• 제목/요약/키워드: Data Dependence Analysis

검색결과 488건 처리시간 0.028초

Dependence structure analysis of KOSPI and NYSE based on time-varying copula models

  • Lee, Sangyeol;Kim, Byungsoo
    • Journal of the Korean Data and Information Science Society
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    • 제24권6호
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    • pp.1477-1488
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    • 2013
  • In this study, we analyze the dependence structure of KOSPI and NYSE indices based on a two-step estimation procedure. In the rst step, we adopt ARMA-GARCH models with Gaussian mixture innovations for marginal processes. In the second step, time-varying copula parameters are estimated. By using these, we measure the dependence between the two returns with Kendall's tau and Spearman's rho. The two dependence measures for various copulas are illustrated.

The Effects of TSI(Transaction Specific Investment) on Dependence, Trust, Commitment and Re-Contract Intention

  • Yang, Jeong-Seok;Lee, Sang-Youn
    • 유통과학연구
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    • 제12권12호
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    • pp.19-26
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    • 2014
  • Purpose - This paper aims to test the effects of Korean food service franchisors' and franchisees' TSI (Transaction Specific Investment) on dependence and trust toward the franchisor and re-contract intention. The study examines the effects of both franchisors' and franchisees' TSI on dependence and trust, as compared with Ganesan (1994). Research design, data, and methodology - Data were collected from 495 Korean food service franchisees and analyzed with structural equation modeling using path analysis through SPSS 18.0 and AMOS 18.0. Results - 1) The franchisor's TSI has positive effects on the franchisee's dependence and trust toward the franchisor. 2) The franchisee's TSI has a positive effect on the franchisee's dependence toward the franchisor. 3) The franchisee's dependence and trust have positive effects on commitment. 4) The franchisee's dependence, trust, and commitment have a positive effect on re-contract intention. Conclusions - The franchisor's and franchisee's TSI affect the franchisee's dependence and trust toward the franchisor. The franchisee's dependence and trust influence commitment and re-contract intention. This has managerial implications for franchisors striving to raise franchisees' re-contract intention.

Modeling pediatric tumor risks in Florida with conditional autoregressive structures and identifying hot-spots

  • Kim, Bit;Lim, Chae Young
    • Journal of the Korean Data and Information Science Society
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    • 제27권5호
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    • pp.1225-1239
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    • 2016
  • We investigate pediatric tumor incidence data collected by the Florida Association for Pediatric Tumor program using various models commonly used in disease mapping analysis. Particularly, we consider Poisson normal models with various conditional autoregressive structure for spatial dependence, a zero-in ated component to capture excess zero counts and a spatio-temporal model to capture spatial and temporal dependence, together. We found that intrinsic conditional autoregressive model provides the smallest Deviance Information Criterion (DIC) among the models when only spatial dependence is considered. On the other hand, adding an autoregressive structure over time decreases DIC over the model without time dependence component. We adopt weighted ranks squared error loss to identify high risk regions which provides similar results with other researchers who have worked on the same data set (e.g. Zhang et al., 2014; Wang and Rodriguez, 2014). Our results, thus, provide additional statistical support on those identied high risk regions discovered by the other researchers.

Can Urinary Cotinine Predict Nicotine Dependence Level in Smokers?

  • Jung, Hyun-Suk;Kim, Yeol;Son, Jungsik;Jeon, Young-Jee;Seo, Hong-Gwan;Park, So-Hee;Huh, Bong Ryul
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권11호
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    • pp.5483-5488
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    • 2012
  • Background: Although nicotine dependence plays a role as a main barrier for smoking cessation, there is still a lack of solid evidence on the validity of biomarkers to determine nicotine dependence in clinical settings. This study aimed to investigate whether urinary cotinine levels could reflect the severity of nicotine dependence in active smokers. Materials and Methods: Data regarding general characteristics and smoking status was collected using a self-administered smoking questionnaire. The Fagerstr$\ddot{o}$m test for nicotine dependence (FTND) was used to determine nicotine dependence of the participants, and a total of 381 participants were classified into 3 groups of nicotine dependence: low (n=205, 53.8%), moderate (n=127, 33.3%), and high dependence groups (n=49, 12.9%). Stepwise multiple linear regression model and receiver operating characteristic (ROC) curves analyses were used to determine the validity of urinary cotinine for high nicotine dependence. Results: In correlation analysis, urinary cotinine levels increased with FTND score (r=0.567, P<0.001). ROC curves analysis showed that urinary cotinine levels predicted the high-dependence group with reasonable accuracy (optimal cut-off value=1,000 ng/mL; AUC=0.82; P<0.001; sensitivity=71.4%; specificity=74.4%). In stepwise multiple regression analysis, the total smoking period (${\beta}$=0.042, P=0.001) and urinary cotinine levels (${\beta}$=0.234, P<0.001) were positively associated with nicotine dependence, whereas an inverse association was observed between highest education levels (>16 years) and nicotine dependence (${\beta}$=-0.573, P=0.034). Conclusions: The results of this study support the validity of using urinary cotinine levels for assessment of nicotine dependence in active smokers.

