• Title/Summary/Keyword: 전향적 회귀분석

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An Study on Long Run Effects of Determinants on Export of Korean Goods to US (한국의 대미국 수출 결정요인의 장기적 영향에 관한 연구)

  • Choi, Mun Seong
    • International Commerce and Information Review
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    • v.16 no.5
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    • pp.409-433
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    • 2014
  • In this paper, I estimate long-run elasticities of US real GDP and real exchange rate between Korean Won and US Dollar on export of Korean goods to US and analyze changes in their trend by using VECM and rolling regression with a fixed window. For the purposes I use the year data from 1990 to 2013 which are selected from UNCTAD, Korea Trade Association(KTA), and Bank of Korea(BOK). The results are that the long-run elasticities of US real GDP vary from 2.849 to 2.938 for the period from 1990 to 2013 depending on the models in VECM and all of them are significant statistically. The elasticities of real exchange rate between Korean WON and US Dollar vary from 0.962 to 0.967 for the same period depending on the models in VECM and all of them are significant statistically. In case of the results through the OLS and the rolling regression, the long-run elasticities of US. real GDP are 3.015 for Basic Model, 2.949 for the modified Model 1, and 2.125 for the modified Model 2 for the period from 1990 to 2013 depending on the models and all of them are significant statistically. The average of long-run elasticities of real US GDP before the global financial crisis of 2008 is greater than that after the global financial crisis of 2008. On the other hand, the long-run elasticities of real exchange rate between Korean WON and US $ are 0.347 for Basic Model, 0.566 for the modified Model 1, and -0.217 for the modified Model 2 for the same period and all of them are significant statistically except for the modified Model 2. The average of long-run elasticities of real exchange rate before the global financial crisis of 2008 is greater than that after the global financial crisis of 2008.

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Analysis of Export Behaviors of Busan, Incheon and Gwangyang Port (부산항, 인천항, 광양항의 수출행태분석)

  • Mo, Soowon;Chung, Hongyoung;Lee, Kwangbae
    • Journal of Korea Port Economic Association
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    • v.32 no.3
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    • pp.35-46
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    • 2016
  • This study investigates the export behavior of Busan, Gwangyang and Incheon Port. The monthly data cover the period from January 2000 to December 2015. We employ six export functions composed of various exchange rates and industrial production index. This paper finds that the nominal effective exchange rate is more appropriate for explaining the export behaviors of the three ports, regardless of the narrow and wide indices which comprise 26 and 61 economies for the nominal and real indices respectively. This paper tests whether exchange rate and industrial production are stationary or not, rejecting the null hypothesis of a unit root in each of the level variables and of a unit root for the residuals from the cointegration at the 5 percent significance level. The error-correction model is estimated to find that both Gwangyang and Incheon ports are much slower than Busan port in adjusting the short-run disequilibrium and Gwangyang port is a little slower than Incheon port. The rolling regressions show that the influence of exchange rate as well as industrial production tends to decrease in all of three ports. The variance decomposition, however, shows that the export variables are very exogenous and the export of Busan Port is the least exogenous and that of Gwangyang Port the most. This result indicates that the economic variables such as exchange rate and economic activity affect the export of Busan Port more strongly than that of Gwangyang and Incheon Port.

Import Patterns of Eyeglasses Industry (안경산업의 수입행태)

  • Hyun, Sung-Chul;Lim, Jun-Hyeong
    • Journal of Korean Ophthalmic Optics Society
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    • v.14 no.4
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    • pp.11-17
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    • 2009
  • Purpose: The purpose of this study is to provide an empirical overview of the import patterns of the Eyeglasses and Contactlens industry. Methods: This study used an Engle-Granger cointegration technique and Johansen's multivariate cointegraion methodology test to check the stationarity of the model. This paper also applies Rolling regression to our model, indicating that Eyeglasses and Contact Lens import is endogenous to the economic variable. Results: The empirical results show how the import in Eyeglasses and Contact Lens is related to the economic variables. Conclusions: This paper shows how the import of Eyeglasses and Contactlens is influenced by economic variables, such as exchange rate and industrial product, and seasonal factors.

