• Title/Summary/Keyword: 로그 회귀분석

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Call-a-bus Satisfaction Based On Preference Between Rural Bus And Call-a-bus (농어촌버스와 콜버스 선호에 따른 콜버스 만족도 분석)

  • Jang, Tae Youn;Han, Sang Hwa;Kim, Chang Soo
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.18 no.3
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    • pp.1-13
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    • 2019
  • The study examines preference between rural bus and call-a-bus before call-a-bus operation and empirically analyzes the effecting factors on the call-a-bus satisfaction after operation. As the result of log-linear model, older persons prefer call-a-bus because of door-to-door service convenience and female also because of limitation of trip moving means. It is shown that persons with lower number of trips prefer call-a-bus. As the result of ordinal regression model for call-a-bus satisfaction, age, the number of family members and bus stop distance have the positive tendency but the going out frequency and the return time negative among rural bus preference persons. Male and the going out frequence show the negative tendency but trip moving means, bus stop distance, rural bus satisfaction, depart and return time positive among call-a-bus preference persons. The persons who have the positive preference on call-a-bus shows higher satisfaction on call-a-bus.

부도시의 시장반응과 후속 기업재건 여부와의 관계

  • Park, Ju-Cheol;Lee, Nam-U
    • The Korean Journal of Financial Studies
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    • v.11 no.1
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    • pp.217-242
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    • 2005
  • 본 연구에서는 부도기업의 부도 후 회생여부와 부도발생시의 주식시장의 반응과의 관계를 조사하였다. 즉 증권시장이 부도기업의 사후적인 회생 또는 회생실패에 대한 통찰력을 부도시에 이미 갖고 있는지를 부도처리시의 주가반응을 분석함으로써 검정하고자 하는 것이다. 이를 위하여 외환위기 후 상장기업의 부도가 빈발하였던 1998년에서 2000년 사이에 부도가 발생한 상장회사 55개 기업을 대상으로 후에 회생한 기업(31개기업)과 그렇지 못한 기업(24개 기업)을 구분하여 후에 회생한 기업의 부도시의 주가반응이 회생하지 못한 기업의 부도시의 주가반응보다 덜 부정적이었는지를 검정하였다. 실증분석 결과 부도기업 중 후에 회생한 기업(31개기업)의 분석기간 ($-10{\sim}+10$)중 평균초과수익률과 누적평균초과수익률이 비회생기업(24개기업)의 그것에 대하여 유의한 (+)의 차이가 나타나지 않았다. 또한 부도기업의 누적초과수익률을 종속변수로 하고 회생여부를 나타내는 더미변수, 전년도감사의견이 적정의견인지의 여부, 부채비율, 총자산(억원) 자연 로그값, 사전적 폭로정보 대용변수로서의 지난 1년간 주가반응을 의미하는 (-230, -11)윈도우 누적초과수익률을 독립변수로 하여 다중회귀분석을 실시하였으나 부도후 회생여부를 나타내는 더미변수의 회귀계수는 유의적이지 않았다. 따라서 초과수익률 차이분석결과 회생기업의 부도시의 주가반응이 비회생기업의 그것에 비하여 유의한 (+)의 차이가 없고, 또한 회귀분석 결과 부도시의 초과수익률과 부도후 회생여부는 유의한 관계가 없으므로 부도처리시의 주가반응에서 후에 회생하는 기업이 그렇지 않은 기업보다 덜 부정적일 것이다라는 연구가설은 기각된다.등에 대한 평가기준의 재정립이 강구되어야 할 것이다.한 변동성에서 큰 위험프리미엄이라는 연결고리를 거쳐 코리아 디스카운트라는 현상으로 귀착되는 현상에 주목하고 있는 본 연구의 결과가 실무에서 유용하게 사용됨은 물론이요 또한 본 연구의 방법론 자체가 매우 정교하고 포괄적이어서 금융시계열을 포함한 다른 여러 분야에 크게 응용될 수 있는 외부효과도 기대된다.R 효과는 전통적 의미의 일반적으로 낮은 PER종목이 초과수익률을 내는 것이 아니라, 기업규모가 크더라도 그 기업의 개별특성을 고려했을 때 이와 비교해 상대적으로 PER가 낮은 종목에 투자하면 초과수익을 낼 수 있음을 의미한다. 발견하였다.적 일정하게 하는 소비행동을 목표로 삼고 소비와 투자에 대한 의사결정을 내리고 있음이 실증분석을 통하여 밝혀졌다. 투자자들은 무위험 자산과 위험성 자산을 동시에 고려하여 포트폴리오를 구성하는 투자활동을 행동에 옮기고 있다.서, Loser포트폴리오를 매수보유하는 반전거래전략이 Winner포트폴리오를 매수보유하는 계속거래전략보다 적합한 전략임을 알 수 있었다. 다섯째, Loser포트폴리오와 Winner포트폴리오를 각각 투자대상종목으로써 매수보유한 반전거래전략과 계속거래 전략에 대한 유용성을 비교검증한 Loser포트폴리오와 Winner포트폴리오 각각의 1개월 평균초과수익률에 의하면, 반전거래전략의 Loser포트폴리오가 계속거래전략의 Winner포트폴리오보다 약 5배정도의 높은 1개월 평균초과수익률을 실현하였고, 반전거래전략의 유용성을 충분히 발휘하기 위하여 장단기의 투자기간을 설정할 경우에 6개월에서 36개월로 이동함에 따라 6개월부터 24개월까지는 초과수익률이 상승하지만, 이후로는 감소하므로, 반전거래전략을

