Mud-rock line estimation via robust locally weighted scattering smoothing method

Size: px
Start display at page:

Download "Mud-rock line estimation via robust locally weighted scattering smoothing method"

Transcription

1 Mud-roc lne va LOESS Mud-roc lne estmaton va robust locally weghted scatterng smoothng method A. Nassr Saeed, Laurence R. Lnes, and Gary F. Margrave ABSTRACT The robust locally weghted scatterng smoothng (LESS) s another regresson method that not only smoothes the scatter plot but also guard aganst outlers that dstort the smoothed ponts. The mud-roc lne produced by the robust locally weghted smoothng scatterng method, LOESS, has shown superorty over the Castagna lnear regresson method n mappng the Glaucontc sand reservor of Blacfoot area. The produced graph has demonstrated to be a good vsualzng tool for an effectve drect hydrocarbon ndcator (DHI) as well as n dscrmnatng sand and carbonate lnes. INTRODUCTION The lnear regresson method s substantally nfluenced by the presence of nose or outlers that mght gve naccurate estmaton of the slope and ntercept ponts; thus erroneous predcted data. The man objectve of ths study s to research for another regresson method that s less affected by the presence of nose n order to estmate the mud-roc lne more precsely. MUDROCK LINE ESTIMATION Castagna et al., (1985) used the Vp-Vs lnear relaton to predct V p from V s va lnear regresson method. The Castagna s mud-roc lne equaton s wrtten as V p 1.16V s (1) where sonc veloctes are n Km/sec. A classcal procedure for nosy data usually requre some edtng before performng lnear regresson so as to reduce nfluences of outlers on estmatng slope and ntercept ponts used n best ft-lne equaton. Another approach s by fttng polynomal of hgher degrees, such as quadratc equaton, where the curvature factor s ncluded n the best ft-lne equaton. The latter procedure wll volate the smple Vp-Vs lnear relaton sought n predctng mssng log data. Hence, n order to map mud-roc lne more precsely, we should loo for another regresson method that tae nto consderaton the effect of neghbor ponts n the scatterng graph as well as to prove t s robustness aganst the outlers. CREES Research Report Volume 22 (2010) 1

2 Saeed, Lnes, and Margrave ROBUST LOCALLY EIGHTED SMOOTHING SCATTERING (LOESS) Cleveland, (1979) has ntroduced the robust locally weghted scatterng smoothng (LOESS) method. Ths s another regresson method that not only smooths the scatter plot but also guard aganst outlers that normally dstort the smoothed ponts n the scatterng plot. Gven (x, y ) ponts, let d are the dstance between x and t s b th nearest neghbors along the x-axs. b s the nearest nteger to ( f n / 2), where n s the number of data pont and f s the smoothng factor ( 0 < f < 1 ). A greater value of f leads to smoothng the curve lne, whle small values of f produce rougher curve. A practcal value of f s usually between 0.2 and 0.8. The weghted slope ( b estmate ) and the ntercept ( aestmate ) of lne derved from robust locally weghted regresson method can be wrtten as, b estmate ( x x ) ( y y) ( x x ) (2) aestmate y bestmate. x (3) here, y and x are weghted mean values, and x ϖ x d, { ϖ( x) p p (1 x ) forx < 1 0 forx 1 The best ft lne equaton s then wrtten as yw aestmate+ bestmate. x (4) 2 CREES Research Report Volume 22 (2010)

3 Mud-roc lne va LOESS The weght functon can be ether b-weght functon (p2) or, tr-cube weght functon (p3). In ths study, tr-cube weght functon s appled. Note that the sze of weght depends on the magntude of resdual y yˆ. Large resduals results n small weghts and small resduals result n large weghts (Cleveland, 1979). The robust locally weghted smooth scatterng, LOESS, s used n ths study n order to map the mud-roc lne. Fgure (1) shows the mud-roc lne produced by LOESS method. As expected, ths method s less nfluenced by nose that substantally affects the estmaton of slope and ntercept of fttng lne. Fgure (2) shows the mud-roc lnes produced by LOESS (n red color), locally lnear-regresson (n magenta color) and by usng Castagna s mud-roc equaton (n green color). The data ponts are colored by gamma ray values, where sand usually has low gamma ray values. The slope and ntercept values estmated va LOESS method are also used n equaton (1), and produced mud-roc lne (n purple color) n fgure (2). The resultng weghted mud-roc lne shows better estmate for the ntercept value compared to the locally derved lnear regresson method, and demonstrated to be less nfluenced by the outlers. The mud-roc lne estmated by LOESS method has successfully delneated channel sand, whereas lnear regresson and ARCO mud-roc equaton dd not. Furthermore, the carbonate lne can be easly dstngushed by the LOESS method, where t starts from the ntersecton pont of Vs (around 2.8 Km) and Vp of 4.8Km/sec and above. In fgure (3), velocty values of the sonc shear (Vs) log of the productve reservor sand channel (blac dots) are supermposed n the secton. Indeed, the mudroc lne estmated by LOESS regresson method has proven to be effectve DHI tool. In fgure (4), the sonc P-wave of the log and P-wave velocty produced va LOESS method show good resemblances. The curve n green color represents the P-wave velocty produced n smoothng scatterng doman. CONCLUSIONS The robust locally weghted smoothng scatterng method successfully maps the productve sand reservor as well as the carbonate lne. It proves to be a good nterpretve tool to be used n hydrocarbon and lthology dscrmnaton. The predcted log of P-wave velocty shows excellent resemblance to the orgnal sonc P-wave log REFERENCES Castagna, J. P. Batzle, M.L. and Eastwood, R.L., 1985, Relatonshps between compressonalwave and shear-wave veloctes n elastc slcate rocs: Geophyscs, 50, Cleveland,.S., 1979, Robust locally weghted regresson and smoothng scatterplots: Journal of the Amercan Statstcal Assoc., 74, CREES Research Report Volume 22 (2010) 3

