• Title/Summary/Keyword: 가산모형

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Similarity between the dispersion parameter in zero-altered model and the two goodness-of-fit statistics (영 변환 모형 산포형태모수와 두 적합도 검정통계량 사이의 유사성 비교)

  • Yun, Yujeong;Kim, Honggie
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.3
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    • pp.493-504
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    • 2017
  • We often observe count data that exhibit over-dispersion, originating from too many zeros, and under-dispersion, originating from too few zeros. To handle this types of problems, the zero-altered distribution model is designed by Ghosh and Kim in 2007. Their model can control both over-dispersion and under-dispersion with a single parameter, which had been impossible ever. The dispersion type depends on the sign of the parameter ${\delta}$ in zero-altered distribution. In this study, we demonstrate the role of the dispersion type parameter ${\delta}$ through the data of the number of births in Korea. Employing both the chi-square statistic and the Kolmogorov statistic for goodness-of-fit, we also explained any difference between the theoretical distribution and the observed one that exhibits either over-dispersion or under-dispersion. Finally this study shows whether the test statistics for goodness-of-fit show any similarity with the role of the dispersion type parameter ${\delta}$ or not.

Developing an Accident Model for Rural Signalized Intersections Using a Random Parameter Negative Binomial Method (RPNB모형을 이용한 지방부 신호교차로 교통사고 모형개발)

  • PARK, Min Ho;LEE, Dongmin
    • Journal of Korean Society of Transportation
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    • v.33 no.6
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    • pp.554-563
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    • 2015
  • This study dealt with developing an accident model for rural signalized intersections with random parameter negative binomial method. The limitation of previous count models(especially, Poisson/Negative Binomial model) is not to explain the integrated variations in terms of time and the distinctive characters a specific point/segment has. This drawback of the traditional count models results in the underestimation of the standard error(t-value inflation) of the derived coefficient and finally affects the low-reliability of the whole model. To solve this problem, this study improves the limitation of traditional count models by suggesting the use of random parameter which takes account of heterogeneity of each point/segment. Through the analyses, it was found that the increase of traffic flow and pedestrian facilities on minor streets had positive effects on the increase of traffic accidents. Left turning lanes and median on major streets reduced the number of accidents. The analysis results show that the random parameter modeling is an effective method for investigating the influence on traffic accident from road geometries. However, this study could not analyze the effects of sequential changes of driving conditions including geometries and safety facilities.

Empirical Study on Credit Spreads in Korea Corporate Market : Using Mean-Reverting Leverage Ratio Model (목표부채비율 회귀 모형을 이용한 한국채권시장의 신용가산금리에 대한 실증연구)

  • Kim, Jae-Woo;Kim, Hwa-Sung
    • The Korean Journal of Financial Management
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    • v.22 no.1
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    • pp.93-118
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    • 2005
  • This paper examines credit spreads in Korea corporate market using one of structural models, the mean reverting leverage ratio model (Collin-Dufresne and Goldstein (2001)). Compared to the actual credit spreads, we show that the credit spreads induced by the model are overpredicted. We also investigate the systematic errors that cause the over-pre-diction of credit spreads using the t-test. We show that the systematic errors are affected by the current leverage ratio and asset volatility.

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A Model of Affectiveness on Textile Image (직물 디자인에 대한 감성 예측 모형)

  • 박수진;정찬섭
    • Proceedings of the Korean Society for Emotion and Sensibility Conference
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    • 1999.03a
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    • pp.77-80
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    • 1999
  • 본 연구는 박수진, 장준익 및 정찬섭 (1998)에서 언급된 방식으로 조사된 직물 디자인의 시각적 측면에 대한 감성을 모형화하여 각각의 감성 발생에 기여하는 주요 디자인 요소들이 무엇인지, 그리고 각 감성별 주요 디자인 요소의 가산적인(additive) 결합과 디자인 요소들 전반의 승산적인(multiplicative) 결합에서 얻어진 결과가 어떻게 다른지를 비교, 분석하였다.

