• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.211-219
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• 2015

Generalized linear mixed models are used to analyze longitudinal categorical data. Random effects specify the serial dependence of repeated outcomes in these models; however, the estimation of a random effects covariance matrix is challenging because of many parameters in the matrix and the estimated covariance matrix should satisfy positive definiteness. Several approaches to model the random effects covariance matrix are proposed to overcome these restrictions: modified Cholesky decomposition, moving average Cholesky decomposition, and partial autocorrelation approaches. We review several approaches and present potential future work.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.1-10
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• 2017

Longitudinal data of Korean child academic achievement have been used to find the significant exploratory variables under the assumption of independent repeated measured data. Using the exploratory variables in previous research works, we analyze the linear mixed model incorporating the fixed and random effects for child academic achievement to detect the significant exploratory variables. Korea welfare panel study data observed three times between 2006 and 2012 by additional survey for children. The child academic achievement is evaluated by the sum of academic achievements of Korean, English and Mathematics. We also investigate the multicollinearity and the missing mechanism and select some popular correlation matrices to analyze the linear mixed model.

• Korean Journal of Materials Research
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• v.7 no.9
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• pp.781-788
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• 1997

Cu/EMC 계면 접착력에 미치는 산화의 규명하기 위해 리드프레임의 저온 산화에 대하여 조사하였다. 이전의 보고와 달리, 저온에서도 Cu$_{2}$O위에 CuO산화물이 형성되어 Cu/Cu$_{2}$O(NiO)/Cu(NiO)/air의 산화층 구조를 나타내었다. Cu/EMC 계면 접착력은 산화가 진행됨에 따라 산화 초기에 급격히 증가하다 최대값에 이르고, 이후의 계속적인 산화로 감소하는 양상을 보였다. 접착력은 산화 온도나 리드프레임의 종류보다 산화막의 두께에 밀접한 상관 관계를 나타내었다. 최대 계면 접착력이 얻어지는 산화막의 두께는 리드프레임의 종류보다 산화막의 두께에 밀접한 상관 관계를 나타내었다. 최대 계면 접착력이 얻어지는 산화막의 두께는 리드프레임의 종류와 무관하게 대략 20nm 와 30nm 사이에 존재하였다. 산화 초기의 접착력 증가는 산화로 인한 EMC에 대한 젖음성의 증가와 기계적 고착 효과의 증가에 기인하였다. 리드프레임과 EMC의 파괴 표면에 대한 AES, XPS 분석으로 부터, 산화막의 두께가 얇을 때에는 Cu$_{2}$O//CuO의 계면 파괴 + EMC 자체 파괴가 복합적으로 발생함을 알 수 있었다. 반면에 과도한 산화로 낮을 접착력을 나타내는 시편은 Cu/Cu$_{2}$/O 계면의 파괴를 나타냈다.

• Journal of Labour Economics
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• v.43 no.4
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• pp.179-203
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• 2020

This study aims to compare and analyze the impact of labor unions on job training programs using two different longitudinal data, Workplace Panel Survey (WPS) and Korean Labor and Inocme Panel Study (KLIPS). By applying the Correlated Random Effect (CRE) model to both individual-level and establishment-level data, we observe that labor unions increase the likelihood that establishments provide employees with job training programs and workers participate in the trainings. Our results shed light on the role of labor unions to increase the opportunities of job training programs for workers.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1055-1067
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• 2017

Most previous works to study for the depression of the disabilities in Korea have analyzed the repeated measured data of each individual under the mutually independent assumption. In this study, Korea Welfare Panel data of the disabilities surveyed additionally every three years are analyzed to detect the significant exploratory variables by the linear mixed models. A suitable correlation matrix is considered for the dependency of repeated measurement of each individual. The random effect to reflect the characteristics of the individuals as well as the fixed effect is included in the fitted linear mixed model. By the residual plot of the fixed effect model, the problem that the averages of residuals of each individual do not seem to be around zero is described. Further, the residual plot and the Q-Q plot coming from the selected final model are shown that the problem is modified well.

• Economic Analysis
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• v.27 no.1
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• pp.37-66
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• 2021

This paper examines the potential impacts of COVID-19 on poverty in ASEAN countries. The first estimate, adopted from Summer et al. (2020) and Nonvide (2020), configures three scenarios of contractions in per capita household income or consumption; the impact of each scenario on poverty is calculated using poverty lines at different thresholds. In the second estimate, poverty impacts in 2020 and 2021 were projected using regression models controlling for unobserved country effects, unbalanced data, and endogeneity. COVID-19 has been shown to have negative impacts on poverty reduction in the ASEAN Member States. To reduce poverty, concerted efforts are needed to implement policies for reducing income inequality and promoting economic growth. Such efforts will not only speed up the countries' return to pre-pandemic poverty levels but also contribute to further accelerating poverty reduction.

• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1241-1251
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• 2016

We consider a correlated discrete-time random walk in which the current jump size depends on the previous jump size and a noncorrelated discrete-time random walk where the jump size is determined independently. By using the strong law of large numbers of Markov chains we derive the formula for the asymptotic means of the random mixture and the periodic pattern of these two random walks and then we show that there exists Parrondo's paradox where each random walk has mean 0 but their random mixture and periodic pattern have negative or positive means. We describe the parameter sets at which Parrondo's paradox holds in each case.

• Proceedings of the KSRS Conference
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• 2008.03a
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• pp.29-34
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• 2008

최근에 객체의 경계가 분명하게 나타나는 고해상도 위성영상을 분석하는 연구가 활발히 이루어지고 있다. 고해상도 영상을 이용해 도시지역을 세분화하여 연구하려고 할 때 분석의 범위는 임의로 결정되는 경우가 많다. 사전정보가 충분하다면 임의로 결정하는 것이 가능하지만 그렇지 않을 경우 영상만을 이용해 연구 지역의 최적 분석범위를 결정하는 것은 쉽지 않다. 이 연구에서는 영상자료의 베리오그램을 작성하고 이론적 베리오그램의 상관거리를 통해 최적의 분석범위를 결정하고자 하였다. 베리오그램의 상관거리는 객체의 크기와 객체사이의 거리가 반영된 객관적인 수치이므로 사전자료가 없는 경우 효과적으로 기본 분석단위를 결정하는데 도움을 줄 수 있을 것으로 기대된다.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.923-932
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• 2008

We are likely to face complex multivariate data which can be characterized by having a non-trivial correlation structure. For instance, omitted covariates may simultaneously affect more than one count in clustered data; hence, the modeling of the correlation structure is important for the efficiency of the estimator and the computation of correct standard errors, i.e., valid inference. A standard way to insert dependence among counts is to assume that they share some common unobservable variables. For this assumption, we fitted correlated random effect models considering multilevel model. Estimation was carried out by adopting the semiparametric approach through a finite mixture EM algorithm without parametric assumptions upon the random coefficients distribution.

• Management & Information Systems Review
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• v.29 no.4
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• pp.207-223
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• 2010

One of the important prudential regulations is the capital regulation. The current domestic and international capital regulation sets the minimum capital requirement according to the size of risk which is the simple sum of market risk and credit risk. However the portfolio theory suggests that, due to the effect of diversification, the total risk is less than the summation of market and credit risk. This paper investigates and does empirical test to verify the diversification effect in measuring financial firm's integrated risk. We verify the diversification effect between the market risk and credit risk. This paper's contribution is to present the empirical evidence that, considering the relationship between market and credit risk, the integrated risk is less than sum of them. This implication is that the surplus capital may be used for the other purposes, therefore enhancing capital allocation efficiency in view of society as a whole.