• Title/Summary/Keyword: 확률적 회귀모형

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Effects of Social Exclusion on Poverty of People over 45 years old with Disability: Comparison between the Urban and Rural Area (중고령 장애인의 사회적 배제가 빈곤에 미치는 영향: 도시와 농촌지역 비교를 중심으로)

  • Song, In-uk;Won, Seojin
    • The Journal of the Korea Contents Association
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    • v.15 no.8
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    • pp.226-235
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    • 2015
  • This study aims to explore effects of social exclusion on poverty of people who are 45 years old and over with disability. It also analyzed the difference between the urban and the rural area in relation to the effects of social exclusion on poverty. The researchers conducted a secondary data analysis using the fourth wave of Korean Longitudinal Study of Ageing. The sample included in this study was 640 people who were 45 years old and over with disability. Logistic regression results showed that urban residents who were younger, did not live with a spouse, were not at workforce, and lived in a rented house tended to be on welfare. For rural residents, on the other hand, only age and marital status were significantly related to poverty. Based on the findings, the researchers indicated political implications to diminish social exclusion and poverty of people with disability.

Wage Differentials by Types of Employment Arrangements (정규근로와 비정규근로의 임금격차)

  • Ahn, Joyup
    • Journal of Labour Economics
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    • v.24 no.1
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    • pp.67-96
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    • 2001
  • The recent economic crisis started at the end of 1997 has brought about changes in labor market practices. One of them is rapid increase in the ratio of workers with alternative employment arrangement, so-called contingent workers. This type of arrangement, unlike traditional employment arrangement, makes employers properly adjust employment to business cycles and it also makes it possible for employees to solve time and spatial constraints related to labor supply. However, recent experience has revealed its negative characteristics such as lower wage rate, deficient fringe benefits, insufficient job security. Using the data from the first and the second wave of the Korea Labor and Income Panel Survey, this study focuses on change in the tendency of being contingent workers and decomposition of the wage differentials among regular and contingent workers by estimating the switching regression model. Results show that the recent crisis significantly contributed to probabilities of being contingent workers, especially for women, the young, the older, and the lowly educated. Decomposition shows that one quarter or one third of 35% of wage differentials are due to the price effect that the same productive characteristics are differently paid by the types of employment arrangements.

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Computation of Criterion Rainfall for Urban Flood by Logistic Regression (로지스틱 회귀에 의한 도시 침수발생의 한계강우량 산정)

  • Kim, Hyun Il;Han, Kun Yeun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.39 no.6
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    • pp.713-723
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    • 2019
  • Due to the climate change and various rainfall pattern, it is difficult to estimate a rainfall criterion which cause inundation for urban drainage districts. It is necessary to examine the result of inundation analysis by considering the detailed topography of the watershed, drainage system, and various rainfall scenarios. In this study, various rainfall scenarios were considered with the probabilistic rainfall and Huff's time distribution method in order to identify the rainfall characteristics affecting the inundation of the Hyoja drainage basin. Flood analysis was performed with SWMM and two-dimensional inundation analysis model and the parameters of SWMM were optimized with flood trace map and GA (Genetic Algorithm). By linking SWMM and two-dimensional flood analysis model, the fitness ratio between the existing flood trace and simulated inundation map turned out to be 73.6 %. The occurrence of inundation according to each rainfall scenario was identified, and the rainfall criterion could be estimated through the logistic regression method. By reflecting the results of one/two dimensional flood analysis, and AWS/ASOS data during 2010~2018, the rainfall criteria for inundation occurrence were estimated as 72.04 mm, 146.83 mm, 203.06 mm in 1, 2 and 3 hr of rainfall duration repectively. The rainfall criterion could be re-estimated through input of continuously observed rainfall data. The methodology presented in this study is expected to provide a quantitative rainfall criterion for urban drainage area, and the basic data for flood warning and evacuation plan.

Financial Profile of Capital Structures for the Firms Listed in the KOSPI Market in South Korea (국제 금융위기 이후 KOSPI 상장회사들의 자본구조 결정요인 분석)

  • Kim, Hanjoon
    • The Journal of the Korea Contents Association
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    • v.13 no.11
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    • pp.829-844
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    • 2013
  • This study performed comprehensive tests on the four hypotheses on the capital structures for the firms listed in the KOSPI during the period from 2006 to 2011. It may be of concern to find any financial profiles on firms' leverage across the book- and market-value bases since there was relatively little attention drawn to any financial changing profile of the leverage surrounding the period of the pre-and the post-global financial crises. The findings of this study may also be compared with those of the previous related literature, by which it may be expected to enhance the robustness and consistency of the results across the different classifications on capital markets. It was found that three explanatory variables such as PFT, SIZE, and RISK, were found to be the statistically significant attributes on leverage during the tested period. Moreover, the outcome by the Fisher Exact test showed that a firm belonging to each corresponding industry may possess its reversion tendency towards the industry mean and median leverage ratios.

