• Title/Summary/Keyword: 자기상관회귀모형

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Investigations on the Financial Determinants of Profitability for Korean Chaebol Firms by applying Conditional Quantile Regression (CQR) Model (국내 재벌기업들의 수익성관련 분위회귀모형 상 재무적 결정요인 분석)

  • Kim, Hanjoon
    • The Journal of the Korea Contents Association
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    • v.14 no.12
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    • pp.973-988
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    • 2014
  • This study investigated one of the contemporary issues in the Korean capital market and two hypotheses of concern were tested on the financial determinants of profitability for the firms belonging to the Korean chaebols during the era of the post-global financial turmoil. The first hypothesis applying conditional quantile regression (CQR) estimation provided the evidence that leverage ratio, fixed asset utilization, and foreign ownership among the nine quantitative explanatory variables, had overall statistical significance relative to the book-valued profitability measure, while additional variables such as a firm's size, fixed and a proxy for the type of exchange market showed their strong impacts on the market-valued profitability indicator. Concerning the formulated 'extended' DuPont system, only two components of EBITDAEBIT and EMULTIPLIER revealed their prominent influence on ROE (Return on Equity) over the two tested periods (the years 2008 and 2012).

L-Estimation for the Parameter of the AR(l) Model (AR(1) 모형의 모수에 대한 L-추정법)

  • Han Sang Moon;Jung Byoung Cheal
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.43-56
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    • 2005
  • In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.

Effect of Flipped Learning Education in Physical Examination and Practicum (플립러닝을 활용한 건강사정 및 실습 교육 효과)

  • Cho, Mi-Kyoung;Kim, Mi Young
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.12
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    • pp.81-90
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    • 2016
  • The objective of this study was to investigate the effect of an education method applying the flipped learning technique for college students. Both self-directed learning readiness and educational performance before and after applying the flipped learning were examined. After applying the flipped learning technique, teacher-student interaction, learning satisfaction, and learning motivation were identified. The correlation of each variable was examined after applying the flipped learning technique to investigate its influence on learning motivation. A total of 68 second-year nursing students enrolled in E University were analyzed. A difference between before and after applying the flipped learning was analyzed by the paired t-test; a correlation between the variables was analyzed via Pearson's correlation coefficient; and an influence on the dependent variable learning motivation was analyzed using the stepwise multiple regression analysis. The results showed that self-directed learning readiness increased before and after applying the flipped learning technique with statistical significance, and the difference of educational performance was not significant. After an education session applying the flipped learning technique, a learning motivation demonstrated a significantly positive correlation with self-directed learning readiness (r=0.33, p=.006), college student educational performance (r=0.51, p<.001), teacher-student interaction (r=0.72, p<.001), and learning satisfaction (r=0.79, p<.001). A significantly positive correlation was also observed between the other variables. Factors influencing learning motivation were learning satisfaction and teacher-student interaction. The explanatory power for learning motivation in the regression model considering these two variables was 71.3% (F=80.66, p<.001). Therefore, to enhance learning motivation in applying the flipped learning technique, it is necessary to increase learning satisfaction and to establish a strategy that further vitalizes the teacher-student interaction.

A Study on the Methodology of Extracting the vulnerable districts of the Aged Welfare Using Artificial Intelligence and Geospatial Information (인공지능과 국토정보를 활용한 노인복지 취약지구 추출방법에 관한 연구)

  • Park, Jiman;Cho, Duyeong;Lee, Sangseon;Lee, Minseob;Nam, Hansik;Yang, Hyerim
    • Journal of Cadastre & Land InformatiX
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    • v.48 no.1
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    • pp.169-186
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    • 2018
  • The social influence of the elderly population will accelerate in a rapidly aging society. The purpose of this study is to establish a methodology for extracting vulnerable districts of the welfare of the aged through machine learning(ML), artificial neural network(ANN) and geospatial analysis. In order to establish the direction of analysis, this progressed after an interview with volunteers who over 65-year old people, public officer and the manager of the aged welfare facility. The indicators are the geographic distance capacity, elderly welfare enjoyment, officially assessed land price and mobile communication based on old people activities where 500 m vector areal unit within 15 minutes in Yongin-city, Gyeonggi-do. As a result, the prediction accuracy of 83.2% in the support vector machine(SVM) of ML using the RBF kernel algorithm was obtained in simulation. Furthermore, the correlation result(0.63) was derived from ANN using backpropagation algorithm. A geographically weighted regression(GWR) was also performed to analyze spatial autocorrelation within variables. As a result of this analysis, the coefficient of determination was 70.1%, which showed good explanatory power. Moran's I and Getis-Ord Gi coefficients are analyzed to investigate spatially outlier as well as distribution patterns. This study can be used to solve the welfare imbalance of the aged considering the local conditions of the government recently.

