• Title/Summary/Keyword: 일반회귀분석

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Prediction Interval Estimation in Ttansformed ARMA Models (변환된 자기회귀이동평균 모형에서의 예측구간추정)

  • Cho, Hye-Min;Oh, Sung-Un;Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.20 no.3
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    • pp.541-550
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    • 2007
  • One of main aspects of time series analysis is to forecast future values of series based on values up to a given time. The prediction interval for future values is usually obtained under the normality assumption. When the assumption is seriously violated, a transformation of data may permit the valid use of the normal theory. We investigate the prediction problem for future values in the original scale when transformations are applied in ARMA models. In this paper, we introduce the methodology based on Yeo-Johnson transformation to solve the problem of skewed data whose modelling is relatively difficult in the analysis of time series. Simulation studies show that the coverage probabilities of proposed intervals are closer to the nominal level than those of usual intervals.

A Development of Statistical Model for Pavement Response Model (도로포장 반응모형에 대한 통계모형 개발)

  • Lee, Moon Sup;Park, Hee Mun;Kim, Boo Il;Heo, Tae-Young
    • Journal of Korea Society of Industrial Information Systems
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    • v.17 no.5
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    • pp.89-96
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    • 2012
  • The Falling Weight Deflectormeter has been widely used in evaluating the structural adequacy of pavement structures. The deflections measured from the FWD are capable of estimating the stiffness of pavement layers and measuring the pavement responses in the pavement structure. The objective of paper is to develop the pavement response model using a partial least square regression technique based on the FWD deflection data. The partial least square regression method enables to solve the multicollinearity problem occurred in multiple regression model. It is also found that the pavement response model can be developed using the raw data when a partial least square regression was used.

Estimating Probability of Mode Choice at Regional Level by Considering Spatial Association of Departure Place (출발지 공간 연관성을 고려한 지역별 수단선택확률 추정 연구)

  • Eom, Jin-Ki;Park, Man-Sik;Heo, Tae-Young
    • Journal of the Korean Society for Railway
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    • v.12 no.5
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    • pp.656-662
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    • 2009
  • In general, the analysis of travelers' mode choice behavior is accomplished by developing the utility functions which reflect individual's preference of mode choice according to their demographic and travel characteristics. In this paper, we propose a methodology that takes the spatial effects of individuals' departure locations into account in the mode choice model. The statistical models considered here are spatial logistic regression model and conditional autoregressive model taking a spatial association parameter into account. We employed the Bayesian approach in order to obtain more reliable parameter estimates. The proposed methodology allows us to estimate mode shares by departure places even though the survey does not cover all areas.

A Study on the Relationship between Bus Operation Environment and Level of Service of Intra-City Bus - In the place of Ulsan Metropolitan Area - (시내버스 운행여건과 서비스 수준에 관한 연구 - 울산광역시 사례를 중심으로 -)

  • Kim, Beom-Ryong;Choi, Yang-Won
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.35 no.6
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    • pp.1309-1320
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    • 2015
  • This study made an attempt to analyse the relationship between operation environment and fleet size per route which represents the level of service for inner-city bus service. Regression analysis method has been adopted as main analysis tool and 98 routes of bus operation status in Ulsan city as of 2013 has also been selected for analysis target. Correlation analysis was performed to identify the relationship between dependent and independent variables. There are three types of model for whole sample, type operation, and bus route operation system. These are the results of the current study. 1. The model developed for whole sample of 98 routes is as follows. Y(Fleet Size)=$-4.532+0.00002877*X_1$(Revenue). This model shows that it is necessary to have more than 140 passengers per day to increase fleet size of each bus route in Ulsan. 2. Models developed by type of operation (which are standard, express, and middle sized) are shown below. Stand Bus : Y(Fleet Size)=$-10.954+0.00004283*X_1$(Revenue). It is identified that more than 153 passengers need to use standard bus to increase fleet size per each standard bus, Middle Sized Bus : Y(Fleet Size)=-0.859+0.00001438*X1(Revenue). For middle sized bus, at least 52 daily passengers are needed to increase number of bus in each route. 3. Models developed for each route operation systems are as belows. Joint Operation Group : Y(Fleet Size)=$-4.786+0.00003028*X_1$(Revenue). Individual Operation Group : Y(Fleet Size)=$-2.339+0.00002030*X_1$(Revenue). These model provide similar result which 140 people is the minimum number of passenger to raise the number of vehicles in each route. This result shows that the route operation systems does not affect the raise number of cars significantly.