4 Saeed, Lnes, and Margrave FIG.1.Robust locally weghted regresson method, LOESS, for estmatng mud-roc lne. FIG.2. Robust locally weghted regresson method for estmatng mud-roc lne. Data ponts are colored by Gamma ray 4 CREES Research Report Volume 22 (2010)

5 Mud-roc lne va LOESS FIG.3. Robust locally weghted regresson method for estmatng mud-roc lne. V s values from the productve sand channel reservor (blac dots) are supermposed. FIG.4. P-wave sonc log, and derved P-wave velocty va the LOESS method of well CREES Research Report Volume 22 (2010) 5

Chapter 9: Statistical Inference and the Relationship between Two Variables

Chapter 9: Statistical Inference and the Relationship between Two Variables Chapter 9: Statstcal Inference and the Relatonshp between Two Varables Key Words The Regresson Model The Sample Regresson Equaton The Pearson Correlaton Coeffcent Learnng Outcomes After studyng ths chapter,

More information

Statistics MINITAB - Lab 2

Statistics MINITAB - Lab 2 Statstcs 20080 MINITAB - Lab 2 1. Smple Lnear Regresson In smple lnear regresson we attempt to model a lnear relatonshp between two varables wth a straght lne and make statstcal nferences concernng that

More information

Chapter 11: Simple Linear Regression and Correlation

Chapter 11: Simple Linear Regression and Correlation Chapter 11: Smple Lnear Regresson and Correlaton 11-1 Emprcal Models 11-2 Smple Lnear Regresson 11-3 Propertes of the Least Squares Estmators 11-4 Hypothess Test n Smple Lnear Regresson 11-4.1 Use of t-tests

More information

Comparison of Regression Lines

Comparison of Regression Lines STATGRAPHICS Rev. 9/13/2013 Comparson of Regresson Lnes Summary... 1 Data Input... 3 Analyss Summary... 4 Plot of Ftted Model... 6 Condtonal Sums of Squares... 6 Analyss Optons... 7 Forecasts... 8 Confdence

More information

NUMERICAL DIFFERENTIATION

NUMERICAL DIFFERENTIATION NUMERICAL DIFFERENTIATION 1 Introducton Dfferentaton s a method to compute the rate at whch a dependent output y changes wth respect to the change n the ndependent nput x. Ths rate of change s called the

More information

Chapter 2 - The Simple Linear Regression Model S =0. e i is a random error. S β2 β. This is a minimization problem. Solution is a calculus exercise.

Chapter 2 - The Simple Linear Regression Model S =0. e i is a random error. S β2 β. This is a minimization problem. Solution is a calculus exercise. Chapter - The Smple Lnear Regresson Model The lnear regresson equaton s: where y + = β + β e for =,..., y and are observable varables e s a random error How can an estmaton rule be constructed for the

More information

e i is a random error

e i is a random error Chapter - The Smple Lnear Regresson Model The lnear regresson equaton s: where + β + β e for,..., and are observable varables e s a random error How can an estmaton rule be constructed for the unknown

More information

The Ordinary Least Squares (OLS) Estimator

The Ordinary Least Squares (OLS) Estimator The Ordnary Least Squares (OLS) Estmator 1 Regresson Analyss Regresson Analyss: a statstcal technque for nvestgatng and modelng the relatonshp between varables. Applcatons: Engneerng, the physcal and chemcal

More information

Kernel Methods and SVMs Extension

Kernel Methods and SVMs Extension Kernel Methods and SVMs Extenson The purpose of ths document s to revew materal covered n Machne Learnng 1 Supervsed Learnng regardng support vector machnes (SVMs). Ths document also provdes a general

More information

Psychology 282 Lecture #24 Outline Regression Diagnostics: Outliers

Psychology 282 Lecture #24 Outline Regression Diagnostics: Outliers Psychology 282 Lecture #24 Outlne Regresson Dagnostcs: Outlers In an earler lecture we studed the statstcal assumptons underlyng the regresson model, ncludng the followng ponts: Formal statement of assumptons.

More information

Department of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6

Department of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6 Department of Quanttatve Methods & Informaton Systems Tme Seres and Ther Components QMIS 30 Chapter 6 Fall 00 Dr. Mohammad Zanal These sldes were modfed from ther orgnal source for educatonal purpose only.

