• Title/Summary/Keyword: Panel Data Regression

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Discrete-time Survival Analysis of Risk Factors for Early Menarche in Korean Schoolgirls

  • Yong Jin Gil;Jong Hyun Park;Joohon Sung
    • Journal of Preventive Medicine and Public Health
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    • v.56 no.1
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    • pp.59-66
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    • 2023
  • Objectives: The aim of this study was to evaluate the effect of body weight status and sleep duration on the discrete-time hazard of menarche in Korean schoolgirls using multiple-point prospective panel data. Methods: The study included 914 girls in the 2010 Korean Children and Youth Panel Study who were in the elementary first-grader panel from 2010 until 2016. We used a Gompertz regression model to estimate the effects of weight status based on age-specific and sex-specific body mass index (BMI) percentile and sleep duration on an early schoolchild's conditional probability of menarche during a given time interval using general health condition and annual household income as covariates. Results: Gompertz regression of time to menarche data collected from the Korean Children and Youth Panel Study 2010 suggested that being overweight or sleeping less than the recommended duration was related to an increased hazard of menarche compared to being average weight and sleeping 9 hours to 11 hours, by 1.63 times and 1.38 times, respectively, while other covariates were fixed. In contrast, being underweight was associated with a 66% lower discrete-time hazard of menarche. Conclusions: Weight status based on BMI percentiles and sleep duration in the early school years affect the hazard of menarche.

Development and Policy of Proper Management Estimation of Domestic Service Industry in Comparison with OECD Countries for Advancement of Korean Service Industry

  • Suh, Geun-Ha;Yoon, Sung-Wook
    • Journal of Distribution Science
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    • v.12 no.11
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    • pp.25-34
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    • 2014
  • Purpose - Considering that the governments' official statistics on the optimum scale of the domestic service industry will be crucial in future, this study's results will be used as an important benchmark to develop and verify the parameters in the government's official statistics. Research design, data, and methodology - To identify the appropriate scale of Korea's service industry and its adequacy, I have determined them through estimation using a regression method involving panel data analysis on the panel data of 30 OECD countries. Results - The regression coefficient provided indications of being non-linear. This means that a U-shaped curve relationship exists-that is, the level of the economic growth leverage decreases along with the service industry's growth up to the level of 70.9% in terms of the Korean service industry's adequacy; it increases along with the service industry's growth at a level higher than 70.9%. Conclusions - While the current proportion of the size of the service industry among all industries in Korea stands at 50.7%, its proper proportion estimated by a regression analysis was 70.9%.

Traffic Accident Analysis of Link Sections Using Panel Data in the Case of Cheongju Arterial Roads (패널자료를 이용한 가로구간 교통사고분석 - 청주시 간선도로를 사례로 -)

  • Kim, Jun-Young;Na, Hee;Park, Byung-Ho
    • Journal of the Korean Society of Safety
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    • v.27 no.3
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    • pp.141-146
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    • 2012
  • This study deals with the accident model using panel data which are composed of time series data of 2005 through 2007 and cross sectional data of link sections in Cheongju. Panel data are repeatedly collected over time from the same sample. The purpose of the study is to develop the traffic accident model using the above panel data. In pursuing the above, this study gives particular attentions to deriving the optimal models among various models including TSCSREG (Time Series Cross Section Regression). The main results are as follows. First, 8 panel data models which explained the various effects of accidents were developed. Second, $R^2$ values of fixed effect models were analyzed to be higher than those of random effect models. Finally, such the variables as the sum of the number of crosswalk on intersections and sum of the number of intersections were analyzed to be positive to the accidents.

A Study on the Relationship between FDI Outflows and Export from Korea to India (한국의 대인도 FDI와 수출의 상관관계 연구)

  • Shin-Jou Kim
    • Korea Trade Review
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    • v.47 no.6
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    • pp.173-187
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    • 2022
  • Since the economic reform 1991, Indian has been implementing policies to promote trade and foreign direct investment (FDI). In particular, since the inauguration of the Modi government in 2014, India has created an economic environment in which more FDI can be launched and more jobs created in manufacturing sector. This study aims to analyze between FDI outflows and export from Korea to India. Using the quarter data from 2000 to 2021, this study examines panel regression. From the panel regression result, Korea's FDI outflows to India has a significantly positive impact on the Korea's export into India. Therefore, the relationship between FDI outflows and export from Korea to India is complementary. It is due that Korea's companies invest into India directly for the purpose of construction of production factors, and export capital goods and intermediate goods for producing in the factors. Therefore, for promoting FDI and export between Korea and India, Korean government should do continuous economic cooperation and discussion for the cooperation with Indian government.

An Analysis of the Determinants of Employment Productivity in Korean Transportation Industry Using Korea Labor and Income Panel Study (한국노동패널자료를 활용한 국내 운송업 고용생산성 결정요인 분석)

  • So, Ae-rim;Shin, Seung-sik
    • Journal of Korea Port Economic Association
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    • v.35 no.1
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    • pp.57-76
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    • 2019
  • This study deals with the determinants of employment productivity of transportation labor, who are the main agents of the transportation industry that has made significant contributions to our country's industrial development. The study selected the determinants of employment productivity using the Korea Labor and Income Panel Study data, and analyzed the effects of various factors using panel logistic regression, panel OLS model, and panel robust regression. The results were as follows. First, a more positive effect was shown when employees held a regular job, had a "high level of education", "joining the labor union" and "experiencing vocational training". Second, in the case of job security, having a "high level of education" and "joining the labor union" showed a more positive effect; further, job security was higher for employees who worked in a "big company" or were "married". Third, in the case of higher income productivity, higher values of "age", "academic ability" and "company size" had a more positive effect, whereas larger values of "education" and "health condition except job training" had a negative one. Fourth, in the case of job satisfaction, "female", "joining the labor union" and having a higher "income" or "job security" led to higher satisfaction and a better "health condition compared to an average person". Further, a higher "overall life satisfaction" and "economic level" led to lower job satisfaction. The analysis of the determinants of employment productivity of transportation business and seeking for improvement plan is expected to improve the employment productivity in the transportation business.

