约化goodness of fit 拟合良度gorenstein ring 戈伦斯坦环grade 百分度gradient 梯度gradient method 梯度法gradient of scalar field 纯量场的梯度graduation 修均法gram schmidt orthogonalization 格兰姆施密特正交化法gramian 格兰姆行列式gramian matrix 格兰姆矩阵grand average 总平均grand total 总计graph 图graph coloring 图色graph of an equation 方程的图graph of function 函数的图graph of operator 算子的图graph theory 图论graphic integration 图解积分法graphic method 图示法graphic representation 图示graphic solution 图解graphical calculation 图解计算法graphical differentiation 图解微分法graphical solution 图解法gravitation 引力gravitational constant 引力常数gravitational field 引力场gravity 重力great circle 大圆greater than or equal to 大于或等于greatest common divisor 最大公因子greatest common submodule 最大公共子模greatest element 最大元greatest lower bound 最大下界greek numerals 希腊数字green function 格林函数green operator 格林算子green space 格林空间green theorem 格林公式grid size 网格大小gross error 过失误差gross profit 总利润grothendieck category 格罗坦狄克范畴grothendieck group 格罗坦狄克群ground field 基域group 群group algebra 群代数group axioms 群公理group comparison 群比较group determinant 群行列式group element 群元素group extension 群扩张group factor 群因子group factor model 群因子模型group frequency 群频率group mean 群平均group object 群对象group of automorphisms 自同构群group of coefficients 系数群group of homomorphisms 同态群group of isotropy 迷向群group of linear transformations 线性变换群group of motions 运动群group of movements 运动群group of n cycles n 循环群group of points 点群group of quotients 商群group of similarity transformations 相似变换群group operation 群运算group scheme 群概型group space 群空间group theory 群论group variety 群簇group velocity 群速度group without torsion 非挠群grouped data 分类资料grouped sample unit 分类样本单位grouping 分类groupoid 广群grouptheoretical 群论的growth 增长growth curve 增长曲线growth function 生长函数growth law 增长律growth rate 增长率gudermannian 古得曼行列式guldin rule 古尔丁法则gyration radius 回转半径。

方差膨胀因子

方差膨胀因子

⽅差膨胀因⼦ vif⽅差膨胀因⼦ VIF:Variance inflation factorVariance inflation factorIn statistics, the variance inflation factor (VIF) quantifies the severity of multicollinearity(多重共线性)in an ordinary least squares regression(普通最⼩⼆乘回归) analysis. It provides an index that measures how much the variance(⽅差)(the square of the estimate's standard deviation(标准差)) of an estimated regression coefficient is increased because of collinearity.A measure of the amount of multicollinearity in a set of multiple regression variables. The presence of multicollinearity within the set of independent variables can cause a number of problems in the understanding the significance of individual independent variables in the regression model. Using variance inflation factors helps to identify multicollinearity issues so that the model can be adjusted.Investopedia Says:The variance inflation factor allows a quick measure of how much a variable is contributing to the standard error (回归参数的标准差) in the regression.??? When significant multicollinearity issues exist, the variance inflation factor will be very large for the variables involved. After these variables are identified, there are several approaches that can be used to eliminate or combine collinear variables, resolving the multicollinearity issue.DefinitionConsider the following linear model with k independent variables:Y = β0 + β1X1 + β2X2 + ... + βk X k + ε.The standard error of the estimate of βj is the square root of the j+1, j+1 element of s2(X′X)−1, where s is the standard error of the estimate (SEE) (note that SEE2 is an unbiased estimator of the true variance of the error term, σ2); X is the regression design matrix — a matrix such that X i, j+1 is the value of the j th independent variable for the i th case or observation, and such that X i, 1 equals 1 for all i. It turns out that the square of this standard error, the estimated variance of the estimate of βj, can be equivalently expressed aswhere R j2 is the multiple R2 for the regression of X j on the other covariates (a regression that does not involve the response variable Y). This identity separates the influences of several distinct factors on the variance of the coefficient estimate:·s2: greater scatter in the data around the regression surface leads to proportionately more variance in the coefficient estimates·n: greater sample size results in proportionately less variance in the coefficient estimates·: greater variability in a particular covariate leads to proportionately less variance in the corresponding coefficient estimateThe remaining term, 1 / (1 − R j2) is the VIF. It reflects all other factors that influence the uncertainty in the coefficient estimates. The VIF equals 1 when the vector X j is orthogonal to each column of the design matrix for the regression of X j on the other covariates. By contrast, the VIF is greater than 1 when the vector X j is not orthogonal to all columns of the design matrix for the regression of X j on the other covariates. Finally, note that the VIF is invariant to the scaling of the variables (that is, we could scale each variable X j by a constant c j without changing the VIF).Calculation and analysisThe VIF can be calculated and analyzed in three steps:Step oneCalculate k different VIFs, one for each X i by first running an ordinary least square regression that has X i as a function of all the other explanatory variables in the first equation.If i = 1, for example, the equation would bewhere c0 is a constant and e is the error term (误差项).Step twoThen, calculate the VIF factor for with the following formula:where R2i is the coefficient of determination(决定系数)of the regression equation in step one.Step threeAnalyze the magnitude of multicollinearity by considering the size of the . A common rule of thumb is that ifthen multicollinearity is high. Also 10 has been proposed (see Kutner book referenced below) as a cut offvalue.Some software calculates the tolerance which is just the reciprocal of the VIF. The choice of which to use is amatter of personal preference of the researcher.InterpretationThe square root of the variance inflation factor tells you how much larger the standard error is, compared withwhat it would be if that variable were uncorrelated with the other independent variables in the equation.ExampleIf the variance inflation factor of an independent variable were5.27 (√5.27 = 2.3) this means that the standard error for the coefficient of that independent variable is 2.3 timesas large as it would be if that independent variable were uncorrelated with the other independent variables.References· Longnecker, M.T & Ott, R.L :A First Course in Statistical Methods, page 615. Thomson Brooks/Cole, 2004.· Studenmund, A.H: Using Econometrics: A practical guide, 5th Edition, page 258–259. Pearson International Edition, 2006.· Hair JF, Anderson R, Tatham RL, Black WC: Multivariate Data Analysis. Prentice Hall: Upper Saddle River, N.J. 2006.· Marquardt, D.W. 1970 "Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation", Technometrics 12(3), 591, 605–07· Allison, P.D. Multiple Regression: a primer, page 142. Pine Forge Press: Thousand Oaks, C.A. 1999.· Kutner, Nachtsheim, Neter, Applied Linear Regression Models, 4th edition, McGraw-Hill Irwin, 2004.ps:PS:使⽤Eviews6不能直接计算VIF,可以分别⾸先计算出各个R k2,再计算VIF值ls LNINCOME LNPG LNPNC LNPUC Cgenr VIF1=1/(1-.870007)ls LNPG LNINCOME LNPNC LNPUC Cgenr VIF2=1/(1-.919054)ls LNPNC LNPG LNINCOME LNPUC Cgenr VIF3=1/(1-.986568)ls LNPUC LNPNC LNPG LNINCOME Cgenr vif4=1/(1-.988127)另⼀软件Stata提供了VIF的计算结果,所以尽量使⽤这种较容易的办法获得。

