• Title/Summary/Keyword: 로짓추정

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Development and Application of the Heteroscedastic Logit Model (이분산 로짓모형의 추정과 적용)

  • 양인석;노정현;김강수
    • Journal of Korean Society of Transportation
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    • v.21 no.4
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    • pp.57-66
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    • 2003
  • Because the Logit model easily calculates probabilities for choice alternatives and estimates parameters for explanatory variables, it is widely used as a traffic mode choice model. However, this model includes an assumption which is independently and identically distributed to the error component distribution of the mode choice utility function. This paper is a study on the estimation of the Heteroscedastic Logit Model. which mitigates this assumption. The purpose of this paper is to estimate a Logit model that more accurately reflects the mode choice behavior of passengers by resolving the homoscedasticity of the model choice utility error component. In order to do this, we introduced a scale factor that is directly related to the error component distribution of the model. This scale factor was defined so as to take into account the heteroscedasticity in the difference in travel time between using public transport and driving a car, and was used to estimate the travel time parameter. The results of the Logit Model estimation developed in this study show that Heteroscedastic Logit Models can realistically reflect the mode choice behavior of passengers, even if the difference in travel time between public and private transport remains the same as passenger travel time increases, by identifying the difference in mode choice probability of passengers for public transportation.

Analysis of Prework Trip-Making and Modal Choice (통근통행 이전의 비통근통행 발생여부와 교통수단 선택행태 분석)

  • 윤대식
    • Journal of Korean Society of Transportation
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    • v.17 no.5
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    • pp.57-65
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    • 1999
  • 본 연구에서는 지금가지 통근통행자의 활동참여 분석(activity Participation analysis)이 주로 일과후 활동참여(postwork activity participation)에 초점이 주어졌다는 점을 감안하여 일과전 활동참여(preworkactivity Participation)를 분석하고자 하였다. 이러한 연구배경하에서 본 연구는 통근통행자의 통근통행 이전의 비 통근통행 발생여부와 교통수단 선택의 행태를 네스티드 로짓모형을 이용하여 분석하였다. 본 연구는 모형의 경험적 추정을 위해 1995년 미국 Nationwide Personal Transportation Survey (NPTS)의 일부분으로 수집된 뉴욕 대도시지역의 설문조사자료를 이용하였으며, 추정된 경험적 모형을 바탕으로 의미 있는 결과를 논의하였다. 본 연구에서 추정된 통근통행 이전의 비 통근통행 발생여부와 교통수단 선택의 네스티드 로짓모형은 통계적 측면이나 행태적 측면에서 볼 때 대체로 타당한 분석결과를 보여준다. 교통수단 선택모형(조건부 모형)의 추정결과를 보면 나이, 운전면허 소지여부, 가구내 차량보유대수, 가구내 직장인수, 연간 가구소득, 교통수단의 통행시간이 통근통행자의 교통수단 선택에 의미 있는 영향을 미치는 것으로 확인되었다. 한편 통근통행 이전의 비통근통행 발생여부 선택모형(한계모형)의 추정결과를 보면 나이 성별, 가구내 차량보유대수, 가구의 생애주기가 통근통행자의 비 통근통행 발생여부에 의미 있는 영향을 미치는 것으로 확인되었다. 본 연구로부터의 중요한 발견은 추정된 네스티드 로짓모형의 inclusive value의 추정계수값을 살펴봄으로써 가능한데, 모형의 경험적 추정결과는 본 연구에서 가설화된 네스티드 로짓모형구조의 타당성을 입증시켜 준다. 아울러 직장인의 교통수단 선택은 통근통행 이전의 비 통근통행 발생여부의 선택과 밀접한 관련을 가지면서 이루어진다는 사실을 확인할 수 있었다.

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Comparison of Some Nonparametric Statistical Inference for Logit Model (로짓모형의 비모수적 추론의 비교)

  • 정형철;김대학
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.355-366
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    • 2002
  • Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

A Study on Determinants of Use and Satisfaction of Reverse Mortgage Considering Socioeconomic Characteristics of the Elderly (고령층의 사회경제적 특성을 고려한 주택연금 이용 및 만족도 결정요인 분석)

  • Lee, Jae Song;Choi, Yeol
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.37 no.2
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    • pp.437-444
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    • 2017
  • The purpose of this study is to analyze the factors affecting the reverse mortgage utilization and satisfaction of the elderly. Based on the survey data of the reverse mortgage demand in 2016, we carried out empirical analysis using the binary logit model and the ordered logit model. First of all, as a result of the empirical analysis using the binary logit model, the determinants of using the reverse mortgage were age, region, assets, household member, children with financial help, and education level. As a result of the empirical analysis using the ordered logit model, the determinants of the satisfaction level of the reverse mortgage were estimated to be age, gender, and region. Based on the results of the empirical analysis, it is necessary to find a way to increase the participation rate of the reverse mortgage and to improve the satisfaction of the user.

Analysis of Urban Workers' Travel Pattern Choice Behavior (통근통행자의 통행패턴 선택행태의 분석)

  • 윤대식
    • Journal of Korean Society of Transportation
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    • v.15 no.4
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    • pp.35-51
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    • 1997
  • The main objective of this research is to develop urban workers' daily travel pattern choice model. For this research, a hovel pattern choice model was empirically estimated by using a survey data collected from Kyongsan and Yeungchun City. For this research, a nested logit model structure was employed. For the model specification, it is hypothesized that urban workers' daily travel pattern choice behavior is represented by two stages of choices with single-destination or multi destination travel pattern choice as the higher stage, and the number of tours as the lower stage. The urban workers' daily travel pattern choice model developed in this research yields intuitively reasonable results. From the empirical results, it is found to be sensible to represent urban workers' daily travel patterns as the nested logit model structure Hypothesized in this research. furthermore, future directions of model development are suggested.