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Analysis of counts in the one-way layout (일원배열 가산자료에서의 처리효과 비교)

  • 이선호
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.105-119
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    • 1997
  • Barnwal and Paul(1988) derived the likelihood ratio statistic and $C(\alpha)$ statistic for testing the equality of the means of several groups of count data in the presence of a common dispersion parameter. These tests are generalized to be applicable without the restriction of a common dispersion parameter. And the assumed model of data is also extended from negative binomial to double exponential Poisson model. Monte Carlo simulations show the superiority of $C(\alpha)$ statistic based on the double exponential Poisson family which has a very simple form and requires estimates of the parameters only under the null hypothesis.

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Ex-ante and Ex-post Economic Value Analysis on Ecological River Restoration Project (생태하천복원사업 전후 경제적 가치 비교분석)

  • Lee, Yoon;Chang, Hoon;Yoon, Taeyeon;Chung, Young-Keun;Park, Heeyoung
    • Journal of the Korean Regional Science Association
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    • v.31 no.3
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    • pp.39-54
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    • 2015
  • To assess an economic value of Cheonggyecheon river restoration project, an in-depth exit survey data was collected to apply travel cost method in this study. Poisson model, Negative Binomial, Zero-truncated Poisson, and Zero-truncated Negative Binomial model were executed due to the nature of count data. Empirical results showed that regressors were statistically significant and corresponded to general consumer theory. Since our survey data showed over-dispersion, Zero-truncated Negative Binomial was selected as an optimal one to analyze travel demand of Cheonggyecheon by model goodness of fit test among those aforementioned empirical models. Estimating an economic value of Cheonggyecheon river restoration project, which is known as an ecological river restoration project, we used annual visit of individual traveler and an optimal model. Suffice to say that the annual economic value of Cheonggyecheon river restoration project was estimated as 193.4 billion won in 2013.

Analyzing the Determinants of the Patent Quality in Fuel Cell and Solar Cell Technology Using Count Data Models (가산자료 회귀모형을 활용한 연료전지 및 태양전지 분야 특허의 질적 수준 결정요인 분석)

  • Park, Jung-Kyu;Heo, Eunn-Yeong
    • Journal of Korea Technology Innovation Society
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    • v.13 no.2
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    • pp.365-378
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    • 2010
  • For sustainable economic growth, the Korea government continues to increase its investment in R&D and at the same time, have reinforced the management of R&D outcomes and enlargement of its infrastructure for utilization. However, a strategic R&D planning that draws an outstanding outcomes is more important than the management of its post-outcomes. The purpose of this study is to propose an implication on the policy of R&D planning for obtaining a good R&D outcomes such as a high quality patent. We compared and analyzed the determinants of the patent quality in fuel cell and solar cell technology using the count data models. Estimated results showed that the determinants of the patent quality in technologies were different from each other. Therefore, having appropriate R&D planning strategies for all technologies was more effective than applying one same strategy for all because of technological differences, and based on the estimated results, we suggested the R&D planning strategy in fuel cell and solar cell technologies that could in result in high R&D outcomes.

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A Traffic Equilibrium Model with Area-Based Non Additive Road Pricing Schemes (지역기반의 비가산성 도로통행료 부과에 따른 교통망 균형모형)

  • Jung, Jumlae
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.5D
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    • pp.649-654
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    • 2008
  • In the definition of non additive path, the sum of travel costs of links making up the path is not equal to the path cost. There are a variety of cases that non-additivity assumption does not hold in transportation fields. Nonetheless, traffic equilibrium models are generally built up on the fundamental hypothesis of additivity assumption. In this case traffic equilibrium models are only applicable within restrictive conditions of the path cost being linear functions of link cost. Area-wide road pricing is known as an example of realistic transportation situations, which violates such additivity assumption. Because travel fare is charged at the moment of driver's passing by exit gate while identified at entry gate, it may not be added linearly proportional to link costs. This research proposes a novel Wordrop type of traffic equilibrium model in terms of area-wide road pricing schemes. It introduces binary indicator variable for the sake of transforming non-additive path cost to additive. Since conventional shortest path and Frank-Wolfe algorithm can be applied without route enumeration and network representation is not required, it can be recognized more generalized model compared to the pre-proposed approaches. Theoretical proofs and case studies are demonstrated.