• Communications for Statistical Applications and Methods
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• 제21권5호
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• pp.395-409
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• 2014

Data limited, partial, or incomplete are known as an ill-posed problem. If the data with ill-posed problems are analyzed by traditional statistical methods, the results obviously are not reliable and lead to erroneous interpretations. To overcome these problems, we propose a dual generalized maximum entropy (dual GME) estimator for panel data regression models based on an unconstrained dual Lagrange multiplier method. Monte Carlo simulations for panel data regression models with exogeneity, endogeneity, or/and collinearity show that the dual GME estimator outperforms several other estimators such as using least squares and instruments even in small samples. We believe that our dual GME procedure developed for the panel data regression framework will be useful to analyze ill-posed and endogenous data sets.

• 충청수학회지
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• 제29권1호
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• pp.59-71
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• 2016

To obtain more accurate approximation of the true images in the deblurring problems, the weighted global generalized cross validation(GCV) function to the inverse problem with multiple right-hand sides is suggested as an efficient way to determine the regularization parameter. We analyze the experimental results for many test problems and was able to obtain the globally useful range of the weight when the preconditioned global conjugate gradient linear least squares(Gl-CGLS) method with the weighted global GCV function is applied.

• 산업경영시스템학회지
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• 제35권3호
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• pp.118-128
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• 2012

An attempt is given to the problem of analyzing the two-way binary attribute data using the logistic regression model in order to find a sound statistical methodology. It is demonstrated that the analysis of variance (ANOVA) may not be good enough, especially for the case that the proportion is very low or high. The logistic transformation of proportion data could be a help, but not sound in the statistical sense. Meanwhile, the adoption of generalized least squares (GLS) method entails much to estimate the variance-covariance matrix. On the other hand, the logistic regression methodology provides sound statistical means in estimating related confidence intervals and testing the significance of model parameters. Based on simulated data, the efficiencies of estimates are ensured with a view to demonstrate the usefulness of the methodology.

• Steel and Composite Structures
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• 제49권4호
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• pp.407-417
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• 2023

After a disaster like the catastrophic earthquake, the government have to use rapid assessment of the condition (or damage) of bridges, buildings and other infrastructures is mandatory for rapid feedbacks, rescue and post-event management. Many domain schemes based on the measured vibration computations, including least squares estimation and neural fuzzy logic control, have been studied and found to be effective for online/offline monitoring of structural damage. Traditional strategies require all external stimulus data (input data) which have been measured available, but this may not be the generalized for all structures. In this article, a new method with unknown inputs (excitations) is provided to identify structural matrix such as stiffness, mass, damping and other nonlinear parts, unknown disturbances for example. An analytical solution is thus constructed and presented because the solution in the existing literature has not been available. The goals of this paper are towards access to adequate, safe and affordable housing and basic services, promotion of inclusive and sustainable urbanization and participation, implementation of sustainable and disaster-resilient buildings, sustainable human settlement planning and manage. Simulation results of linear and nonlinear structures show that the proposed method is able to identify structural parameters and their changes due to damage and unknown excitations. Therefore, the goal is believed to achieved in the near future by the ongoing development of AI and control theory.

• The Journal of Asian Finance, Economics and Business
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• 제8권3호
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• pp.11-21
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• 2021

In the last few years, there is growing interest in the field of simultaneous equation estimation in finance due to the endogeneity problem caused by measurement errors, simultaneity, or omitted variables. This study aims to discuss the endogeneity problem in corporate financing decisions and investigate the interrelationship of financial decision-making such as investment decision, dividend decision, and external financing decision in Pakistan Stock Exchange (PSX) using two-stage least squares (2SLS) and generalized method of moment (GMM) estimation. The Bruech-Pagan test shows that the data has no heteroskedasticity issue and 2SLS is a better approach in the context of this study as compared to the GMM approach, and internal instruments are also sufficiently strong and valid. The three financial decision-making attributes are not jointly determined, and the dividend is influenced by one-sided investment. In the emerging stock market context, external financing and investment are not inter-related and did not affect each other. The question of whether the simultaneous equation estimation can be useful in the context of the emerging stock markets and newly-growing firms remains unanswered. The inclusive evidence shows that the theoretical link in the emerging stock market is difficult to prove like in developed stock markets.

• 대한교통학회지
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• 제18권4호
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• pp.117-126
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• 2000

링크에서 관측된 교통량과 기존의 기종점표(Origin-Destination matrix)를 결합해 새로운 OD를 추정하고자 하는 연구들은 1980년대부터 20여년간 많은 연구자들을 통해 논의되어 왔다. 특히 최근들어 ITS 등의 보급으로 교통관리를 위한 기본자료로서 링크 교통량의 관측이 확대되면서, 도시고속도로 및 간선도로 관리, 경로안내 시스템 등에 사용될 목적으로 링크관측교통량 자료를 이용한 OD 추정의 필요성이 더욱 높아지고 있다. OD 추정을 위해 사용되는 기존기법으로는 여러 가지가 있으나 가장 대표적인 기법으로는 베이지안 추정을 이용하는 통계적 방법(Maher, 1983), Entropy 극대화 규칙을 이용하는 방법(Van Zuylen and Willumsen, 1980; Fisk and Boyce, 1983; Fisk, 1989), 최우추정법을 이용한 방법(Spiess, 1987), 그리고 일반화 최소자승법을 이용하는 방법(Gothe et al., 1989; Bell, 1997; Yang et al., 1992) 등이 있다. 본 연구에서는 이러한 방법들 중 최소자승법을 이용해 OD추정모형을 구축하고, 최적해를 얻기 위하여 유전알고리즘(Genetic Algorithm)을 이용한 알고리즘을 개발하였다 또한, 개발된 모형을 통해 얻은 결과를 Spiess(1990)가 제시하여 현재 EMME/2에서 사용되고 있는 Gradient method의 결과와 비교하였다. 본 연구에서는 모형의 추정력 비교를 위해 각 기종점 통행량의 평균 추정오차 외에 동일한 기점을 갖는 기종점 통행량 간의 규모순위(OD 구조) 추정력을 확인하였다. 서울시 내부순환도로를 분석대상으로 하여, 대상지역에서 오전에 조사된 OD를 기존(Target) OD로 사용하였고, 오후의 OD를 추정대상 OD로 설정하였으며, 각 링크에서 오후에 조사된 실제교통량을 링크 관측교통량으로 사용하였다. 분석결과 유전알고리듬을 이용한 최소자승법을 통해 얻은 결과가 Gradient method를 통해 얻은 결과에 비해 우수한 것으로 나타났다.