The Effects of Dependence and Conflict on Qualitative and Quantitative Organizational Performances in Partnership

  • Kang, Bohyeon
    • Asia Marketing Journal
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    • 제20권2호
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    • pp.1-27
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    • 2018
  • This study examines the effects of dependence and conflict on organizational performances in partnership, qualitatively (trust) and quantitatively (sales) under four control variables (period of business, number of goods, competition density, and number of employees). Also, this study presents termination cost and alternative attractiveness as the antecedents of dependence, goal incongruity and unfairness as the antecedents of conflict. As the results of analysis with survey data from 360 distributors in manufacturer-distributor partnership, 7 hypotheses are supported and 2 hypotheses are rejected. The results of structural equation modeling (SEM) verify that termination cost increases dependence, that alternative attractiveness reduces dependence, that goal incongruity and unfairness increase conflict, that dependence reduces conflict, that dependence increases trust, and that conflict reduces trust. However, unexpectedly, dependence reduces sales, and conflict has no impact on sales. The results of this study provide insightful implications theoretically and managerially to scholars and practitioners interested in partnership.

On Information Theoretic Index for Measuring the Stochastic Dependence Among Sets of Variates

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.131-146
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    • 1997
  • In this paper the problem of measuring the stochastic dependence among sets fo random variates is considered, and attention is specifically directed to forming a single well-defined measure of the dependence among sets of normal variates. A new information theoretic measure of the dependence called dependence index (DI) is introduced and its several properties are studied. The development of DI is based on the generalization and normalization of the mutual information introduced by Kullback(1968). For data analysis, minimum cross entropy estimator of DI is suggested, and its asymptotic distribution is obtained for testing the existence of the dependence. Monte Carlo simulations demonstrate the performance of the estimator, and show that is is useful not only for evaluation of the dependence, but also for independent model testing.

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금연 실천과 니코틴 의존도의 변화과정에 관한 연구 (Changes in Smoking Practices and the Process of Nicotine Dependence)

  • 송태민;이주열;안지영
    • 보건교육건강증진학회지
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    • 제27권4호
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    • pp.123-129
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    • 2010
  • Objectives: The aim of this study is to seek an effective way to support smoking cessation by analyzing any change to the pattern of nicotine dependence according to the change in time. Methods: The study was conducted with 800 male smokers who had participated in smoking cessation programs at public health centers from July 16, 2005 to July 15, 2008. Latent growth curve modeling approach was used for data analysis. Results: From the developmental trajectory of individual nicotine dependence, while nicotine dependence of smokers with high nicotine dependence in the first year was slightly decreased in the third year, smokers with low nicotine dependence in the year showed dramatically lower nicotine dependence in the third year. Compared with those who did not successfully quit smoking, the initial value of nicotine dependence of those who successfully quit smoking in the first and the second year was low. Over the years, nicotine dependence was decreased. Conclusion: From this study it was demonstrated that nicotine dependence was reduced through the practice of smoking cessation and reduced nicotine dependence was a factor which affects successful smoking cessation. These results indicate that multiple attempts to quit smoking finally reduces nicotine dependence. Reduced nicotine dependence is likely to increase the possibility of successful smoking cessation.

