• Title/Summary/Keyword: Stepwise 회귀분석

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Further Investigations on the Financial Characteristics of Credit Default Swap(CDS) spreads for Korean Firms (국내기업들의 신용부도스왑(CDS) 스프레드의 재무적 특성에 관한 심층분석 연구)

  • Kim, Han-Joon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.13 no.9
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    • pp.3900-3914
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    • 2012
  • This study examined the background of the recent global financial crisis and the concept of one of the financial derivatives such as the credit default swap(CDS) or synthetic CDO(collateral debt obligations), given the rapid growing and changing the over-the-counter derivative markets in their volume and structures. In comparison with the previous literature such as the study of Park & Kim (2011), this research empirically performed more thorough and comprehensive investigations to find any financial characteristics or attributes to determine the CDS spreads. Regarding the results obtained from the multiple regression models, the explanatory variables such as STYIELD3, SLOPE, INASSETS, and VOLATILITY, showed their statistically significant effects on all the tested dependent variables(DVs). Another procedure such as the principle component analysis(PCA), was also performed to account for additional IDVs as possible determinants of the dependent variables. Subsequent to this analysis, larger coefficients of each corresponding eigenvector such as BETA, PFT2, GROWTH, STD, and BLEVERAGE were found to be possible financial determinants. For robustness, all the IDVs were employed to be tested in the 'full' regression model with stepwise procedure. As a result, STYIELD3, SLOPE, and VOLATILITY, and BETA showed their statistically significant relationship with all the dependent variables of the CDS spreads.

Study on the motivation for renaming and the level of self-perception scale attained after renaming (개명의 동기와 개명 후 자기지각척도에 관한 연구)

  • Shin, Sang-Chun;Cho, Sung-Je
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.9
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    • pp.4296-4302
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    • 2013
  • The objective of this study is to examine the motivation for renaming and the self-perception scale attained after renaming. The survey was conducted targeting 161 individuals across the country from April 1 to May 31, 2013. The analyzing methods include frequency analysis, correlation analysis, t-test, one-way ANOVA analysis and stepwise regression analysis, etc. All of the empirical analysis was verified at the 5% level of significance. According to the result of analysis, the renamed individuals scored higher on the success scale, the emotional scale and the personality scale after renaming. The study found that the individuals, who adopted a new name as per their own desire, scored significantly higher on the self perception scale. The study will serve as a reference material for persons who desire a new name, based on its result that the greatest motivation for renaming is the "desire to have a good name" and that the biggest changes accompanying the new name are the self confidence and satisfaction which have helped the renamed individuals score higher on the self-perception scale after renaming.

The Relationship between Syntactic Complexity Indices and Scores on Language Use in the Analytic Rating Scale (통사적 복잡성과 분석적 척도의 언어 사용 점수간의 관계 탐색)

  • Young-Ju Lee
    • The Journal of the Convergence on Culture Technology
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    • v.9 no.5
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    • pp.229-235
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    • 2023
  • This study investigates the relationship between syntactic complexity indices and scores on language use in Jacobs et al.(1981)' analytic rating scale. Syntactic complexity indices obtained from TAASSC program and 440 essays written by EFL students from the ICNALE corpus were analyzed. Specifically, this study explores the relationship between scores on language use and Lu(2011)'s traditional syntactic complexity indices, phrasal complexity indices, and clausal complexity indices, respectively. Results of the stepwise regression analysis showed that phrasal complexity indices turned out to be the best predictor of scores on language use, although the variance in scores on language use was relatively small, compared with the previous study. Implications of the findings of the current study for writing instruction (i.e., syntactic structures at the phrase level) were also discussed.