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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Factors affecting the Occurrence of Rural Vacant Houses (농촌 지역 빈집 발생의 영향 요인)

  • Kim, Sung-Rok;Kim, Doo-Soon
    • Journal of Cadastre & Land InformatiX
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    • v.48 no.2
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    • pp.65-77
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    • 2018
  • It is very important to understand the factors affecting the occurrence of vacant houses in research on them. The purpose of this study is to analyze the factors affecting the rural vacancy occurrence. This study set 121 research areas and selected eight independent variables (Aged house rate, housing transaction rate, house diffusion ratio, local extinction index, net migration rate, regional aging index, the ratio of the number of employees to population and financial independence rate) and one dependent variable (vacant house rate). As a result of the study, first, both Model 1 for the entire general agricultural fishing village area and Model 2 for the county (gun) area were statistically significant, there was no problem with the independence of residual. Second, local extinction index and aged house rate had a statistically significant positive (+) relationship in both Model 1 and Model 2. Third, diffusion ratio of house had a statistically significant positive (+) relationship only in Model 1, and housing transactions rate had a statistically significant negative (-) relationship in Model 2. The implications of the study were drawn as follows: First, the increase in the house diffusion ratio without growth in households and population suggests the increase of the probability of the vacancy occurrence in the area, and the higher the aged house rate, the higher the probability of the vacancy occurrence. Second, for the revitalization of housing transactions, it is necessary to have an investment inflow in the area for mid- to long-term development. Third, local extinction index has a significant relationship with vacant house rate, it is necessary to introduce a local revitalization policy from a long-term perspective for the permanence of the area.

Location Determinants for Newly Established and Relocated Manufacturing Firms (신설 및 이동 제조업체의 입지 결정요인 분석)

  • Yoojin Yi
    • Journal of the Korean Regional Science Association
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    • v.40 no.3
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    • pp.95-108
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    • 2024
  • This study analyzes the location determinants of newly established and relocated manufacturing firms in South Korea using the National Business Survey data from 2016 to 2019. Both new establishments and relocations are concentrated in the Seoul metropolitan area, Chungcheong, Yeongnam, and Daegyeong regions, with relocated firms showing a higher degree of spatial concentration. Employing a negative binomial regression model, we find that manufacturing concentration, population density, industrial diversity, and lower wage levels positively influence both new establishments and relocations. The proportion of highly educated workers, accessibility to producer services, and average land prices only positively affect the frequency of new establishments, suggesting that firms in the early stages of their life cycle, which are more dependent on human capital and producer services, demonstrate a higher willingness to pay for land use. Conversely, increased travel time to Seoul and improved transportation accessibility enhance the probability of attracting relocated firms. This implies that cost reduction incentives associated with distance from Seoul may outweigh the benefits of proximity to the capital in relocation decisions. Our findings suggest that strengthening agglomeration economies and improving transportation infrastructure efficiency could increase the likelihood of attracting relocated manufacturing firms to non-capital regions.

Estimating a Precautionary Saving Motive under Consumption Uncertainty (소비의 불확실성에 따른 예비적 저축 동기 추정)

  • Hwang, Jin-tae;Kim, Sung-min
    • Economic Analysis
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    • v.26 no.3
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    • pp.48-70
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    • 2020
  • Using data from the Household Income and Expenditure Survey over the period 1994-2016, we estimate the coefficient of relative prudence in order to capture precautionary saving motive. To do this, we adopt a cohort approach, where we transform such microdata into sample cohort means. Together with initial income involving liquidity constraint, we estimate the relative prudence derived from the Euler equation. The two-stage least-squares (2SLS) between estimate of it obtained from the cohort panel data analysis is too small for the existence of precautionary saving motive, as in previous studies, while the 2SLS random effects estimate is so reasonable. Moreover, the liquidity-constrained cohorts tend to be more sensitive to uncertainty, relative to the unconstrained ones.

Statistical testings for common stochastic trends in markets under recession (경기 침체기 시장의 공통확률추세 검정)

  • Cho, Joong-Jae;Lee, Seung-Eun;Kim, Tae-Ho
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.559-569
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    • 2016
  • A long-run relationship of stock, monetary, realty markets, and business conditions has been suggested to exist due to internal and external shocks. This study investigates whether such a relationship really exists and then performs statistical tests to discern features of the long-run adjustment processes from short-run discrepancies because it is difficult to find studies that examine the market relationship. The comovement relationship of the whole market does not appear to hold for the entire study period; however, it is found to exist for the period before the financial crisis. Estimated error correction models show consistently declining equilibrium errors each period that suggests a recovering process of the long-run equilibrium from short-run secessions.

Study on abnormal behavior prediction models using flexible multi-level regression (유연성 다중 회귀 모델을 활용한 보행자 이상 행동 예측 모델 연구)

  • Jung, Yu Jin;Yoon, Yong Ik
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.1
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    • pp.1-8
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    • 2016
  • In the recently, violent crime and accidental crime has been generated continuously. Consequently, people anxiety has been heightened. The Closed Circuit Television (CCTV) has been used to ensure the security and evidence for the crimes. However, the video captured from CCTV has being used in the post-processing to apply to the evidence. In this paper, we propose a flexible multi-level models for estimating whether dangerous behavior and the environment and context for pedestrians. The situation analysis builds the knowledge for the pedestrians tracking. Finally, the decision step decides and notifies the threat situation when the behavior observed object is determined to abnormal behavior. Thereby, tracking the behavior of objects in a multi-region, it can be seen that the risk of the object behavior. It can be predicted by the behavior prediction of crime.