• Title/Summary/Keyword: Random-effect Model

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An Analysis of Factors Impacting Vietnam's Coffee Exports: An Approach from the Gravity Model

  • PHUNG, Quang Duy;NGUYEN, Tai Cong
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.8
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    • pp.1-6
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    • 2022
  • This paper uses the gravity model estimated by the random effect method to analyze the factors affecting Vietnam's coffee export turnover for the period 2007-2020 major markets according to statistics from the General Statistics Office and the General Department of Customs. Coffee export turnover was collected from the General Statistics Office, General Department of Customs, and Vietnam Cacao Coffee Association. The authors calculated the price of coffee based on output and export value from data on coffee export turnover; the authors calculated the economic gap based on population and Gross Domestic Product data (reference: geographic distance metrics on the website: http://www.distancefromto.net/countries.php) and other data was collected based on the databases of the Food and Agriculture Organization of the United Nations, the International Monetary Fund, and World Bank organizations. The results of the study show that from 2007 to 2020, the factors of Vietnam's export price of coffee, geographical distance, Gross Domestic Product of the importing country and Gross Domestic Product of Vietnam, the population of Vietnam, the economic gap between Vietnam and the importing country, the openness of the economy, all have an impact on Vietnam's coffee export turnover. Finally, some conclusions about the policy's impact are made based on the empirical results of the paper.

The Effect of Labor Unions on Job Training Programs (노동조합이 교육훈련에 미치는 영향)

  • Lee, Hee sun;Kwon, Da young;Choe, Chung
    • Journal of Labour Economics
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    • v.43 no.4
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    • pp.179-203
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    • 2020
  • This study aims to compare and analyze the impact of labor unions on job training programs using two different longitudinal data, Workplace Panel Survey (WPS) and Korean Labor and Inocme Panel Study (KLIPS). By applying the Correlated Random Effect (CRE) model to both individual-level and establishment-level data, we observe that labor unions increase the likelihood that establishments provide employees with job training programs and workers participate in the trainings. Our results shed light on the role of labor unions to increase the opportunities of job training programs for workers.

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Eigenvalue analysis of structures with flexible random connections

  • Matheu, E.E.;Suarez, L.E.
    • Structural Engineering and Mechanics
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    • v.4 no.3
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    • pp.277-301
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    • 1996
  • A finite element model of a beam element with flexible connections is used to investigate the effect of the randomness in the stiffness values on the modal properties of the structural system. The linear behavior of the connections is described by a set of random fixity factors. The element mass and stiffness matrices are function of these random parameters. The associated eigenvalue problem leads to eigenvalues and eigenvectors which are also random variables. A second order perturbation technique is used for the solution of this random eigenproblem. Closed form expressions for the 1st and 2nd order derivatives of the element matrices with respect to the fixity factors are presented. The mean and the variance of the eigenvalues and vibration modes are obtained in terms of these derivatives. Two numerical examples are presented and the results are validated with those obtained by a Monte-Carlo simulation. It is found that an almost linear statistical relation exists between the eigenproperties and the stiffness of the connections.

Estimation of Genetic Parameters for First Lactation Monthly Test-day Milk Yields using Random Regression Test Day Model in Karan Fries Cattle

  • Singh, Ajay;Singh, Avtar;Singh, Manvendra;Prakash, Ved;Ambhore, G.S.;Sahoo, S.K.;Dash, Soumya
    • Asian-Australasian Journal of Animal Sciences
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    • v.29 no.6
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    • pp.775-781
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    • 2016
  • A single trait linear mixed random regression test-day model was applied for the first time for analyzing the first lactation monthly test-day milk yield records in Karan Fries cattle. The test-day milk yield data was modeled using a random regression model (RRM) considering different order of Legendre polynomial for the additive genetic effect (4th order) and the permanent environmental effect (5th order). Data pertaining to 1,583 lactation records spread over a period of 30 years were recorded and analyzed in the study. The variance component, heritability and genetic correlations among test-day milk yields were estimated using RRM. RRM heritability estimates of test-day milk yield varied from 0.11 to 0.22 in different test-day records. The estimates of genetic correlations between different test-day milk yields ranged 0.01 (test-day 1 [TD-1] and TD-11) to 0.99 (TD-4 and TD-5). The magnitudes of genetic correlations between test-day milk yields decreased as the interval between test-days increased and adjacent test-day had higher correlations. Additive genetic and permanent environment variances were higher for test-day milk yields at both ends of lactation. The residual variance was observed to be lower than the permanent environment variance for all the test-day milk yields.

A Study on the Efficiency and Determinants of Static and Dynamic in Korean property casualty insurance Company (국내 손해보험회사의 효율성 및 결정요인에 대한 Static and Dynamic 분석)

  • Kim, Tae-Hyuk;Park, Chun-Gwang;Kim, Byeong-Chul
    • The Korean Journal of Financial Management
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    • v.25 no.4
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    • pp.183-212
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    • 2008
  • The purpose of this paper is to analyze the efficiency change and determinants of the korean non-life insurance companies. we use DEA (Data Envelopment Analysis) model to measure company efficiency change and use GLS, Tobit model, FIixed effect model, Random effect model, GMM to measure efficiency determinants. we utilize ten non-life insurance companies in korea and the panel data for five from 2001 to 2005. The empirical results show the following findings. First, technical efficiency shows that approximately 15.5% of inefficiency exists on the non-life insurance companies and it reveals that the cause for technical inefficiency is due to scale inefficiency. Second, Dea Window results show that the stable dissimilarity by standard deviation, LDP of CCR. Third, the results of efficiency determinants show that increase efficiency is depend on the premium income and real estates.