FeasibleGeneralizedLeastSquares(FGLS)Estimator

FeasibleGeneralizedLeastSquares(FGLS)Estimator

GENERAL LINEAR REGRESSION MODELINTRODUCTIONThe general linear regression model is a statistical model that describes a data generation process. The general linear regression model is a generalization of the classical linear regression model. You can obtain the general linear regression from the classical linear regression by changing one assumption: assume that the disturbances are nonspherical rather than spherical. Because of this, the general linear regression model can be used to describe data generation processes characterized by heteroscedasticity and autocorrelation.SPECIFICATIONThe specification of the general linear regression model is defined by the following set of assumptions.Assumptions1. The functional form is linear in parameters.y = Xβ + μ2. The error term has mean zero.E(μ) = 03. The errors are nonspherical.Cov(μ) = E(μμT) = Wwhere W is any nonsingular TxT variance-covariance matrix of disturbances.4. The error term has a normal distributionμ ~ N5. The error term is uncorrelated with each independent variable.Cov (μ,X) = 0Sources of Nonspherical ErrorsThere are 2 major sources of nonspherical errors.1. The error term does not have constant variance.This is called heteroscedasticity. In this case, the disturbances are drawn from probability distributions that have different variances. This often occurs when using cross-section data. When the error term has non constant variance, the variance-covariance matrix of disturbances is not given by a constant times the identity matrix (i.e., W≠σ2I). This is because the elements on the principal diagonal of W, which are the variances of the distributions from which the disturbances are drawn, are not a constant given by σ2 but have different values.2. The errors are correlated.This is called autocorrelation or serial correlation. In this case, the disturbances are correlated with one another. This often occurs when using time-series data. When the disturbances are correlated, the variance-covariance matrix of disturbances is not given by a constant times the identity matrix (i.e., W≠σ2I). This is because the elements off the principal diagonal of W, which are the covariances of the disturbances, are non-zero numbers.Classical Linear Regression Model as a Special Case of the General Linear Regression ModelIf the error term has constant variance and the errors are uncorrelated, then W = σ2I and the general linear regression model reduces to the classical linear regression model.General Linear Regression Model Concisely Stated in Matrix FormatThe sample of T multivariate observations (Y t, X t1, X t2, …, X tk) are generated by a process described as follows.y = Xβ + μ, μ ~ N(0, W)or alternativelyy ~ N(Xβ,W)ESTIMATIONChoosing an EstimatorTo obtain estimates of the parameters of the model, you need to choose an estimator. We will consider the following 3 estimators:1. Ordinary least squares (OLS) estimator2. Generalized least squares (GLS) estimator3. Feasible generalized least squares (FGLS) estimatorOrdinary Least Squares (OLS) EstimatorTo obtain estimates of the parameters of the general linear regression model, you can apply the OLS estimator to the sample data. The OLS estimator is given by the rule:β^ = (X T X)-1X T yThe variance-covariance matrix of estimates for the OLS estimator isCov(β^) = σ2(X T X)-1Properties of the OLS EstimatorIf the sample data are generated by the general linear regression model, then the OLS estimator has the following properties.1. The OLS estimator is unbiased2. The OLS estimator is inefficient.3. The OLS estimator is not the maximum likelihood estimator.4. The variance-covariance matrix of estimates is incorrect, and therefore theestimates of the standard errors are biased and inconsistent5. Hypothesis tests are not valid.Property 2 means that in the class of linear unbiased estimators, the OLS estimator does not have minimum variance. Thus, an alternative estimator exists that will yield more precise estimates.Generalize Least Squares (GLS) EstimatorThe GLS estimator is given by the rule:β^GLS = (X T W-1X)-1X T W-1yThe variance-covariance matrix of estimates for the GLS estimator isCov(β^) = (X T W-1X)-1Properties of the GLS EstimatorIf the sample data are generated by the general linear regression model, then the GLS estimator has the following properties.1. The GLS estimator is unbiased2. The GLS estimator is efficient.3. The GLS estimator is the maximum likelihood estimator.4. The variance-covariance matrix of estimates is correct, and therefore theestimates of the standard errors are unbiased and consistent.5. Hypothesis tests are valid.If the sample data are generated by the general linear regression model, then the GLS estimator is the best linear unbiased estimator (BLUE) of the population parameters. The reason that the GLS estimator is more precise than the OLS estimator is because the OLS estimator wastes information. That is, the OLS estimator does not use the information contained in W about heteroscedasticity and/or autocorrelation, while the GLS estimator does.Major Shortcoming of the GLS EstimatorTo actually use the GLS estimator, we must know the elements of the variance-covariance matrix of disturbances, W. That means that you must know the true values of the variances and covariances for the disturbances. However, since you never know the true elements of W, you cannot actually use the GLS estimator, and therefore the GLS estimator is not a feasible estimator.Feasible Generalized Least Squares (FGLS) EstimatorTo make the GLS estimator a feasible estimator, you can use the sample of data to obtain an estimate of W. When you replace true W with its estimate W^ you get the FGLS estimator. The FGLS estimator is given by the rule:β^FGLS = (X T W-1^X)-1X T W-1^yThe variance-covariance matrix of estimates for the GLS estimator isCov(β^) = (X T W-1^X)-1FGLS Estimator as a Weighted Least Squares EstimatorThe FGLS estimator is also a weighted least squares estimator. The weighted least squares estimated is derived as follows. Find a TxT transformation matrix P such that μ* = Pμ, where μ* has variance-covariance matrix Cov(μ*) = E(μ*μ*T) = σ2I. This transforms the original error term μ that is nonspherical to a new error term that is spherical. Use the matrix P to derive a transformed model.Py = PXβ + Pμor y* = X*β + μ*where y* = Py, X* = PX, μ*= Pμ. The transformed model satisfies all of the assumptions of the classical linear regression model. The FGLS estimator is the OLS estimator applied to the transformed model. Note that the transformed model is a computational device only. We use it to obtain efficient estimates of the parameters and standard errors of the original model of interest.Major Problem with Using the FGLS EstimatorA major problem with using the FGLS estimator is that to estimate W you must obtain an estimate of each element in W (i.e., each variance and covariance). The matrix W is a TxT matrix and therefore contains T 2 elements. Because it is a symmetric matrix, ½T(T + 1) of these elements are different. Thus, if you have a sample size of T = 100, then you must use these 100 observations to obtain estimates of 5,050 different variances and covariances. You cannotobtain this many estimates with 100 observations because you do not have enough degrees of freedom.Resolving the Degrees of Freedom ProblemTo circumvent the degrees of freedom problem and obtain estimates of the variances and covariances in W, you must specify a model that describes what you believe is the nature of heteroscedasticity and/or autocorrelation. You can then use the sample data to estimate the parameters of your model of heteroscedasticity and/or autocorrelation. You can then use these parameter estimates to obtain estimates of the variances and covariances in W. Some often used models of heteroscedasticity are the following.1. Assume that the error variance is a linear function of the explanatory variables.2. Assume that the error variance is an exponential function of the explanatory variables.3. Assume the error variance is a polynomial function of the explanatory variables. Some often used models of autocorrelation are the following.1. First-order autoregressive process2. Second-order autoregressive process3. Higher-order autoregressive processProperties of the FGLS EstimatorIf the sample data are generated by the general linear regression model, then the FGLS estimator has the following properties. The FGLS estimator may or may not be unbiased in small samples. However, if W^ is a consistent estimator of W, then the FGLS estimator is asymptotically unbiased, efficient, and consistent. In this case, Monte Carlo studies have shown that the FGLS estimator generally yields better estimates than the OLS estimator.CaveatFor W^ to be a consistent estimator of W, your model of heteroscedasticity or autocorrelation must be a reasonable approximation of the true unknown heteroscedasticity or autocorrelation. If it is not, then the FGLS estimator will not have desirable small or large sample properties. HYPOTHESIS TESTINGThe following statistical tests can be used to test hypotheses in the general linear regression model. 1) t-test. 2) F-test. 3) Likelihood ratio test. 4) Wald test. 5) Lagrange multiplier test. GOODNESS-OF-FITIt is somewhat more difficult to measure the goodness-of-fit of the model when the sample data are generated by the general linear regression model. The FGLS estimator is simply the OLS estimator applied to a transformed regression that purges the heteroscedasticity and/or autocorrelation. Manyeconomists use as their measure of goodness of fit the R2 statistic applied to the transformed regression. However, the transformed regression is simply a computational device, not the original model of interest. The fact that you have a good or bad fit for the transformed regression may be of no interest.HETEROSCEDASTICITY AND THE GENERAL LINEAR REGRESSION MODELConsider the following general linear regression model with heteroscedasticity.Y t= β1+ β2X t2+ β3X t3+ μt where var(μt) = E(μt2) = σt2The t subscript attached to sigma squared indicates that the error for each unit in the sample is drawn from a probability distribution with a difference variance.Models of HeteroscedasticityIt is often assumed that the var(μt) is either a linear or exponential function of the explanatory variables. These two alternative models of heteroscedasticity can be written as follows. Linear hetero: σt2= α1+ α2X t2+ α3X t3Exponential hetero: ln(σt2) = α1+ α2X t2+ α3X t3The model of exponential heteroscedasticity is written in log-linear form.Testing for HeteroscedasticityFour alternative tests for heteroscedasticity. 1) Breusch-Pagan test. 2) Harvey-Godfrey test. 3) White test. 4) Wooldridge test. The Breusch-Pagan test assumes that if heteroscedasticity exists it is linear. The Harvey-Godfrey test assumes that if heteroscedasticity exists it is exponential. The White and Wooldridge tests assume that if heteroscedasticity exists it has an unspecified general form.Remedies for HeteroscedasticityWhen there is evidence of heteroscedasticity, econometricians choose one of two alternatives.e the OLS estimator. Correct the estimates of the standard errors of the estimates so theyare unbiased and consistent.e the FGLS estimator.White Robust Standard ErrorsIf you are uncertain of the true model of heteroscedasticity, then you can estimate the parameters of the model using the OLS estimator, and use White’s correction to obtain unbiased and consistent estimates of the standard errors. This is called White robust standard errors or White-Huber robust standard errors. If you choose this alternative, you will obtain unbiased but inefficient estimates of the parameters of the model, but consistent estimates of the standard errors. Hypothesis tests will be valid, but you will lose some precision.FGLS EstimatorIf you are relatively certain about the true model of heteroscedasticity, then you can use the FGLS estimator. The FGLS estimator is a weighted least squares (WLS) estimator.To use the WLS estimator, begin by specifying a transformed model that satisfies all of the assumptions of the classical linear regression model. The transformed model, which is a computational device, is given byw t Y t = w tβ1+ β2(w t X t1) + β3(w t X t2) + w tμtThe transformed model is obtained by multiplying each side of the statistical equation by an appropriate weight, w t. The appropriate weight is w t= 1/σt, where the weight is the reciprocal of the standard deviation of the error. Note that the error variance in the transformed model isvar(w tμt) = var*(1/σt)μt+ = (1/σt)2var(μt) = var(μt)/ var(μt) = 1so the transformed model has constant variance of 1, and therefore a homoscedastic error term.To implement the WLS estimator, you use the sample of data to estimate the weight w t = 1/σt. You then regress w t Y t on w t, w t X t1, and w t X t2 using the OLS estimator.。