More information

Statistics for Managers Using Microsoft Excel/SPSS Chapter 13 The Simple Linear Regression Model and Correlation

Statistics for Managers Using Microsoft Excel/SPSS Chapter 13 The Simple Linear Regression Model and Correlation Statstcs for Managers Usng Mcrosoft Excel/SPSS Chapter 13 The Smple Lnear Regresson Model and Correlaton 1999 Prentce-Hall, Inc. Chap. 13-1 Chapter Topcs Types of Regresson Models Determnng the Smple Lnear

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

Linear Regression Analysis: Terminology and Notation

Linear Regression Analysis: Terminology and Notation ECON 35* -- Secton : Basc Concepts of Regresson Analyss (Page ) Lnear Regresson Analyss: Termnology and Notaton Consder the generc verson of the smple (two-varable) lnear regresson model. It s represented

More information

CSci 6974 and ECSE 6966 Math. Tech. for Vision, Graphics and Robotics Lecture 21, April 17, 2006 Estimating A Plane Homography

CSci 6974 and ECSE 6966 Math. Tech. for Vision, Graphics and Robotics Lecture 21, April 17, 2006 Estimating A Plane Homography CSc 6974 and ECSE 6966 Math. Tech. for Vson, Graphcs and Robotcs Lecture 21, Aprl 17, 2006 Estmatng A Plane Homography Overvew We contnue wth a dscusson of the major ssues, usng estmaton of plane projectve

More information

[The following data appear in Wooldridge Q2.3.] The table below contains the ACT score and college GPA for eight college students.

[The following data appear in Wooldridge Q2.3.] The table below contains the ACT score and college GPA for eight college students. PPOL 59-3 Problem Set Exercses n Smple Regresson Due n class /8/7 In ths problem set, you are asked to compute varous statstcs by hand to gve you a better sense of the mechancs of the Pearson correlaton

More information

Scatter Plot x

Scatter Plot x Construct a scatter plot usng excel for the gven data. Determne whether there s a postve lnear correlaton, negatve lnear correlaton, or no lnear correlaton. Complete the table and fnd the correlaton coeffcent

More information

Chapter 13: Multiple Regression

Chapter 13: Multiple Regression Chapter 13: Multple Regresson 13.1 Developng the multple-regresson Model The general model can be descrbed as: It smplfes for two ndependent varables: The sample ft parameter b 0, b 1, and b are used to

More information

Statistics for Business and Economics

Statistics for Business and Economics Statstcs for Busness and Economcs Chapter 11 Smple Regresson Copyrght 010 Pearson Educaton, Inc. Publshng as Prentce Hall Ch. 11-1 11.1 Overvew of Lnear Models n An equaton can be ft to show the best lnear

More information

Gravitational Acceleration: A case of constant acceleration (approx. 2 hr.) (6/7/11)

Gravitational Acceleration: A case of constant acceleration (approx. 2 hr.) (6/7/11) Gravtatonal Acceleraton: A case of constant acceleraton (approx. hr.) (6/7/11) Introducton The gravtatonal force s one of the fundamental forces of nature. Under the nfluence of ths force all objects havng

More information

Statistics for Economics & Business

Statistics for Economics & Business Statstcs for Economcs & Busness Smple Lnear Regresson Learnng Objectves In ths chapter, you learn: How to use regresson analyss to predct the value of a dependent varable based on an ndependent varable

More information

Some basic statistics and curve fitting techniques

Some basic statistics and curve fitting techniques Some basc statstcs and curve fttng technques Statstcs s the dscplne concerned wth the study of varablty, wth the study of uncertanty, and wth the study of decsonmakng n the face of uncertanty (Lndsay et

More information

Support Vector Machines. Vibhav Gogate The University of Texas at dallas

Support Vector Machines. Vibhav Gogate The University of Texas at dallas Support Vector Machnes Vbhav Gogate he Unversty of exas at dallas What We have Learned So Far? 1. Decson rees. Naïve Bayes 3. Lnear Regresson 4. Logstc Regresson 5. Perceptron 6. Neural networks 7. K-Nearest

More information

Report on Image warping

Report on Image warping Report on Image warpng Xuan Ne, Dec. 20, 2004 Ths document summarzed the algorthms of our mage warpng soluton for further study, and there s a detaled descrpton about the mplementaton of these algorthms.

More information

STAT 3008 Applied Regression Analysis

STAT 3008 Applied Regression Analysis STAT 3008 Appled Regresson Analyss Tutoral : Smple Lnear Regresson LAI Chun He Department of Statstcs, The Chnese Unversty of Hong Kong 1 Model Assumpton To quantfy the relatonshp between two factors,

More information

Negative Binomial Regression

Negative Binomial Regression STATGRAPHICS Rev. 9/16/2013 Negatve Bnomal Regresson Summary... 1 Data Input... 3 Statstcal Model... 3 Analyss Summary... 4 Analyss Optons... 7 Plot of Ftted Model... 8 Observed Versus Predcted... 10 Predctons...

More information

is the calculated value of the dependent variable at point i. The best parameters have values that minimize the squares of the errors

is the calculated value of the dependent variable at point i. The best parameters have values that minimize the squares of the errors Multple Lnear and Polynomal Regresson wth Statstcal Analyss Gven a set of data of measured (or observed) values of a dependent varable: y versus n ndependent varables x 1, x, x n, multple lnear regresson

More information

See Book Chapter 11 2 nd Edition (Chapter 10 1 st Edition)

See Book Chapter 11 2 nd Edition (Chapter 10 1 st Edition) Count Data Models See Book Chapter 11 2 nd Edton (Chapter 10 1 st Edton) Count data consst of non-negatve nteger values Examples: number of drver route changes per week, the number of trp departure changes