The Effects of Sleep Quality on the Work Ability for Bus driver (일부지역 버스운전기사의 수면의 질이 작업능력에 미치는 영향)

  • Kim, Hyeong-Min;Kim, Dong-Hyun
    • The Journal of Korean society of community based occupational therapy
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    • v.7 no.3
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    • pp.35-42
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    • 2017
  • Objective : The purposes of this study are to examine the correlations among work ability and sleep quality in bus driver and to find the factors affecting work ability. Methods : The participants were 120 inpatients with bus driver. The Work Ability Index(WAI) was used for measuring work ability and the Pittsburgh Sleep Quality Index (PSQI) was utilized to measure sleep quality. The relationships among the variables were examined with Pearson correlation coefficients. And the stepwise multiple regression analysis were performed to identify the predictive variables that explain changes of work ability. Results : As a result of analyzing correlation of variables affecting work ability, there was negative correlation in contact sleep quality(p<.001) and working hours(p<.001). Finally, Work ability was identified as a factor that explains 48.2% of change in sleep quality(p<.001) and working hours(p<.01). Conclusion : It was found that intimacy of bus driver was a major variable to affect work ability. The sleep quality and working hours should be considered as a way to improve the bus driver work ability.

An exploration of tour skill factors influential to game results of LPGA players (LPGA 선수들의 시즌성적에 영향을 미치는 경기 기술요인 탐색)

  • Son, Seung Bum;Lee, Chang Jin
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.2
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    • pp.369-377
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    • 2013
  • The purpose of this study was to explore which factors mostly influenced players' tour results employing tour skill factors provided by LPGA. For this study, Top 10 LPGA players' stats during 9 years (2004 2012) were used. As matter of fact, 10 variables were used like average score, top 10 finish, average putt, average birdies, average eagles, driving distance, driving accuracy, greens in regulation, sand saves, putts per GIR. and prize money earning. Stepwise multiple regression was conducted using SPSS win 20.0. Results indicated that the most influential tour skill factor to 9 seasons' results was average score, second influential factor was average putt, and the third factor was driving distance, and then top 10 finish was the fourth. Also on a year on year basis, 2004 was average score, 2005 was GIR., 2006 was average eagles, 2007 was top 10 finish, 2008 was average score, 2009 was average putt, 2010 were average score, GIR. and putt per GIR, 2011 was average birdies and 2012 was putt per GIR.

The Effect of Emotional Labor, Resilience on Performance of Long-term Care Hospital Employee (요양병원 직원의 감정노동, 회복탄력성 등이 업무성과에 미치는 영향)

  • Park, Jong-won
    • Journal of Venture Innovation
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    • v.4 no.1
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    • pp.39-50
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    • 2021
  • This was empirical research aimed at determining the effects of emotional labor, Resilience and service environment, on the performance of Long-term Care Hospital Employee. The participants were 180 employees working in long-term care hospitals in Gyeonggi-do. The collected data were analyzed using the SPSS statics19.0 program. The study were analyzed by frequency analysis and descriptive statistics, ANOVA, Scheffe? test, Pearson correlation coefficients, and stepwise regression. As a result of the study, age, marriage status, career, and position affected performance among the general characteristics.tion coefficients, and stepwise regression. As a result of the study, the average performance was 91.25 (±12.46) points, emotional labor was 41.25 (±4.21) points, Resilience was 52.89 (±6.37), and the service environment was 78.93(±15.3) points. The performance showed a positive correlation with emotional labor(r=.326, p<.001) service environment (r=.384, p=.005) and Resilience (r=.417, p<.001) of Long-term Care Hospital Employee. Service environment was the biggest factor affecting performance, and the second was resilience. The explanatory power of this regression model was 48.2% and was statistically significant (F=58.249, p<.001).

Feeding Difficulty and its influencing factors of Elders with Dementia in Long-term Care Facilities (요양시설 치매노인의 식사행동장애와 관련요인)

  • Hong, Hyun-Hwa;Gu, Mee-Ock
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.2
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    • pp.1240-1252
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    • 2015
  • The purpose of this study was to investigate feeding difficulty and its influencing factors of elders with dementia in long-term care facilities. Participants were 158 elders with dementia residing in three nursing facilities. Data were collected from Aug. 18 to Sep. 12 in 2014. The feeding difficulty in dementia scale, Korean version-Activities of Daily Living and Mini-Mental State Exam-Korean version were used as instruments. Data were analyzed using descriptive statistics, t-test, ANOVA, Pearson correlation and stepwise multiple regression by SPSS 17.0. Mean feeding difficulty score was $0.62{\pm}0.43$(range of 0-2). The highest feeding difficulty item was "patient require close supervision while feeding". The variables influencing the feeding difficulty was ADL(${\beta}=.312$), cognitive function(${\beta}=-.172$) which explained about 20.0% of total variance. The results suggest the need of developing feeding difficulty coping strategy according to dietary behavior phase, In addition, the development and testing the educational program for caregivers to help feeding difficulty of the elders with dementia in long-term facility are recommended.