LINEAR ALGEBRA 线性代数 课文 翻译

LINEAR ALGEBRA 线性代数 课文 翻译

4 LINEAR ALGEBRA 线性代数“Linear algebra” is the study of linear sets of equations and their transformation properties. 线性代数是研究方程的线性几何以及他们的变换性质的Linear algebra allows the analysis of rotations in space, least squares fitting, solution of coupled differential equations, determination of a circle passing through three given points, as well as many other problems in mathematics, physics, and engineering.线性代数也研究空间旋转的分析,最小二乘拟合,耦合微分方程的解,确立通过三个已知点的一个圆以及在数学、物理和机械工程上的其他问题The matrix and determinant are extremely useful tools of linear algebra.矩阵和行列式是线性代数极为有用的工具One central problem of linear algebra is the solution of the matrix equation Ax = b for x. 线性代数的一个中心问题是矩阵方程Ax=b关于x的解While this can, in theory, be solved using a matrix inverse x = A−1b,other techniques such as Gaussian elimination are numerically more robust.理论上,他们可以用矩阵的逆x=A-1b求解,其他的做法例如高斯消去法在数值上更鲁棒。

矩阵论术语英文

矩阵论术语英文

A 被B整除 A is divisible by BFrobenius范数Jordon标准型Jordon canonical formQR分解QR decompositionSmith 标准型Smith normal form半正定semi-positive definite标准正交基Orthonormal Basis不变因子invariant factor常量constant充分必要条件necessary and sufficient condition初等因子Elementary Divisor纯虚数pure imaginary number单位下三角矩阵unitary low triangelar定义definition对角化diagonalizable对角矩阵diagonal matrix多项式polynomial反Hermite矩阵skew Hermite matrix反对称矩阵anti-symmetric matrix skew-symmetric matrix 范数norm化零多项式annihilating polynomial基base极小范数解minimum norm solution极小最小二乘解minimum least-squares solution计算calculation假设hypothesis,hypotheses(pl.)矩阵matrix可对角化diagonalizable可逆invertible满秩分解full-rank decomposition幂级数power series内积空间Inner Product Spaces逆矩阵inverse matrix谱spectrum奇异值singular value任意多项式arbitrary polynomial三角分解triangle decompositon上三角矩阵upper triangular matrix实对称矩阵real symmetric matrix实数real number收敛的converged收敛性convergence特征多项式characteristic polynomial特征多项式characteristic polynomial特征向量eigenvector特征值eigenvalue通解general solution维数dimension系数coefficient线性变换linear transform线性方程组linear equations线性空间linear space线性无关linear independence线性相关linear dependence线性映射linear map相容范数consistent norm/compatible norm 相容方程组compatible equations相似矩阵similar matrix向量vector向量空间vector space行列式determinant行列式因子determinant factor酉矩阵unitary matrix/u-matrix酉空间unitary space正规矩阵normal matrix正交的orthogonal正数positive number证明prove值域value range重根multiple最小多项式minimum polynomial最小二乘解least-squares solution坐标coordinate。

GLM模型1

GLM模型1

Var y b' '
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各种常见的指数型分布及其主要参数
分 布


b

2
1/ 2
E y b'
Var y b' '
2
正态分布 逆高斯分布
2 /2
2

1
2010-4-15
山东大学公共卫生学院:刘静
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二、广义线性模型的参数估计
广义线性模型的参数估计一般不能用最小二
乘估计,常用加权最小二乘法(weighted least squared, WLS)或最大似然法(maximum likelihood)估计。
各回归系数需用迭代方法求解。
ˆ 后,用下式估计: 求得
G 2 lP lK
模型K的对数似然函数
其中,模型P中的自变量是模型K中自变量的一部分,另一 部分就是要检验的变量。这里G服从自由度为K-P的2分布。
2010-4-15
山东大学公共卫生学院:刘静
20
三、广义线性模型的假设检验 (1)似然比检验(续)
Likelihood ratio statistic(似然比统计量)
多项分布
2010-4-15
山东大学公共卫生学院:刘静
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Log-likelihood functions
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山东大学公共卫生学院:刘静
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Log-likelihood functions
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Log-likelihood functions