More information

28. SIMPLE LINEAR REGRESSION III

28. SIMPLE LINEAR REGRESSION III 8. SIMPLE LINEAR REGRESSION III Ftted Values and Resduals US Domestc Beers: Calores vs. % Alcohol To each observed x, there corresponds a y-value on the ftted lne, y ˆ = βˆ + βˆ x. The are called ftted

More information

Learning Objectives for Chapter 11

Learning Objectives for Chapter 11 Chapter : Lnear Regresson and Correlaton Methods Hldebrand, Ott and Gray Basc Statstcal Ideas for Managers Second Edton Learnng Objectves for Chapter Usng the scatterplot n regresson analyss Usng the method

More information

Which Separator? Spring 1

Which Separator? Spring 1 Whch Separator? 6.034 - Sprng 1 Whch Separator? Mamze the margn to closest ponts 6.034 - Sprng Whch Separator? Mamze the margn to closest ponts 6.034 - Sprng 3 Margn of a pont " # y (w $ + b) proportonal

More information

JAB Chain. Long-tail claims development. ASTIN - September 2005 B.Verdier A. Klinger

JAB Chain. Long-tail claims development. ASTIN - September 2005 B.Verdier A. Klinger JAB Chan Long-tal clams development ASTIN - September 2005 B.Verder A. Klnger Outlne Chan Ladder : comments A frst soluton: Munch Chan Ladder JAB Chan Chan Ladder: Comments Black lne: average pad to ncurred

More information

x yi In chapter 14, we want to perform inference (i.e. calculate confidence intervals and perform tests of significance) in this setting.

x yi In chapter 14, we want to perform inference (i.e. calculate confidence intervals and perform tests of significance) in this setting. The Practce of Statstcs, nd ed. Chapter 14 Inference for Regresson Introducton In chapter 3 we used a least-squares regresson lne (LSRL) to represent a lnear relatonshp etween two quanttatve explanator

More information

Correlation and Regression. Correlation 9.1. Correlation. Chapter 9

Correlation and Regression. Correlation 9.1. Correlation. Chapter 9 Chapter 9 Correlaton and Regresson 9. Correlaton Correlaton A correlaton s a relatonshp between two varables. The data can be represented b the ordered pars (, ) where s the ndependent (or eplanator) varable,

More information

Chapter 14 Simple Linear Regression

Chapter 14 Simple Linear Regression Chapter 4 Smple Lnear Regresson Chapter 4 - Smple Lnear Regresson Manageral decsons often are based on the relatonshp between two or more varables. Regresson analss can be used to develop an equaton showng

More information

Biostatistics. Chapter 11 Simple Linear Correlation and Regression. Jing Li

Biostatistics. Chapter 11 Simple Linear Correlation and Regression. Jing Li Bostatstcs Chapter 11 Smple Lnear Correlaton and Regresson Jng L jng.l@sjtu.edu.cn http://cbb.sjtu.edu.cn/~jngl/courses/2018fall/b372/ Dept of Bonformatcs & Bostatstcs, SJTU Recall eat chocolate Cell 175,

More information

18. SIMPLE LINEAR REGRESSION III

18. SIMPLE LINEAR REGRESSION III 8. SIMPLE LINEAR REGRESSION III US Domestc Beers: Calores vs. % Alcohol Ftted Values and Resduals To each observed x, there corresponds a y-value on the ftted lne, y ˆ ˆ = α + x. The are called ftted values.

More information

Feb 14: Spatial analysis of data fields

Feb 14: Spatial analysis of data fields Feb 4: Spatal analyss of data felds Mappng rregularly sampled data onto a regular grd Many analyss technques for geophyscal data requre the data be located at regular ntervals n space and/or tme. hs s

More information

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4) I. Classcal Assumptons Econ7 Appled Econometrcs Topc 3: Classcal Model (Studenmund, Chapter 4) We have defned OLS and studed some algebrac propertes of OLS. In ths topc we wll study statstcal propertes

More information

Regression. The Simple Linear Regression Model

Regression. The Simple Linear Regression Model Regresson Smple Lnear Regresson Model Least Squares Method Coeffcent of Determnaton Model Assumptons Testng for Sgnfcance Usng the Estmated Regresson Equaton for Estmaton and Predcton Resdual Analss: Valdatng

More information

Lecture 6: Introduction to Linear Regression

Lecture 6: Introduction to Linear Regression Lecture 6: Introducton to Lnear Regresson An Manchakul amancha@jhsph.edu 24 Aprl 27 Lnear regresson: man dea Lnear regresson can be used to study an outcome as a lnear functon of a predctor Example: 6

More information

Interval Estimation in the Classical Normal Linear Regression Model. 1. Introduction

Interval Estimation in the Classical Normal Linear Regression Model. 1. Introduction ECONOMICS 35* -- NOTE 7 ECON 35* -- NOTE 7 Interval Estmaton n the Classcal Normal Lnear Regresson Model Ths note outlnes the basc elements of nterval estmaton n the Classcal Normal Lnear Regresson Model

More information

Introduction to Regression

Introduction to Regression Introducton to Regresson Dr Tom Ilvento Department of Food and Resource Economcs Overvew The last part of the course wll focus on Regresson Analyss Ths s one of the more powerful statstcal technques Provdes

