• 제목/요약/키워드: Panel regression model

검색결과 390건 처리시간 0.03초

장애모수가 존재하는 불균형 패널회귀모형에서의 검정법 (Test in Unbalanced Panel Regression Model with Nuisance Parameter)

  • 이재원;정병철;송석헌
    • 응용통계연구
    • /
    • 제17권3호
    • /
    • pp.547-556
    • /
    • 2004
  • 본 논문에서는 불균형 패널회귀모형에서 장애모수가 존재하는 경우 오차성분의 존재유무를 검정하기 위하여 Lagrange Multiplier 검정통계량을 제안하였다 이러한 LM통계량은 그룹변환에 대한 불변성의 성질을 이용하여 유도된 통계량으로 모의실험 결과, 제안된 LM검정은 명목유의수준을 잘 유지하고 있는 것으로 나타났으며 LR검정에 비하여 검정력에 있어서도 높게 나타났다.

고흥·완도 해수표층온도 상승이 미역 단수에 미치는 영향 (The Impacts of Seawater Surface Temperature Rising on Sea Mustard Yields of Goheung and Wando Coast in Korea)

  • 조재환;서정민;이남수;하현정
    • 한국환경과학회지
    • /
    • 제27권3호
    • /
    • pp.147-154
    • /
    • 2018
  • The purpose of this article is analyzing the impacts of seawater surface temperature rise on sea mustard yields of Goheung and Wando coast in Korea, with employing a panel data regression model. Our results show that there has been a negative impacts on sea mustard yields as seawater surface temperature continuously has been rising. Especially if the upward trend in seawater surface temperature since 2005 will be maintained in future, sea mustard yield is expected to decrease by 2.6% per year.

공간적 상관성을 고려한 민수용 도시가스 수요결정 요인 분석 (Analysis of Determinants of Civilian City Gas Demand Considering Spatial Correlation)

  • 박은비;원두환
    • 자원ㆍ환경경제연구
    • /
    • 제33권1호
    • /
    • pp.59-86
    • /
    • 2024
  • 최근 도시가스 수요에 관한 연구는 광역별, 지역별로 각 지역 특성을 반영하여 미시적 관점에서 접근하는 경향이 확대되는 추세이다. 이때 인접지역이 가지는 사회구조의 유사성과 공급 인프라의 밀집성은 지역 간 미시적인 관계를 가지는 군집성과 공간적 상관성을 유도한다. 이에 민수용 도시가스 수요에 대해 34개 도시가스사의 관할지역을 기준으로 총 54개의 지역으로 구분한 후 공간 상관성을 분석한 결과 전역적, 국지적 관점에서 양의 공간적 상관성이 있음을 확인할 수 있었다. 본 연구에서는 2014년 1월부터 2022년 12월까지 54개 지역에 대한 민수용 도시가스 수요를 패널데이터로 구성하여 공간패널회귀분석과 일반 패널회귀분석을 비교하였으며, 오차에 공간적 효과가 존재하는 공간오차모형(SEM)이 가장 적합한 모형임을 도출할 수 있었다. 이는 한 지역의 민수용 도시가스 수요가 인접지역과 유의한 관계가 있음을 확인함으로써 정책적, 실무적 시사점을 제시한다.

기상요소가 식량작물 생산량에 미치는 영향: 패널자료를 활용한 회귀분석 (Effects of Meteorological Elements in the Production of Food Crops: Focused on Regression Analysis using Panel Data)

  • 이중우;장영재;고광근;박종길
    • 한국환경과학회지
    • /
    • 제22권9호
    • /
    • pp.1171-1180
    • /
    • 2013
  • Recent climate change has led to fluctuations in agricultural production, and as a result national food supply has become an important strategic factor in economic policy. As such, in this study, panel data was collected to analyze the effects of seven meteorological elements and using the Lagrange multipliers method, the fixed-effects model for the production of five types of food crop and the seven meteorological elements were analyzed. Results showed that the key factors effecting increases in production of rice grains were average temperature, average relative humidity and average ground surface temperature, while wheat and barley were found to have positive correlations with average temperature and average humidity. The implications of this study are as follow. First, it was confirmed that the meteorological elements have profound effects on the production of food crops. Second, when compared to existing studies, the study was not limited to one food crop but encompassed all five types, and went beyond other studies that were limited to temperature and rainfall to include various meterological elements.

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

  • 채동우;이문범;정군오
    • Journal of Information Technology Applications and Management
    • /
    • 제27권6호
    • /
    • pp.153-170
    • /
    • 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.

Effects of Human Capital and Innovation on Economic Growth in Selected ASEAN Countries: Evidence from Panel Regression Approach

  • CHE SULAIMAN, Nor Fatimah;SAPUTRA, Jumadil;MUHAMAD, Suriyani
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제8권7호
    • /
    • pp.43-54
    • /
    • 2021
  • Human capital and innovation capacities are essential elements and one of the sustainable approaches to driving economic growth. However, there is debate among scholars concerning these two factors in fostering economic growth. This study investigates the relationships between human capital and innovation capacity and economic growth in selected ASEAN countries, namely, Malaysia, Thailand, and Indonesia. Economists widely discussed the interrelation of human capital and innovation. A large body of literature stated that human capital is an essential factor and engine of economic growth. Innovation has become key in transforming the economic development of developing countries. We analyze human capital (HC) and innovation capacity (INC) using static panel data analysis. The data analysis shows that the fixed-effect model is the best model in this study. Further, human capital (HC) has a significant positive relationship with economic growth. Meanwhile, innovation capacity has no significant relationship with economic growth. We also found that Malaysia's coefficient of human capital and innovation capacity is higher and more efficient than in Thailand and Indonesia. In conclusion, human capital and innovation capacity are crucial elements for measuring economic growth. Skilled human capital contributes significantly to the economic growth and economic development of a nation.