Applied Regression Analysis and Generalized Linear Models

Applied Regression Analysis and Generalized Linear Models

Third EditionCombining a modern, data-analytic perspective with a focus on applications in the social sciences, the Third Edition of Applied Regression Analysis and Generalized Linear Models provides in-depth coverage of regression analysis, generalized linear models, and closely related methods, such as bootstrapping and missing data. Updated throughout, this Third Edition includes new chapters on mixed-effects models for hierarchical and longitudinal data. Although the text is largely accessible to readers with a modest background in statistics and mathematics, author John Fox also presents more advanced material in optional sections and chapters throughout the book.TABLE OF CONTENTSChapter 1: Statistical Models and Social Science1.1 S tatistical Models and Social Reality1.2 O bservation and Experiment1.3 P opulations and SamplesPart I: Data CraftChapter 2: What Is Regression Analysis?2.1 P reliminaries2.2 N aive Nonparametric Regression2.3 L ocal AveragingChapter 3: Examining Data3.1 U nivariate Displays3.2 P lotting Bivariate Data3.3 P lotting Multivariate DataChapter 4: Transforming Data4.1 T he Family of Powers and Roots4.2 T ransforming Skewness4.3 T ransforming Nonlinearity4.4 T ransforming Nonconstant Spread4.5 T ransforming ProportionsThird Edition4.6 E stimating Transformations as ParametersPart II: Linear Models and Least SquaresChapter 5: Linear Least-Squares Regression5.1 S imple Regression5.2 M ultiple RegressionChapter 6: Statistical Inference for Regression6.1 S imple Regression6.2 M ultiple Regression6.3 E mpirical Versus Structural Relations6.4 M easurement Error in Explanatory VariablesChapter 7: Dummy-Variable Regression7.1 A Dichotomous Factor7.2 P olytomous Factors7.3 M odeling InteractionsChapter 8: Analysis of Variance8.1 O ne-Way Analysis of Variance8.2 T wo-Way Analysis of Variance8.3 H igher-Way Analysis of Variance8.4 A nalysis of Covariance8.5 L inear Contrasts of MeansChapter 9: Statistical Theory for Linear Models9.1 L inear Models in Matrix Form9.2 L east-Squares Fit9.3 P roperties of the Least-Squares Estimator9.4 S tatistical Inference for Linear Models9.5 M ultivariate Linear Models9.6 R andom Regressors9.7 S pecification Error9.8 I nstrumental Variables and 2SLSChapter 10: The Vector Geometry of Linear Models10.1 S imple Regression10.2 M ultiple Regression10.3 E stimating the Error Variance10.4 A nalysis-of-Variance ModelsPart III: Linear-Model DiagnosticsChapter 11: Unusual and Influential Data11.1 O utliers, Leverage, and Influence11.2 A ssessing Leverage: Hat-Values11.3 D etecting Outliers: Studentized Residuals11.4 M easuring Influence11.5 N umerical Cutoffs for Diagnostic StatisticsThird Edition11.6 J oint Influence11.7 S hould Unusual Data Be Discarded?11.8 S ome Statistical DetailsChapter 12: Non-Normality, Nonconstant Variance, Nonlinearity12.1 N on-Normally Distributed Errors12.2 N onconstant Error Variance12.3 N onlinearity12.4 D iscrete Data12.5 M aximum-Likelihood Methods12.6 S tructural DimensionChapter 13: Collinearity and Its Purported Remedies13.1 D etecting Collinearity13.2 C oping With Collinearity: No Quick FixPart IV: Generalized Linear ModelsChapter 14: Logit and Probit Models14.1 M odels for Dichotomous Data14.2 M odels for Polytomous Data14.3 D iscrete Explanatory Variables and Contingency TablesChapter 15: Generalized Linear Models15.1 T he Structure of Generalized Linear Models15.2 G eneralized Linear Models for Counts15.3 S tatistical Theory for Generalized Linear Models15.4 D iagnostics for Generalized Linear Models15.5 C omplex Sample SurveysPart V: Extending Linear and Generalized Linear Models Chapter 16: Time-Series Regression and GLS16.1 G eneralized Least-Squares Estimation16.2 S erially Correlated Errors16.3 GLS Estimation With Autocorrelated Errors16.4 Diagnosing Serially Correlated ErrorsChapter 17: Nonlinear Regression17.1 P olynomial Regression17.2 P iecewise Polynomials and Regression Splines17.3 T ransformable Nonlinearity17.4 N onlinear Least SquaresChapter 18: Nonparametric Regression18.1 N onparametric Simple Regression: Scatterplot Smoothing18.2 N onparametric Multiple Regression18.3 G eneralized Nonparametric RegressionChapter 19: Robust Regression19.1 M Estimation19.2 B ounded-Inuence Regression19.3 Q uantile Regression19.4 R obust Estimation of Generalized Linear Models19.5 C oncluding RemarksChapter 20: Missing Data in Regression Models20.1 M issing Data Basics20.2 T raditional Approaches to Missing Data20.3 M aximum-Likelihood Estimation for Data Missing at Random20.4 B ayesian Multiple Imputation20.5 S election Bias and CensoringChapter 21: Bootstrapping Regression Models21.1 B ootstrapping Basics21.2 B ootstrap Confidence Intervals21.3 B ootstrapping Regression Models21.4 B ootstrap Hypothesis Tests21.5 B ootstrapping Complex Sampling Designs21.6 C oncluding RemarksChapter 22: Model Selection, Averaging, and Validation22.1 M odel Selection22.2 M odel Averaging22.3 M odel ValidationPart VI: Mixed-Effects ModelsChapter 23: Linear Mixed-Effects Models23.1 H ierarchical and Longitudinal Data23.2 T he Linear Mixed-Effects Model23.3 M odeling Hierarchical Data23.4 M odeling Longitudinal Data23.5 W ald Tests for Fixed Effects23.6 L ikelihood-Ratio Tests of Variance and Covariance Components23.7 C entering Explanatory Variables, Contextual Effects, and Fixed-Effects Models23.8 B LUPs23.9 S tatistical DetailsChapter 24: Generalized Linear and Nonlinear Mixed-Effects Models24.1 G eneralized Linear Mixed Models24.2 N onlinear Mixed ModelsFEATURES/NEW TO THIS EDITIONNEW TO THIS EDITION:A new Part IV on mixed-effects models for hierarchical and longitudinal data with chapters on linear mixed-effects models (Chapter 23) and nonlinear and generalized linear mixed-effects models (Chapter 24) provides readers with a basis •Third Editionfor applying these models in practice, as well as for reading more extensive treatments of the subject.A revised presentation of analysis-of-variance models includes a simplified treatment that allows readers to skip the more complex aspects of the topic if they wish.•An introduction to instrumental-variables estimation and two-stage least-squares regression has been added.•The book now includes a brief introduction to design-based inference for regression models fit to data from complex survey samples.•References have been updated.•KEY FEATURES:The book is a valuable resource for graduate students and researchers in the social sciences (particularly sociology,political science, and psychology) and other disciplines that employ linear, generalized-linear, and related models for data analysis.•Each chapter ends with a summary and exercises .•An extensive website includes: appendices with background information on matrices, linear algebra, vector geometry,calculus, probability and estimation; datasets used in the book and for data-analytic exercises; and the data-analytic exercises themselves.•Third Edition。

