• Title/Summary/Keyword: 계수 이질성

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A Zero-Inated Model for Insurance Data (제로팽창 모형을 이용한 보험데이터 분석)

  • Choi, Jong-Hoo;Ko, In-Mi;Cheon, Soo-Young
    • The Korean Journal of Applied Statistics
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    • 제24권3호
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    • pp.485-494
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    • 2011
  • When the observations can take only the non-negative integer values, it is called the count data such as the numbers of car accidents, earthquakes, or insurance coverage. In general, the Poisson regression model has been used to model these count data; however, this model has a weakness in that it is restricted by the equality of the mean and the variance. On the other hand, the count data often tend to be too dispersed to allow the use of the Poisson model in practice because the variance of data is significantly larger than its mean due to heterogeneity within groups. When overdispersion is not taken into account, it is expected that the resulting parameter estimates or standard errors will be inefficient. Since coverage is the main issue for insurance, some accidents may not be covered by insurance, and the number covered by insurance may be zero. This paper considers the zero-inflated model for the count data including many zeros. The performance of this model has been investigated by using of real data with overdispersion and many zeros. The results indicate that the Zero-Inflated Negative Binomial Regression Model performs the best for model evaluation.

Layer Interface and Approximated Nonlinear Analysis Method for Consolidation Prediction (압밀현상 예측을 위한 경계면 및 근사 비선형 해석기법)

  • Lee, Kyuhwan;Jeon, Jesung;Kim, Kiyoung;Jung, Daeesuk
    • Journal of the Korean GEO-environmental Society
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    • 제8권6호
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    • pp.37-43
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    • 2007
  • The interface layer having different consolidation properties and nonlinear material function with permeability needs to be considered to predict consolidation behavior. In this study, interface equation between different layers has been derived and then applied to existing finite difference scheme for conducting consolidation analysis. These results have been compared with those by conventional method in which different layers are converted to single layer having conversion value of properties. Also, although the conventional consoilidation analysis is used to consider non-linearity of the permeability with effective stress, an approximated nonlinear method as a function of consoilidation coefficient with effective stress have been developed and applied to the consoilidation analysis for various cases.

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A Development of Traffic Accident Prediction Model at Rural Unsignalized Intersections Using Random Parameter (Random Parameter를 이용한 지방부 무신호교차로 교통사고 예측모형개발)

  • Lee, Kyu-Hoon;Oh, Ju-Taek;Park, Jeong-Soon
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • 제16권4호
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    • pp.64-75
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    • 2017
  • Previous count models using fixed parameter can not consider the unobserved heterogeneity, as the standard error of the count value is underestimated, excessive t-values are derived thereby reducing the reliability of the model. Also, the study of unsignalized intersections are inadequate because of the difficulty of collecting data and statistical limits for accurate analytical processes compared to the signalized intersections. The purpose of this study is to analyze the factors affecting traffic accidents by constructing the count model using random parameters, and it aimed to distinguish between existing studies based on the rural unsignalized intersections. As a result of the analysis, 7 variables were presented as significant variables, and 2 variables(presence of crosswalk, speed limit) were presented as random parameter.

Relationship between Interstate Highway Accidents and Heterogeneous Geometrics by Random Parameter Negative Binomial Model - A case of Interstate Highway in Washington State, USA (확률적 모수를 고려한 음이항모형에 의한 교통사고와 기하구조와의 관계 - 미국 워싱턴 주(州) 고속도로를 중심으로)

  • Park, Minho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • 제33권6호
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    • pp.2437-2445
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    • 2013
  • The objective of this study is finding the relationship between interstate highway accident frequencies and geometrics using Random Parameter Negative Binomial model. Even though it is impossible to take account of the same design criteria to the all segments or corridors on the road in reality, previous research estimated the fixed value of coefficients without considering each segment's characteristic. The drawback of the traditional negative binomial is not to explain the integrated variations in terms of time and the distinct characters specific segment has. This results in under-estimation of the standard error which inflates the t-value and finally, affects the modeling estimation. Therefore, this study tries to find the relationship of accident frequencies with the heterogeneous geometrics using 9-years and 7-interstate highway data in Washington State area. 16-types of geometrics are used to derive the model which is compared with the traditional negative binomial Model to understand which Model is more suitable. In addition, by calculating marginal effect and elasticity, heterogeneous variables' effect to the accidents are estimated. Hopefully, this study will help to estiblish the future policy of geometrics.