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

  • 김준용;나희;박병호
    • 한국안전학회지
    • /
    • 제27권3호
    • /
    • pp.141-146
    • /
    • 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.

빅 데이터를 활용한 대학의 지역·권역별 학과의 미충원 파급구조 연구: 패널회귀모형과 토빗회귀모형의 응용을 중심으로 (A Study on the Dissemination Structure of Unfilled Positions in Universities Across the Country using Big Data: Using Panel and Tobit Regression Model)

  • 채동우;정군오
    • Journal of Information Technology Applications and Management
    • /
    • 제30권1호
    • /
    • pp.33-52
    • /
    • 2023
  • This study observes the difference in the actual regional ripple effect of the decrease in admission resources due to the decrease in school age population, which has been weak in empirical studies, and how much the decrease in competition rate by department nationwide provides a significant shock to the decrease in enrollment rate in the population unit. An empirical quantitative analysis was attempted. As a result of applying the panel-tobit regression model, a clear gap was confirmed in the decrease in the registration rate due to the decrease in the competition rate both nationally and in the provinces, and in particular, a highly significant relationship was derived with the decrease in the recruitment rate. In particular, the sensitivity of the risk of unrecruitment due to a decrease in competition rate was the highest in the Jeolla region (0.499), followed by the Gangwon region (0.475) and the Gyeongsang region (0.471), and the metropolitan region (0.158) was confirmed to be the most stable. This suggests that the gap in insufficient funding has gradually widened by region over the past 10 years, and that the shock wave becomes more pronounced in the provinces farther away from the metropolitan area. Based on this study, if we deviate from the standardized application of university development policies for the metropolitan area and regional universities, and present a customized higher education strategy for each region, it will be an opportunity to prevent local extinction due to a decrease in the school-age population and achieve coexistence with higher education institutions and regions at the same time.

지역 간 인구이동, 경지면적, 외국인 근로자의 관계 분석 (Interrelationship Between Regional Population Migration, Crop Area, and Foreign Workers)

  • 조서진;윤희연
    • 지역연구
    • /
    • 제40권2호
    • /
    • pp.21-38
    • /
    • 2024
  • 지역 인구와 경지면적 간의 상호작용을 이해하는 것은 지역 경제 활성화와 농업의 지속가능성 향상을 위해 중요하다. 기존의 연구들은 지역의 인구이동이나 경지면적 변화 각각의 주제에 중점을 두었으며, 이들의 상호작용에 관한 연구는 미흡했다. 또한, 새로운 노동 공급원인 외국인 근로자의 증가를 대상으로 한 지역 단위의 정량적 연구도 부족했다. 이에 본 연구에서는 지역의 인구 변화, 경지면적, 그리고 외국인 근로자 수 변화의 상호작용을 패널 자기 상관 모형(Panel Vector Auto Regression Model)을 활용하여 분석하였다. 분석 결과, 지역의 인구유입률과 경지면적은 서로에게 부정적인 영향을 발생시키지만, 농업부문의 외국인 근로자 증가는 경지면적을 증가시키는 것으로 나타났다. 또한, 밭 면적의 증가는 외국인 근로자를 증가시키는 것으로 나타났다. 이러한 결과는 지역의 인구감소와 경지면적 감소 현상이 상호영향을 미치고 있으며 외국인 근로자의 유입이 농촌지역의 구조적 문제해결에 긍정적인 영향을 미칠 가능성이 있음을 시사한다.

Wage Determinants Analysis by Quantile Regression Tree

  • Chang, Young-Jae
    • Communications for Statistical Applications and Methods
    • /
    • 제19권2호
    • /
    • pp.293-301
    • /
    • 2012
  • Quantile regression proposed by Koenker and Bassett (1978) is a statistical technique that estimates conditional quantiles. The advantage of using quantile regression is the robustness in response to large outliers compared to ordinary least squares(OLS) regression. A regression tree approach has been applied to OLS problems to fit flexible models. Loh (2002) proposed the GUIDE algorithm that has a negligible selection bias and relatively low computational cost. Quantile regression can be regarded as an analogue of OLS, therefore it can also be applied to GUIDE regression tree method. Chaudhuri and Loh (2002) proposed a nonparametric quantile regression method that blends key features of piecewise polynomial quantile regression and tree-structured regression based on adaptive recursive partitioning. Lee and Lee (2006) investigated wage determinants in the Korean labor market using the Korean Labor and Income Panel Study(KLIPS). Following Lee and Lee, we fit three kinds of quantile regression tree models to KLIPS data with respect to the quantiles, 0.05, 0.2, 0.5, 0.8, and 0.95. Among the three models, multiple linear piecewise quantile regression model forms the shortest tree structure, while the piecewise constant quantile regression model has a deeper tree structure with more terminal nodes in general. Age, gender, marriage status, and education seem to be the determinants of the wage level throughout the quantiles; in addition, education experience appears as the important determinant of the wage level in the highly paid group.