Generalizedadditivemixedmodels

Generalizedadditivemixedmodels

Generalized Additive Mixed ModelsInitial data-exploratory analysis using scatter plots indicated a non linear dependence of the response on predictor variables. To overcome these difficulties, Hastie and Tibshirani (1990) proposed generalized additive models (GAMs). GAMs are extensions of generalized linear models (GLMs) in which a link function describing the total explained variance is modeled as a sum of the covariates. The terms of the model can in this case be local smoothers or simple transformations with fixed degrees of freedom (e.g. Maunder and Punt 2004). In general the model has a structure of:Where and has an exponential family distribution. is a response variable, isa row for the model matrix for any strictly parametric model component, is the correspondingparameter vector, and the are smooth functions of the covariates, .In regression studies, the coefficients tend to be considered fixed. However, there are cases in which it makes sense to assume some random coefficients. These cases typically occur in situations where the main interest is to make inferences on the entire population, from which some levels are randomly sampled. Consequently, a model with both fixed and random effects (so called mixed effects models) would be more appropriate. In the present study, observations were collected from the same individuals over time. It is reasonable to assume that correlations exist among the observations from the same individual, so we utilized generalized additive mixed models (GAMM) to investigate the effects of covariates on movement probabilities. All the models had the probability of inter-island movement obtained from the BBMM as the dependent term, various covariates (SST, Month, Chlorophyll concentration, maturity stage, and wave energy) as fixed effects, and individual tagged sharks as the random effect. The GAMM used in this study had Gaussian error, identity link function and is given as:Where k = 1, …q is an unknown centered smooth function of the k th covariate andis a vector of random effects following All models were implemented using the mgcv (GAM) and the nlme (GAMM) packages in R (Wood 2006, R Development Core Team 2011).Spatially dependent or environmental data may be auto-correlated and using models that ignore this dependence can lead to inaccurate parameter estimates and inadequate quantification of uncertainty (Latimer et al., 2006). In the present GAMM models, we examined spatial autocorrelation among the chosen predictors by regressing the consecutive residuals against each other and testing for a significant slope. If there was auto-correlation, then there should be a linear relationship between consecutive residuals. The results of these regressions showed no auto-correlation among the predictors.Predictor terms used in GAMMsPredictor Type Description Values Sea surface Continuous Monthly aver. SST on each of the grid cells 20.7° - 27.5°C Chlorophyll a Continuous Monthly aver. Chlo each of grid cells 0.01 – 0.18 mg m-3 Wave energy Continuous Monthly aver. W. energy on each of grid cells 0.01 – 1051.2 kW m-1Month Categorical Month the Utilization Distributionwas generated January to December (1-12)Maturity stage Categorical Maturity stage of shark Mature male TL> 290cmMature female TL > 330cmDistribution of residual and model diagnosticsThe process of statistical modeling involves three distinct stages: formulating a model, fitting the model to data, and checking the model. The relative effect of each x j variable over the dependent variable of interest was assessed using the distribution of partial residuals. The relative influence of each factor was then assessed based on the values normalized with respect to the standard deviation of the partial residuals. The partial residual plots also contain 95% confidence intervals. In the present study we used the distribution of residuals and the quantile-quantile (Q-Q) plots, to assess the model fits. The residual distributions from the GAMM analyses appeared normal for both males and females.MalesResiduals distribution ResidualsF r e q u e n c y-202402004006008001000120-4-2024-2024Q-Q plotTheorethical quantilesS a m p l e q u a n t i l e sFemalesHastie, T.J., and R.J. Tibshirani. 1990. Generalized Additive Models. CRC press, Boca Raton,FL. Latimer, A. M., Wu, S., Gelfand, A. E., and Silander, J. A. 2006. Building statistical models toanalyze species distributions. Ecological Applications, 16: 33–50. Maunder, M.N., and A.E. Punt. 2004. Standardizing catch and effort: a review of recentapproaches. Fisheries Research 70: 141-159. Wood, S.N. 2006. Generalized Additive Models: an introduction with R. Boca Raton, CRCPress.。

