• 제목/요약/키워드: Mean Group Estimation

검색결과 123건 처리시간 0.024초

국가부채 및 재정수지와 국채이자율의 장기적 관계: 현대화폐이론 검증을 중심으로 (The Long-Run Relation of Public Debt and Fiscal Balance to Government Bond Rates: An Empirical Study on the Validity of Modern Monetary Theory)

  • 박강우
    • 분석과 대안
    • /
    • 제7권3호
    • /
    • pp.181-230
    • /
    • 2023
  • 본 연구에서는 현대화폐이론(Modern Monetary Theory)의 실증적 타당성을 평가하기 위해 OECD 국가의 연간 패널자료(2000~2022년)를 이용하여 패널 공적분 분석을 수행하였다. 구체적으로 OECD 가입국을 대상으로 주권화폐(sovereign currency) 보유 여부에 따라 국가그룹을 나눈 후, 각 그룹별로 국가부채 또는 재정적자 비율과 국채이자율 간의 장기균형 관계, 즉 공적분 관계를 검정 및 추정하였다. 실증분석 결과를 정리하면 다음과 같다. 통합 평균-그룹(pooled mean-group) 추정법을 통한 패널 공적분 추정 결과, 유로존 또는 고정환율제 그룹과 같은 비주권화폐국에서는 국가부채 및 재정적자 비율이 국채이자율과 장기적으로 유의한 양(+)의 상관관계를 가지는 반면, 비유로존 또는 변동환율제 그룹과 같은 주권화폐국의 경우에는 음(-)의 상관관계를 가지거나 유의한 관계가 나타나지 않았다. 특히 비주권화폐국에서 국가부채 비율은 장기뿐만 아니라 단기적으로도 실질 국채이자율과 유의한 양(+)의 상관관계를 가지는 것으로 나타났다. 이러한 결과는 국가부채 또는 재정적자 비율과 국채이자율 간의 관계에 대한 현대화폐이론의 예측과 부합하는 것이며, 따라서 동 이론의 실증적 타당성을 지지하는 하나의 근거가 될 수 있다.

Stereological study of the effects of letrozole and estradiol valerate treatment on the ovary of rats

  • Noorafshan, Ali;Ahmadi, Maryam;Mesbah, Seyed-Fakhroddin;Karbalay-Doust, Saied
    • Clinical and Experimental Reproductive Medicine
    • /
    • 제40권3호
    • /
    • pp.115-121
    • /
    • 2013
  • Objective: Letrozole and estradiol valerate are used to treat some hormonally-responsive symptoms and also in modeling of the polycystic ovary syndrome. However, the stereological analysis of the ovary has received less attention. Estimation of the whole ovary volume using the Cavalieri method can be applied in any orientation desired, but estimation of the mean volume of the oocytes requires isotropic uniform random sectioning. Here, a combined method was developed for estimating the parameters. To our knowledge, no comparison has been made of the effects of letrozole and estradiol on the ovary. Methods: Sixty rats were divided into 4 groups receiving estradiol (4 mg/kg), olive oil, letrozole (1 mg/kg), or normal saline. After 21 days, their ovaries were studied. Results: Relative to the control group, the total volume of the ovary and the cortex increased in the letrozole-treated and estradiol-treated rats. In addition, the number of the preantral, antral, and granulosa cells decreased by 43% to 56% in the letrozole- and estradiol-treated rats. On average, a 19% increase was observed in the atretic oocytes of the letrozole-treated and estradiol-treated rats, but the mean oocyte volume decreased by 29% to 44% in letrozole- and estradiol-treated rats. Furthermore, the letrozole-treated rats showed a 5-fold and 7-fold increase in the volume of the cysts and corpus luteum, respectively. A 3-fold increase was found in the volume of both the cysts and corpus luteum in the estradiol group. Conclusion: The structural changes of the ovary were most pronounced in the letrozole-treated animals.

