• Journal of the Korean Data and Information Science Society
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• v.12 no.1
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• pp.27-40
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• 2001

The purpose of this study is to test a multiple change point in the regression model with the passage of time, using the estimated residual variance figure suggested by Gasser, Sroka and Jennen - Steinmez (GSJS). As a result of the simulation, it is showed that there is a jump change of the estimated residual variance figure at that time of change point. The way to analyse a intuitive multiple change point through graphics is more effective and accurate than any other existing ways.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.34 no.2
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• pp.134-141
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• 1989

In order to estimate field seedling emergence and grain yield by the information collected from various laboratory seed vigor tests, each two malting and naked barley cultivar seeds were artificially aged according to the standard aging treatment suggested by the Association of Official Seed Analysts. The seed vigor tests adopted were warm- and cold-germination test, tetrazolium vigor test and electrocon. ductivity test. Field emergence of malting barley (Y) was estimated by Y=-2.962+0.229X$_1$ (% warm germination) -0.001X$_2$ (vigor of warm germination test: WGT) +0.354X$_3$ (vigor of cold germination test: CT) -0.558X$_4$ (% cold germination). The multiple correlation coefficient indicated that % warm germination. was contributed 64 % of the variation in seedling emergence rate of malting barley. The vigor of warm and cold germination tests, and % cold germination contributed additional 4, 7, and 9%, respectively, upon addition of the variables into regression. For naked barley, the regression equation of emergence rate was less efficient(R$^2$=54%) than that of malting barley(R$^2$=84%). A model to predict grain yield by the results of various seed vigor tests was not evaluated for both malting and naked barlev.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.967-975
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• 2010

Since the least squares estimation is not appropriate when multicollinearity exists among the regressors of the linear regression model, the principal components regression is used to deal with the multicollinearity problem. This article suggests a new procedure for the selection of suitable principal components. The procedure is based on the condition index instead of the eigenvalue. The principal components corresponding to the indices are removed from the model if any condition indices are larger than the upper limit of the cutoff value. On the other hand, the corresponding principal components are included if any condition indices are smaller than the lower limit. The forward inclusion method is employed to select proper principal components if any condition indices are between the upper limit and the lower limit. The limits are obtained from the linear model which is constructed on the basis of the conjoint analysis. The procedure is evaluated by Monte Carlo simulation in terms of the mean square error of estimator. The simulation results indicate that the proposed procedure is superior to the existing methods.

• Journal of Korea Technology Innovation Society
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• v.13 no.2
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• pp.231-251
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• 2010

The numbers of SCI paper or patent in science and technology are expected to be related with the number of researcher and knowledge stock (R&D stock, paper stock, patent stock). The results of the regression model showed that severe multicollinearity existed and errors were made in the estimation and testing of regression coefficients. To solve the problem of multicollinearity and estimate the effect of the independent variable properly, principal component regression model were applied for three cases with S&T knowledge production. The estimated principal component regression function was transformed into original independent variables to interpret properly its effect. The analysis indicated that the principal component regression model was useful to estimate the effect of the highly correlate production factors and showed that the number of researcher, R&D stock, paper or patent stock had all positive effect on the production of paper or patent.

• Journal of Korean Society for Quality Management
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• v.34 no.1
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• pp.73-77
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• 2006

In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

• Journal of Korean Society for Quality Management
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• v.30 no.2
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• pp.118-129
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• 2002

A multiple test of a mean parameter, λ, in the Poisson model is considered using the Bayes factor. Under noninformative improper priors, the intrinsic Bayes factor(IBF) of Berger and Pericchi(1996) and the fractional Bayes factor(FBF) of O'Hagan(1995) called as the default or automatic Bayes factors are used to select one among three models, M$_1$: λ< $λ_0, M$_2$: λ= $λ_0, M$_3$: λ> $λ_0. Posterior probability of each competitive model is computed using the default Bayes factors. Finally, theoretical results are applied to simulated data and real data.

• Proceedings of the Korean Society for Quality Management Conference
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• 2006.04a
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• pp.325-329
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• 2006

In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

• Journal of the Korea Society for Simulation
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• v.10 no.2
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• pp.25-32
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• 2001

The Multiple Recursive Generator(MRG) has been considered by many scholars as a very good random number generator. For the long period md excellent statistical properties, the method of the combination with random number generators is used. In this paper, we thought the two-combined MRGs. Using the frequency and serial test, and runs test, we studied the importance of the initial seeds likewise other random number generators.

• Journal of the Korean BIBLIA Society for library and Information Science
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• v.25 no.4
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• pp.29-57
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• 2014

This study aims to develop a metadata schema for sports moving records based on a multiple entity model as an attempt to suggest an effective way to manage, retrieve, and utilize sports moving records. The multiple entity model consists of four entities - sports match, match contributors, moving records, and record management business - and metadata elements were developed for each entity. In addition, authority records for sports team and persons were created to ensure the consistency of terminology and provide rich contextual information. The suggested multiple entity model, metadata elements, and authority records for sports teams and persons were verified, modified, and expanded by a group of experts including a sports marketing expert and professors in the sports department.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.13 no.5
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• pp.2096-2109
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• 2012

This study investigates empirical issues that have received little attention in the previous research in the Korean capital market. It is to find any financial determinants on the capital structure for the firms listed in the KOSDAQ(Korea Securities Dealers Automated Quotation). Another test is performed to find any possible discriminating factors by utilizing a robust methodology, which may distinguish between the firms belonging the 'prime section' and the 'venture section' in terms of their financial aspects. Moreover, the null hypothesis that the changing trend or movement of a firm's capital structure with respect to its industry mean (or median) may be random, is also tested. For the book-value based debt ratios, size(INSIZE), growth(GROWTH), Market to book value of equity(MVBV), volatility(VOLATILITY), market value of equity (MVE) and section dummy (SECTION) showed their statistically significant effects on the book-value based leverage ratios, respectively, while size(INSIZE), growth(GROWTH), market value of equity(MVE), beta(BETA) and section dummy (SECTION) showed their statistically significant effects on the market-value based leverage ratios. This study also found an interesting result that a firm belonging to each corresponding industry has a tendency for reversion toward its mean and median leverage ratios over the five-year tested period.