• 제목/요약/키워드: bootstrap method

검색결과 309건 처리시간 0.024초

분포함수를 기초로 일반화가중선형모형 (Generalized Weighted Linear Models Based on Distribution Functions - A Frequentist Perspective)

  • 여인권
    • 응용통계연구
    • /
    • 제17권3호
    • /
    • pp.489-498
    • /
    • 2004
  • 이 논문에서는 일반화가중선형모형이라는 새로운 형태의 선형모형을 제시한다. 일반화가중선형모형은 설명변수와 반응변수의 관계를 설명분포함수의 선형결합이 반응변수의 평균에 대한 연결분포함수를 통해 모형화 되는 형태를 가지는 것으로 가정한다. 이모형은 일반화선형 모형에서 연결함수를 선택할 때 발생할 수 있는 모수공간과 선형 예측값의 공간이 일치하지 않을 수 있다는 문제가 발생하지 않고 모수에 대한 해석이 용이하다는 장점이 있다. 이 논문에서는 설명분포함수와 연결분포함수를 선택하는데 있어 발생할 수 있는 문제와 해결책에 대해 알아본다. 또한 모형에 포함되어 있는 모수를 추정하는데 고려해야 할 주의 사항과 이 사항들을 고려한 최대가능도추정법과 재표집 방법을 이용한 구간추정과 가설검정에 대해 알아본다.

변환-역변환을 통한 자기회귀이동평균모형에서의 예측값 추정 (Estimation of Prediction Values in ARMA Models via the Transformation and Back-Transformation Method)

  • 여인권;조혜민
    • 응용통계연구
    • /
    • 제21권3호
    • /
    • pp.537-546
    • /
    • 2008
  • 시계열자료 분석에 있어 주요 목적 중에 하나는 미래에 대한 예측 값을 추정하는 것이다. 이 논문에서는 정상자기회귀이동평균 모형에서 변환-역변환 방법을 이용하여 예측값을 구하는 과정에서 발생하는 문제에 대해 알아보고 회귀분석에서 제안되었던 smearing 추정방법을 시계열분석에서 사용할 수 있도록 붓스트랩을 이용하여 수정한 추정법을 소개한다. Yeo-Johnson 변환 (2000)을 이용한 KOSDAQ지수의 수익률 실증분석을 통해 기존에 사용되고 있는 방법의 문제점과 제안된 방법의 적절성에 대해 고찰해 보았다.

Factors That Influence the Intentions to Revisit Korea of Vietnamese Tourists

  • NGUYEN, Xuan Truong
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제7권4호
    • /
    • pp.247-258
    • /
    • 2020
  • The study investigates the influences of different factors on revisit intention to Korea of Vietnamese tourists. A mixed-method including qualitative and quantitative methodologies were utilized. A focus group of 9 experts was carried out for reviewing and exploring different factors and the conceptual model. An in-depth interview with 19 participants was developed with an aim to develop and correct measurement items. The conceptual model was tested and developed using data collected by a questionnaire, from a sample of 473 respondents, who have visited Korea by both electronic and paper surveys with non-probability and convenience sampling techniques. The questionnaire in this research applied a 5-point Likert scale and was distributed both electronically using Google form and by questionnaire paper. The Bootstrap model was used for estimating the model parameters for retesting the reliability of the estimates. Factor analysis and Structural Equation Modelling are employed to analyze the data. Results showed that 427 tourists traveling by groups organized by travel companies and 46 tourists traveling on their own. The reliability, tangibility, empathy, and assurance had influences on tourists' intention to revisit a destination, especially through satisfaction mediating construct. Destination image, self-congruity, and the emergence of Hallyu had influences intension revisit through attitude and tourist motivation.