More information

Econ Statistical Properties of the OLS estimator. Sanjaya DeSilva

Econ Statistical Properties of the OLS estimator. Sanjaya DeSilva Econ 39 - Statstcal Propertes of the OLS estmator Sanjaya DeSlva September, 008 1 Overvew Recall that the true regresson model s Y = β 0 + β 1 X + u (1) Applyng the OLS method to a sample of data, we estmate

More information

Properties of Least Squares

Properties of Least Squares Week 3 3.1 Smple Lnear Regresson Model 3. Propertes of Least Squares Estmators Y Y β 1 + β X + u weekly famly expendtures X weekly famly ncome For a gven level of x, the expected level of food expendtures

More information

PHYS 450 Spring semester Lecture 02: Dealing with Experimental Uncertainties. Ron Reifenberger Birck Nanotechnology Center Purdue University

PHYS 450 Spring semester Lecture 02: Dealing with Experimental Uncertainties. Ron Reifenberger Birck Nanotechnology Center Purdue University PHYS 45 Sprng semester 7 Lecture : Dealng wth Expermental Uncertantes Ron Refenberger Brck anotechnology Center Purdue Unversty Lecture Introductory Comments Expermental errors (really expermental uncertantes)

More information

χ x B E (c) Figure 2.1.1: (a) a material particle in a body, (b) a place in space, (c) a configuration of the body

χ x B E (c) Figure 2.1.1: (a) a material particle in a body, (b) a place in space, (c) a configuration of the body Secton.. Moton.. The Materal Body and Moton hyscal materals n the real world are modeled usng an abstract mathematcal entty called a body. Ths body conssts of an nfnte number of materal partcles. Shown

More information

2016 Wiley. Study Session 2: Ethical and Professional Standards Application

2016 Wiley. Study Session 2: Ethical and Professional Standards Application 6 Wley Study Sesson : Ethcal and Professonal Standards Applcaton LESSON : CORRECTION ANALYSIS Readng 9: Correlaton and Regresson LOS 9a: Calculate and nterpret a sample covarance and a sample correlaton

More information

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding Lecture 9: Lnear regresson: centerng, hypothess testng, multple covarates, and confoundng Sandy Eckel seckel@jhsph.edu 6 May 008 Recall: man dea of lnear regresson Lnear regresson can be used to study

More information

Chapter 4. Velocity analysis

Chapter 4. Velocity analysis 1 Chapter 4 Velocty analyss Introducton The objectve of velocty analyss s to determne the sesmc veloctes of layers n the subsurface. Sesmc veloctes are used n many processng and nterpretaton stages such

More information

Chapter 14 Simple Linear Regression Page 1. Introduction to regression analysis 14-2

Chapter 14 Simple Linear Regression Page 1. Introduction to regression analysis 14-2 Chapter 4 Smple Lnear Regresson Page. Introducton to regresson analyss 4- The Regresson Equaton. Lnear Functons 4-4 3. Estmaton and nterpretaton of model parameters 4-6 4. Inference on the model parameters

More information

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding Recall: man dea of lnear regresson Lecture 9: Lnear regresson: centerng, hypothess testng, multple covarates, and confoundng Sandy Eckel seckel@jhsph.edu 6 May 8 Lnear regresson can be used to study an

More information

Introduction to Dummy Variable Regressors. 1. An Example of Dummy Variable Regressors

Introduction to Dummy Variable Regressors. 1. An Example of Dummy Variable Regressors ECONOMICS 5* -- Introducton to Dummy Varable Regressors ECON 5* -- Introducton to NOTE Introducton to Dummy Varable Regressors. An Example of Dummy Varable Regressors A model of North Amercan car prces

More information

STAT 3340 Assignment 1 solutions. 1. Find the equation of the line which passes through the points (1,1) and (4,5).

STAT 3340 Assignment 1 solutions. 1. Find the equation of the line which passes through the points (1,1) and (4,5). (out of 15 ponts) STAT 3340 Assgnment 1 solutons (10) (10) 1. Fnd the equaton of the lne whch passes through the ponts (1,1) and (4,5). β 1 = (5 1)/(4 1) = 4/3 equaton for the lne s y y 0 = β 1 (x x 0

More information

SIMPLE LINEAR REGRESSION

SIMPLE LINEAR REGRESSION Smple Lnear Regresson and Correlaton Introducton Prevousl, our attenton has been focused on one varable whch we desgnated b x. Frequentl, t s desrable to learn somethng about the relatonshp between two

More information

β0 + β1xi. You are interested in estimating the unknown parameters β

β0 + β1xi. You are interested in estimating the unknown parameters β Ordnary Least Squares (OLS): Smple Lnear Regresson (SLR) Analytcs The SLR Setup Sample Statstcs Ordnary Least Squares (OLS): FOCs and SOCs Back to OLS and Sample Statstcs Predctons (and Resduals) wth OLS

More information

MACHINE APPLIED MACHINE LEARNING LEARNING. Gaussian Mixture Regression

MACHINE APPLIED MACHINE LEARNING LEARNING. Gaussian Mixture Regression 11 MACHINE APPLIED MACHINE LEARNING LEARNING MACHINE LEARNING Gaussan Mture Regresson 22 MACHINE APPLIED MACHINE LEARNING LEARNING Bref summary of last week s lecture 33 MACHINE APPLIED MACHINE LEARNING