A computational note on maximum likelihood estimation in random effects panel probit model

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.315-323
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    • 2019
  • Panel data sets have recently been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Often a dichotomous dependent variable occur in survival analysis, biomedical and epidemiological studies that is analyzed by a generalized linear mixed effects model (GLMM). The most common estimation method for the binary panel data may be the maximum likelihood (ML). Many statistical packages provide ML estimates; however, the estimates are computed from numerically approximated likelihood function. For instance, R packages, pglm (Croissant, 2017) approximate the likelihood function by the Gauss-Hermite quadratures, while Rchoice (Sarrias, Journal of Statistical Software, 74, 1-31, 2016) use a Monte Carlo integration method for the approximation. As a result, it can be observed that different packages give different results because of different numerical computation methods. In this note, we discuss the pros and cons of numerical methods compared with the exact computation method.

Non-Response Imputation for Panel Data (패널자료의 무응답 대체법)

  • Pak, Gi-Deok;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.899-907
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    • 2010
  • Several non-response imputation methods are suggested, however, mainly cross-sectional imputations are studied and applied to this analysis. A simple and common imputation method for panel data is the cross-wave regression imputation or carry-over imputation as a special case of cross-wave regression imputation. This study suggests a multiple imputation method combined time series analysis and cross-sectional multiple imputation method. We compare this method and the cross-wave regression imputation method using MSE, MAE, and Bias. The 2008 monthly labor survey data is used for this study.

Fiscal Causal Hypotheses and Panel Cointegration Analysis for Sustainable Economic Growth in ASEAN

  • MARIMUTHU, Maran;KHAN, Hanana;BANGASH, Romana
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.2
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    • pp.99-109
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    • 2021
  • This study aims to examine the causal links between the fiscal components, i.e., government expenditures (GE) and government revenues (GR), and their impact on the economic growth of the Association of Southeast Asian Nations (ASEAN) region. This analysis considered secondary panel data from 1990 to 2019 at an annual frequency. The data is obtained from the Asian Development Bank (ADB) and World Bank Database. A panel cointegration and panel DH causality (Dumitrescu and Hurlin) approach was employed on financial data at an annual frequency from 1990 to 2019. The findings from panel unit root and panel cointegration tests demonstrate that, at first, all the variables are stationary and cointegrated. The panel ARDL disclosed that GE has a long-run connection with GDP, is significantly and positively associated with economic growth in the long run, whereas GR is significant in the short run. The contribution of GE is high in sustaining economic growth as compared to GR. Also, cointegration regression disclosed that GE is more sensitive toward GDP, while GR is less elastic. Lastly, the findings reveal that bidirectional causality exists between GE and GR variables. These results have policy implications for sustainable economic growth in the ASEAN region.

Comparisons of Imputation Methods for Wave Nonresponse in Panel Surveys (패널조사 웨이브 무응답의 대체방법 비교)

  • Kim, Kyu-Seong;Park, In-Ho
    • Survey Research
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    • v.11 no.1
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    • pp.1-18
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    • 2010
  • We compare various imputation methods for compensating wave nonresponse that are commonly adopted in many panel surveys. Unlike the cross-sectional survey, the panel survey is involved a time-effect in nonresponse in a sense that nonresponse may happen for some but not all waves. Thus, responses in neighboring waves can be used as powerful predictors for imputing wave nonresponse such as in longitudinal regression imputation, carry-over imputation, nearest neighborhood regression imputation and row-column imputation method. For comparison, we carry out a simulation study on a few income data from the Korean Welfare Panel Study based on two performance criteria: predictive accuracy and estimation accuracy. Our simulation shows that the ratio and row-column imputation methods are much more effective in terms of both criteria. Regression, longitudinal regression and carry-over imputation methods performed better in predictive accuracy, but less in estimation accuracy. On the other hand, nearest neighborhood, nearest neighbor regression and hot-deck imputation show higher performance in estimation accuracy but lower predictive accuracy. Finally, the mean imputation shows much lower performance in both criteria.

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Analysis of Factors for Private Universities Educational Restitution Rate using Data Mining : Focusing on the Panel Fixed Effect Model and Non-parametric Regression Estimation (데이터 마이닝을 활용한 사립대학 교육비 환원요인 분석 : 패널 고정효과모형과 비모수회귀추정을 중심으로)

  • Chae, Dong Woo;Lee, Mun-Bum;Jung, Kun-Oh
    • Journal of Information Technology Applications and Management
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    • v.27 no.6
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    • pp.153-170
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    • 2020
  • The Educational Restitution Rate is an important parameter that determines the quality of university education. This paper analyzed data from 148 private universities over the 10 years from 2009 to 2018 using data mining techniques in Korea. A significant causal relationship is detected in the fixed effect model as a result of the panel estimation. And the scale of faculty expansion and fund management, which are the university evaluation indicators, and the size of basic funds, respectively, have a positive effect on the ERR, which is within the confidence interval. In the analysis, the more private universities improve the tuition dependence rate, the more decisively positive affecting ERR. As a result of nonparametric regression estimation, when the faculty expansion ratio is reinforced, the effect of economies of scale is detected in some sections, the improvement of the tuition dependence rate, and the result value is generated through the improvement that results are derived at a certain point in time. We hope that the university based on this study can be a basic Indicators for the diagnosis of basic competencies and policy of student-centered education.