How Entrepreneurial Proclivity Affects Job Engagement and Satisfaction of Retail Employees

  • LEE, Myoung-Soung;JEONG, Gap-Yeon
    • 유통과학연구
    • /
    • 제17권8호
    • /
    • pp.67-76
    • /
    • 2019
  • Purpose - This research examined whether entrepreneurial proclivity of retail employees affects job engagement and satisfaction, which are job-related positive aspects; and whether job engagement affects job satisfaction. Research design, data, and methodology - To accomplish this purpose, data were collected for 224 retail employees working in the distribution industry in the Republic of Korea. Reliability, validity, and hypotheses were tested through structural equation modeling, and mediating effects of job engagement between entrepreneurial proclivity and job satisfaction were verified through the bootstrap method by using the process model. Results - The results show that innovativeness and progressiveness in entrepreneurial proclivity positively affected job engagement and job satisfaction, but risk-taking did not affect either job engagement or job satisfaction. Also, this research confirmed that job engagement positively affects job satisfaction. Conclusions - This study contributes to the retail literature by applying the concept of entrepreneurial proclivity in the retail employee context. This study puts forward empirical evidence that identifies the effect of entrepreneurial proclivity as a job resource that influences job engagement and job satisfaction in the JD-R model. Thus, this study surmounts the limitation of prior studies by examining entrepreneurial proclivity from the aspect of retail employees.

부트스트랩 맘퀴스트 생산성지수를 이용한 Single PPM 인증기업의 생산성 비교 연구 (A Comparative Study on Productivity of the Single PPM Quality Certification Company by using the Bootstrapped Malmquist Productivity Indices)

  • 송광석;유한주
    • 품질경영학회지
    • /
    • 제38권2호
    • /
    • pp.261-275
    • /
    • 2010
  • The purpose of this study is to empirically analyze the productivity change of the 10 Single PPM Certification Company in the 3 Industry(Electronics, Motor-Parts, Machines). In this study, Productivity change over the time in Korean small and medium sized firms in the 3 industries by the bootstrapped Malmquist Productivity Index(MPI). The traditional Malmquist Productivity Index(MPI) and Data Envelopment Analysis(DEA) Models have not only bias but also lack statistical confidence intervals. they could lead to wrong evaluations of the efficiency and productivity scores. In this paper, DEA and a MPI are combined with a bootstrap method in order to provide statistical inferences that analyze the performance of the Single PPM Certification Company. The data cover the period between 2004 and 2007. The result of this paper reveals : 1) The Electronics Industry had productivity effect of 17%, but there was not direct effect for other Industries(Motor-Parts, Machines). 2) average productivity Progress of the 7DMU(Electronics), 1DMU(Motor-Parts) and none(Machines).

금융자산의 시장 미시구조 잡음에 대한 부트스트래핑 라그랑지 승수 검정 (A Bootstrap Lagrangian Multiplier Test for Market Microstructure Noise in Financial Assets)

  • 김효진;신동완;박종헌;이상구
    • 응용통계연구
    • /
    • 제28권2호
    • /
    • pp.189-200
    • /
    • 2015
  • 본 논문에서는 정상적 부트스트래핑을 금융 자산 가격에서 시장 미시구조 잡음에 대한 라그랑지 승수 검정에 적용한다. 몬테 카를로 실험을 통해 부트스트래핑 방법이 조건부 이분산 모형을 적용한 기존 라그랑지 승수 검정의 유의수준 왜곡 문제를 개선함을 보인다. 이 검정을 KOSPI 지수와 원-달러 환율과 같은 실제 데이터에 적용한다.

재가치매노인의 인지장애 영향 요인 (Factors Influencing Cognitive Impairment in Elders with Dementia Living at Home)

  • 하은호;박경숙
    • 기본간호학회지
    • /
    • 제18권3호
    • /
    • pp.317-327
    • /
    • 2011
  • Purpose: The purpose of this study was to contribute data toward prevention from advancing dementia and also prevention of deterioration in cognitive impairment by constructing an optimal prediction model and verifying factors influencing cognitive impairment in elders with dementia who reside at home. Methods: The participants in this study were 351 elders who were registered at dementia day care centers in 11 regions of Metropolitan Incheon. Collected data were analyzed using SPSS Statistics 17.0 and SAS 9.1. Bootstrap method using the Clementine program 12.0 was applied to build an optimum prediction model. Results: Gender and education (general characteristics), alcohol, urinary/fecal incontinence, exercise, weight, and ADL (state of health), and depression (psychological state) were found to have an affect on cognitive impairment in these elders. Conclusion: Study results indicate nine key factors that affect cognitive impairment of elders with dementia who reside at home and that could be useful in prevention and management nursing plans. These factors could also be used to expand the role of nurses who are working in community day care centers, and can be applied in the development and provision of various programs to aid retention and improve cognitive function as well as preventing deterioration of cognition.