More information

A Robust Method for Calculating the Correlation Coefficient

A Robust Method for Calculating the Correlation Coefficient A Robust Method for Calculatng the Correlaton Coeffcent E.B. Nven and C. V. Deutsch Relatonshps between prmary and secondary data are frequently quantfed usng the correlaton coeffcent; however, the tradtonal

More information

January Examinations 2015

January Examinations 2015 24/5 Canddates Only January Examnatons 25 DO NOT OPEN THE QUESTION PAPER UNTIL INSTRUCTED TO DO SO BY THE CHIEF INVIGILATOR STUDENT CANDIDATE NO.. Department Module Code Module Ttle Exam Duraton (n words)

More information

Meshless Surfaces. presented by Niloy J. Mitra. An Nguyen

Meshless Surfaces. presented by Niloy J. Mitra. An Nguyen Meshless Surfaces presented by Nloy J. Mtra An Nguyen Outlne Mesh-Independent Surface Interpolaton D. Levn Outlne Mesh-Independent Surface Interpolaton D. Levn Pont Set Surfaces M. Alexa, J. Behr, D. Cohen-Or,

More information

Activity #13: Simple Linear Regression. actgpa.sav; beer.sav;

Activity #13: Simple Linear Regression. actgpa.sav; beer.sav; ctvty #3: Smple Lnear Regresson Resources: actgpa.sav; beer.sav; http://mathworld.wolfram.com/leastfttng.html In the last actvty, we learned how to quantfy the strength of the lnear relatonshp between

More information

Linear Classification, SVMs and Nearest Neighbors

Linear Classification, SVMs and Nearest Neighbors 1 CSE 473 Lecture 25 (Chapter 18) Lnear Classfcaton, SVMs and Nearest Neghbors CSE AI faculty + Chrs Bshop, Dan Klen, Stuart Russell, Andrew Moore Motvaton: Face Detecton How do we buld a classfer to dstngush

More information

III. Econometric Methodology Regression Analysis

III. Econometric Methodology Regression Analysis Page Econ07 Appled Econometrcs Topc : An Overvew of Regresson Analyss (Studenmund, Chapter ) I. The Nature and Scope of Econometrcs. Lot s of defntons of econometrcs. Nobel Prze Commttee Paul Samuelson,

More information

Lecture Notes for STATISTICAL METHODS FOR BUSINESS II BMGT 212. Chapters 14, 15 & 16. Professor Ahmadi, Ph.D. Department of Management

Lecture Notes for STATISTICAL METHODS FOR BUSINESS II BMGT 212. Chapters 14, 15 & 16. Professor Ahmadi, Ph.D. Department of Management Lecture Notes for STATISTICAL METHODS FOR BUSINESS II BMGT 1 Chapters 14, 15 & 16 Professor Ahmad, Ph.D. Department of Management Revsed August 005 Chapter 14 Formulas Smple Lnear Regresson Model: y =

More information

Regression Analysis. Regression Analysis

Regression Analysis. Regression Analysis Regresson Analyss Smple Regresson Multvarate Regresson Stepwse Regresson Replcaton and Predcton Error 1 Regresson Analyss In general, we "ft" a model by mnmzng a metrc that represents the error. n mn (y

More information

The conjugate prior to a Bernoulli is. A) Bernoulli B) Gaussian C) Beta D) none of the above

The conjugate prior to a Bernoulli is. A) Bernoulli B) Gaussian C) Beta D) none of the above The conjugate pror to a Bernoull s A) Bernoull B) Gaussan C) Beta D) none of the above The conjugate pror to a Gaussan s A) Bernoull B) Gaussan C) Beta D) none of the above MAP estmates A) argmax θ p(θ

More information

SDMML HT MSc Problem Sheet 4

SDMML HT MSc Problem Sheet 4 SDMML HT 06 - MSc Problem Sheet 4. The recever operatng characterstc ROC curve plots the senstvty aganst the specfcty of a bnary classfer as the threshold for dscrmnaton s vared. Let the data space be

More information

Basic Business Statistics, 10/e

Basic Business Statistics, 10/e Chapter 13 13-1 Basc Busness Statstcs 11 th Edton Chapter 13 Smple Lnear Regresson Basc Busness Statstcs, 11e 009 Prentce-Hall, Inc. Chap 13-1 Learnng Objectves In ths chapter, you learn: How to use regresson

More information

6 Supplementary Materials

6 Supplementary Materials 6 Supplementar Materals 61 Proof of Theorem 31 Proof Let m Xt z 1:T : l m Xt X,z 1:t Wethenhave mxt z1:t ˆm HX Xt z 1:T mxt z1:t m HX Xt z 1:T + mxt z 1:T HX We consder each of the two terms n equaton

More information

T E C O L O T E R E S E A R C H, I N C.

