• 제목/요약/키워드: Statistical equation model

검색결과 578건 처리시간 0.029초

경영정보학 분야의 구조방정식모형 적용분석 : Lisrel과 PLS 방법을 중심으로 (The Structural Equation Modeling in MIS : The Perspectives of Lisrel and PLS Applications)

  • 김인재;민금영;심형섭
    • 한국IT서비스학회지
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    • 제10권2호
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    • pp.203-221
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    • 2011
  • The purpose of this study is to investigate the applications of Structural Equation Modeling(SEM) into MIS area in recent years. Two methodologies, Lisrel and PLS, are adopted for the method comparison. A research model, based upon TAM(Technology Acceptance Model) is used for the analysis of the data set of a previous study. The research model includes six research variables that are composed of twenty-eight question items. 272 data are used for data analyses through Lisrel v.8.72 and Visual PLS v.1.04. This study shows the statistical results of Lisrel are the same to those of PLS. The contribution of this study can be suggested as the followings; (1) A theoretical comparison of two methodologies is shown, (2) A statistical analysis is done at a real-situated data set, and (3) Several implications are suggested.

Estimating the Behavior of an Actual Market System with a Stream of Relations and Simulation Experiments

  • Tae Ho Kim
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.589-610
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    • 1997
  • When a modeling process is applied to an actual commodity market in the real world, interactions over closely related commodities through the marketing channel should also be formulated into the model to reflect the information that exists in the whole market system, otherwise unreliable estimates and test statistics may be produced by ignoring those effects. Single-equation type model in this case tends to yield inefficient estimates, and sometimes biased and inconsistent, which will mislead us. A system of equation method to examine the structure of the imported commodity market system is developed and its emtirical results are analyzed, then followed by some policy experiments and its implications.

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R을 이용한 구조방정식모델링: 매개효과분석/조절효과분석 및 다중집단분석 (Structural Equation Modeling Using R: Mediation/Moderation Effect Analysis and Multiple-Group Analysis)

  • 곽기영
    • 지식경영연구
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    • 제20권2호
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    • pp.1-24
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    • 2019
  • This tutorial introduces procedures and methods for performing structural equation modeling using R. To do this, we present advanced analysis methods based on structural equation model such as mediation effect analysis, moderation effect analysis, moderated mediation effect analysis, and multiple-group analysis with R program code using R lavaan package that supports structural equation modeling. R is flexible and scalable, unlike traditional commercial statistical packages. Therefore, new analytical techniques are likely to be implemented ahead of any other statistical package. From this point of view, R will be a very appropriate choice for applying new analytical techniques or advanced techniques that researchers need. Considering that various studies in the social sciences are applying structural equations modeling techniques and increasing interest in open source R, this tutorial is expected to be useful for researchers who are looking for alternatives to existing commercial statistical packages.

부분최소제곱모형을 위한 R 프로그램의 활용: SmartPLS와 R의 비교 (Utilization of R Program for the Partial Least Square Model: Comparison of SmartPLS and R)

  • 김용태;이상준
    • 디지털융복합연구
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    • 제13권12호
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    • pp.117-124
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    • 2015
  • 빅데이터로 인해 통계분석에 대한 수용이 증대되면서 구조방정식모형과 같은 진보된 2세대 분석방법의 필요성이 증가하고 있다. 본 연구는 다양한 연구 분야에서 이용되는 구조방정식모형 중 부분최소제곱모형(PLS-SEM)을 적용하는데 있어 오픈 소프트웨어인 R의 활용방법에 대해서 제안하고자 한다. R은 GNU 프로젝트의 일부로서 무료이고, 빅데이터를 포함한 통계분석에 강력하면서도 유용한 도구이다. 이에 부분최소제곱모형의 대표적인 통계패키지인 SmartPLS와 본 연구가 제안하는 R을 활용하여 측정모형의 집중타당성, 판별타당성, 내적일관성을 분석하고, 구조 모형의 경로계수 및 조절효과를 분석하여 결과를 각각 비교 분석하였다. 분석결과 R은 측정모형과 구조모형에서 모두 SmartPLS와 동일한 결과를 나타내었고, 향후 상용 통계패키지를 대체할 수 있는 강력한 도구임을 확인하였다.