Acrophialophora ellipsoidea, an Undescribed Species Isolated from Soil in Korea

  • Ayim, Benjamin Yaw;Kim, Young-Tae;Das, Kallol;Kang, In-Kyu;Lee, Seung-Yeol;Jung, Hee-Young
    • 한국균학회지
    • /
    • 제47권3호
    • /
    • pp.181-186
    • /
    • 2019
  • A designated fungal isolate, KNU-US-1802E was isolated from the soil in Uiseong, Korea. To identify characteristics of the isolate, it was cultured on PDA media for 6 days at $35^{\circ}C$. Colonies on PDA are flat, light gray, dense, with entire margins; reverse dark gray to black, with white margins. Aerial mycelia were smooth-walled, hyaline and 40~42 mm diameter after 6 days at $35^{\circ}C$. Conidia were hyaline, one-celled, ellipsoidal to fusiform, forming long chains with average length ${\times}$ width of $5.0{\pm}0.3{\times}2.9{\pm}0.2{\mu}m$. Molecular analysis indicates that the internal transcribed spacer (ITS) region and partial beta-tubulin (tub2) gene sequence showed 100% and 99% similarities, respectively with Acrophialophora ellipsoidea CGMCC 3.15255 collected from China. Phylogenetic analysis by the neighbor-joining (NJ) method shows that the KNU-US-1802E was clustered with A. ellipsoidea CGMCC 3.15255 in a phylogenetic tree constructed using the concatenated sequences of ITS region and tub2 gene sequences with a high bootstrap value. Based on these findings, the isolate KNU-US-1802E was identified as Acrophialophora ellipsoidea, and this is the first report of this isolate in Korea.

중년기 직장여성의 직무스트레스와 삶의 질의 관계에 대한 갱년기 증상의 매개효과 (Mediation Effect of Menopausal Symptoms between Occupational Stress and Quality of Life among Middle-aged Working Women)

  • 조옥희;임종미
    • 가정∙방문간호학회지
    • /
    • 제28권3호
    • /
    • pp.266-275
    • /
    • 2021
  • Purpose: This study was conducted to explore the mediating effect of menopausal symptoms in the relationship between occupational stress and quality of Life in middle-aged working women Method: Data collection was conducted from May 2019 to July 2019. A sample of 130 middle-aged working women was recruited from three cities in Korea. The collected data were analyzed using descriptive statistics, t-tset, ANOVA, Scheffé test, pearson correlation, and a three step regression analysis. The mediating effect was analyzed using PROCESS macro with a 95.0% bias corrected bootstrap confidence interval (5,000 bootstraps resampling). Results: Quality of life had a negative correlation with occupational stress and menopausal symptoms, while there was a positive correlation between occupational stress and menopausal symptoms. Menopausal symptoms showed a direct effect on quality of life through occupational stress as a mediating variable. Conclusion: These results suggest that menopausal symptoms should be considered when developing interventions to improve quality of life through occupational stress control of middle-aged working women

확률분포를 이용한 남한강 보 건설 전·후 수질변화 분석 (Analysis of Water-Quality Constituents Variations before and after Weir Construction in South Han River using Probability Distribution)

  • 김경섭
    • 한국물환경학회지
    • /
    • 제35권1호
    • /
    • pp.55-63
    • /
    • 2019
  • The Four Major Rivers Restoration Project started in 2009 and completed in early 2013 is a large-scale inter-ministry SOC project investing ₩22.2 $10^{12}$ and one of the Project's objectives was to enhance the water-quality grade through recovering the river eco-system and environment. The average concentration and probability distribution of water-quality constituents at given and selected sampling sites are very significant elements for analyzing and controlling the water-quality of rivers or reservoirs effectively. Average concentration can be estimated by point estimator, distribution function of water-quality constituents or Bootstrap method, in which the distribution function estimated with more data in case of insufficient dataset, is applied. Ipo and Gangcheon water-quality monitoring stations in South Han River were selected to compare and analyze the variation of concentration before and after Ipo and Gangcheon Weirs construction, using the whole 4-year's data, from 2005 to 2008 and from 2014 to 2017. Water-quality constituents such as BOD and COD relating to oxygen demanding wastes and TP and Chlorophyll-a relating to the process of nutrient enrichment called eutrophication were also selected. The guidelines for water-quality control and management after weir construction including evaluation of water-quality constituents' variations can be presented by this paper.