The Effects of Social Withdrawal, Depression, and Self - Esteem on Adolescents' Mobile Phone Dependence

  • Bang, Sung-a;Park, Hwie-Seo
    • 한국컴퓨터정보학회논문지
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    • 제23권11호
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    • pp.203-209
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    • 2018
  • The purpose of this study was social withdrawal, depression, and self - esteem affect adolescents' mobile phone dependency. For this study, I used data from the first grade of junior high school during the 7th (2016) Korean child and youth panel survey provided by Korea Youth Policy Institute. A total of 1,937 people were selected as the final target except those who do not have a mobile phone. The analysis method was SPSS 23.0 and AMOS 20.0. As a result of the study, First, the higher the depression of adolescents, the higher the dependence on mobile phones. Second, the social withdrawal and depression of adolescents have a significant impact on mobile phone dependence through self-esteem. In conclusion, I would like to provide policy data so that youths can develop and implement preventive programs that can prevent personality education and erroneous mobile phone dependency that can develop healthy and positive growth.

청소년의 학업무기력이 스마트폰 의존에 미치는 영향: 자아존중감과 친구관계의 병렬매개효과 검증 (The Effect of Adolescents' Academic Helplessness on Smartphone Dependence: Verifying the Parallel Mediating Effect of Self-esteem and Friendships)

  • 권이재;박순진;홍서준
    • 산업융합연구
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    • 제21권7호
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    • pp.65-73
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    • 2023
  • 본 연구는 청소년의 학업무기력과 스마트폰 의존의 관계를 파악하고 자아존중감과 친구관계의 병렬매개효과를 검증하였다. 이를 위해 한국청소년정책연구원에서 수행한 한국아동·청소년 패널조사 2018(KCYPS) 4차 자료를 활용하였으며, 조사에 응답한 청소년 중 무응답 및 이상 값 346명을 제거한 뒤 2,244명을 분석에 활용하였다. 자료분석을 위해 통계패키지 프로그램 SPSS WIN 25.0과 Hayes(2013)의 PROCESS Macro V 3.5를 활용하였으며, 다음과 같은 결과를 도출했다. 첫째, 청소년의 학업무기력은 스마트폰 의존에 정(+)적인 영향이 나타났다. 둘째, 청소년의 학업무기력과 스마트폰 의존의 관계에서 자아존중감은 매개하는 것으로 나타났다. 셋째, 청소년의 학업무기력과 스마트폰 의존의 관계에서 친구관계는 매개하는 것으로 나타났다. 이를 토대로 청소년의 스마트폰 의존을 감소시키기 위한 실천적·정책적 제언과 연구의 한계점을 극복하기 위한 후속 연구를 제안했다.

When Does Auto-Parts Suppliers' Innovation Reduce Their Dependence on the Automobile Assembler?

  • Kang, Jihoon;Choe, Soonkyoo
    • Journal of Korea Trade
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    • 제24권3호
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    • pp.37-54
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    • 2020
  • Purpose - This study is to investigate the determinants of suppliers' dependence on buyers in the home country by developing a theoretical model of innovative activities. The high dependence of auto parts suppliers on a single local buyer in South Korea due to firm ownership issues and incremental innovation is examined using data from a set of organizations that supply intermediate goods to this automotive manufacturer. Furthermore, we tested the moderating effect of FDI and global knowledge sourcing on the relationship between firm ownership and suppliers' dependence on the local buyer. Design/methodology - To test the hypotheses, we examined a sample of 101 suppliers over 10 years in the Korean automobile parts industry. In this empirical analysis, we utilized a fixed-effects generalized least squares model using panel data. Findings - In this study, domestic firms (automobile parts suppliers) were more dependent on a single local buyer (automobile assembler) than foreign-owned suppliers operating in Korea. In addition, incremental innovation was the mediating mechanism between domestic firms and dependence on the local buyer. To reduce this dependence on the buyer, we suggest two different international strategies: geographical diversification through FDI and global knowledge sourcing. Originality/value - Previous studies showed that asymmetric dependence between firms has many adverse effects. This study proved that domestic and foreign-owned suppliers have different levels of dependence on local buyers due to their heterogeneous characteristics and business strategies. We distinguish two different types of innovation - radical innovation and incremental innovation - that previous studies have often treated as equal when it comes to firm autonomy. Finally, we propose that both FDI and international knowledge sourcing as global strategies to weaken suppliers' asymmetric dependence on a single buyer.