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Joint Modeling of Death Times and Number of Failures for Repairable Systems using a Shared Frailty Model (공유환경효과를 고려한 수리가능한 시스템의 수명과 고장회수의 결합모형 개발)

  • 박희창;이석훈
    • Journal of Korean Society for Quality Management
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    • v.26 no.4
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    • pp.111-123
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    • 1998
  • We consider the problem of modeling count data where the observation period is determined by the life time of the system under study. We assume random effects or a frailty model to allow for a possible association between the death times and the counts. We assume that, given a random effect or a frailty, the death times follow a Weibull distribution with a hazard rate. For the counts, given a frailty, a Poisson process is assumed with the intensity depending on time. A gamma distribution is assumed for the frailty model. Maximum likelihood estimators of the model parameters are obtained. A model for the time to death and the number of failures system received is constructed and consequences of the model are examined.

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Classification Model and Crime Occurrence City Forecasting Based on Random Forest Algorithm

  • KANG, Sea-Am;CHOI, Jeong-Hyun;KANG, Min-soo
    • Korean Journal of Artificial Intelligence
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    • v.10 no.1
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    • pp.21-25
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    • 2022
  • Korea has relatively less crime than other countries. However, the crime rate is steadily increasing. Many people think the crime rate is decreasing, but the crime arrest rate has increased. The goal is to check the relationship between CCTV and the crime rate as a way to lower the crime rate, and to identify the correlation between areas without CCTV and areas without CCTV. If you see a crime that can happen at any time, I think you should use a random forest algorithm. We also plan to use machine learning random forest algorithms to reduce the risk of overfitting, reduce the required training time, and verify high-level accuracy. The goal is to identify the relationship between CCTV and crime occurrence by creating a crime prevention algorithm using machine learning random forest techniques. Assuming that no crime occurs without CCTV, it compares the crime rate between the areas where the most crimes occur and the areas where there are no crimes, and predicts areas where there are many crimes. The impact of CCTV on crime prevention and arrest can be interpreted as a comprehensive effect in part, and the purpose isto identify areas and frequency of frequent crimes by comparing the time and time without CCTV.

Testing Independence in Contingency Tables with Clustered Data (집락자료의 분할표에서 독립성검정)

  • 정광모;이현영
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.337-346
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    • 2004
  • The Pearson chi-square goodness-of-fit test and the likelihood ratio tests are usually used for testing independence in two-way contingency tables under random sampling. But both of these tests may provide false results for the contingency table with clustered observations. In this case we consider the generalized linear mixed model which includes random effects of clustering in addition to the fixed effects of covariates. Both the heterogeneity between clusters and the dependency within a cluster can be explained via generalized linear mixed model. In this paper we introduce several types of generalized linear mixed model for testing independence in contingency tables with clustered observations. We also discuss the fitting of these models through a real dataset.

Effectiveness of R&D Tax Credit for SMEs (중소기업 R&D 조세지원의 효과성 분석 및 개선방안)

  • Noh, Meansun;Cho, Hosoo;Baek, Chulwoo
    • Journal of Korea Technology Innovation Society
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    • v.21 no.2
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    • pp.663-683
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    • 2018
  • This study aims to analyze the effectiveness of R&D tax credit for SMEs. We surveyed to collect the information on firm's financial statements and R&D tax credit during 2014-2016, and implemented fixed effect model, random effect model and panel negative binomial model. The results show that the effect of R&D tax credit is 5.3 times larger in terms of R&D expenditure and 4.3 times bigger in terms of number of researchers than that of R&D subsidy. In addition, the effect of tax credit on non-metropolitan area companies is higher than that in the metropolitan area. Based on these results, we suggests three ways to improve the R&D tax incentive system for SMEs; To convert unused R&D tax credit of the start-ups to tax points, to exempt the minimum tax rate on R&D expenditure in equipment, and to unify the operation of various R&D tax credit institution.

Effect of Spatial Distribution of Material Properties on its Experimental Estimation (재질의 공간적 변동이 재료강도시험결과에 미치는 영향)

  • Kim, S.J.
    • Journal of Power System Engineering
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    • v.4 no.2
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    • pp.40-45
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    • 2000
  • Some engineering materials are often known to have considerable spatial variation in their resisting strength and other properties. The objective of this study is to investigate the averaging effect and the applicability of extremal statistic for the statistical size effect. In the present study, it is assumed that the material property is a stationary random process in space. The theoretical autocorrelation function of the material strength are discussed for several correlation lengths. And, in order to investigate the statistical size effect, the material properties was simulated by using the non-Gaussian random process method. The material properties were plotted on the Weibull probability papers. The main results are summarized as follows: The autocorrelation function of the material properties are almost independent of the averaging length. The variance decreases with increasing the averaging length. As correlation length is smaller, the slope is larger. And also, it was found that Weibull statistics based on the weakest-link model could not explain the spatial variation of material properties with respect to the size effect satisfactory.

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