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THE GENERAL STATE VECTOR LINEAR MODEL FOR SUSTAINABLE ECODEVELOPMENT APPLIED ON ILLUSTRATIVE BASIS TO A SAMPLE V ALLEY VILLAGE OF ALMORA DISTRICTByH.S.DhamiA.K.SinghG.S.NegiandAnubha ShahIMA Preprint Series#1967(March2004)INSTITUTE FOR MATHEMATICS AND ITS APPLICATIONSUNIVERSITY OF MINNESOTA514Vincent Hall206Church Street S.E.Minneapolis,Minnesota55455–0436Phone:612/624-6066Fax:612/626-7370URL:THE GENERAL STATE VECTOR LINEAR MODEL FOR SUSTAINABLE ECODEVELOPMENT APPLIED ON ILLUSTRATIVE BASIS TO A SAMPLE VALLEY VILLAGE OF ALMORA DISTRICT*H.S.Dhami**, A.K.Singh ,G.S.Negi and Anubha ShahKumaun University,Soban Singh Jeena Campus Almora,Almora (Uttaranchal)* Authors are grateful to G.B.Pant Institute of Himalayan Environment and Development, Kosi-Katarmal,Almora for awarding project entitled “Mathematical modeling and functional analysis of village eco-system with special reference to Kumaon Himalaya” under Integrated Ecodevelopment Research Program in Himalayan Region** To whom all correspondence be addressed•Professor H.S.Dhami, Dept. of Mathematics, University of Kumaun, SSJ Campus Almora, Principal Investigator, IERP Project , Phone-05962-230797 (R), 9412092611(M), E-mail ID: drhsdhami@, profdhami@• Dr. A.K. Singh, Reader Dept. of Geography, University of Kumaun, SSJ Campus Almora, Co-Investigator, IERP Project, Phone-05962-230735•Dr. G.S. Negi, Junior Project Fellow, IERP Project•Dr.Anubha Shah, Field Surveyor, IERP ProjectABSTRACTThe present study attempts to develop a mathematical model for description of the village ecosystem within a larger perspective. However, on exemplary basis the application of the technique has been demonstrated for a sample valley village of Almora district with the hope that it should hold good for all other villages under almost similar natural and geographical conditions.The ecosystem has been defined with the help of distinct subsystems comprising spatial variables. Human resource, Household items, Land inventory, Farm machinery & implements, Energy consumption, Settlement and Livestock. Each subsystem has been further subdivided into distinct subsystems. Association or link between two or more entities has been defined with the help of entity-relationship of different types (one to one, one to many and many to one).The relationship of sustainable productivity with different state effective variables (inferences derived on the basis of different elementary quantification tools) have generated different set of equations during Rabi and Kharif seasons but with varying degree of efficiency. It has prompted us to apply assignment problem of linear programming in order to have the best assignment to attain the objectives of live together and guard together. Optimal solutions have been transmogrified into easily understandable terms.State of the system has been defined in terms of theoretical general state vector linear model and the empirically observed values have been compared with the theoretical values. The relative error values for different values of ‘t’ have made us to change the modeling parameter function by another polynomial function. This function has been also tested on computer by simulation process.KEYWORDSState of the system, subsystem, sustainable productivity, regression equations, assignment problem, linear programming, effect ness matrix, simulation process.INTRODUCTIONThe basic warp and woofs of policies for sustainable development are based on the classic Brundtland definition that is, “to meet the needs of the present without compromising the ability of future generations to meet their own needs”. It takes care of the present and leads to future welfare. The general acceptance of this concept does not coincide with the true technical meaning in vogue, and the commonness of its understanding is somewhat different from its concrete meaning. It neither spells the sheer replacement of ‘development’ nor negates meaning of environmental conservation and protection. It is a gestaltic and holistic concept which makes present pleasant and future secured as presented by Raffensperger et al (1999) in their book.There exist two completely different concepts of securing a sustainable base for future development, the one described as “strong sustainability” and the other “weak sustainability”. The first concept calls for keeping natural as well as other resources related with human activities while the second suggests maintaining an unchanged total amount of resources. Man’s intrusion inevitably disturbs the delicate balance of organisms, substances and their activity that nature has evolved. Ecosystems can adopt to man’s reckless activities but only up to a certain extent. Sustainability can not exist without guaranteeing the protection of elementary environment from the reckless attacks of the activities of mankind.Concept of sustainability argues in favor of a relevant policy and not in favor of pseudo and irrelevant ones. The relevancy of the sustainable policy forces us to proceed on the lines of logical positivism in order to develop abstract as well as concrete models guiding what is adequate and compatible for the present as well as for the future.Undoubtedly the nature valuation methodology has improved considerably in the academic world during the last few decades, allowing more and more precise estimations of the values social and ecological, economic etc, of various resources. The results of such analyses are of utmost importance in planning the environmental protection strategies as they explain the nature of the benefits that may be expected after keeping or restoring particular elements of natural environment.There are many scientific programmes whose aim is to help implement sustainable development. These programs generally focus on assessing and forecasting changes in biodiversity, structure, function and dynamics of ecosystems and their services; relationships between society, economy, biodiversity and habitats; integrated assessments of drivers affecting biodiversity and mitigation of biodiversity loss; risk assessment, management, conservation and rehabilitation options.The traditional reaction of man to the apparent complexity of the world around him has been to make a simplified and intelligible picture of the world. The mind decomposes the real world into a series of simplified systems and thus achieves in one act ‘an overview of the essential characteristics of a domain’. The simplified statements about these structural interdependences have been termed ‘models’. The impact on ecosystem can only be described quantitatively by the application of ecological models and systems ecology, and their reaction to perturbations can only be understood by the use of ecosystem theory. A system may be defined as a set of elementsinteracting and functioning to represent the whole. It is generally agreed that a “System” in a model of general nature is, a conceptual analog of certain rather than universal traits of observed entities. A model is thus a simplified structuring of a reality which presents supposedly significant features or relationship in a generalized form.The real world problems often require description, explanation, prediction or justification or within a larger perspective it may be said that there is a necessity of technological process conducive to decision ranking planning and such like. All these desired goals can be achieved efficiently by the use of mathematical tools which in turn pave the way for the emergence of mathematical modeling.Mathematical modeling essentially consists of translating real world problem into mathematical problems, solving the mathematical problems and interpreting these solutions in the language of real world. Developing a mathematical model can be seen as a search for the description or even as a ‘cause’ for an observed fact constructing a design for something which does not preexist, or for developing an action plan.Ecosystems, as examples of large-scale multifaceted systems, require that a multiplicity of models be developed since a single all-encompassing model, however desirable as a conceptual goal, is not a practical object. By decomposing questions and modeling objectives into an ordered structure of elements called experimental frames (Zeigler, 1976), useful partial models may be constructed, validated, and employed, each one attuned to a particular experimental frame. Concomitant with the pluralism of such partial models is the recognition that models are expressible in different formalisms, each offering, conceptual and computational advantages within its domain of application (Zeigler and Barto, 1977).PRELIMINARY INTERPRETATION OF THE COMPILED DATAThe functioning of any village ecosystem (agricultural and allied activities) is governed by the working age group which in the present case formed about 66.14 percent of the Total population. The female workforce contributes substantially more in agriculture and related activities 31.12 percent female’s vs11.11 males of the total working population. 