Analysis of the Effect of Self-Directed Learning Method in Medical Team Education (의학용어학습에서 자기주도학습준비도 촉진 수업방식의 효과 분석)

  • Chae, Yoo-Mi
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.6
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    • pp.227-237
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    • 2020
  • This study was designed to examine whether the self-directed learning method could improve self-directed learning readiness and the effects of academic achievement level. Self-directed learning readiness was investigated among 63 first-year Medical Terminology undergraduates in the C area. A repeat measurement variance analysis of the general linear model was conducted to evaluate the effects of improving self-directed learning readiness according to the general characteristics and level of academic achievement, while a regression analysis was performed to identify the factors affecting self-directed learning readiness. Self-directed learning readiness increased from 177.3 to 180.8 for those under 18 years of age, and 192.9 to 196.5 for those over 19 years of age (p<0.05). After the team activity, the overall self-directed learning readiness was improved, and both high- and low-achieving groups showed statistically significant improvements (p<0.05). The environment surrounding learners was confirmed to have a positive effect on improving self-directed learning when given the right degree of self-directed learning and appropriate feedback. The study results are expected to form basic foundation material for professors and class designers who want to draw self-directed learning skills from memorizing subjects.

An Empirical Study on the Estimation of Adequate Debt ration in Korean Shipping Industry: Focused on Water Transport (한국 해운산업의 적정부채비율 추정을 위한 실증연구: 수상운송업을 중심으로)

  • Pai, Hoo-Seok
    • Journal of Navigation and Port Research
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    • v.39 no.1
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    • pp.69-75
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    • 2015
  • The concrete purpose of this study is to suggest actually a debt ratio to optimize the capital structure providing a kind of approach to estimate the proper debt ratio with an analytical model and empirical data in Korean shipping industry. The mathematical and analytical model is started from the first equation about ROE, return of net operating income on equity, with an independent variable, debt ratio. It is constructed with several parameters, ROS(return of operating income on sales), TAT(total assets turnover), and NFCL(net finance cost to liabilities). There could not be a certain relationship between debt ratio and ROS or TAT, while some correlation or causality between debt ratio and NFCL. In other words, most of firms with high debt ratio is likely to burden higher finance cost than others with low one. In this case, there is a linearity relationship between debt ratio and NFCL, so then the second equation considering this relation could be included within the analytical approach of this paper. To be short, if the criteria of adequate debt ratio has to be defined as some level of debt ratio to optimize ROE, the ROE could be illustrated as a quadratic equation to debt ratio from two equations. Next, this research estimated those parameters' numbers through the single regression method with data over 12 years of Korean shipping industry, and identified empirically the fact that optimal debt ratio would be approximately 400%. To conclude, if that industry's sales and operating incomes are stable, the debt ratio could be accepted until twice of 200% had forced in order to guarantee its financial safety in past time.

A Study on Correlation among Empowerment, Job Satisfaction and Turnover Intention of Food Service Industry Employees (외식업체 종사자들의 임파워먼트가 직무만족과 이직의도에 미치는 영향에 관한 연구)

  • Lee, Jong-Ho
    • Culinary science and hospitality research
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    • v.18 no.5
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    • pp.113-128
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    • 2012
  • This research was conducted targeting 269 employees working in the hotel and food service industry in the Busan area to provide human resources policy implications for food service companies by understanding the causal relationship between the empowerment of foodservice industry employees and job satisfaction and turnover intent. To achieve the research purpose, this research identified the demographic characteristics through a frequency analysis, obtained reliability and validity through a factor and reliability analysis, attaining a meaningful result in the significance level of p<.01 in all factors by conducting a correlation analysis to understand the overall relationship between the variables. As a result of the multiple regression analysis to verify a hypothesis, the explanatory adequacy of the regression model for the effect of self-determination and meaning, the sub-factors of empowerment, on job satisfaction was 34.6%, and the self-determination and meaning was respectively analyzed as (${\beta}$=.125, p<.05) and (${\beta}$=.511, p<.001), thus, the hypothesis that the empowerment of employees in the food service industry has a positive (+) effect was selected. In addition, the multiple regression analysis was conducted to examine the effect that empowerment (self-determination, meaning) has on job turnover intent, and as a result, the explanatory adequacy of the regression model was 11.2%, the self-determination was ${\beta}$=-.024, showing that it was not analyzed as a statistically meaningful result, and the meaning was analyzed as(${\beta}$=-320,p<.001). Thus, the hypothesis that the empowerment of employees in the food service industry has a negative (-) effect on job turnover intent was partially selected. In the regression analysis result of the effect of job satisfaction on turnover intent, the explanatory adequacy of the entire regression model appearing in the entire analysis was 25.3%, and the job satisfaction was analyzed as (${\beta}$=-.503,p<.001). Thus, the hypothesis that job satisfaction has a negative (-) effect on job turnover intent was selected.

