• Title/Summary/Keyword: 고정효과 분석

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Type II analysis by projections (사영을 이용한 제2종 분석)

  • Choi, Jaesung
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1155-1163
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    • 2012
  • This paper suggests a method for getting sums of squares due to sources of variation under the assumption of two-way fixed effects model. The method used for calculating the quantities due to fixed-effects is based on the projections of an observation vector y on the column space generated by the model matrix X under the assumed model. The suggested method shows that the calculation of Type II sums of squares by projections is much easier than the classical Type II analysis.

The Public and Private Sector Wage Gap Trend in Korea - New evidence from the fixed effect analysis - (고정효과 분석을 이용한 공무원과 민간부문 임금격차 추세 추정)

  • Han, Jong-suk
    • Journal of Labour Economics
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    • v.40 no.1
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    • pp.69-97
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    • 2017
  • This paper estimates the public and private sector wage gap trend from 2000 to 2014 using 'Korean Labor and Income Panel Study.' We account for unobserved fixed effect by using 1st differencing log wage in order to allow the gap to vary over time. Standard OLS estimates present the public sector wage is 10% higher than private sector on average. Moreover, the public sector wage premium displays the inverted V shape: sharply increasing up to 2006 and decreasing from 2007 to 2014. However, after controlling unobserved fixed effect, the public sector wage premium disappears and does not display the inverted V shape any more.

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A Longitudinal Analysis of the Union Effect on the Wages (패널자료를 이용한 노동조합의 임금효과 분석)

  • Cho, Dong Hun
    • Journal of Labour Economics
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    • v.31 no.2
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    • pp.103-128
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    • 2008
  • This paper estimates the union effect on the wages using Korean Labor and Income Panel Study by using fixed-effect estimation. While the cross-sectional estimates show the size of 4.6% increase in the wages of workers in the union compared 10 the observationally identical workers in the non-union jobs, the union wage effect is estimated as 2.1% increase in the panel study. This shows that there exits an substantial upward-bias in the cross-sectional estimation of union wage effect.

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Power analysis of testing fixed effects with two way classification (이원혼합모형에서 고정효과 유의성검정에 대한 검정력 분석)

  • 이장택
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.177-187
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    • 1997
  • This article considers the power performance of the tests in unbalanced two way mixed linear models with one fixed factor. The generalized least squares (GLS) F statistic testing no differences among the effects of the levels of the fixed factor is estimated using Henderson's method III, minimum norm quadratic unbiased estimator (MINQUE) with prior guess 1, maximum likelihood (ML) and resticted maximum likelihood (REML). We investigate the power performance of these test statistics. It can be shown, through simulation, that the GLS F statistics using four estimators produce similar type I error rates and power performance.

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Internet Traffic Analysis using Fixed IP-port (고정 IP-port를 이용한 인터넷 트래픽 분석)

  • Yoon, Sung-Ho;Park, Jin-Wan;Oh, Young-Seok;Kim, Myung-Sup
    • Proceedings of the Korea Information Processing Society Conference
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    • 2009.04a
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    • pp.1174-1177
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    • 2009
  • 인터넷의 대중화로 인해 네트워크 트래픽이 급증하였다. 따라서 효과적인 네트워크 관리를 위한 트래픽 응용 별 분석의 중요성은 매우 커지고 있다. 효과적인 트래픽 응용 별 분석을 위하여 여러 방법론이 제안 되었지만, 아직 완벽하게 트래픽을 분석하는 방법론은 존재하지 않는다. 본 논문에서는 기존의 여러 트래픽 분석 방법론의 단점을 보완한 고정 IP-port을 이용한 인터넷 트래픽 분석 방법론을 제안한다. 하나의 서비스를 고정적으로 제공하는 고정 IP-port을 찾아 낸다면 효과적으로 트래픽을 분석 할 수 있다. 본 논문에서는 고정 IP-port를 효과적으로 추출하는 방법론을 제시하며, 실제 학내 트래픽에 적용한 결과를 보인다.