Analysis of 5-year Survival Rate of Gastric Cancer Patients Using Pseudo Random Variable (회귀보완법을 이용한 위암 환자의 수술 후 5년 생존율에 관한 분석)

  • 송재기;이원기;송명언;유완식;정호영
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.325-333
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    • 1999
  • 경북대학교병원에서 1985년에서 1994년까지 위암 때문에 위 절제수술을 받은 1,192명의 환자에 대한 자료를 이용하여 5년 생존율에 관해 분석하고자 한다. 일반적으로 위암 진단을 받은 환자가 수술을 받으려고 할 때 또는 수술을 직후에, 환자의 임상적 특성들을 이용하여 수술후 생존시간과 수술후 5년 생존 여부는 큰 의미가 있다. 그러나 많은 경우에 있어서 실제 임상자료는 연구가 진행 중에 있으므로 생존시간이 우측 중도절단된 형태로 관측되어 기존의 판별분석과 로짓분석을 적용할 수 없다. 본 논문에서는 Buckley와 James가 제안한 의사확률변수를 이용하여 수술전과 수술직후, 두 시점에서 중도절단된 자료를 보완하고, 판별분석과 로짓분석을 통하여 수술전과 수술직후에 환자들의 각 특성이 5년 생존여부에 미치는 영향을 분석을 한다.

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발행가(發行價)와 자산가치(資産價値) 및 수익가치(收益價値)와의 비교(比較)

  • Kim, Geon-Woo
    • The Korean Journal of Financial Management
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    • v.9 no.1
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    • pp.193-205
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    • 1992
  • 본 논문은 공개예정기업의 발행가(發行價)(Initial Public Offers : IPO)가 유가증권관리위원회의 ${\ulcorner}$유가증권인수업무에 관한 규정${\lrcorner}$과 증권업협회의 ${\ulcorner}$유가증권 분석에 관한 기준${\lrcorner}$에 의해 산출된 자산가치(資産價値)와 수익가치(收益價値) 중 어느 가치에 더 밀접한 상관관계를 보이고 있으며, 그 크기는 어느 가치에 더 근접하고 있는가를 조사하는데 그 목적을 두고 진행되었다. 이와 같은 목적을 위해 본 논문은 지난 '89년부터 '91년까지 공개한 모든 상장기업 301개 (3개 기업만 제외된 것임) 회사를 연구대상으로 상관분석(相關分析), 회귀분석(回歸分析), 그리고 발행가를 100으로 본 상대가치(相對價値)를 분석하였다. 실증분석에서 나타난 결과를 요약하면 다음과 같다. 첫째, 발행가(發行價)는 일반적으로 자산가치(資産價値)보다 수익가치(收益價値)와 더 밀접한 상관관계를 가지고 있다. 둘째, 분석대상기업 전체로 볼 때, 발행가(發行價)는 자산가치의 26%, 수익가치의 36%를 가중치로 하여 산정되는 것으로 나타났다. 셋째, 발행가를 100으로 보았을 때 분석대상기업 전체에서 발행가는 자산가치(資産價値)를 각 4% 할증(割增)한 금액으로 그 크기가 결정되는 것으로 나타났다.

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Analysis of the Factors Influencing the Management Characteristics of Tech SMEs in Determination of High-growth Firms: Focusing on Fourth Industrial Revolution Related Businesses and General SMEs (기술 중소기업의 경영 특성에 대한 고성장 기업 결정 영향 요인분석: 4차 산업혁명기업과 일반 중소기업을 중심으로)