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Data visualization of airquality data using R software (R 소프트웨어를 이용한 대기오염 데이터의 시각화)

  • Oh, Youngchang;Park, Eunsik
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.399-408
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    • 2015
  • This paper presented airquality data through data visualization in several ways and described its characteristics related to statistical methods for analysis. Software R was used for visualization tools. The airquality data was measured in New York city from May to September of year 1973. First, simple, exploratory data analysis was done in terms of both data visualization and analysis to find out univariate characteristics. Then through data transformation and multiple regression analysis, model for describing the airquality level was found. Also, after some data categorization, overall feature of the data was explored using box plot and three-dimensional perspective drawing and scatter plot.

The Effect of Small-World Structure in Team Processes on Team Performance (팀 프로세스의 작은 세상 구조가 팀 성과에 미치는 영향)

  • Seo, Il-Jung
    • The Journal of the Korea Contents Association
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    • v.19 no.3
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    • pp.539-547
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    • 2019
  • This study investigated the effect of small-world structure in team processes on team performance. I discussed the theoretical relationship between small-world structure in team processes and team performance and analyzed the relationship using pass data of soccer teams. I constructed the 128 pass networks from the pass data of the 2014 FIFA World Cup and then measured the structural features indicating small-world structure of the networks. Correlation analysis and regression analysis were performed in order to examine the strength and direction of the relationship. According to the results, the clustering has an exponential relationship with team performance and the connectivity has a log-function relationship with team performance. Finally, I found the positive effect of small-world structure in team processes on team performance. Through theoretical discussion and empirical analysis, this study found that small-world structure in team processes increase team performance by facilitating task coordination and collaboration between team members.

Evaluation of Network Reshuffling Alternatives Based on Key Factors Affecting the Mode Share of Seoul Metro (서울시 도시철도 이용에 영향을 미치는 요소를 반영한 노선 조정 효과 분석)

  • Jo, Dohyoung;Sohn, Keemin;Kim, Daehyun;Kim, Ikki
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.6D
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    • pp.935-943
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    • 2006
  • Key factors affecting the mode share of Soul metro are investigated. The log-regression model, which can describe the elasticity of the factors with ease, is established rather than the conventional mode choice model is used. The log-regression model requires lower level of data availability for calibration and identifies the impact of the factors on mode share straightforwardly. As a result, it is found that the main reasons why the current mode share of railway is low are due to several problems such as winding lines, inconvenient transfers and unnecessary bypasses. The calibrated model is adopted to evaluate the network reshuffling alternatives. The network reshuffling is to rearrange the existing inefficient railway lines that have frequent transfers and many winding segments. The proposed network reshuffling, which includes straightening winding lines and changing grade separated transfers into cross-platform transfers, turned out to be a good measure to tackle the problems.

