• Title/Summary/Keyword: Overdispersion

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A Study on the Evaluation of Economic Value of the Gulf of Mexico Recreational Red Grouper Fishery (여행비용모형 분석을 통한 유어(遊漁)활동의 경제적 가치 추정 -미국 멕시코만 Red Grouper 유어부문을 대상으로 -)

  • Kim, Do-Hoon
    • The Journal of Fisheries Business Administration
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    • v.36 no.2 s.68
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    • pp.121-134
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    • 2005
  • In order to evaluate the effectiveness of management measures and to provide policy suggestions for the allocation of total allowable catch between recreational and commercial sectors, the economic value of red grouper recreational fishery in the United States Gulf of Mexico was estimated using a Travel Cost Method(TCM), Due to the characteristic of count data, a Poisson model(PM) and a Negative binomial model(NBM) were used in the TCM. Results of models showed that the NBM was statistically more suitable than the PM since the overdispersion problem occurred in the PM. Results also indicated all signs of the estimated parameters were as expected and were significant, except for a Boat parameter in both models. Based on the results of NBM, the total economic value of the recreational red grouper fishery was estimated to be $\$698.6$ and the value per trip was $\$179.5$. In addition, the total changes in expected consumer surplus due to changes in catch rates was $ \$42.3$.

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Stochastic precipitation modeling based on Korean historical data

  • Kim, Yongku;Kim, Hyeonjeong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1309-1317
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    • 2012
  • Stochastic weather generators are commonly used to simulate time series of daily weather, especially precipitation amount. Recently, a generalized linear model (GLM) has been proposed as a convenient approach to fitting these weather generators. In this paper, a stochastic weather generator is considered to model the time series of daily precipitation at Seoul in South Korea. As a covariate, global temperature is introduced to relate long-term temporal scale predictor to short-term temporal predictands. One of the limitations of stochastic weather generators is a marked tendency to underestimate the observed interannual variance of monthly, seasonal, or annual total precipitation. To reduce this phenomenon, we incorporate time series of seasonal total precipitation in the GLM weather generator as covariates. It is veri ed that the addition of these covariates does not distort the performance of the weather generator in other respects.

A mixed-effects model for overdispersed binomial data (초과변동의 이항자료에 대한 혼합효과 모형)

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.199-205
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    • 1999
  • This paper discusses the generalized mixed-effects model for the analysis of overdispersed binomial data. Sometimes certain types of sampling designs or genetic characters of experimental units can be regarded as factors of extra binomial variation. For such cases, this paper suggests models with one or two random effects to explain overdispersion caused by those affecting factors and shows how to test for a model adequacy based on deviance.

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Developing the Traffic Accident Severity Models by Accident Type (사고유형에 따른 교통사고 심각도 모형 개발)

  • Kim, Kyung-Hwan;Park, Byung-Ho
    • Journal of the Korean Society of Safety
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    • v.26 no.6
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    • pp.118-123
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    • 2011
  • This study deals with the traffic accidents of the arterial link sections. The purpose is to comparatively analyze the characteristics and models by accident type using the data of 24 arterial links in Cheongju. In pursuing the above, this study gives particular emphasis to modeling such the accidents as the side-right-angle collision, rear-end collision and side-swipe collision. The main results are the followings. First, six accident models are developed, which are all analyzed to be statistically significant. Second, the models are comparatively evaluated using the common and specific variables by accident type.

Estimating the Economic Value of Recreational Fishing in the Jeonnam Marine Ranching Area (여행비용모형을 이용한 전남 바다목장 해역 유어활동의 경제적 가치 추정)

  • Seo, Ju-Nam;Kim, Do-Hoon;Kang, Sung-Kyung
    • The Journal of Fisheries Business Administration
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    • v.43 no.2
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    • pp.41-49
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    • 2012
  • This study aimed to estimate the economic value of the recreational fishing in the Jeonnam marine ranching area as a part of the total socioeconomic evaluation of the Jeonnam marine ranching program. A travel cost method was applied to the estimation of economic value of the recreational fishing in the Jeonnam marine ranching area and input variables included annual fishing trip days, average travel cost per trip, average catch amount, monthly income, marriage, age, and personal perception on the marine ranching program. In the analysis, due to its characteristic of count data, both poisson model and negative binomial model were used. Model results indicated that a negative binomial model was statistically more suitable than the poisson model as the overdispersion problem occurred in the poisson model. All signs of the estimated parameters were estimated as previous studies showed. Based on the results, the economic value per trip of the recreational fishing in the Jeonnam marine ranching area was estimated to be 145,000 won and the annual total economic value of the recreational fishing in the Jeonnam marine ranching area was analyzed to be 2,514,000 won. In addition, the change of total value by catch rate showed that the economic value could be increased by 180,900 won as the catch increased by one kilogram.

Bivariate Zero-Inflated Negative Binomial Regression Model with Heterogeneous Dispersions (서로 다른 산포를 허용하는 이변량 영과잉 음이항 회귀모형)

  • Kim, Dong-Seok;Jeong, Seul-Gi;Lee, Dong-Hee
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.571-579
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    • 2011
  • We propose a new bivariate zero-inflated negative binomial regression model to allow heterogeneous dispersions. To show the performance of our proposed model, Health Care data in Deb and Trivedi (1997) are used to compare it with the other bivariate zero-inflated negative binomial model proposed by Wang (2003) that has a common dispersion between the two response variables. This empirical study shows better results from the views of log-likelihood and AIC.

