• Journal of the Korean Data and Information Science Society
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• v.19 no.3
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• pp.893-901
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• 2008

The disconfirmation paradigm is the earliest researched and the most deeply researched of all the paradigms in marketing. Disconfirmation paradigm deals with the influence of expectation, perceived product performance, and the discord between the two on consumer satisfaction. The GAP-Model is based on the disconfirmation paradigm that tries to understand the effect of the gap between before purchase expectations and after purchase perceptions of the product performance on dependent variables such as customer satisfaction. The purpose of this research is to test whether regression coefficients of a P-Model(performance only model), an E-Model(expectation only model) and GAP(P-E)-Model are equivalent in explaining service value and loyalty. The Chow's F-Test is used to test the excellence of the 3 models. As a result of comparison and analysis, P-Model showed more excellence of service value and loyalty than E-Model or GAP-Model.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.541-548
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• 2000

Various statistical methods for assessment of equivalence in average bioavailabilities have been developed under the assumption that the intra-subject variabilities for the test and reference formulations are the same. Without the assumption, assessing the equivalence in average bioavailabilites does not imply that the two formulations are therapeutically equivalent and exchangeable. The most commonly used test procedure for equality of variabilites in 2$\times$2 crossover experiment is the so called Pitman-Morgan's adjusted F test based on the model without carryover effects (Chow and Liu(1992)). In this paper, a Bayesian method based on the Intrinsic Bayes Factor is proposed, which can be applied to the model with carryover effects.

• International Journal of Contents
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• v.9 no.2
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• pp.27-37
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• 2013

From the perspective of the domestic capital markets, there have been few researches on the financial characteristics of the firms belonging to the KOSDAQ(Korea Securities Dealers Automated Quotation) market, in comparison with those of the firms in the KOSPI. This study has performed three hypothesis tests to obtain the following results: By employing the 'panel data' analysis, it was found that, for the book-value based leverage, all of the six proposed IDVs were statistically significant as the financial determinants of leverage, across the two proxies measuring profitability (i.e., PFT and ROE), while all of the IDVs except VOLATILITY, also seemed to be the attributes to explain the market based dependent variable in the model with the PFT. Moreover, there may be statistically significant (structural) changes (or quasi-experiment) ) between the pre- and post-U.S. financial crisis in the year of 2008, when measured the leverage with the market-value basis with utilizing the Chow F-test. Finally, based upon the logistic regression results, the probability for a firm to be classified into the Prime section in the KOSDAQ market, may be higher, as its profit margin and asset turnover increase.