• 제목/요약/키워드: Statistical efficiency

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Unbiasedness or Statistical Efficiency: Comparison between One-stage Tobit of MLE and Two-step Tobit of OLS

  • Park, Sun-Young
    • International Journal of Human Ecology
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    • 제4권2호
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    • pp.77-87
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    • 2003
  • This paper tried to construct statistical and econometric models on the basis of economic theory in order to discuss the issue of statistical efficiency and unbiasedness including the sample selection bias correcting problem. Comparative analytical tool were one stage Tobit of Maximum Likelihood estimation and Heckman's two-step Tobit of Ordinary Least Squares. The results showed that the adequacy of model for the analysis on demand and choice, we believe that there is no big difference in explanatory variables between the first selection model and the second linear probability model. Since the Lambda, the self- selectivity correction factor, in the Type II Tobit is not statistically significant, there is no self-selectivity in the Type II Tobit model, indicating that Type I Tobit model would give us better explanation in the demand for and choice which is less complicated statistical method rather than type II model.

Evaluation of the Efficiency of an Inverse Exponential Kernel Estimator for Spherical Data

  • Park, Hyun Suk
    • Communications for Statistical Applications and Methods
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    • 제20권1호
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    • pp.77-84
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    • 2013
  • This paper deals with the relative efficiency of two kernel estimators $\hat{f}_n$ and $\hat{g}_n$ by using spherical data, as proposed by Park (2012), and Bai et al. (1988), respectively. For this, we suggest the computing flows for the relative efficiency on the 2-dimensional unit sphere. An evaluation procedure between two estimators (given the same kernels) is also illustrated through the observed data on normals to the orbital planes of long-period comets.

DEA모형을 활용한 한방병원의 경영효율성 분석 (Management Efficiency Evaluation of Korean Medicine Hospitals by Data Envelop Analysis(DEA) Model)

  • 박주언;최병희;임병묵
    • 대한예방한의학회지
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    • 제17권3호
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    • pp.103-114
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    • 2013
  • Objectives : This study aimed to analyze the management efficiency of Korean Medicine hospitals for recent 10 years(2001~2010) using the Data Envelop Analysis(DEA) model. Methods : We collected the management data of 23 Korean Medicine hospitals for DEA model from the Korean Oriental Medicine Hospitals' Association (KOMHA). Input variables of DEA model are numbers of beds, numbers of doctors, numbers of nurses and numbers of other staffs of each Korean Medicine hospitals. Output variables are numbers of inpatients and numbers of outpatients of each Korean Medicine hospitals. Based on the DEA model, we calculated the efficiency score of each Korean Medicine hospital and compared it by hospital's ownership, location, and size. Results : Average DEA efficiency scores of Korean Medicine hospitals by year ranged from 0.86 to 0.92. Private owned hospitals showed higher efficiency scores than the university affiliated hospitals with statistical significance (p=0.001). And Korean Medicine hospitals located in capital region of Korea(Seoul City, Incheon City, Gyeonggi-do) and the rest Korean Medicine hospitals did not show statistical difference (p=0.516). Lastly, Korean Medicine hospitals with different size did not show statistical difference in management efficiency (p=0.499). Conclusion : We have found that Korean Medicine hospitals management efficiency have not changed throughout 10 years, and that different ownership forms of Korean Medicine hospital show statistical difference in management efficiency while location, and size do not.

전라북도 김치관련 제조업체의 상대적 효율성 및 통계적 분석 (Relative Efficiency and Statistical Analysis of Kimchi-related Manufacturers in Jeollabuk-do)

  • 최경호;정은영;곽희종
    • 디지털융복합연구
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    • 제12권8호
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    • pp.139-146
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    • 2014
  • 본 연구에서는 전라북도에 소재하는 김치관련 제조업체들을 대상으로 상대적인 효율성과 통계적인 분석을 통해 경영 효율성과 개선방안을 탐색적으로 조사해 보고자 하였다. 이를 위해 상대적 효율성을 자료포락분석(data enveloped analysis: DEA)을 이용하였으며 통계적 분석방법에는 t-검정, 주성분분석 등으로 실시하였다. 본 연구의 대상 업체는 전라북도의 67개 김치관련 제조업체 중 34개였다. 분석결과 전체 DMU에 대한 기술 효율성 평균은 0.653으로, 순수 기술적 효율성은 0.761 그리고 규모 효율성은 0.863으로 나타났다. 다음 CCR 모형에 의한 분석에서는 8개의 시 지역 DMU가 그리고 군 지역에서는 5개의 DMU가 효율성이 1인 업체로, 각각 61.5%와 23.8%를 나타냈다. 그러나 CCR모형, BCC모형 그리고 규모효율성에 따른 측정값을 시 지역과 군 지역으로 나누어 통계적으로 유의한 차이가 있는지를 검정한 결과, 시 지역과 군 지역은 통계적으로 유의한 차이가 없는 것으로 나타났다. 이러한 본 연구는 김치 관련 제조업체의 분석 정보를 제공하며 특히 지역사회의 산업에 대한 구체적 자료 분석을 통해 지역사회의 산업 활성을 위한 기초 자료로 활용될 수 있을 것으로 사료된다.

