• Journal of the Korean Statistical Society
• /
• 제12권2호
• /
• pp.81-90
• /
• 1983

The least squares estimator of disturbance variance in a regression model is biased under a serial correlation. Under the assumption of an AR(I), Theil(1971) crudely related the bias with the autocorrelation of the disturbances and the autocorrelation of the explanatory variable for a simple regression. In this paper we derive a relation which relates the bias with the autocorrelation of disturbances and the autocorrelation of explanatory variables for a multiple regression with improved precision.

• 한국컴퓨터정보학회논문지
• /
• 제5권3호
• /
• pp.151-158
• /
• 2000

This dissertation measures transitory items using earnings change scaled by beginning-of-period price(FreemanㆍTse 1992) and the earnings-to-price ratio(AliㆍZarowin 1992). Contextual regression model results confirm the incremental explanatory power for predominantly permanent earnings, and suggest that cash flows also have incremental explanatory power in the presence of predominantly permanent earnings. But contextual regression results represent that while earnings are consistent with a smaller marginal impact from extreme (transitory) earnings on abnormal returns, cash flows have no greater impact on abnormal returns in the presence of large transitory components in earnings.

• Journal of the Korean Statistical Society
• /
• 제30권4호
• /
• pp.585-595
• /
• 2001

A second-order response surface model is often used to approximate the relationship between a response factor and a set of explanatory factors. In this article, we deal with canonical analysis in response surface models. For the interpretation of the geometry of second-order response surface model, standard errors and confidence intervals for the eigenvalues of the second-order coefficient matrix play an important role. If the confidence interval for some eigenvalue includes 0 or the estimate of some eigenvalue is very small (near to 0) with respect to other eigenvalues, then we are able to delete the corresponding canonical factor. We propose a formulation of criterion which can be used to select canonical factors. This criterion is based on the IMSE(=Integrated Mean Squared Error). As a result of this method, we may approximately write the canonical factors as a set of some important explanatory factors.

• 한국산림과학회지
• /
• 제95권5호
• /
• pp.539-542
• /
• 2006

This study confirmed econometrically the causality of forest inventory and roundwood supply using Korean data. In general, forest inventory is included as explanatory variable in roundwood supply function. We checked whether each series is stationary or not before using it in the model, and determined whether the combination of the series is comtegrated. The relationship between forest inventory and roundwood supply was represented by bivariate vector autoregressive model. The causality of forest evidence of the causal relationship between change in forest inventory and change in roundwood supply in Korea. That is, change in forest inventory does not cause change in roundwood supply in Korea. It seems reasonable not to include forest inventory as explanatory variable in roundwood supply function in Korea.

• 가정과삶의질연구
• /
• 제33권4호
• /
• pp.51-65
• /
• 2015

Case management is becoming increasingly more important in the field of social welfare. The purpose of this study was to examine the practice of case management at community child centers and to identify factors influencing their performance. In addition, this study also analysed the performance level of case management at each stage and the factors influencing the level at each stage. For the purpose of this study, data obtained from about 181 community child center workers in Busan, Ulsan and Gyeongsangnamdo were analyzed. According to the results of the analysis, in Model 1 which represents the category of socio-demographic and personal factors, three factors namely gender, experience in case management, and interpersonal skills were found to be significantly influential and they have an explanatory power of 21.5%. Under the category of organizational factors in Model 2, four factors were found to be influential: experience in case management, interpersonal skills, availability of case management guidelines, and holding case conferences. These factors account for 33% explanatory power, 11.5% higher than that of Model 1. In Model 3 which represents the third category of community network literacy, three factors namely interpersonal skills, availability of case management guidelines, and ability to utilize networks were found to influence case management at community child centers, and they have an explanatory power of 43.4%, 10.4% higher than that of Model 2. For the practice of social welfare, these findings have the implication that community child center workers need to improve their interpersonal skills by cultivating communication skills, collaborative problem-solving skills, conflict-management skills, and other relevant skills. Furthermore, it is necessary to provide specific guidelines for case management, to have regular case conferences, to establish a community network, and to reinforce cooperation and mutual support among institutions within the network.

• Journal of the Korean Data and Information Science Society
• /
• 제21권2호
• /
• pp.279-289
• /
• 2010

이 논문에서는 호흡곤란을 주호소로 내원한 668명의 환자를 대상으로 입퇴원 결정을 위한 간편한 통계모형을 제안한다. 이것을 위해 55개 변수 중 임상전문가에 의해 중요하다고 선택된 11개 변수를 설명변수로 이용하였다. 먼저 변환과정으로 11개 연속형 변수 각각에 대해 실제 입원과 퇴원 환자의 커널밀도함수에 의해 퇴원구간을 설정하였다. 다음으로 11개 설명변수 중 퇴원구간에 속한 변수의 개수를 가지고 환자의 퇴원여부를 결정하는 최적 모형을 선택하였다. 입원과 퇴원 환자수의 불균형 때문에 최적 모형의 선택기준으로는 민감도와 특이도의 산술평균과 민감도와 정확률의 조화평균을 이용하였다. 그 결과 11개의 검사결과 중 7개 이상에서 퇴원구간이 나오면 퇴원을 결정하는 것이 최적 모형이 되었다.

