• Title/Summary/Keyword: 패널 1차 자기회귀 모형

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Comparison between homogeneity test statistics for panel AR(1) model (패널 1차 자기회귀과정들의 동질성 검정 통계량 비교)

  • Lee, Sung Duck;Kim, Sun Woo;Jo, Na Rae
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.123-132
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    • 2016
  • We can achieve the principle of parsimony and efficiency if homogeneity for panel time series model is satisfied. We suggest a Rao test statistic and a Wald test statistic for the test of homogeneity for panel AR(1) and derived the limit distribution. We performed a simulation to examine statistics with the same chisquare distribution when number of the individual is small and in common with large. We also simulated to compare the empirical power of the statistics in a small panel. In application, we fit panel AR(1) model using regional monthly economical active population data and test homogeneity for panel AR(1). It is satisfied homogeneity, so it could be fitted AR(1) using the sample mean at the time point. We also compare the power of prediction between each individual and pooled model.

Test of Homogeneity for Intermittent Panel AR(1) Processes and Application (간헐적인 패널 1차 자기회귀과정들의 동질성 검정과 적용)

  • Lee, Sung Duck;Kim, Sun Woo;Jo, Na Rae
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1163-1170
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    • 2014
  • The concepts and structure of intermittent panel time series data are introduced. We suggest a Wald test statistic for the test of homogeneity for intermittent panel first order autoregressive model and its limit distribution is derived. We consider the fitting the model with pooling data using sample mean at the time point if homogeneity for intermittent panel AR(1) is satisfied. We performed simulations to examine the limit distribution of the homogeneity test statistic for intermittent panel AR(1). In application, we fit the intermittent panel AR(1) for panel Mumps data and investigate the test of homogeneity.

Testing the Auto-regressive Cross-lagged Effects Between Relative Extrinsic Value Orientation and Life-satisfaction (상대적 외적 가치 지향과 삶의 만족 간 자기회귀교차지연 효과 검증)

  • Koo, Jaisun
    • Science of Emotion and Sensibility
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    • v.22 no.4
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    • pp.85-96
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    • 2019
  • The relative extrinsic value orientation (REVO) means the relative importance to extrinsic values (e.g. wealth, fame and social approval) compared with intrinsic values (e.g. affiliation, self-acceptance and personal growth). This study aimed to investigate the causal relation between REVO and life-satisfaction using the auto-regressive cross-lagged modeling. For this purpose, 3rd, 5th, and 7th year data from the Korea Children and Youth Panel Survey (KCYPS) middle school 1st grade panel was analyzed (N = 2,259; 1,140 males and 1,119 females). The results are as follows; Firstly, positive auto-regressive effects of REVO and life-satisfaction were significant. Secondly, REVO was found to have negative and cross-lagged effect on life-satisfaction. However, cross-lagged effect from life-satisfaction to REVO was not significant. Finally, no gender difference was found in this relationship. These results suggest that low life satisfaction does not cause the relative extrinsic value orientation, but high relative extrinsic value orientation may cause low life satisfaction.

The Longitudinal Causal Relationship between School Life Adjustment and Life Satisfaction Among Adolescents: The Application of Auto-Regressive Cross-Lagged Model

  • Kim, Kyung Ho
    • Journal of the Korea Society of Computer and Information
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    • v.26 no.4
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    • pp.181-188
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    • 2021
  • The purpose of the current study was to investigate the causal relationship between school life adjustment and life satisfaction among adolescents through longitudinal panel data. The current study analyzed the 1st through 7th wave data in the 4th grade panel of elementary school from the Korea Children and Youth Panel Survey (KCYPS). The research model was tested using auto-regressive cross-lagged model. The major results were as follows. First, adolescents' school life adjustment had a positive auto-regressive effect. Second, adolescents' life satisfaction had a positive auto-regressive effect. Third, adolescents' school life adjustment was a causal predictor of life satisfaction, but not vice versa. Finally, implications in terms of enhancing adolescents' school life adjustment and life satisfaction were also discussed.