An Empirical Analysis of In-app Purchase Behavior in Mobile Games (모바일 게임 인앱구매에 영향을 주는 요인에 관한 연구)

  • Moonkyoung Jang;Changkeun Kim;Byungjoon Yoo
    • Information Systems Review
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    • v.22 no.2
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    • pp.43-52
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    • 2020
  • The mobile game industry has become the one of the fastest growing industries with its astonishing market size. Despite its industrial importance, a few studies empirically considered actual purchasing behavior in mobile games rather than the intention to purchase. Therefore, this paper investigates the key drivers of in-app purchase by analyzing the game-log dataset provided from a mobile game company in Korea. Specifically, the effects of goal-directed, habitual and social-interacted playing behavior are analyzed on in-app purchase. Furthermore, the recursive relationship with playing and purchasing behaviorsis also considered. The result shows that all suggested factors have positive impacts on in-app purchase in the current period. In addition, the effect of previous habitual playing has a positive impact, but the effect of social-interacted playing and in-app purchase in the previous period have negative impacts on in-app purchase of the current period. These findings can improve our understanding of the impact of game playing on in-app purchase in mobile games, and provide meaningful insights for researchers and practitioners.

Dynamic Relationships between the Stock Index Futures Market and the Cash Market (주가지수선물시장과 현물시장간의 동적관련성에 관한 실증적 연구)

  • Jeong, Jae-Yeop;Seo, Sang-Gu
    • The Korean Journal of Financial Management
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    • v.16 no.2
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    • pp.337-364
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    • 1999
  • 본 연구에서는 국내 주가지수선물시장과 현물시상간의 일중 가격 및 가격변동성의 선-후행관계를 실증적으로 분석함으로써 양 시장간의 동적관련성을 살펴보고자 하였다. 먼저, 상관관계분석의 결과는 KOSPI 200 주가지수선물수익률과 현물수익률, 그리고 주가지수선물수익률자승과 현물수익률 자승간에 유의한 교차상관관계가 존재하는 것으로 나타났다. 수익률의 선-후행관계를 살펴보기 위한 주가지수선물수익률의 시차변수들과 현물수익률간의 다중회귀분석의 결과는 주가지수선물수익률이 현물수익률을 약 15분 정도 선행하는 것으로 나타났으며, 이러한 현상은 현물수익률에 존재할 수 있는 비동시적 거래의 영향을 통제한 경우에도 비록 그 강도가 약하기는 하지만 여전하였다. 다음으로, 수익률 변동성의 선-후행관계를 살펴보기 위해 Grammatikos-Saunders (1986)가 제시한 무조건부 변동성의 추정치인 로그수익률자승을 사용하여 분석한 결과 주가지수선물수익률의 변동성이 현물수익률의 변동성을 약 10분 정도 선행하는 것으로 나타났으며, 이러한 결과는 비동시적 거래의 영향을 통제한 경우에도 동일하였다. 또한, Nelson(1991)의 EGARCH모형을 사용하여 수익률의 변동성을 추정한 후 이를 갖고 분석한 결과, 특히 비동시적 거래의 영향을 통제한 경우에는 주가지수선물시장과 현물시장의 수익률 변동성간에 선-후행관계가 존재한다는 것을 부정할 수 없었다.