• 대한간호학회지
• /
• 제52권4호
• /
• pp.407-420
• /
• 2022

Purpose: This structural model study was constructed and verified a hypothetical model to examine the effects of parenting stress, social resources, family resources, and positive coping on resilience among mothers of children with developmental disabilities. Methods: Data were collected using self-report structured questionnaires, from October 19 to October 30, 2018, with 214 mothers caring for children with developmental disabilities under the age of 20 years. Results: In the fitness test results of the hypothesis model, with the fit index 𝛘² (p) = 69.27 (< .001), and the normed fit indices (𝛘² = 1.87, GFI = .94, CFI = .97, NFI = .93, and TLI = .95, RMSEA = .06, SRMR = .06), this study satisfies the good fitness in standards. There are seven statistically significant paths among the 10 paths set in the hypothetical model. The explanatory power of parenting stress and social resources, which affects the family resources was 41.4%, the explanatory power of parenting stress, social resources, and family resources affecting the positive coping was 58.9%, and the explanatory power of parenting stress, social resources, family resources, and positive coping affecting resilience was 55.5%. Conclusion: Positive coping, family resources, and social resources of mothers of children with developmental disabilities directly affect their resilience, and parenting stress indirectly affects it. Therefore, to improve the resilience of mothers of children with developmental disabilities, it is necessary to develop a systematic nursing intervention that considers parenting stress, social resources, family resources, and positive coping.

• 대한토목학회논문집
• /
• 제38권6호
• /
• pp.801-808
• /
• 2018

선형회귀모형의 학습은 일반적으로 자료의 개수가 설명변수의 개수보다 충분히 크고, 설명변수들 사이에 심각한 다중공선성이 없다는 가정 하에서 안정적으로 이루어진다. 본 연구에서는 이러한 가정이 위배되었을 경우 모형 학습의 어려움을 실제 호우피해자료를 분석함으로써 조명하였고, 이를 해결하기 위해 자료를 통합한 다음 주성분회귀모형 또는 능형회귀모형을 사용할 것을 검토하였다. 모형의 학습에 사용된 자료와 별도의 독립된 자료에서 제안된 모형들의 예측력을 평가하였고, 제안된 방법이 선형회귀모형보다 더 나은 예측력을 보이는 것을 확인하였다.

• 한국대기환경학회지
• /
• 제24권5호
• /
• pp.604-612
• /
• 2008

The ozone concentration is one of the important environmental issue for measurement of the atmospheric condition of the country. This study focuses on applying the Autoregressive Error (ARE) model for analyzing the ozone data at middle part of the Gyeonggi-Do, Anyang monitoring site in Korea. In the ARE model, eight meteorological variables and four pollution variables are used as the explanatory variables. The eight meteorological variables are daily maximum temperature, wind speed, amount of cloud, global radiation, relative humidity, rainfall, dew point temperature, and water vapor pressure. The four air pollution variables are sulfur dioxide $(SO_2)$, nitrogen dioxide $(NO_2)$, carbon monoxide (CO), and particulate matter 10 (PM10). The result shows that ARE models both overall and monthly data are suited for describing the oBone concentration. In the ARE model for overall ozone data, ozone concentration can be explained about 71% to by the PM10, global radiation and wind speed. Also the four types of ARE models for high level of ozone data (over 80 ppb) have been analyzed. In the best ARE model for high level of ozone data, ozone can be explained about 96% by the PM10, daliy maximum temperature, and cloud amount.

• 한국지능시스템학회논문지
• /
• 제23권4호
• /
• pp.366-370
• /
• 2013

설명변수와 반응변수 사이의 통계적 관계를 설명하기 위해 사용되는 회귀모형을 분석하는 방법을 회귀분석이라 한다. 본 논문에서는 독립변수와 종속변수에 대한 퍼지관계를 표현하는 퍼지회귀모형를 추정하기 위하여 이상치에 민감하지 않은 로버스트한 추정량인 Theil방법을 소개한다. Theil방법은 설명변수와 반응변수의 ${\alpha}$-수준집합의 각 성분으로 구성된 집합에서 선택한 임의의 두 쌍 자료로부터 계산된 변화율의 중위수를 두 변수에 대한 변화량의 추정량으로 간주한다. 본 논문에서 제안된 Theil방법이 최소자승법을 이용하여 추정된 퍼지회귀모형보다 더 정확할 수 있음을 예제를 통하여 확인한다.