A Converged Study on the Longitudinal Relationship between Self-esteem and Community Spirit in Adolescents: Focusing on the Data of KCYPS (청소년의 자아존중감과 공동체의식에 관한 종단적 융합연구 -한국아동·청소년패널조사를 중심으로-)

  • Choi, Jung-Hyun
    • Journal of Convergence for Information Technology
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    • v.9 no.12
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    • pp.62-70
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    • 2019
  • The study used cross-lagged path modeling to examine the longitudinal associations between self-esteem and community spirit among adolescents. This is a longitudinal study designed to examine the developmental changes of adolescents' self-esteem and community spirit in Korea. This study used the data collected by the Korean Children and Youth Panel Survey (KCYPS) from 2014 through 2016. Participants were surveyed from the 5th grade to the 7th, which belonged to the 1st elementary school cohort panel of the KCYPS. To be used as the data of this study, children should have all information at 3-time points: the 5th grade; 6th grade; 7th grade. The collected data were analyzed with PSAW 18.0 and AMOS statistical program. The participants in this study were 903 males (51.6%) and 847 females (48.4%). The level of self-esteem was 3.29±.51, 3.19±.55, and 3.15±.57 point at 5th grade, 6th grade, and 7th grade each. The level of community spirit was 3.12±.52, 3.09±.59, 3.15±.55 point respectively. Community spirit from elementary school to middle school is consistently predicted by previous self-esteem. Likewise self-esteem has a significant predictive effect on subsequent community spirit.

Longitudinal Relationship between Addictive Use of Mobile Phones and Learning Activities for Elementary School Students : Multiple and Complex Group Analysis across Gender (초등학생의 휴대전화 중독적 사용과 학습활동의 종단적 관계 검증 : 성별 간 다집단 복합 분석)

  • Jun, Sang-Min
    • Journal of Digital Convergence
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    • v.13 no.8
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    • pp.267-279
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    • 2015
  • The study aimed to examine the longitudinal relationship between addictive use of mobile phones and learning activities for elementary school students and to analyze (1)temporal changes of the addictive use of mobile phones and learning activities, (2)temporal relationship between them, and (3)multiple and complex group analysis across gender on the relationship. For the study, 3-year longitudinal data(2010-2012) of the Korean Children and Youth Panel Survey and autoregressive cross-lagged modeling were used. The findings showed that the addictive use of mobile phones and learning activities had a significant positive effect on the future selves of children over time. The addictive use of mobile phones influenced positively subsequent learning activities, but, the learning activities did not affect the addictive use of mobile phones. Further, there were no significant gender differences in the longitudinal relationship. The study provided the useful data to make guidelines on how to protect mobile phone addiction for elementary school students.

Longitudinal Relationship between Negative Parenting Attitudes Perceived by Adolescents, Self-Esteem, and Life Satisfaction: Application of the Autoregressive Cross-Lagged Model (청소년이 인식한 부모의 부정적 양육태도와 자아존중감, 삶의 만족도 간의 종단적 관계: 자기회귀교차지연모형의 적용)

  • Lee, Seoyeon
    • Journal of Korean Home Economics Education Association
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    • v.34 no.3
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    • pp.49-65
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    • 2022
  • This study aims to examine the mutual influences of negative parenting attitudes, self-esteem, and life satisfaction perceived by adolescent children through longitudinal perspective. Data from the first to third years of the panel of the first year middle school students were used among the 2018 data of the Korean Children and Youth Panel Survey (KCYPS) of the Korea Youth Policy Institute. The longitudinal correlation was analyzed by applying the autoregressive cross-lagged model which can determine the direction of longitudinal causality between variables. As a result of the analysis, it was found that the negative parenting attitudes, self-esteem, and life satisfaction perceived by adolescents had a positive effect on the negative parenting attitude perception, self-esteem, and life satisfaction at later times, respectively. In addition, the higher the negative parenting attitude at the previous point was, the lower the self-esteem or life satisfaction afterward. The higher the life satisfaction, the lower the negative parenting attitude of the parents, and the higher the self-esteem. Recognition of negative parenting attitudes of parents lowered the self-esteem of adolescents, whereas the cross-delay coefficient from self-esteem to negative parenting attitude perception was not significant. Through these results, the longitudinal relationship between negative parenting attitude perception of adolescence, self-esteem, and life satisfaction was confirmed and efforts to form positive self-esteem and improve life satisfaction were discussed.