A New Form of Nondestructive Strength-Estimating Statistical Models Accounting for Uncertainty of Model and Aging Effect of Concrete

  • Hong, Kee-Jeung;Kim, Jee-Sang
    • 비파괴검사학회지
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    • 제29권3호
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    • pp.230-234
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    • 2009
  • As concrete ages, the surrounding environment is expected to have growing influences on the concrete. As all the impacts of the environment cannot be considered in the strength-estimating model of a nondestructive concrete test, the increase in concrete age leads to growing uncertainty in the strength-estimating model. Therefore, the variation of the model error increases. It is necessary to include those impacts in the probability model of concrete strength attained from the nondestructive tests so as to build a more accurate reliability model for structural performance evaluation. This paper reviews and categorizes the existing strength-estimating statistical models of nondestructive concrete test, and suggests a new form of the strength-estimating statistical models to properly reflect the model uncertainty due to aging of the concrete. This new form of the statistical models will lay foundation for more accurate structural performance evaluation.

A Compound Poisson Risk Model with a Two-Step Premium Rule

  • Song, Mi Jung;Lee, Jiyeon
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.377-385
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    • 2013
  • We consider a compound Poisson risk model in which the premium rate changes when the surplus exceeds a threshold. The explicit form of the ruin probability for the risk model is obtained by deriving and using the overflow probability of the workload process in the corresponding M/G/1 queueing model.

마늘의 건조특성에 관한 연구 (Drying Characteristics of Garlic)

  • 이정호;고학균
    • Journal of Biosystems Engineering
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    • 제21권1호
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    • pp.72-83
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    • 1996
  • This study was performed to find out drying characteristics and develop drying model for the design of an efficient dryer or drying system of garlic. The basic model which describes drying phenomenon of garlic was first established. A series of drying test were conducted with two varieties of garlic(Uiseong, Namdo) at 9-different drying conditions (drying temperatures ; $40^{\circ}C$, $50^{\circ}C$, $60^{\circ}C$, relative humidities ; 20%, 35%, 50%) and statistical analysis was made to fit the data with exponential equation, approximated diffusion equation, page equation, thompson equation and wang equation, respectively. In this test, the effects of drying air temperature and relative humidity on the drying rate were undertaken. Finally, new drying model based on these experimental results was developed to describe the drying characteristics of garlic. Also, the volatile components of garlic extracts were investigated. For experiment both Uisoeng and Namdo garlic were dried by heated-air-drying, followed by ether extraction. The extracts were analysed by Gas chromatography/Mass spectrometer.

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Statistical Model of Effective Impact Speed based on Vehicle Damages in Case of Rear-End Collisions

  • Kang, Sung-Mo;Kim, Joo-Hwan
    • Journal of the Korean Data and Information Science Society
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    • 제19권2호
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    • pp.463-473
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    • 2008
  • In this study, we measure damage depth and calculate effective impact speed in case of rear-end collision using real car insurance data. We study the relationship between demage depth and effective impact speed, and present statistical model for these two variables. In our real data study, 3-degree polynomial equation model is better fit to effective impact speed and demage depth than the simple linear model that are estimated in previous other studies. Damage depth is a major factor to see the extent of impact in a car collision, and by using this equation, it is possible to evaluate the severity of driver's injury.

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Robust Designs to Outliers for Response Surface Experiments

  • Jeong B. Yoo;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • 제20권2호
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    • pp.147-155
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    • 1991
  • This paper treats a robust design criterion which minimizes the effects of outliers and model inadequacy, and investigates robust designs for some response surface designs. In order to develop a robust design criterion and robust design, the integrated mean squared error of *(equation omitted) over a region is utilized, where *(equation omitted). is the estimated response by the minimum bias estimation proposed by carson, Manson and Hader (1969) . According to the number of aberrant observations and their positions, the proposed criterion and designs are studied. Also further development of the proposed criterion is treated when outliers can occur in any position of a design.

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다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구 (A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis)

  • 김태철;정하우
    • 한국농공학회지
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    • 제22권3호
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    • pp.75-87
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    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

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