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A Nested Logit Model of Auto Ownership and Vehicle Type Choices (승용차 보유대수와 차종선택에 대한 네스티드로짓모형의 추정)

  • Park, Sang-Jun;Kim, Seong-Su
    • Journal of Korean Society of Transportation
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    • v.25 no.1 s.94
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    • pp.133-141
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    • 2007
  • The study examines households' auto ownership and car type choice with a nested legit model. In summary. ${\rho}^2$ and the inclusive values, which represent the goodness of fit of the model, are statistically significant. Therefore. the nested logit model is superior to the standard legit model in this case. Also. the elasticity of operating costs is larger than 1, which means households' car ownership and car type choice is very sensitive to the operating costs. Finally, the elasticity of the operating costs in the lower income group is higher than that or the operating costs in the higher income group.

A Study on Change of Travel Patterns According to Public Transportation Reform (A Case Study of Gyeongsan City) (대중교통체계 개편에 따른 대중교통 이용자들의 통행패턴 변화에 관한 연구 (경산시를 사례로))

  • Yun, Dae-Sik;Park, Hyeon-Cheol
    • Journal of Korean Society of Transportation
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    • v.28 no.1
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    • pp.51-61
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    • 2010
  • The main objective of this paper is to analyze change of travel patterns according to public transportation reform. The paper uses data collected from Gyeongsan City. So far few researches, especially using before-and-after individual travel survey, have been conducted on analyzing effects of public transportation reform. For this research, some descriptive statistical analyses and statistical hypotheses tests were conducted. Furthermore, some empirical logit models were estimated for analyzing the individual effects of the public transportation reform. Finally, some important foundings, policy implications, and limitations of this research are discussed.

Effects of Multicollinearity in Logit Model (로짓모형에 있어서 다중공선성의 영향에 관한 연구)

  • Ryu, Si-Kyun
    • Journal of Korean Society of Transportation
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    • v.26 no.1
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    • pp.113-126
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    • 2008
  • This research aims to explore the effects of multicollinearity on the reliability and goodness of fit of logit model. To investigate the effects of multicollinearity on the multinominal logit model, numerical experiments are performed. The exploratory variables(attributes of utility functions) which have a certain degree of correlations from (rho=) 0.0 to (rho=) 0.9 are generated and rho-squares and t-statistics which are the indices of goodness of fit and reliability of logit model are traced. From the well designed numerical experiments, following findings are validated : 1) When a new exploratory variable is added, some of rho-squares increase while the others decrease. 2) The higher relations between generic variables lead a logit model worse with respect to goodness of fit. 3) Multicollinearity has a tendency to produce over-evaluated parameters. 4) The reliability of the estimated parameter has a tendency to decrease when the correlations between attributes are high. These results suggest that we have to examine the existence of multicollinearity and perform the proper treatments to diminish multicollinearity when we develop logit model.

Comparing Methods to Select Functional Form in Dichotomous Choice Contingent Valuation Methods (양분선택형 비시장가치평가법에 있어서 함수모형선택을 위한 제 방법론 비교)

  • Lee, Hee-Chan
    • Environmental and Resource Economics Review
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    • v.10 no.1
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    • pp.25-44
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    • 2001
  • 본 논문의 목적은 양분선택질문형 비시장가치평가법을 통한 편익추정에 사용되는 제 함수의 적합성 여부를 검증하기 위해 사용될 수 있는 방법론들을 비교 검토하는 것이다. 여가수렵의 환경적 요인의 변화에 따른 편익추정에 사용된 함수의 적합성을 판단하기 위해 변이계수접근법, 함수설정 오류 테스트, 그리고 비모수접근법 등이 각 함수에 적용되었다. 결과에 따르면, 편익추정에 이용된 세 가지 로짓함수(선형, 로그, 쉐어모형) 모두 적합한 것으로 판정되었다. 주어진 함수형태에 적용된 세 방법론간에 밀접한 일치성을 보였으며 경우에 따라서는 상호보완적이라는 함축성을 보이기도 하였다 이와 같은 결론은 로짓함수로부터 추정된 값들에 Krinsky-Robb 시뮬레이션을 이용하여 구축한 신뢰구간의 함수간 비교를 통해서도 확인되었다. 주어진 환경 시나리오에 대해 각 함수로부터 도출된 평균 추정치의 신뢰구간이 모두 충분히 중복되었기 때문에 편익추정과 관련하여 함수형태간에 유의적 차이가 없음이 입증된 것이다.

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Estimating the Value of Multiple Destination Trips : A Mixed Logit Approach (혼합로짓모형을 이용한 다목적지 여행의 편익 분석)

  • Lee, Hae-Jin;Kwon, Oh-Sang
    • Environmental and Resource Economics Review
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    • v.19 no.3
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    • pp.547-569
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    • 2010
  • The purpose of this study is to estimate the benefits associated with the opportunities of multiple destination trips using a mixed logit model. The opportunities that affect the destination choice can be one of the external environments of recreational sites. The data for this study were taken from a survey conducted to the multiple destination trip participants at Seorak National Park in Korea. The results of the research show the specific values of complementary opportunities in the study area.

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