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Comparison between Neural Network and Conventional Statistical Analysis Methods for Estimation of Water Quality Using Remote Sensing (원격탐사를 이용한 수질평가시의 인공신경망에 의한 분석과 기존의 회귀분석과의 비교)

  • 임정호;정종철
    • Korean Journal of Remote Sensing
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    • v.15 no.2
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    • pp.107-117
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    • 1999
  • A comparison of a neural network approach with the conventional statistical methods, multiple regression and band ratio analyses, for the estimation of water quality parameters in presented in this paper. The Landsat TM image of Lake Daechung acquired on March 18, 1996 and the thirty in-situ sampling data sets measured during the satellite overpass were used for the comparison. We employed a three-layered and feedforward network trained by backpropagation algorithm. A cross validation was applied because of the small number of training pairs available for this study. The neural network showed much more successful performance than the conventional statistical analyses, although the results of the conventional statistical analyses were significant. The superiority of a neural network to statistical methods in estimating water quality parameters is strictly because the neural network modeled non-linear behaviors of data sets much better.

Effects of Korea-ASEAN FTA on Export via Gwangyang Port: Application of the Panel Gravity Model and Rolling Regression (한.ASEAN FTA가 광양항 수출에 미치는 영향: 패널중력모형과 전향적 이동회귀의 적용)

  • Park, Honggyun;Kim, Changbeom
    • Journal of Korea Port Economic Association
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    • v.30 no.2
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    • pp.133-143
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    • 2014
  • The paper uses a panel gravity model to analyse the determinants of export via Gwangyang port for the period from 2000-2012. The gravity model includes export via Gwangyang port, GDP and population of trading partners, the distances between Korea and its partners, and Korea-ASEAN FTA dummy. Hausman test shows up which one is exactly appropriate between random effect estimation and fixed effect estimation to use panel dataset. It depends on whether or not existence or nonexistence of the correlation between unobserved omitted factors and variables. Fixed effect estimation is suitable for this paper by the rejection of null hypothesis. An Empirical analysis of this paper shows GDP influences positive effects and distance influences negative effects to Gwangyang port trading partners. In addition, the results strongly supported the effects of Korea-ASEAN FTA on the growth of Gwangyang port export.

An analysis of air apollution and daily mortality (대기중 총분진과 사망자수에 관한 분석)

  • Kim, Ho
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.265-274
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    • 2000
  • Relationship between the daily mortality and total suspended particulate(TSP) for the period of 1996-1997 was examined in Seoul, Korea. Generalized additive model was adapted for the analysis to allow the seasonality and long-term time effect in the air pollution and the nonlinear relationships with weather variables such as air temperature and relative humidity. An increase of 100 Ji9/m') TSP corresponds to 0.8-5.2 percent increase of the daily mortality Unidirectional (prospective and retrospective) case-crossover design results in large bias of the estimates. Bidirectional method gives relatively unbiased estimates but the standard errors are larger Case-crossover design should be used with caution in the situation where the data have seasonal trends like air pollution study.

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Incheon's Import Behaviors of the Major Items (인천항 주요품목의 수입행태)

  • Lim, Jun-Hyung
    • Journal of Korea Port Economic Association
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    • v.23 no.4
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    • pp.228-243
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    • 2007
  • This study porvides an empirical overview of the import patterns of Incheon port using an Engle-Granger cointegration technique and Johansen's multivariate cointegraion methodology test to check the stationarity of the model. The empirical results show that the import in Incheon port related to the economic variables. This paper also applies rolling regression to our model, indicating that import are endogeneous to the economic variable.