볼테라 시리즈 입력을 이용한 냉연 산세 라인 산농도 모델 추정 (Estimation of Acid Concentration Model of Cooling and Pickling Process Using Volterra Series Inputs)

  • 박찬은;송주만;박태수;노일환;박형국;최승갑;박부견
    • 제어로봇시스템학회논문지
    • /
    • 제21권12호
    • /
    • pp.1173-1177
    • /
    • 2015
  • This paper deals with estimating the acid concentration of pickling process using the Volterra inputs. To estimate the acid concentration, the whole pickling process is represented by the grey box model consists of the white box dealing with known system and the black box dealing with unknown system. Because there is a possibility of nonlinear term in the unknown system, the Volterra series are used to estimate the acid concentration. For the white box modeling, the acid tank solution level and concentration equations are used, and for the black box modeling, the acid concentration is estimated using the Volterra Least Mean Squares (LMS) algorithm and Least Squares (LS) algorithm. The LMS algorithm has the advantage of the simple structure and the low computation, and the LS algorithm has the advantage of lowest error. The simulation results compared to the measured data are included.

Gibbs알고리즘을 이용한 저축률의 정규분포혼합 추정 (Estimation of the Mixture of Normals of Saving Rate Using Gibbs Algorithm)

  • 윤종인
    • 디지털융복합연구
    • /
    • 제13권10호
    • /
    • pp.219-224
    • /
    • 2015
  • 본 연구는 우리나라 가계저축률의 정규분포혼합을 추정한다. 2014년 마이크로데이터인 MDSS를 이용하였고 추정방법으로는 깁스알고리즘을 이용하였다. 실증분석결과의 주요내용은 다음과 같다. 첫째, 정규분포혼합을 추정하기 위한 방법으로 깁스알고리즘은 잘 작동하였다. 즉 주요 모수추정치는 모두 정상적 분포를 갖는 것으로 나타났다. 둘째 저축률 자료는 적어도 2개의 성분, 즉 저축률이 평균 0%인 성분과 평균 29.4%인 성분으로 이루어져 있는 것으로 보인다. 즉 우리나라의 가계는 고저축률 집단과 저저축률 집단으로 나누어질 수 있다는 뜻이다. 셋째 정규분포혼합모형 자체는 어떤 가계가 첫째 성분 또는 둘째 성분에 속하는가를 설명할 수 없다. 이에 본 연구는 추가적인 분석을 수행하였지만 소득수준과 가구주 연령은 이에 대한 설명력을 지니지 못하는 것으로 판단된다.

Estimation of Maximal Tolerated Dose in Sequential Phase I Clinical Trials

  • Park, In-Hye;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
    • /
    • 제6권2호
    • /
    • pp.543-564
    • /
    • 1999
  • The principal aim of a sequential phase I clinical trial in which the toxicity reponses of a group of patient(s) determine the dose level of the next patient(s) group is to estimate the maximal tolerated dose(MTD) of a new drug, In this paper we compared with a simulation study the performance of the MTD estimates that are determined by a stopping rule in a design and also those that are determined by analyzing the data after a clinical trial is terminated. To the latter belong the mean median mode and maximum likelihood estimates. For the Standard Methods the stopping rule MTD is quite inefficient but the median MTD has a best efficiency and is robust with respect to the three different toxicity curves. The problem of non-convergence of MLE MTD is severe. A more improved MTD estimate is produced by combining the advantages of the various MTD estimates and its efficiency is better than the single median MTD estimate especially for the toxicity curve of an unlucky choice of dose levels. The simulation results suggest that simple types of phase I designs can be combined with relatively standard analytic techniques to provide a more efficient MTD estimate.