T E C O L O T E R E S E A R C H, I N C. T E C O L O T E R E S E A R C H, I N C. B rdg n g En g neern g a nd Econo mcs S nce 1973 THE MINIMUM-UNBIASED-PERCENTAGE ERROR (MUPE) METHOD IN CER DEVELOPMENT Thrd Jont Annual ISPA/SCEA Internatonal Conference

More information

Linear Feature Engineering 11

Linear Feature Engineering 11 Lnear Feature Engneerng 11 2 Least-Squares 2.1 Smple least-squares Consder the followng dataset. We have a bunch of nputs x and correspondng outputs y. The partcular values n ths dataset are x y 0.23 0.19

More information

Generalized Linear Methods

Generalized Linear Methods Generalzed Lnear Methods 1 Introducton In the Ensemble Methods the general dea s that usng a combnaton of several weak learner one could make a better learner. More formally, assume that we have a set

More information

APPENDIX 2 FITTING A STRAIGHT LINE TO OBSERVATIONS

APPENDIX 2 FITTING A STRAIGHT LINE TO OBSERVATIONS Unversty of Oulu Student Laboratory n Physcs Laboratory Exercses n Physcs 1 1 APPEDIX FITTIG A STRAIGHT LIE TO OBSERVATIOS In the physcal measurements we often make a seres of measurements of the dependent

More information

This column is a continuation of our previous column

This column is a continuation of our previous column Comparson of Goodness of Ft Statstcs for Lnear Regresson, Part II The authors contnue ther dscusson of the correlaton coeffcent n developng a calbraton for quanttatve analyss. Jerome Workman Jr. and Howard

More information

Chapter 8 Indicator Variables

Chapter 8 Indicator Variables Chapter 8 Indcator Varables In general, e explanatory varables n any regresson analyss are assumed to be quanttatve n nature. For example, e varables lke temperature, dstance, age etc. are quanttatve n

More information

Statistics for Managers Using Microsoft Excel/SPSS Chapter 14 Multiple Regression Models

Statistics for Managers Using Microsoft Excel/SPSS Chapter 14 Multiple Regression Models Statstcs for Managers Usng Mcrosoft Excel/SPSS Chapter 14 Multple Regresson Models 1999 Prentce-Hall, Inc. Chap. 14-1 Chapter Topcs The Multple Regresson Model Contrbuton of Indvdual Independent Varables

More information

ECONOMICS 351* -- Stata 10 Tutorial 6. Stata 10 Tutorial 6

ECONOMICS 351* -- Stata 10 Tutorial 6. Stata 10 Tutorial 6 ECONOMICS 35* -- Stata Tutoral 6 Stata Tutoral 6 TOPICS: Functonal Form and Varable Re-scalng n Smple Lnear Regresson Models, and An Introducton to Multple Lnear Regresson Models DATA: auto.dta (a Stata-format

More information

Midterm Examination. Regression and Forecasting Models

Midterm Examination. Regression and Forecasting Models IOMS Department Regresson and Forecastng Models Professor Wllam Greene Phone: 22.998.0876 Offce: KMC 7-90 Home page: people.stern.nyu.edu/wgreene Emal: wgreene@stern.nyu.edu Course web page: people.stern.nyu.edu/wgreene/regresson/outlne.htm

More information

CHAPTER 8 SOLUTIONS TO PROBLEMS

CHAPTER 8 SOLUTIONS TO PROBLEMS CHAPTER 8 SOLUTIONS TO PROBLEMS 8.1 Parts () and (). The homoskedastcty assumpton played no role n Chapter 5 n showng that OLS s consstent. But we know that heteroskedastcty causes statstcal nference based

More information

Feature Selection & Dynamic Tracking F&P Textbook New: Ch 11, Old: Ch 17 Guido Gerig CS 6320, Spring 2013

Feature Selection & Dynamic Tracking F&P Textbook New: Ch 11, Old: Ch 17 Guido Gerig CS 6320, Spring 2013 Feature Selecton & Dynamc Trackng F&P Textbook New: Ch 11, Old: Ch 17 Gudo Gerg CS 6320, Sprng 2013 Credts: Materal Greg Welch & Gary Bshop, UNC Chapel Hll, some sldes modfed from J.M. Frahm/ M. Pollefeys,

More information

OPTIMISATION. Introduction Single Variable Unconstrained Optimisation Multivariable Unconstrained Optimisation Linear Programming

OPTIMISATION. Introduction Single Variable Unconstrained Optimisation Multivariable Unconstrained Optimisation Linear Programming OPTIMIATION Introducton ngle Varable Unconstraned Optmsaton Multvarable Unconstraned Optmsaton Lnear Programmng Chapter Optmsaton /. Introducton In an engneerng analss, sometmes etremtes, ether mnmum or

More information

1 Matrix representations of canonical matrices

1 Matrix representations of canonical matrices 1 Matrx representatons of canoncal matrces 2-d rotaton around the orgn: ( ) cos θ sn θ R 0 = sn θ cos θ 3-d rotaton around the x-axs: R x = 1 0 0 0 cos θ sn θ 0 sn θ cos θ 3-d rotaton around the y-axs:

More information

Main Menu. Summary. Methodology

Main Menu. Summary. Methodology an enu 3D Petrophyscal modelng usng complex sesmc attrbutes and lmted ell log data ehd Efteharfar* and De-Hua Han, Roc Physcs Lab, Unversty of Houston Summary A method for 3D modelng and nterpretaton of

More information

β0 + β1xi. You are interested in estimating the unknown parameters β

β0 + β1xi. You are interested in estimating the unknown parameters β Revsed: v3 Ordnar Least Squares (OLS): Smple Lnear Regresson (SLR) Analtcs The SLR Setup Sample Statstcs Ordnar Least Squares (OLS): FOCs and SOCs Back to OLS and Sample Statstcs Predctons (and Resduals)

More information

LINEAR REGRESSION MODELS W4315

LINEAR REGRESSION MODELS W4315 LINEAR REGRESSION MODELS W4315 HOMEWORK ANSWERS February 15, 010 Instructor: Frank Wood 1. (0 ponts) In the fle problem1.txt (accessble on professor s webste), there are 500 pars of data, where the frst