Logistic Regressions with Sensory Evaluation Data about Hanwoo Steer Beef (한우 거세우 고기 관능평가 데이터의 로지스틱 회귀분석)

  • Lee, Hye-Jung;Kim, Jae-Hee
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.857-870
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    • 2010
  • This study was conducted to investigate the relationship between the socio-demographic factors and the Korean consumers palatability evaluation grades with Hanwoo sensory evaluation data from 2006 to 2008 by National Institute of Animal Science. The dichotomy logistic regression model and the multinomial logistic regression model are fitted with the independent variables such as the consumer living location, age, gender occupation, monthly income, beef cut and the the palatability grade as the categorical dependent variable and tenderness, 리avor and juiciness as the continuous dependent variable. Stepwise variable selection procedure is incorporated to find the final model and odds ratios are calculated to nd the associations between categories.

Determination of Effective Rainfall by US SCS Method and Regression Analysis (SCS방법 및 회귀분석에 의한 유출 강우량 결정)

  • 선우중호;윤용남
    • Water for future
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    • v.10 no.2
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    • pp.101-111
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    • 1977
  • The analysis performed here is aimed to increase the familiarity of hydrologic process especially for the small basins which are densely gaged. Kyung An and Mu Shim river basins are selected as a represectative basin according to the criteria which UNESCO has establisheed back in 1964 and being operated under the auspice of Ministry of Construction. The data exerted from these basins is utilized for the determination of the characteristics of precipitation and runoff phenomena for the small basin, which is considerred as a typical Korean samll watershed. The methodology developed by Soil Conservation Service, USA for determination of runoff value from precipitation is applied to find the suitability of the method to Korean River Basin. The soil cover complex number or runoff curve number was determined by considering the type of soil, soil cover, land use and other factor such as antecent moisture content. The averag values of CN for Kyung An and Mushim river basins were found to be 63.9 and 63.1 under AMC II, however, the values obtained from soil cover complex was less than those from total precipitation and effective precicpitation by 10-30%. It may be worth to note that an attention has to be paid in the application of SCS method lo Korean river basin by adjusting 10-30% increase to the value obtained from soil cover complex. Finally, the design flood hydrograph was consturcted by employing unit hydrograph technique to the dimensionless mass curve. Also a stepwise multiple regression was performed to find the relationship between runoff and API, evapotranspiration rate, 5 days antecedent precipitation and daily temperature.

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A Study on the Relationship between Impact Point of Vehicle and Throw Distance of Pedestrian (충격 지점과 보행자 전도 거리의 상관관계에 관한 연구)

  • Kang, Dae-Min;Ahn, Seung-Mo
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.6 no.3
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    • pp.71-76
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    • 2007
  • The fatalities of pedestrian account for about 40.0% of all fatalities in Korea 2005. Vehicle-Pedestrian accident generates trajectory of pedestrian. In pedestrian involved accident, the most important data to inspect accident is throw distance of pedestrian. The throw distance of pedestrian can be influenced by many variables. The variables that influence trajectory of pedestrian can be classified into vehicular factors, pedestrian factors, and road factors. Vehicular factors are the frontal shape of vehicle, impact speed of vehicle, the offset of impact point. Many studies have been done about the relation between impact speed and throw distance of pedestrian. But the influence of the offset of impact point was neglected. The influence of the offset of impact point was analyzed by Working Model, and the trajectory of pedestrian, dynamic characteristics of multi-body were analyzed by PC-CRASH, a kinetic analysis program for a traffic accident. Based on the results, the increase of offset reduced the throw distance of pedestrian. However box type vehicle just like bus, the offset of impact point did not influence the throw distance of pedestrian considerably.

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