• Journal of the Korean Statistical Society
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• 제8권2호
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• pp.117-123
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• 1979

Striaght-forward application of the ordinary least squares model for estimating the parameters of a simultaneous linear stochastic equations model does not provide consistent estimators due to the fact that the explanatory jointly dependent variables are correlated with the disturbances. The search for consistent estimators during the last three decades has yielded a variety of estimators which can be broadly classified into two groups, namely, limited information and full information. Both the groups fails to uilize the over-identifying restrictions in the structural equations except the one under study while the latter group succeeds; see, e.g. Srivastava(1978) for a brief review and Theil (1961) for a detail description.

• 자원ㆍ환경경제연구
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• 제9권5호
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• pp.903-924
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• 2000

This paper examines the alternative method to measure the state of overall economic activity. The macroeconomic variables, used for business cycle, take more than a month after a period for collection and aggregation. The electricity generation data is compiled in mechanical ways just after the period. Based on this fact, we develop the two stage estimation method for coincident economic indicators in order to detect the business cycle in an earlier period, using Stock-Watson's Dynamic Factor Model. Using monthly data from 1970 to 1999, it is found that the experimental coincidence economic indicators are well-fitted to data and also that the estimates of two stage estimation method have good explanatory power, equivalent to the experimental coincidence economic indicators. While the RMSE of coincidence economic indicators is found to be 1.27%, that of the experimental coincidence economic indicators is found to be 1.31% and that of the two stage estimation method is around 1.44%. If we take consideration into the fact that it measures the business cycle in one month earlier, we come to the conclusion that the two stage estimation is of great use.

• Nutrition Research and Practice
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• 제5권1호
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• pp.73-79
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• 2011

In order to promote foodservice for the elderly, foodservice managers in Continuing Care Retirement Communities (CCRCs) must identify the main factors to enhance the satisfaction and behavioral intentions with food service. The purpose of this study was to investigate the relationships between relationship quality (consisting of trust, commitment, and satisfaction) and communication in the formation of elderly's behavioral intentions with food services at CCRCs. A survey was administered to residents in two CCRCs and a total of 327 residents participated. A tested structural equation model exhibited good model fit and explanatory power of the study construct. Satisfaction directly influenced word-of-mouth and service quality has an influence on commitment. Commitment was a significant determinant of behavioral intentions to eat more often in the dining room. Also, communication showed positive association with trust. The results provided strong evidence for the importance of satisfaction and communication as a consequence of relationship marketing efforts. Suggestions for future research to better understand the elderly' behavioral intention judgments were given.

• Journal of Contemporary Eastern Asia
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• 제15권1호
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• pp.17-26
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• 2016

The present research applies the Theory of Harmony through Holistic Engagement to the foreign policy of Japan. As the third largest economy in the world and one of the most highly developed countries in the world, Japan is a major international power. Most analysts interpret Japan’s foreign policy through the lenses of realist, exceptionalist, or liberal institutionalist approaches. All the previously mentioned approaches tend to be based on etic studies conducted from the point of view of outsiders. The present interpretation of Japanese foreign policy applies an emic model based on primary sources from the Greater East Asian region and concludes that the Model of Harmony through Holistic Engagement shows considerable explanatory traction in interpreting the direction and development of Japanese foreign policy, in particular in the last two to three decades.

• Communications for Statistical Applications and Methods
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• 제16권4호
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• pp.697-705
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• 2009

The Pearson chi-squared statistic or the deviance statistic is widely used in assessing the goodness-of-fit of the generalized linear models. But these statistics are not proper in the situation of continuous explanatory variables which results in the sparseness of cell frequencies. We propose a goodness-of-fit test statistic for the cumulative logit models with ordinal responses. We consider the grouping of a dataset based on the ordinal scores obtained by fitting the assumed model. We propose the Pearson chi-squared type test statistic, which is obtained from the cross-classified table formed by the subgroups of ordinal scores and the response categories. Because the limiting distribution of the chi-squared type statistic is intractable we suggest the parametric bootstrap testing procedure to approximate the distribution of the proposed test statistic.

• 한국경영과학회지
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• 제30권1호
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• pp.55-74
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• 2005

Bankruptcy prediction has drawn a lot of research interests in previous literature, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper employs a relatively new machine learning technique, support vector machines (SVMs). to bankruptcy prediction problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, we use grid search technique using 5-fold cross-validation to find out the optimal values of the parameters of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM. we compare its performance with multiple discriminant analysis (MDA), logistic regression analysis (Logit), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

• Communications for Statistical Applications and Methods
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• 제19권6호
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• pp.809-817
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• 2012

We propose a semiparametric inference for a generalized varying coefficient partially linear model(VCPLM) for negative binomial data. The VCPLM is useful to model real data in that varying coefficients are a special type of interaction between explanatory variables and partially linear models fit both parametric and nonparametric terms. The negative binomial distribution often arise in modelling count data which usually are overdispersed. The varying coefficient function estimators and regression parameters in generalized VCPLM are obtained by formulating a penalized likelihood through smoothing splines for negative binomial data when the shape parameter is known. The performance of the proposed method is then evaluated by simulations.

• Communications for Statistical Applications and Methods
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• 제27권5호
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• pp.511-521
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• 2020

In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

• Asia pacific journal of information systems
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• 제11권3호
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• pp.105-126
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• 2001

The objective of research is to find out exogenous variables that influence the usage and performance EDI in the Korea firms. Specifically the goals of this research are; (1) to examine relationships between exogenous variables, such as management, technology, inter-firm relationship characteristics, and EDI performance, and (2) to measure EDI volume, EDI diversity, EDI depth among Korea firms. The questionnaire consists of two versions; One for the EDI system managers and the other for the EDI users. The analysis of this study is designed as cross level to examine the causal relationship among variables in different analysis level. The reliability and validity of data was tested by explanatory factor analysis, Cronbach's alpha coefficient, confirmatory factor analysis, and correlation analysis. Also, the structural equation model(SEM) analysis was performed to test the usefulness of the model. The analysis results revealed that education level, IS growth, trust, support, power are major influential variables on the usage level and performance of EDI. Especially, persuasive power turned out to be more important than coercive power, and technical financial support from organizations was also found to be a significant variables.

• 한국농공학회:학술대회논문집
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• 한국농공학회 2000년도 학술발표회 발표논문집
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• pp.246-252
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• 2000

This paper presents an explanatory study of combining the finite element and boundary element methods to achieve an efficient and accurate analysis of frame structure containing shear wall. This model analyzes the frame by finite element method and the shear wall by boundary element method. The purpose of this study is the specific case that boundary element is surrounded by finite element. If material properties of shear wall are relatively the very smaller than it of frame structure, the displacement shape of each node is calculated exactly. And if the solution of displacement is the larger, the displacement shape is approximated more accurately.