A Bayesian cure rate model with dispersion induced by discrete frailty

  • Cancho, Vicente G.;Zavaleta, Katherine E.C.;Macera, Marcia A.C.;Suzuki, Adriano K.;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.471-488
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    • 2018
  • In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

Fitting Distribution of Accident Frequency of Freeway Horizontal Curve Sections & Development of Negative Binomial Regression Models (고속도로 평면선형상 사고빈도분포 추정을 통한 음이항회귀모형 개발 (기하구조요인을 중심으로))

  • 강민욱;도철웅;손봉수
    • Journal of Korean Society of Transportation
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    • v.20 no.7
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    • pp.197-204
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    • 2002
  • 교통사고예측 및 예방을 위해서는 실제적으로 도로설계과정에서 제어가 가능한 도로 기하구조요소에 대한 사고관계를 파악함이 타당하다. 즉, 도로의 설계자는 도로건설에 앞서 기하구조요소와 사고와의 관계를 현장자료를 통해 정확히 밝혀 도로설계에 반영해야 한다. 이를 위해, 교통사고의 빈도분포를 박히는 것은 가장 기본이 되는 일이며, 교통사고 예측모형개발에 선행되어야 한다. 일반적으로 교통사고건수의 경우 분산이 평균보다 큰 과분산(overdispersion)의 특징을 가지고 있어 음이항 분포를 따른다고 알려져 있다. 따라서 본 논문은 사고모형의 개발에 앞서, 사고발생지점에 대한 도로설계요소와 기타 잠재적인 사고발생 관련요인이 비교적 잘 파악되어있는 호남고속도로를 중심으로 평면 선형상 곡선부에 대하여 교통사고의 분포를 적합도 검정을 통해 알아보고자 하였다. 사고자료는 한국도로송사의 호남고속도로 5년(1996∼2000)간 자료를 분석에 맞게 정리하였으며, 강민욱과 송봉수(2002)에서 제시한 평면선형에 있어서의 구간분할법을 이용하여 배향곡선구간과 단일곡선구간에 대한 사고분석을 하였다. 적합도 분석결과, 예상대로 음이항분포가 사고건수를 설명하기에 가장 적합한 확률분포로 제시되었으며, 이를 통해 최우추정법을 이용한 음이항회귀모형을 개발하였다. 구간분할법을 적용한 음이항회귀모형의 경우, 기존의 확률회귀토형에 비하여 높은 결정계수를 갖았으며, 모형에서 적용된 기하구조요소로는 차량 노출계수, 곡선반경, 단위거리 당 편경사변화값 등이다.

A Study of Consistency in Estimating the Number of Vacant Jobs Using the Labor Force Survey at Establishments (사업체노동력조사를 활용한 빈 일자리 수 추정에 대한 정합성 연구)

  • Park, Seung-Hwan
    • Asia-Pacific Journal of Business
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    • v.13 no.3
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    • pp.329-341
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    • 2022
  • Purpose - The purpose of this study was to investigate consistency in estimating the number of vacant jobs using the two business labor force survey with two different time points of survey. Design/methodology/approach - We studied the cause of the differences in estimating the number of vacant jobs between the monthly sample and the new sample in business labor force survey. Findings - To summarize our findings, As the size of the company increases, the number of vacant jobs in the company also increases, and the probability that the number of vacant jobs in the company is zero decreases. The monthly sample was assessed to have a higher likelihood that the number of vacant jobs in the company was zero and the number of vacant jobs was considerable compared to the local sample. Research implications or Originality - Because local survey sample companies tend to minimize the number of vacant jobs even when they reply under the same conditions, the estimation result of the number of vacant jobs in the current monthly survey differs significantly from the estimation result of the local survey. Divergent "degrees of knowledge of question items," survey methodologies, or investigators could be the causes of the various response trends.

Estimating the Economic Value of the Songieong Beach Using A Count Data Model: - Off-season Estimating Value of the Beach - (가산자료모형을 이용한 송정 해수욕장의 경제적 가치추정: - 비수기 해수욕장의 가치추정 -)

  • Heo, Yun-Jeong;Lee, Seung-Lae
    • The Journal of Fisheries Business Administration
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    • v.38 no.2
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    • pp.79-101
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    • 2007
  • The purpose of this study is to estimate the economic value of the Songieong Beach in Off-season, using a Individual Travel Cost Model(ITCM). Songieong Beach is located in Busan but far away from city. These days, however, the increased rate of traffic inflow to the Songieong beach and the five-day working week are reflected in the trend analysis. Moreover, people have changed psychological value. For that reason, visitors are on the increase on the beach in off-season. The ITCM is applied to estimate non-market value or environmental Good like a Contingent Valuation Method and Hedonic Price Model etc. The ITCM was derived from the Count Data Model(i.e. Poisson and Negative Binomial model). So this paper compares Poisson and negative binomial count data models to measure the tourism demands. The data for the study were collected from the Songjeong Beach on visitors over the a week from November 1 through November 23, 2006. Interviewers were instructed to interview only individuals. So the sample was taken in 113. A dependent variable that is defined on the non-negative integers and subject to sampling truncation is the result of a truncated count data process. This paper analyzes the effects of determinants on visitors' demand for exhibition using a class of maximum-likelihood regression estimators for count data from truncated samples, The count data and truncated models are used primarily to explain non-negative integer and truncation properties of tourist trips as suggested by the economic valuation literature. The results suggest that the truncated negative binomial model is improved overdispersion problem and more preferred than the other models in the study. This paper is not the same as the others. One thing is that Estimating Value of the Beach in off-season. The other thing is this study emphasizes in particular 'travel cost' that is not only monetary cost but also including opportunity cost of 'travel time'. According to the truncated negative binomial model, estimates the Consumer Surplus(CS) values per trip of about 199,754 Korean won and the total economic value was estimated to be 1,288,680 Korean won.

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