  • PDF

서울 강북구 지역 당뇨병위험군과 대조군의 영양상태 비교 (The Nutritional Status of a Diabetes Mellitus Risk Group and a Control Group in Kangbukgu)

  • 김명희;문현경
    • 대한지역사회영양학회지
    • /
    • 제7권2호
    • /
    • pp.219-231
    • /
    • 2002
  • The purpose of this study was to collect basic data on the prevention of and education about diabetes mellitus for the nutritional management of a diabetes mellitus risk group. The study which took place in Kangbukgu, Seoul, involved a diabetes mellitus risk group (DMR $\geq$ 110 mg/dL, 61), of males and females, aged 36 to 68 years, and a group of healthy people as a control group ( < 110 mg/dL, 183), using luting blood sugar (FBS) levels. The proportion of people in the abnormal range was higher in the DMR than that of control group for total cholesterol, high-density lipoproteins-cholesterol (HDL-C), total protein, glutamic oxaloacetic transaminase (GOT), glutamic pyruvic transaminase (GPT) and creatinine. Particularly with respect to serum protein the proportion in the DMR in abnormal range (p < 0.05) was significantly higher than that of the control group. The proportion in the DMR with a family history of disease was significantly higher than that of the control group (p < 0.01). Using body mass index (BMI), waist-hip ratio (WHR) and relative body weight (RBW), the obesity indices in the DMR was higher than that of the control group. Comparing the DMR and the control group with respect to dietary habits, it seems that the DMR had more undesirable dietary habits than the control group. When the intake of each nutrient for the DMR and the control group was compared to the Korean recommended dietary allowances (RDA), the proportion of excess intake and deficient intake in the DMR was higher than that of the control group. The DMR showed a greater undesirable dietary intake pattern as compared to that of the control group, based on the RDA. With respect to the dietary diversity score (DDS) and the mean adequacy ratio (MAR) for quality estimation of the overall flood intake, the DMR showed a feater undesirable pattern than the control group. According to the above results, the DMR tended to have more undesirable eating habits when compared to the control group. Therefore, to provide a more efficient nutritional education program for the DMR we must conduct lurker studies on eating habits, so as to provide systematic nutritional management based on theme differences between the DMR and the control group.

전리층 TEC를 이용한 GPS 수신기와 위성의 DCB 추정 (GPS Receiver and Satellite DCB Estimation using Ionospheric TEC)

  • 최병규;조성기;이상정
    • Journal of Astronomy and Space Sciences
    • /
    • 제26권2호
    • /
    • pp.221-228
    • /
    • 2009
  • 한반도 상공의 전리층 총전자수(TEC, Total Electron Content)를 추정하는 방법을 통해 GPS 수신기와 위성의 코드 바이어스(DCB, Differential Code Bias)를 함께 추정하였다. 한국천문연구원에서 운영하고 있는 GPS 기준국망 데이터를 사용하였으며, 가중치 최소자승법을 이용하여 매 1시간 간격으로 DCB를 산출하였다. 총 3일간의 데이터를 처리한 결과 9개 GPS 수신기의 DCB는 ${\pm}2m$ 이내에서 변화하는 것으로 나타났으며, 3일 동안 크게 변하지 않았다. 또한 일일 평균값으로 산출된 위성의 DCB는 최대 약 4.09ns(nano-second), 최소 약 -6.28ns를 갖는 것으로 나타났다. 그리고 산출된 DCB를 전리층 총전자수 산출에 적용한 결과, 적용 전에 비해 특정시점에서 최대 약 9TECU 이상의 총전자수 변화가 검출됨을 확인 할 수 있었다.

Day-of-the-Week Effect of Exchange Rate in Developing Countries

  • ANWAR, Cep Jandi;OKOT, Nicholas;SUHENDRA, Indra
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제8권2호
    • /
    • pp.15-23
    • /
    • 2021
  • This study investigates the presence of the day-of-the-week anomaly in exchange rate for 30 developing countries with free floating exchange rate regimes using daily data from January 2, 2011 to December 31, 2019. First, we apply the GARCH panel to estimate the intraday effect for all the sampled countries. Second, we run poolability test to check whether the coefficients of the GARCH panel are the same for all countries sampled. The result of poolability test rejects the homogeneity assumption. This implies that our sample countries contain heterogeneity. Third, we apply mean-group estimation by averaging the coefficients for all individual GARCH estimations. Fourth, we divided our sample of developing countries into three groups based on capital restriction index for the reason that the effect of monetary policy on the exchange rate depends on the degree of capital account liberalization. The empirical evidence for the return equation suggests that Mondays are connected with lower volatility whereas Thursdays experiences higher return compared to Tuesdays. The lowest estimated coefficient for full sample, group 1 and group 2, is Friday, but for group 2 is Thursday. We find similar result for the volatility equations, which show that Monday returns are lower compared to Tuesday.