Bi-Polarization of the Income Distribution In Korea: 1997-2003 (소득 분포의 양극화 추이)

  • Shin, Donggyun;Cheon, ByungYou
    • Journal of Labour Economics
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    • 제28권3호
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    • pp.77-109
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    • 2005
  • On the basis of the Korea Labor and Income Panel Survey for the 1997 through 2003 period, this paper investigates if the income distribution has become more bi-polarized since the recent financial crisis. The polarization measure developed by Esteban and Ray(l994) and Duclos, Esteban, and Ray(2004) indicates that the distribution of total income has become much more bi-polarized than unequalized for the entire sample period. Second, the rapid increase in the bi-polarization measure is attributed to the enhanced within-group homogeneity among the lower-income group as well as the widening gap between the two groups in the mean income level. Third, no such pattern exists in the distribution of labor income. Overall, the findings in the current study would support the hypothesis of a centrifuging society which is characterized by the slow disappearance of the middle class and the formation of two poles and which is observed in the United States and the United Kingdom among others.

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제주도 남방 마라도 주변해역의 방어어장형성기구에 관한 연구

  • 김준택;노홍길;김상현
    • Proceedings of the Korean Society of Fisheries Technology Conference
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    • 한국어업기술학회 2001년도 추계 수산관련학회 공동학술대회발표요지집
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    • pp.39-40
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    • 2001
  • 제주도 주변해역은 계절에 따라 다양한 이질수괴(대마난류계수, 황해지층냉수계수, 중국대륙연안수, 한국남해연안수 등)가 출현하고 있으며 이들 여러수괴의 분포상태에 따라 고등어, 전갱이, 방어, 삼치 등과 같은 여러 회유성 어종이 시기별 출현상황이 달라지고 있다(노, 1985; Nakao, 1977; 김ㆍ노, 1994; 김, 1995). 그중 방어(Yellow tail, Seriola quinqueradiata, TEMMINCK et SCHL-ECEL)는 제주도 주변해역에는 추ㆍ동계가 되면 제주도 북서쪽 추자도 주변어장을 시작으로 제주해협의 화도(속칭:관탈도)를 거쳐 제주도 남서부 마라도로 연결되는 방어어장이 매년 형성되며 특히, l1∼12월 사이의 어획량은 전국 방어 채낚기어업의 어획량의 대부분을 차지하고 있을 정도로 그 규모가 매우크다. (중략)

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Influence of Changing Coefficient of Consolidation and Layered Condition on Consolidation Behavior (압밀계수변화 및 지층조건이 압밀현상에 미치는 영향)

  • Jeon, Je-Sung;Koo, Ja-Kap;Lee, Song
    • Journal of the Korea institute for structural maintenance and inspection
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    • 제9권1호
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    • pp.147-157
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    • 2005
  • In this study, consolidation analysis methods reflecting various ground condition and changing coefficient of consolidation with consolidation process are presented. Research activities include development of numerical program consists of two parts considering vertical drainage only and both drainage condition with vertical and radial direction. Also, interface equation of adjacent two layers and function for changing coefficient of consolidation are added to developed program. This paper presents the results from a detailed consolidation analyses, which explores consolidation process with time in varying layered system and changing coefficient of consolidation

Innovation and FDI: Applying Random Parameters Methods to KIS Data (기술혁신과 FDI)

  • Kim, Byung-Woo
    • Journal of Korea Technology Innovation Society
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    • 제13권3호
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    • pp.513-537
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    • 2010
  • According to the "FDI-as-market-discipline" hypothesis, inward FDI acts as a mechanism of change in market structure affecting innovative activities of domestic firms. We used panel KIS data for testing this hypothesis. Binary probit estimation shows that, in contrast to the German case of Bertschek (1995), FDI is insignificant in Korean case for explaining product innovation. 1his result maybe comes from the fact that the industries in Korea are more monopolistic or oligopolistic than those of Germany. Using panel data, we tried random parameter estimation using matrix weighted average of GLS and OLS. The result shows different estimates from cross-section outcome and panel estimation with parameter homogeneity, so we can infer large parameter heterogeneity across firms. But, interpretation for FDI variable is similar across panel and cross-section estimation.

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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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    • 제33권6호
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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.