Probability Sampling Using Nonlinear Programming : a Feasibility Study

  • Kim, Sun-Woong
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.201-205
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    • 2003
  • We show how some probability nonreplacement sampling designs can be implemented using nonlinear programming, The efficiency of the proposed approach is compared with selected probability sampling schemes in the literature. The approach is simple to use and appears to have reasonable variance.

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Median Ranked Ordering-Set Sample Test for Ordered Alternatives

  • Kim, Dong-Hee;Ock, Bong-Seak
    • Communications for Statistical Applications and Methods
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    • 제15권6호
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    • pp.947-957
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    • 2008
  • In this paper, we consider the c-sample location problem for ordered alternatives using median ranked ordering-set samples(MROSS). We propose the test statistic using the median of samples that have the same ranked order in each cycle of ranted ordering-set sample(ROSS). We obtain the asymptotic property of the proposed test statistic and Pitman efficiency with respect to other test statistic. In simulation study, our proposed test statistic has good powers for some underlying distributions we consider.

Nonlinear Regression Quantile Estimators

  • Park, Seung-Hoe;Kim, Hae kyung;Park, Kyung-Ok
    • Journal of the Korean Statistical Society
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    • 제30권4호
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    • pp.551-561
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    • 2001
  • This paper deals with the asymptotic properties for statistical inferences of the parameters in nonlinear regression models. As an optimal criterion for robust estimators of the regression parameters, the regression quantile method is proposed. This paper defines the regression quintile estimators in the nonlinear models and provides simple and practical sufficient conditions for the asymptotic normality of the proposed estimators when the parameter space is compact. The efficiency of the proposed estimator is especially well compared with least squares estimator, least absolute deviation estimator under asymmetric error distribution.

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전기제품 에너지 소비효율의 통계적 양산 관리 방법에 대한 연구 (A Study on the Statistical Production Control of Energy Efficiency in Electric Product)

  • 전영호;김성돈
    • 한국경영공학회지
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    • 제23권4호
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    • pp.73-86
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    • 2018
  • Most electric products produced during the manufacturing process are produced after design and mass production under a given control standard. In particular, the development phase should present the criteria for the production process by setting appropriate limits based on the performance being targeted. Even if the standard of performance is set considering the performance of the process, measuring the performance of the product after actual production results will cause nonconformities with the expected results. Among the performance of electrical products, Energy standards represented by energy consumption efficiency continue to be of importance, and are mandatory standards that correspond to national standards in most countries. Therefore, statistical quality control of these standards shall basically have a large number of test equipment for each product, ensure sufficient test time and continuous sampling of product samples. In the end, companies that produce and sell electric appliances are striving to control mass production at a great cost, but this is not acceptable. This study presents basic characteristics of the energy efficiency of electrical products and proposes and conducts a case study on statistical production control methods for performance variation across products under the standards about domestic and international regulations.

Improving Efficiency of the Moment Estimator of the Extreme Value Index

  • Yun, Seokhoon
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.419-433
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    • 2001
  • In this paper we introduce a method of improving efficiency of the moment estimator of Dekkers, Einmahl and de Haan(1989) for the extreme value index $\beta$. a new estimator of $\beta$ is proposed by adding the third moment ot the original moment estimator which is composed of the first two moments of the log-transformed sample data. We establish asymptotic normality of the new estimator and examine and adaptive procedure for the new estimator. The resulting adaptive estimator proves to be asymptotically better than the moment estimator particularly for $\beta$<0.

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Efficiency and Minimaxity of Bayes Sequential Procedures in Simple versus Simple Hypothesis Testing for General Nonregular Models

  • Hyun Sook Oh;Anirban DasGupta
    • Journal of the Korean Statistical Society
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    • 제25권1호
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    • pp.95-110
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    • 1996
  • We consider the question of efficiency of the Bayes sequential procedure with respect to the optimal fixed sample size Bayes procedure in a simple vs. simple testing problem for data coming from a general nonregular density b(.theta.)h(x)l(x < .theta.). Efficiency is defined in two different ways in these caiculations. Also, the minimax sequential risk (and minimax sequential stratage) is studied as a function of the cost of sampling.

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