  • Yoon, Sun-jung;Seo, Jong-hyen
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.16 no.6
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    • pp.157-175
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    • 2021
  • This study categorized 3,214 companies out of the tech firms supported by the Korea Technology Finance Corporation's "technology guarantee scheme" through technology assessment from 2017 to 2019 into Fourth Industrial Revolution-related companies and general SMEs. The impact of the management characteristics of these 1,752 tech firms on the determination of high-growth firms was then empirically analyzed. This study used the OECD(2007) definition to define a "high-growth firm" as "an enterprise with average revenue growth greater than 20% per annum, over a two-year period." As the two sample groups showed non-normal distribution, this study conducted the Mann-Whitney U test, a nonparametric test, to analyze the mean differences and bivariate logistic regression in which the normality assumption is less stringent. The independent variables include fundamental characteristics; a regional dummy; a technological level dummy; and the capabilities of company representatives, human capital, and technological innovation. The corresponding sub-variables are representatives' level of education and experience in the same industry, full-time workers, research personnel, the extent of intellectual property rights, investment in research and development, firm age, total assets, region_metropolitan area, region_central region, technological level_high technology, and technological level_medium technology. As a result, the research hypothesis about representatives' level of experience in the same industry, full-time workers, total assets, and technological level_high technology was supported for the Fourth Industrial Revolution-related companies. For the general SMEs, the research hypothesis about representatives' level of experience in the same industry, research personnel, total assets, and region_metropolitan area was supported.

Comparison of Time Management Behavior, Life Satisfaction between Gifted Middle School Students and General Students, and Relationship between the Time Management Behaviors and Life Satisfaction (중학교 영재학생과 일반학생의 시간관리 행동, 생활만족도 비교 및 시간관리 행동과 생활만족도의 관계)

  • Kim, Sun-Mi;Yoo, Mi-Hyun
    • Journal of Gifted/Talented Education
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    • v.23 no.3
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    • pp.315-333
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    • 2013
  • The purpose of this study was to compare the time management behaviors and life satisfaction of gifted students and general students, and to investigate relationships between the time management and the life satisfaction. For this study, 104 gifted middle school students and 203 regular middle school students in Kyunggi Province were participated. The results of this study were as follows.; First, there was significant difference in the time management behaviors between gifted students and general students. Analyzing by independent samples t-test showed that gifted students' time management behaviors showed significantly higher than that of general students'. There was no gender difference in gifted students' time management behaviors. However, there was a significant gender difference in general students. The interaction effect between the group and the gender did not appear. Second, there was significant difference in the life satisfaction between gifted students and general students. Analyzing by independent samples t-test showed that gifted students' life satisfaction showed significantly higher than that of general students'. There was no gender difference in both groups. The interaction effect between the group and the gender did not appear. Third, investigating the relationship between time management behaviors and life satisfaction of gifted students and general students, the results showed significantly positive correlations in both groups. Regression analysis was performed to investigate the impact of time management behaviors on life satisfaction, and it showed that time management behavior affects significantly on life satisfaction.

The Influence of Characters' Aesthetic Elements on Viewing Engagement and Re-viewing Intention : Focusing on the Chinese historical TV series 'The Story of Yanxi Palace' (캐릭터의 미적요소가 시청 몰입도와 재시청 의도에 미치는 영향 : 중국 사극 드라마<연희공략(延禧攻略)>를 대상으로)

  • Han, Ming;Yun, Su-Mi;Choi, Hye-Jin;Kwon, Oh-Hyeok
    • Journal of Digital Convergence
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    • v.20 no.1
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    • pp.369-378
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    • 2022
  • This study analyzed the effect of aesthetic elements of characters on viewing immersion and re-watching intentions in Chinese historical dramas. For the empirical study, frequency analysis, factor analysis, reliability analysis, correlation analysis, and regression analysis were performed using SPSS 23.0 based on the questionnaire of 330 Chinese who watched the historical drama . As a result of the study, it was found that the character aesthetic elements of Chinese historical dramas with hair and costumes had a positive effect on viewing immersion and re-watching intentions. In addition, it was found that viewing immersion had a mediating effect on the relationship between aesthetic factors and re-viewing intention. It is expected that continuous character creation can be expected through various aesthetic elements such as hair and clothes to increase the value of dramas in the future.

Preliminary test estimation method accounting for error variance structure in nonlinear regression models (비선형 회귀모형에서 오차의 분산에 따른 예비검정 추정방법)

  • Yu, Hyewon;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.595-611
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    • 2016
  • We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.