An Empirical Study of Port SOC Impact on Trade Volume : Focusing on Japanese Ports (항만 SOC가 수출입에 미치는 영향 실증분석 - 일본 항만을 중심으로 -)

  • Ahn, Young-Gyun;Lee, Joo-Won
    • Korea Trade Review
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    • v.41 no.5
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    • pp.373-389
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    • 2016
  • This study mainly investigates the port SOC's impact on trade volume. In order to investigate the relationships between port SOC and trade volume, we did the empirical analysis using panel data regression and fixed effects model. The total period of 97 years and 1,082 ports' information were applied to panel data and regression model. According to the results, the coefficients of development of container berth, development of bulk berth, maintenance of port, the jetty facilities like breakwater have positive(+) impact on the dependent variable, the trade volume. Especially, the jetty facilities show a strongly positive impact on trade volume. On the other hand, the development of new port and navigation facilities like lighthouse have a negative(-) impact. In examining Hausman test and LR test, the fixed effect model is statistically more appropriate than the random effect model for this study.

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The Impacts of Vocational Training on Earnings in Korea: Evidence from the Economically Active Population Survey (직업훈련의 임금효과 분석: 「경제활동인구조사」를 중심으로)

  • Yoo, Gyeongjoon;Kang, Changhui
    • KDI Journal of Economic Policy
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    • v.32 no.2
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    • pp.27-53
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    • 2010
  • This paper examines whether and how much vocational training raises an individual's earnings in Korea, using the Economically Active Population Survey. To overcome endogeneity of training, we apply fixed-effects and propensity-score matching (PSM) methods. Fixed-effects (PSM) results suggest that work-related training received in the previous one year increases a worker's monthly earnings by 2.6 to 4.7 (7.5 to 9.8) percent. Taken altogether, work-related training enhances a worker's earnings by a minimum of 2.6 and a maximum of 9.8 percent in Korea.

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Projection analysis for split-plot data (분할구자료의 사영분석)

  • Choi, Jaesung
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.335-344
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    • 2017
  • This paper discusses a method of analyzing data from split-plot experiments by projections. The assumed model for data has two experimental errors due to two different experimental sizes and some random components in treatment effects. Residual random models are constructed to obtain sums of squares due to random effects. Expectations of sums of squares are obtained by Hartley's synthesis. Estimable functions of fixed effects are discussed.

Analyzing the Operational Efficiency of South Korea Wholesalers and Retailers during COVID-19 period (Q1 to Q2 2020) (우리나라 도소매기업의 운영효율성에 대한 실증분석: 코로나19 기간(2020년 1~2분기)을 중심으로)

  • Kim, Gilwhan
    • Journal of Korea Society of Industrial Information Systems
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    • v.25 no.6
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    • pp.95-107
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    • 2020
  • We analyze the performance of South Korea wholesalers and retailers during the period when COVID-19 emerged and began to spread in South Korea. Specifically, we choose operational efficiency as a proxy variable for reflecting corporate performance and apply stochastic frontier analysis for estimating operational efficiency. Importantly, in order to examine the impact of the COVID-19 period (Q1 to Q2 2020) on operational efficiency, we consider the quarterly fixed effect corresponding to the COVID-19 period. Our findings include: (ⅰ) the average level of operational ffficiency is approximately 0.7138 during the analysis period (Q1 2019 to Q2 2020); (ⅱ) the fixed effect of the COVID-19 period on operational efficiency is not significant; and (ⅲ) operational efficiency is positively correlated with the scale of the company. Moreover, from an academic perspective, we make a contribution by examining the relationship between the operational efficiency as a firm-level variable and the COVID-19 period as a macroeconomic variable.

A Study on Developing Crash Prediction Model for Urban Intersections Considering Random Effects (임의효과를 고려한 도심지 교차로 교통사고모형 개발에 관한 연구)

  • Lee, Sang Hyuk;Park, Min Ho;Woo, Yong Han
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.14 no.1
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    • pp.85-93
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    • 2015
  • Previous studies have estimated crash prediction models with the fixed effect model which assumes the fixed value of coefficients without considering characteristics of each intersections. However the fixed effect model would estimate under estimation of the standard error resulted in over estimation of t-value. In order to overcome these shortcomings, the random effect model can be used with considering heterogeneity of AADT, geometric information and unobserved factors. In this study, data collections from 89 intersections in Daejeon and estimates of crash prediction models were conducted using the random and fixed effect negative binomial regression model for comparison and analysis of two models. As a result of model estimates, AADT, speed limits, number of lanes, exclusive right turn pockets and front traffic signal were found to be significant. For comparing statistical significance of two models, the random effect model could be better statistical significance with -1537.802 of log-likelihood at convergence comparing with -1691.327 for the fixed effect model. Also likelihood ration value was computed as 0.279 for the random effect model and 0.207 for the fixed effect model. This mean that the random effect model can be improved for statistical significance of models comparing with the fixed effect model.