53.37 percent total Population of village ecosystem is of males, while 46.63 percent belongs to females.General caste population is 76.28 percent while 24.58 percent is of Schedule caste Migration is a common phenomenon in the villages. Presently 27.39 percent villagers have migrated from the village. Education is one of the factors of any village ecosystem. There is 82.65 percent literacy in the village.Live StockAgro ecosystems live stock is the backbone of central Himalayan region as only they provide are the source of draught power and farmyard manure. A number of live stock are maintained by each household for specific purpose, i.e. cows and buffaloes for milk, bullocks for traction power and goats, sheep, horses and mules for other economic activities including transport. It has been replicated in our study as live stock. Milk yielding animals accounted for about 43.05 percent of the total live stock.Some other prominent features of the village ecosystem:Village Land use and classificationTotal Land(ha)Cultivated land (% ) 36.32Irrigated Land (%) 7.47Abandoned land ( %) 0.89Barren land (%) 2.86Forest land (%) 50.28Reserve land ( %) 2.19Fertilizers used by valsa villagers 100% InorganicEnergy Consumption in Summer Season 37.81%Energy Consumption in Winter Season 57.82%Farm Machinery Implements (Mai and Plough) used by farmers 25% and 75% (Darati, Kutla, etc., ) used by Farmers.Seeds used by Farmers are given below (in % ):Wheat 6.37%, Barley 0.86%, Peas 0.032%, Massor 0.64%, Mustard 0.17%, Spinich 0.05%, Paddy 9.65%, Capsicum 0.029%, Chilly 0.42%, Tomato 0.034%, Bean 0.04%, Madua 2.058%, Soyabean 0.65%, Urd 0.48%, Gahat 0.58% Potato 0.71%.Quantificationa.Food grain Production is estimated (from enquiring in 44 households) to be 32800 kg or328 qt.b.Fodder Production from cultivated land= (32800 × 3)/25 = 3936 head loads/yearFodder Production from support area:Individual land (closed to grazing):589 nails ×3 head loads /nail/ year = 1767 head loads/yearCommon land (Closed to grazing):100 nalis ×2 head loads/nail/year = 200 head loads/yearCommon land (open to grazing):35 nalis × 1 head loads/ nail/year = 35 head loads/yearTotal = 1767 + 200 + 35 = 2002 head loads/yearFrom the total, 100 loads of maize and lahi stalks are are deducted. They are used as fuel. Actual fodder production = 2002-100=1902, of this 120 loads were sold = 1902 – 120 = 1782 Actual fodder consumed = 1782The fodder consumption per animal unit becomes(1782/156) = 12 loads/ yeark Production being-12 Cows × 90 kg./ Cow/ year = 1080 kg/year14 buffaloes × 260 kg./ buffalo/ year = 3640 kg/yearTotal = 1080 + 3640 = 4720 kg/yeard.Wood consumption is estimated 25 head loads persons 1 yearTotal village consumption is thus206 × 25 = 5150 loads /years.Production estimated as:From terrace risers 200 nali × 25 = 5150 loads / year.From Support area (individual)589 × (1/5)× 6 = 707 head loads/ yearFrom homesteads: 80 head loads /yearCrop residues: 100 head loads/ yearFrom reserve forest: 328 head loads/ yearTotal : 1815 head loads/yeare.Spring number 1 had a measured outflow in October of 30 liters /min. This is estimatedto fall to 20 liters 1 min. in May. Assuming a linear decline, outflow in march would beabout 20 liters/ min. and the average out flow for the period.Evaluation1. Adequacy of Subsistence materialsAverage daily consumption per person is(4720 × 1000) / (206 × 365) = 63 ml.We assume that a minimum level of milk consumption should be 250 ml./person/day, or 91 kg./ person/ year.Concerning wood consumption we assume that for good health and comfort, 26 head loads/ person/ year are needed.The percent consumption of 22 loads is considered inadequate, and is due to a Scarcity of treesin the support area.2. Current carrying capacityCarrying capacity of village ecosystem in terms of milk is carrying capacity (milk) = (4720 )/91 = 52 peopleIn terms of wood, it is:Carrying capacity (wood) = (1815)/26 = 70 peopleTaking the smaller of those two figures, we will say that the carrying capacity of the village ecosystem is 52.3. Current index of SustainabilitySince there are at present 206 residents in the village, Sustainability index =26.020652= This low value confirms our general conclusion, based upon our observation of the denuded support area, that the villager ecosystem is being used very unsustainably.The input and output state effecting parameters and their averages have been tabulated as under- Sl . INPUT MEAN OUTPUT MEAN 1. Age (Male & Female) 51.04 Cleaning of food grains 33.3 2. Education (Male& Female) 2.514 Crop residues 2.125 3. Marital Status (Male& Female) 4.07 Dung Cake 0 4. Occupation (Male& Female) 2.198 Other use of Goth 1.0 5. Health and Nutrition (Male& Female) 5.89 Total Dung Product 0.114 6. Kitchen ware 1.667 Present Value0.0094 7.Household items8.4Milk and Milk Products8. Ploughing 0.923 Harvesting 15.13 9. Sowing 1.105 Weeding 2.601 10. Irrigation 10.406 Breeding 78 11. Owned land0.856Initial Investment87.82012. Leased in 39.96 Source of Finance 3913. Leased out 39.96 Fodder requirement 0.039plough 8 14. Cultivated 1.304 Woodensetter 9.6 15. UnIrrigated 1.147 MudPump 0.116. Abandoned 44.4 Spray17. Fallow Land 0 Storage bins 15.418. Protected Pasture for Grazing 0 Density 0Variation 0 19. Barren 20.188 Altitudinal13.32 20. Civil 7.568 Whether extra land or anypart of abandoned land isconverted for terraces21. Soyam 13.3222. Forest 0.783forest 7.65423. ReserveWood 17.624. FuelUnit 1.51725. Electricity26. Kerosene 12.02227. L.P.G.Cylinder 0.8814.6628. Used wood species for houseconstruction29. MilkingNo. 630 Non Milking No. 4.457In order to demonstrate inter-relationship between these entities or state affecting variables, we have generated a model known as Entity-Relationship model between groups of date elements taken from subsystems and their distinct subsystems as elucidated in fig-I.The relationships have been marked as M: 1 (Many to one) which symbolizes that to each subsystem in the left there is one subsystem in the right. For example to each male there is a house but the house may be giving shelter to many males; 1:1 (each subsystem on the left corresponds to a subsystem on the right and vice-versa) Example may be of the fact that to each human resource there corresponds male/female and each male/female corresponds to a human resource; M:M (Many to Many), also known as complex relationship glorifies the right that of subsystem on the left correspond to a number of elements of the subsystem on the right and vice-versa. For example the relationship between human resource and settlement is M; M. The study of energy consumption pattern for various activities in different seasons under the head agricultural sector, lead is to observe that activities like land preparation, Weeding, Irrigation, Harvesting, and Threshing, require difference with from human beings as well as animals. It suggests the within- entities relationship as depicted is the figure -I between elements of these subsystems. This type of relationship model finds its origin in set theory where different elements of a set are in one or another way related with elements of other set and thus establishes mappings like injective, surjective etc, or functional relationships of different kinds.Figure 1Spatial location (Space, longitude, latitude, altitudinal variation, area, slope, density, Succession)Human Resource# (Human Resource Inventory).Male# (Male) age, education, marital status, migration, occupation, Health and nutrition.Female# (Female) age, education, marital status, migration, occupation, Health and nutrition fertility behavior.House# (Household Items) Kitchen ware, Entertainment items.Land# (Land Holding) Owned, leased in, leased out, cultivated, Unirrigated, Irrigation, abandoned, fallow, protected, for pasture, pasture for grazing, barren, civil, soyam, forest, reserve forest, whether extra land any part of abandoned land is converted for terraces.Energy# (Energy consumption) fuel wood, crop residues, electricity unit, kerosene, dung cake, L.P.G. cylinder, Human, animal.(i)H&t# (Harvesting and threshing).(ii)I# (Irrigation)(iii)C# (Cleaning of food grains).F.M.I. # (Farm Machinery Implements Wooden plough, mud settler (Mai) spray pump,storage bins).Settle# (Settlement)(i) location site, caste association, dimension of house, type of house, no.of stories, Rooms, angan, year of construction, used wood species for house construction,cooking, fuel wood,(ii) Association bakhali system, associated beliefs, internal parts of the room roof construction material of wall, windows, other uses of goth, social belief associated withthe internal organization of the house.LI.# (Land Inventory) LP (Land Preparation).(Weeding).WL.S.