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Uncertainty Estimation of AR Model Parameters Using a Bayesian technique (Bayesian 기법을 활용한 AR Model 매개변수의 불확실성 추정)

  • Park, Chan-Young;Park, Jong-Hyeon;Park, Min-Woo;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.280-280
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    • 2016
  • 특정 자료의 시간의 흐름에 따른 예측치를 추정하는 방법으로 AR Model 즉, 자기회귀모형이 많이 사용되고 있다. AR Model은 변수의 현재 값을 과거 값의 함수로 나타내게 되는데, 이런 시계열 분석 모델을 사용할 때 매개변수의 추정 과정이 필수적으로 요구된다. 일반적으로 매개변수를 추정하는 방법에는 확률적근사법(stochastic approximation), 최소제곱법(method of least square), 자기상관법(method of autocorrelation method), 최우도법(method of maximum likelihood) 등이 있다. AR Model에서 가장 많이 사용되는 최우도법은 표본크기가 충분히 클 때 가장 효율적인 방법으로 평가되지만 수치적으로 해를 구하는 과정이 복잡한 경우가 많으며, 해를 구하지 못하는 어려움이 따르기도 한다. 또한 표본 크기가 작을 때 일반적으로 잘 일치하지 않은 결과를 얻게 된다. 우리나라의 강우, 유량 등의 자료는 자료의 수가 적은 경우가 많기 때문에 최우도법을 통한 매개변수 추정 시 불확실성이 내재되어있지만 그것을 정량적으로 제시하는데 한계가 있다. 본 연구에서는 AR Model의 매개변수 추정 시 Bayesian 기법으로 매개변수의 사후분포(posterior distribution)를 제공하여 매개변수의 불확실성 구간을 정량적으로 표현하게 됨으로써, 시계열 분석을 통해 보다 신뢰성 있는 예측치를 얻을 수 있으리라 판단된다.

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The Effect of Role Recognition on Responsibility and Self-directed Learning of Middle School Soccer Clubs by The Sports Education Model (스포츠교육모형을 적용한 중학교 축구클럽활동 참여학생의 역할인식이 책임감 및 자기주도학습에 미치는 영향)

  • Yoon, Wang-Hee;Cho, Gun-Sang;Kim, Min-Sung
    • Journal of Digital Convergence
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    • v.19 no.5
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    • pp.423-432
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    • 2021
  • The purpose of this study is to investigate the effect of role recognition of students participating in middle school soccer club activities applying sports education model on responsibility and self-directed learning. In order to achieve this purpose, 410 samples were selected from male students based in Busan using the convenience sampling method. Among them, and 370 data were finally verified through frequency analysis, exploratory factor analysis, Cronbach's α coefficient calculation, and correlation analysis using the SPS statistics 25.0 program. Finally, a regression analysis was performed for hypothesis testing, and the results were as follows. First, the awareness of the role of the student participating in middle school soccer club activities, which applied the sports education model, was found to have a positive effect in part on the sense of responsibility. Second, the role recognition of students participating in middle school soccer club activities, which applied the sports education model, was found to have a partial positive influence on self-directed learning. Finally, the responsibility of students participating in middle school soccer club activities, which applied the sports education model, was found to have a positive effect on self-directed learning in part. Therefore, physical education teachers should ensure that students can choose the right roles for themselves through various role experiences in soccer classes so that more active learning can take place.

Impact of Self-Directed Learning Ability and Critical Thinking Disposition on Problem Solving Ability in Nursing Students (간호대학생의 자기주도 학습능력과 비판적 사고성향이 문제해결능력에 미치는 영향)

  • Ryu, Hyun-Sook;Kim, Ji-Young
    • Journal of the Korean Applied Science and Technology
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    • v.39 no.1
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    • pp.42-51
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    • 2022
  • This study was conducted to identify the factors affecting the problem solving ability in nursing students. Method: The subjects of this study were 226 nursing students from two universities located in G and C provinces. The collected data were analyzed by t-test, ANOVA, Correlation Coefficient, and Multiple Regression Analysis. Results: As a result of multiple regression analysis, the significant predictors of problem solving ability of nursing students were critical thinking disposition(β=.490, p<.001) and self-directed learning ability(β=.355, p=<.014). Problem solving ability was explained 61.9% of variance in critical thinking disposition and self-directed learning ability. Conclusion: The results of this study showed that self-directed learning ability and critical thinking disposition in nursing students were the influential factor on problem solving ability. Therefore, the results of this study suggest that it is necessary to find ways to improve critical thinking disposition and self-directed learning ability in order to improve problem solving ability of nursing students, and it is considered to be useful as basic data for developing education programs to improve problem solving ability.