Proposing a Technique for Regional Flood Frequency Analysis: Bayesian-GLS Regression (국내 지역 홍수빈도해석을 위한 기법 제안: Bayesian-GLS 회귀)

  • Jeong, Dae-Il;Stedinger, Jery R.;Kim, Young-Oh;Sung, Jang-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 한국수자원학회 2007년도 학술발표회 논문집
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    • pp.241-245
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    • 2007
  • 국내 홍수빈도 분포의 매개변수 추정에서 지점추정(at-site estimate) 방법은 유량 자료의 부족으로 발생하는 표본오차(sampling error)가 크기 때문에 충분한 유량 자료를 보유한 지점에 한하여 제한적으로 사용되고 있다. 대안으로 동질성을 가진 유역의 유량 자료를 모아 지역 매개변수를 추정하는 지수홍수법(Index Flood Method)이 제안되기도 하였으나, 이질성이 큰 우리나라의 유역특성 때문에 적용이 쉽지 않다. Stedinger와 Tasker가 1986년 제안한 GLS(Generalized Least Square) 기법은 유역을 동질지역으로 구분할 필요가 없으며 지점들간의 상관관계와 이분산성을 고려할 수 있어, 국내 홍수빈도 해석을 위해서 꼭 도입해야할 기법으로 생각된다. 본 연구에서는 기존의 GLS 기법의 단점을 보완한 Bayesian-GLS 기법을 이용하여, 국내 대유역에 골고루 위치하며 댐의 영향을 받지 않는 31개 지점의 연최대 일유량 시계열의 L-변동계수(L-moment coefficient variation)와 L-왜도계수(L-moment coefficient skewness)를 추정할 수 있는 회귀모형을 제안하였다. 위 회귀모형을 구성하기 위한 유역특성으로는 유역면적, 유역경사, 유역평균강우 등을 사용하였다. Bayesian-GLS (B-GLS) 적용 결과를 OLS(Ordinary Least Square) 및 Bayesian-GLS 기법에서 지점간의 상관관계를 고려하지 않는 Bayesian-WLS(Weighted Least Square)와 비교 평가하여 그 우수성을 입증하였다. 따라서 본 연구에서 제안된 B-GLS에 의한 지역회귀모형은 국내의 미계측유역이나 또는 관측 길이가 짧은 계측유역의 홍수빈도분석을 위해 매우 유용할 것으로 기대된다.년 홍수 피해가 발생하고 있지만, 다른 한편 인구밀도가 높고 1인당 가용 수자원이 상대적으로 적기 때문에 국지적 물 부족 문제를 경험하고 있다. 최근 국제적으로도 농업용수의 물 낭비 최소화와 절약 노력 및 타 분야 물 수요 증대에 대한 대응 능력 제고가 매우 중요한 과제로 부각되고 있다. 2006년 3월 멕시코에서 개최된 제4차 세계 물 포럼에서 국제 강 네트워크는 "세계 물 위기의 주범은 농경지", "농민들은 모든 물 위기 논의에서 핵심"이라고 주장하고, 전 프랑스 총리 미셀 로카르는 "...관개시설에 큰 문제점이 있고 덜 조방적 농업을 하도록 농민들을 설득해야 한다. 이는 전체 농경법을 바꾸는 문제..."(segye.com, 2006. 3. 19)라고 주장하는 등 세계 물 문제 해결을 위해서는 농업용수의 효율적 이용 관리가 중요함을 강조하였다. 본 연구는 이러한 국내외 여건 및 정책 환경 변화에 적극적으로 대처하고 물 분쟁에 따른 갈등해소 전략 수립과 효율적인 물 배분 및 이용을 위한 기초연구로서 농업용수 수리권과 관련된 법 및 제도를 분석하였다.. 삼요소의 시용 시험결과 그 적량은 10a당 질소 10kg, 인산 5kg, 및 가리 6kg 정도였으며 질소는 8kg 이상의 경우에는 분시할수록 비효가 높았으며 특히 벼의 후기 중점시비에 의하여 1수영화수와 결실율의 증대가 크게 이루어졌다. 3. 파종기와 파종량에 관한 시험결과는 공시품종선단의 파종적기는 4월 25일부터 5월 10일경까지 인데 이 기간중 일찍 파종하는 경우에 파종적량은 10a당 약 8${\ell}$이고 늦은 경우에는 12${\ell}$ 정도였다. 여기서 늦게 파종한 경우 감수의 가장 큰 원인은 1수영화수가 적어지기 때문이었다. 4. 건답직파에 대한 담수상태로 관수를 시작하는 적기는 파종후

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