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Relationship between White Matter Changes and Homocysteine Concentration in Healthy Adults (건강한 성인에서 대뇌 백질 변성과 호모시스테인 농도의 연관성)

  • Hur, Wook;Kang, Hyun Goo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.8
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    • pp.449-455
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    • 2018
  • This study was conducted to analyze the correlation between changes in white matter and homocysteine concentration through brain computed tomography of healthy 50-75 year old subjects without stroke or dementia history. We studied 722 out of 900 patients who underwent health screening at one hospital from 2016 to 2017. Based on the medical records, retrospective studies were conducted and analyzed using SPSS. A chi-square test, T-test and univariate logistic regression analysis were used for analysis. After the subjects were divided into the group with and without white matter changes, the population characteristics were analyzed. The mean age, homocysteine concentration and prevalence of hypertension and diabetes were higher and the duration of education was shorter in the group with white matter changes. In the group with white matter changes, the population increased as homocysteine concentration increased. When the odds ratio was compared based on the lowest group (Q1), age [p<0.001], hypertension [p<0.001] and hyperhomocysteinemia [p=0.021] were risk factors for white matter changes. We also identified modifiable risk factors such as hypertension and hyperhomocysteinemia to prevent complications of white matter changes. However, there has been no report of risk for the each causes of hyperhomocysteinemia and relationship between white matter changes and homocysteine concentration in Koreans. Therefore, large scale prospective studies are needed to better understand this topic.

Clinical data analysis in retrospective study through equality adjustment between groups (후향적연구의 집단 간 동등성확보를 통한 임상자료분석)

  • Kwak, Sang Gyu;Shin, Im Hee
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1317-1325
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    • 2015
  • There are two types of clinical research to figure out risk factor for disease using collected data. One is prospective study to approach the subjects from the present time and the other is retrospective study to find the risk factor using the subject's information in the past. Both approached and study design are different but the purpose of the two studies is to identify a significant difference between two groups and to find out what the variables to influence groups. Especially when comparing the two groups in clinical research, we have to look at the difference between the impact clinical variables by group while controlling the influence of the baseline characteristics variables such as age and sex. However, in the retrospective study, the difference of baseline characteristic variables can occur more frequently because the past records did not randomly assign subjects into two groups. In clinical data analysis use covariates to solve this problem. Typically, the analysis method using the analysis of covariance of variance, adjusted model, and propensity score matching method. This study is introduce the way of equality adjustment between groups data analysis using covariates in retrospective clinical studies and apply it to the recurrence of gastric cancer data.

Association between vitamin D deficiency and anemia among Korean adolescent girls and young women (여자 청소년 및 젊은 여성의 비타민 D 결핍과 빈혈과의 연관성 분석)

  • Jang, Haeun;Park, Seonghee;Park, Kyong
    • Journal of Nutrition and Health
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    • v.52 no.6
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    • pp.552-558
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    • 2019
  • Purpose: Although vitamin D deficiency is common among Korean adolescent girls and young women, few studies have explored the potential health effects of vitamin D deficiency in this vulnerable population. This study examined the association between vitamin D deficiency and anemia in Korean adolescent girls and young women. Methods: The data from the Korea National Health and Nutrition Examination Survey 2008 ~ 2014 were used. A total of 3,643 girls and adult women aged 12 to 29 who provided all the information (including serum 25-hydroxy vitamin D, hemoglobin, and/or serum ferritin) needed for the analysis were included in the analysis. Demographic, lifestyle, and health data were obtained through survey questionnaires. Anemia and iron deficiency anemia were defined according to the World Health Organization cut-offs. Multivariable logistic regression, and restricted cubic spline regression were used in the analysis. Results: In fully adjusted logistic regression models, the vitamin D deficiency was significantly associated with higher prevalences of anemia (odds ratio (OR): 1.61, 95% confidence interval (CI): 1.04 ~ 2.49) and iron deficiency anemia (OR: 1.43, 95% CI: 1.01 ~ 2.03). In a cubic spline regression model, we observed a dose-response relationship between serum 25(OH)D concentration and anemia, and this linear relationship was also clearly observed between serum 25(OH)D concentration and iron deficiency anemia. Conclusion: Vitamin D deficiency may be associated with a higher prevalence of iron deficiency anemia and anemia in adolescent girls and young women. Alternatively, vitamin D deficiency may be a concurrent event for patients with anemia, which we cannot distinguish in this cross-sectional study. Further studies are needed to verify the causality in this population of low vitamin D levels.