Longitudinal Analysis on the Reciprocal Relationship between Depression and Marital Satisfaction among Older Couples (노년기 부부의 우울과 부부관계만족도 간의 종단적 관계)

  • Heo, Sun-Young;Ha, Jung-Hwa
    • 한국노년학
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    • v.41 no.3
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    • pp.421-444
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    • 2021
  • The purpose of this research is to examine the reciprocal relationships between depression and marital satisfaction among older couples. For longitudinal dyadic analysis, this study sets up a research model based on the Actor-Partner Interdependence Model, the Common Fate Model, and Autoregressive Cross-Lagged Model. Data came from four annual waves from the 10th year (2015) to the 13th year (2018) of the Korean Welfare Panel Survey and the final sample comprised a total of 1,383 married couples over 60 years of age in 2015. Structural Equation Modeling identified the reciprocal relationship between depression and marital satisfaction among older couples, with higher marital satisfaction of older couples leading to lower depression of husbands' and wives', and with higher depression of husbands' and wives' inducing lower marital satisfaction of the couples. Thus, this study suggested that longitudinal interplay between depression and marital satisfaction can lead to a vicious cycle. Based on these findings, the need to intervene at both the individual level and the couple level was discussed in order to reduce depression and improve marital satisfaction.

The Longitudinal Effect between Disability Acceptance and Job Satisfaction of Wage Working Disabled Persons: Adapting the Autoregressive Cross-Lagged Model and Multigroup Analysis

  • Lee, Hyoung-Ha
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.9
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    • pp.177-190
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    • 2022
  • In this study, using data from the second wave of Panel Survey of Employment for The Disabled[PESD] (2016) to the sixth year (2021), the longitudinal changes between disability acceptance and job satisfaction of adult wage workers aged 20 or older with disabilities and the correlation An autoregressive cross-lagged model was applied to analyze the causal relationship. As a result of the analysis, first, the disability acceptance and job satisfaction at the previous time point of the disabled workers were stably significant to the disability acceptance(𝛽=.556~.610) and job satisfaction(𝛽=.554~.585) at the later time point. Second, disability acceptance at the previous point in time for wage workers with disabilities crosses the job satisfaction at the later time point(𝛽=.077~.090), and the job satisfaction at the previous point crosses the disability acceptance at the later time point(𝛽=.087~.092). Third, as a result of model fit analysis according to the gender group of wage workers with disabilities, the difference in the autoregressive effect between disability acceptance and job satisfaction and the cross-lagged effect between disability acceptance and job satisfaction according to the passage of time was not significant.

A Longitudinal Study on the Parenting Effectiveness of Multicultural Families and Self-esteem and Achievement Motivation of Multicultural Adolescents: Verification of Autoregressive Cross-lagged Model

  • Lee, Hyoung-Ha
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.11
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    • pp.209-218
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    • 2019
  • The purpose of this study is to longitudinally analyze the relationship between parenting effectiveness of parents of multicultural families and self-esteem and achievement motivation of multicultural adolescents. The study used the data of Multi-cultural Adolescent Panel Survey (MAPS). Of the six years of data from the 1st survey (elementary grade 4 students) in 2011 to the 6th survey ($3^{rd}$ year middle school students) in 2016, this study employed and analyzed the data from year 2012 ($2^{nd}$ survey, fifth graders), year 2014 ($4^{th}$ survey, 1st year middle school students), and year 2016 ($6^{th}$ survey, $3^{rd}$ year middle school students). The results of applying the Autoregressive Cross-lagged Model to examine the longitudinal relationship between parenting effectiveness of multicultural families and self-esteem and achievement motivation of multicultural adolescents are as follows. First, parenting effectiveness of parents of multicultural families, and self-esteem of multicultural adolescents, and autoregressive effects of achievement motivation were found to have a positive (+) effect with the passage of time. Second, the parenting effectiveness of parents of multicultural families at the previous time was found to have a significant positive (+) effect on the cross-lagged effect on self-esteem and achievement motivation of multicultural adolescents at a later time. Third, the self-esteem of multicultural adolescents at the previous time at the previous time was found to have a significant effect in the positive (+) direction on the cross-lagged effect affecting achievement motivation of multicultural adolescents at a later time. Fourth, it was found that the cross-lagged effect of the parenting effectiveness of parents of multicultural families on achievement motivation of multicultural adolescents was greater than the cross-lagged effect of self-esteem on achievement motivation of multicultural adolescents. This study is meaningful in that the longitudinal data are used to verify the causal orientation between three variables over time to examine the relationship between parenting effectiveness of parents of multicultural families and self-esteem and achievement motivation of multicultural adolescents.