More information

Laboratory 3: Method of Least Squares

Laboratory 3: Method of Least Squares Laboratory 3: Method of Least Squares Introducton Consder the graph of expermental data n Fgure 1. In ths experment x s the ndependent varable and y the dependent varable. Clearly they are correlated wth

More information

Lecture 3: Dual problems and Kernels

Lecture 3: Dual problems and Kernels Lecture 3: Dual problems and Kernels C4B Machne Learnng Hlary 211 A. Zsserman Prmal and dual forms Lnear separablty revsted Feature mappng Kernels for SVMs Kernel trck requrements radal bass functons SVM

More information

4.3 Poisson Regression

4.3 Poisson Regression of teratvely reweghted least squares regressons (the IRLS algorthm). We do wthout gvng further detals, but nstead focus on the practcal applcaton. > glm(survval~log(weght)+age, famly="bnomal", data=baby)

More information

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics ECOOMICS 35*-A Md-Term Exam -- Fall Term 000 Page of 3 pages QUEE'S UIVERSITY AT KIGSTO Department of Economcs ECOOMICS 35* - Secton A Introductory Econometrcs Fall Term 000 MID-TERM EAM ASWERS MG Abbott

More information

Outline. Multivariate Parametric Methods. Multivariate Data. Basic Multivariate Statistics. Steven J Zeil

Outline. Multivariate Parametric Methods. Multivariate Data. Basic Multivariate Statistics. Steven J Zeil Outlne Multvarate Parametrc Methods Steven J Zel Old Domnon Unv. Fall 2010 1 Multvarate Data 2 Multvarate ormal Dstrbuton 3 Multvarate Classfcaton Dscrmnants Tunng Complexty Dscrete Features 4 Multvarate

More information

Review: Fit a line to N data points

Review: Fit a line to N data points Revew: Ft a lne to data ponts Correlated parameters: L y = a x + b Orthogonal parameters: J y = a (x ˆ x + b For ntercept b, set a=0 and fnd b by optmal average: ˆ b = y, Var[ b ˆ ] = For slope a, set

More information

Linear regression. Regression Models. Chapter 11 Student Lecture Notes Regression Analysis is the

Linear regression. Regression Models. Chapter 11 Student Lecture Notes Regression Analysis is the Chapter 11 Student Lecture Notes 11-1 Lnear regresson Wenl lu Dept. Health statstcs School of publc health Tanjn medcal unversty 1 Regresson Models 1. Answer What Is the Relatonshp Between the Varables?.

More information

Polynomial Regression Models

Polynomial Regression Models LINEAR REGRESSION ANALYSIS MODULE XII Lecture - 6 Polynomal Regresson Models Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur Test of sgnfcance To test the sgnfcance

More information

Module 2. Random Processes. Version 2 ECE IIT, Kharagpur

Module 2. Random Processes. Version 2 ECE IIT, Kharagpur Module Random Processes Lesson 6 Functons of Random Varables After readng ths lesson, ou wll learn about cdf of functon of a random varable. Formula for determnng the pdf of a random varable. Let, X be

More information

15-381: Artificial Intelligence. Regression and cross validation

15-381: Artificial Intelligence. Regression and cross validation 15-381: Artfcal Intellgence Regresson and cross valdaton Where e are Inputs Densty Estmator Probablty Inputs Classfer Predct category Inputs Regressor Predct real no. Today Lnear regresson Gven an nput

More information

Correlation and Regression

Correlation and Regression Correlaton and Regresson otes prepared by Pamela Peterson Drake Index Basc terms and concepts... Smple regresson...5 Multple Regresson...3 Regresson termnology...0 Regresson formulas... Basc terms and

More information

Estimation of Thomsen s anisotropy parameter, delta, using CSP gathers.

Estimation of Thomsen s anisotropy parameter, delta, using CSP gathers. Estmaton of delta Estmaton of Thomsen s ansotropy parameter, delta, usng CSP gathers. Pavan Elapavulur and John C. Bancroft ABSTRACT In order to extend the sesmc processng technques to ansotropc meda,

More information

In this section is given an overview of the common elasticity models.

In this section is given an overview of the common elasticity models. Secton 4.1 4.1 Elastc Solds In ths secton s gven an overvew of the common elastcty models. 4.1.1 The Lnear Elastc Sold The classcal Lnear Elastc model, or Hooean model, has the followng lnear relatonshp

More information

Econ107 Applied Econometrics Topic 9: Heteroskedasticity (Studenmund, Chapter 10)

Econ107 Applied Econometrics Topic 9: Heteroskedasticity (Studenmund, Chapter 10) I. Defnton and Problems Econ7 Appled Econometrcs Topc 9: Heteroskedastcty (Studenmund, Chapter ) We now relax another classcal assumpton. Ths s a problem that arses often wth cross sectons of ndvduals,

More information

Lecture 3 Stat102, Spring 2007

Lecture 3 Stat102, Spring 2007 Lecture 3 Stat0, Sprng 007 Chapter 3. 3.: Introducton to regresson analyss Lnear regresson as a descrptve technque The least-squares equatons Chapter 3.3 Samplng dstrbuton of b 0, b. Contnued n net lecture

More information