주파수 선택적 채널에서의 OFDM 시스템을 위한 PSAM 채널 추정 기법의 성능 개선 (Performance Improvement of PSAM Channel Estimation Method for OFDM Systems over Frequency-Selective Channel)

  • 김영수;배정국
    • 한국전자파학회논문지
    • /
    • 제23권2호
    • /
    • pp.235-243
    • /
    • 2012
  • 본 논문에서는 주파수 선택적 채널 환경의 OFDM 시스템에서 파일럿 심볼을 이용한 채널 추정 기법인 pilot Symbol Assisted Modulation(PSAM) 채널 추정 성능을 개선하는 방법을 제안한다. OFDM시스템에서는 채널 추정에 쓰이는 파일럿의 밀도가 적을수록 시스템의 유효 데이터량과 전력 효율이 증가되는 장점이 있다. 이를 위해 송신단에서는 채널 추정에 사용되는 파일럿의 수를 적게 사용하는 것이 좋다. 본 논문에서의 수신단에서는 인접한 파일럿 중간에 위치한 채널값이 먼저 추정된 후, 기존의 파일럿 값과 추정된 중간값을 사용하여 나머지 채널값을 추정한다. 그 후 채널의 최대 응답 길이를 고려하여 설계된 보호 구간의 길이를 이용하여 추정된 채널값의 오차를 줄여준다. 제안된 채널 추정 기법의 평균 제곱 오차(MSE) 성능은 기존의 PSAM 채널 추정 방법에 비해 신호대 잡음비 면에서 약 2 dB 정도의 개선 효과를 보여주었다.

사회복지시설과 자택거주 저소득층 노인의 영양섭취상태와 식사의 질 평가 (Nutritional Status and Dietary Quality in the Low-income Elderly Residing at Home or in Health Care Facilities)

  • 곽경순;배윤정;김미현
    • 대한영양사협회학술지
    • /
    • 제14권4호
    • /
    • pp.337-350
    • /
    • 2008
  • The principal objective of this study was to assess the nutritional status and dietary quality in low-income elderly individuals residing at home (LH) or in health care facilities (LHCF) with dietitian. This study was conducted via anthropometric measurements, questionnaire interviews, and dietary surveys using a 24 hr recall method with 120 low-income elderly individuals (LHCF=46, LH=74). The average ages of the LH and LHCF group were 76.3 years and 78.6 years, respectively. The LH group evidenced a significantly higher frequency of skipping meals than the LHCF group. The average energy intakes of the LHCF and LH group were 1921.0 kcal and 1443.9 kcal, with a significant difference (p<0.001). Most of the nutrient intake and intake rates for recommended intake were significantly higher among the LHCF group as compared with the LH group. The LHCF group showed significantly higher values for the nutrient adequacy ratio (NAR), the mean adequacy ratio (MAR), nutrient density (ND), and the index of nutritional quality (INQ) by dietary qualitative estimation than in the LH group. The Korean diet diversity scores (KDDS) were 3.66 for LH group and 4.93 for the LHCF group, thus were significantly higher in the LHCF group than in the LH group. The results of the present study demonstrate that the LH group appeared to experience more dietary problems than the LHCF group. It was suggested that nutritional education is needed for low-income elderly individuals living at home, in order for them to learn proper dietary management. This can be achieved via educational programs in social welfare institutions, incentives toward employment as a dietitian, and implementation of community-based support.

  • PDF