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The Relationship between Centrality and Winning Percentage in Competition Networks (경연 네트워크에서 중심성과 승률의 관계)

  • Seo, Il-Jung;Baik, Euiyoung;Cho, Jaehee
    • The Journal of the Korea Contents Association
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    • v.16 no.9
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    • pp.127-135
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    • 2016
  • We identified a competition network which has never been studied before and investigated the relationship between centrality of participants in singing competition and their winning percentage within the competition network. We collected competition data from 'Immortal Songs: Singing the Legend', which is a Korean television music competition program, and constructed a competition network. We calculated centrality and winning percentage and analyzed their relationship using correlation analysis, regression analysis, and visualization. There are four main findings in this research. First, a competition network is a scale-free network whose degree distribution follows a power law. Second, there is a logarithmic relationship between the count of competition and closeness. Third, winning percentage converges to approximately 60% for players who have participated in more than 20 competitions. Lastly, a strength of opponents affects approximately 23% of winning percentage for players with less than 20 competitions. The academic significance of this study is that we pioneered the definition of the competition network and applied social network analysis method. Another significant contribution of this paper is that we found explicit patterns between the centrality and winning percentage, suggesting ways to improve social relationship in competition network and to increase winning percentage.

Improvement of Rating Curve Fitting Considering Variance Function with Pseudo-likelihood Estimation (의사우도추정법에 의한 분산함수를 고려한 수위-유량 관계 곡선 산정법 개선)

  • Lee, Woo-Seok;Kim, Sang-Ug;Chung, Eun-Sung;Lee, Kil-Seong
    • Journal of Korea Water Resources Association
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    • v.41 no.8
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    • pp.807-823
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    • 2008
  • This paper presents a technique for estimating discharge rating curve parameters. In typical practical applications, the original non-linear rating curve is transformed into a simple linear regression model by log-transforming the measurement without examining the effect of log transformation. The model of pseudo-likelihood estimation is developed in this study to deal with heteroscedasticity of residuals in the original non-linear model. The parameters of rating curves and variance functions of errors are simultaneously estimated by the pseudo-likelihood estimation(P-LE) method. Simulated annealing, a global optimization technique, is adapted to minimize the log likelihood of the weighted residuals. The P-LE model was then applied to a hypothetical site where stage-discharge data were generated by incorporating various errors. Results of the P-LE model show reduced error values and narrower confidence intervals than those of the common log-transform linear least squares(LT-LR) model. Also, the limit of water levels for segmentation of discharge rating curve is estimated in the process of P-LE using the Heaviside function. Finally, model performance of the conventional log-transformed linear regression and the developed model, P-LE are computed and compared. After statistical simulation, the developed method is then applied to the real data sets from 5 gauge stations in the Geum River basin. It can be suggested that this developed strategy is applied to real sites to successfully determine weights taking into account error distributions from the observed discharge data.

E-Learning Strategies Affecting the levels of Participation, Achievement and Satisfaction in the University Blended Learning Environment (대학교 혼합학습(Blended Learning) 환경에서 학습참여도, 학업성취도, 학습만족도에 영향을 미치는 e-러닝 학습전략)

  • Kim, Mi-Young
    • The Journal of Korean Association of Computer Education
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    • v.10 no.4
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    • pp.93-102
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    • 2007
  • The present study is to investigate the elements of e-learning strategies affecting the levels of participation, achievement and satisfaction for learners who participated in the university blended learning environment. For this, 58 subjects were recruited who participated in the blended learning class at K university. E-learning strategies, achievement and satisfaction levels were measured for data collection, and the level of participation was measured by analyzing the LMS log-in database. For data analysis, first, means and standard deviation were computed to find the level of e-learning strategies of the subjects. Second, linear regression analysis was conducted to find the e-learning strategies that could estimate the levels of achievement, participation and satisfaction. As a result, variables to estimate the achievement level included time management strategy and overload management strategy. Variables to estimate the participation level included self-directed strategy, time management strategy and overload management strategy. Finally, variables to estimate the satisfaction level included multiple discussion management strategy, asynchronous management strategy and sociality. Based on these estimated variables, the author suggested some ideas to increase the educational effectiveness.

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