# (Live Stock) milking no., non-milking no., breading, Initial investment, source offinance, fodder requirement, total; dung product, present value, Milk and milk products.Above systems and their subsystems shall be referred as set of systems in ensuing pages.1. GENERAL FORMULATIONIn this section we shall develop some formulae which are the prerequisites for the development of a model.Let us denote an ecosystem composed of p distinct subsystems , that is,p i S i ,.....,2,1,= (1.1)U pi i S S 1==A set S = {S} of ecosystems will denote a collection of ecosystems each member S of the collection will necessary contain the same distinct subsystems in order to be in S . For the real world problem being discussed in our this work, the subsystems shall consist of:- (1) Spatial Location (2) Male (3) Female (4) Household Items (5) Land Holding (6) Land preparation (7) Energy Consumption)(8) Farm Machinery and equipments (9) Settlement (10) Live Stockas subsystems. It is obvious that here p = 10.Each subsystems is also composed of set of distinct subsystems elaborated under set of systems mentioned in the previous page. i S Symbolically we may represent them aswhere S ij ,19,.......2,1=j . That is,S i =U mj j i i S 1,10....,.........2.1==For the sake of illustration it may be cited that S 11 Shall correspond to Space S 12 Shall Correspond to Longitude S 22 Shall Correspond to Female S 34 Shall Correspond to Migration S 84 represents cultivated land holdingS (11)9 has been used for wood species for house construction under S 11 (Settlement). and like wise for others.The genesis of subsystems and their distinct subsystems can be understood on exampli gratia basis by following set theoretic properties S 2 = S 21 U S 22Human resource Inventory = Male U Female Similarly S 9 = S 91 US 92 US 93 US 94 US 95 US 96 US 97 US 98where the symbols have their usual meanings. The elements involved in the process of union shall vary according to the member of distinct subsystems of concerned subsystems.Now let S ′ denote the Modeled system, then from (1.1)S ′ = Up i iS ′=′1)2.1(where p ′ denotes the number of subsystems ′i S which makes up S ′ it is obvious thatp may not be equal to p ′ in the model, nor will the selection of subsystems be identical. But sinceS ′= U ⎯ ⎯ (1.3)⎥⎦⎤⎢⎣⎡=U p i i S 1⎥⎥⎦⎤⎢⎢⎣⎡′⊄U s S i i S ⎥⎥⎦⎤⎢⎢⎣⎡⊄U s S i i S and&U sS i i S ⊄′U s S i i S ′⊄⎯ (1.4)are small and /or relatively unimportant in the analysiswhere S is used instead of S ′, where U sS i i S ⊄′anddenote respectively thosesubsystems which were there but were not modeled and those subsystems which were modeled but were not there.U s S ii S′⊄2.State of the SystemThe purpose of modeling an ecosystem under present predicaments shall be the prediction of the state of the system at any time, t, with respect to sustainable productivity, say, P, which varies continuously with time.Here shall be the state of system S as it satisfies following properties.()t x (a) for all t, 0 ≤ t < ∝()0≥t x (b) is continuous, 0 ≤ t < ∝ and()t x ⎪⎩⎪⎨⎧)1.2((c ) has meaning in ecological sense and is a meaningful measure of P.()t xBut for the state vector, real elements are required that affect the state of the system and is turn the sustainable productivity. Our purpose in (a) is to approximate , the true state for a single ecosystem S ′. This system S ′ shall be valid for ecosystem S but not for any other unless we assume that all distinct subsystems in the collection of ecosystems are not significantly different from the one we have modeled.()t x In order to carry out (b) and or (c) well, it is mandatory to carryout (a) in a careful manner,Let be a model for ()t x *()t x , then ()t x * approximates ()t x on the interval t ≤0< ∝ with accuracy ∈ > 0, if∞<≤t 0max ≤∈−)()(*t x t x ……(2.2)More mathematical approaches may be as mentioned below-…………….. (2.3)()()[]≤∈−∫∞dt t x t x 20*and ……………….. (2.4)()()≤∈−∫∞dtt x t x *0It has been observed that sustainable productivity depends substantially on land holdings, live stocks, farm machinery implements, household items, cultivated area, human resource inventory, energy consumption, education of the inhabitants, seeds, fertilizers, irrigation and labor input, In order to approximate the unknown function with a known function we shall restrict ourselves to the selection of family of functions defined by the set of parameters given as under:-()t x ()t x *1. Size of land holding, quality of live stock, farm machinery implements in relation with sustainable productivity2. Perceiving the relationship among size of land holding, quality of live stock, household items concerned with sustainable productivity3. Relation of land preparation, cultivated area, farm machinery implements with sustainable productivity4. Relationship exhibiting Involvement of male and female population in agricultural sector, energy consumption in the farm of use of wood and kerosene during different seasons, education of inhabitants with sustainable productivity5. Size of land holding, quality of seed, type of fertilizers alliance with sustainable productivity6. Connection of land holding, irrigation and seed with sustainable productivity.7. Size of land holding, labor input and bearing of live stock with sustainable productivityRegression equations were obtained by the methods suggested by MontGomery separately for different set of parameters (discussed above) by representing them as and respectively.,,,321x x x 4x Parameters mentioned at serial no 1 generated following set of equations for yields during Rabi and Kharif seasons)5.2(425.2129.013.109.11114.1379.0482.0266.243214321⎥⎦⎤+++−=+−+=x x x x x x x x ,while the set of parameters mentioned at serial no 2 generated following two relations for the two yields)6.2(771.4444.1243.1464.18074.0121.1459.0632.043214321⎥⎦⎤+++−=+++=x x x x x x x xThe inhabitants of the surveyed village informed that they generally cultivate onlytwo crops (Rabi a khrif) as the farming mainly depends on rains and growing of these two crops also takes time more than required. Since the data collected for the jayad crop was meager so the subsequent Modelling factors suggested ignoring it.Equations were obtained for parameters mentioned at serial number 3 for inhabitants of general castes and schedule castes separately and it resulted in the form of following four equations for the two yields)7.2(118.0611.122.0443.0162.95879.3148.8503.547065.1106.3144.1199.1595.1129.4056.0958.114321432143214321⎥⎥⎥⎥⎦⎤+++=++−−=−++=++−=x x x x x x x x x x x x x x x xParameters mentioned at serial number 4 were considered separately for energy consumption from the two prominent sources of energy prevalent in hills (wood and kerosene) and this exercise lead to the formation of sixteen equations (four is each category) during summer and winter seasons. First set deals with energy consumption from wood during summer while the second one is concerned with consumption of kerosene energy during summers. Needless to say that third and fourth sets deal with consumption from these two sources during winters.)11.2(064.0658.0773.06.1174.0843.094.0595.6115.04.043.0084.0179.0347.0127.0953.2)10.2(063.0277.0216.0618.4202.0101.0028.0115.3059.0935.037.0256.2214.0013.0338.064.4)9.2(135.0427.0058.0467.1108.0844.0093.0733.0179.0383.0179.0235.6212.0639.0014.0359.0)8.2(148.0383.129.079.1066.0063.0528.005.1278.0219.2611.0954.04321432143214321432143214321432143214321432143214321432143214321⎥⎥⎥⎥⎦⎤−++−=+++−=+++−=++−=⎥⎥⎥⎥⎦⎤−++=+−+=−++=+−−=⎥⎥⎥⎥⎦⎤+++=+++−=++−=+++=⎥⎥⎥⎥⎦+++−=+−+−=+−+=x x x x x x x x x x x x x x x x and x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x xParameters mentioned at serial no. 5 constitute the formation of followingregression equation for inhabitants of general caste and schedule caste villagers during the two seasons)12.2(005.104.3016.2262.5006.223.206852.152446.26154.146.0492.1488.427.0997.187765.139699.464321432143214321⎥⎥⎥⎥⎦⎤+++−=++−−=+−+−=++−=x x x x x x x x x x x x x x x xFollowing linear regression equation are generated for the parameters mentioned at serial no. 6 for the same set of individuals and conditions as mentioned for construction of equations)13.2(017.1661.3085.539.19864.9011.2792.7267.6167.0103.0657.3645.44321432143214321⎥⎥⎥⎥⎦++−−=++−−=−−+−=x x x x x x x x x x x xThe last set shall be able to procreate following four equations under the same set of individuals and conditions as mentioned for the generation of equation (2.12) and (2.13))14.2(051.3305.0011.0229.4608.5108.1845.8361.633.5869.0628.6198.1117.1449.0069.053.04321432143214321⎥⎥⎥⎥⎦⎤++−−=++−−=++−−=+++−=x x x x x x x x x x x x x x x x3. Generation of General State Vector Linear ModelIn Mathematical modeling it is vitally important to compare model results with observations and to analyze remaining errors. The optimization of parameter values helps to improve the model’s performance and facilitates the investigation of remaining model deficiencies for the development and evaluation of new mathematical models. We seek for optimal parameters which remain constant in time, as it is usually assumed for large system models. The model is forced to its best possible solution when compared with observations and is then analyzed, focusing on its reliability. Optimization of parameters shall have its role in such type of estimation problems. A number of Biological models appear in the journals. Out of these, some models of our interest were those suggested by Anderson et al (2001) and Cox et al (2000).We know that each parameter mentioned in the set of equations (2.5 -2.14) has itsrole in achieving sustainable productivity but with varying degree of efficiency, so the。

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