• Title/Summary/Keyword: likelihood ratio index

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The study on insolvency prediction for Korean households across income levels (소득계층별 한국 차입 가계의 부실화 가능성 연구)

  • Lee, Jong-hee
    • Journal of Family Resource Management and Policy Review
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    • v.22 no.1
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    • pp.63-78
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    • 2018
  • This study examined the insolvency of debtors using multiple-indicator approaches and compared the outcomes across income levels with the 2016 'Household Financial and Welfare Survey'. This study used (1) the total debt to total assets ratio (DTA), (2) the total debt service ratio (DSR), and (3) the Household Default Risk Index (HDRI) recently developed by the Bank of Korea. Households in the lowest income quintile were more likely to be insolvent than any other income group. Demographics, such as age and gender of the household head, and most of the financial variables significantly increased the likelihood of insolvency based on the DTA. The number of household members and job status increased the likelihood of insolvency based on the DSR. Also, age, gender of the household head, and most of the financial variables increased the likelihood of household insolvency based on the HDRI after controlling for other demographics and financial variables.

The Distribution Characteristics Analysis of Block Stream and Talus Landform by Using GIS-based Likelihood Ratio in the Honam Region (GIS 기반 우도비를 이용한 호남지역 암괴류와 애추지형의 분포 특성 분석)

  • JANG, Dong-Ho;Kim, ChanSoo
    • Journal of The Geomorphological Association of Korea
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    • v.25 no.2
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    • pp.1-14
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    • 2018
  • The main objective of this paper is to classify properties of the locational environment for each debris type by calculating likelihood ratio based on the correlation between the distributions for each type of debris landform. A total of 8 thematic maps, like as elevation, slope, aspect, curvature, topographic wetness index (TWI), soil drainage, geology, and landcover including with GIS spatial information generally used in this type of debris landform analysis. The results of this study showed that the block stream had a high likelihood ratio compared to talus in areas with relatively high elevation; and concerning slope, the block stream had a high likelihood ratio in a relatively low region than talus. Concerning aspect, a clear correlation could not be analyzed for each debristype, and concerning curvature, the block stream displayed a developed slope on the more concave valley than the talus. Analysis concerning TWI, the block stream displayed a higher likelihood ratio in wider sections than talus, and concerning soil drainage, the talus and block stream both displayed a high likelihood ratio in regions with well-drained soil. The talus displayed a high likelihood ratio in the order of metamorphic rocks, sedimentary rocks, and granite, while the block stream displayed a high likelihood ratio in the order of volcanic rocks, granite, and sedimentary rocks. In addition, concerning landcover, the likelihood ratio had the most concentrated distributed compared to natural bare land only concerning talus. Based on the likelihood ratio result, it can be used as basic data for extracting the possible areas of distribution for each debris type through the GIS spatial integration method.

A modification of McFadden's R2 for binary and ordinal response models

  • Ejike R. Ugba;Jan Gertheiss
    • Communications for Statistical Applications and Methods
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    • v.30 no.1
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    • pp.49-63
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    • 2023
  • A lot of studies on the summary measures of predictive strength of categorical response models consider the likelihood ratio index (LRI), also known as the McFadden-R2, a better option than many other measures. We propose a simple modification of the LRI that adjusts for the effect of the number of response categories on the measure and that also rescales its values, mimicking an underlying latent measure. The modified measure is applicable to both binary and ordinal response models fitted by maximum likelihood. Results from simulation studies and a real data example on the olfactory perception of boar taint show that the proposed measure outperforms most of the widely used goodness-of-fit measures for binary and ordinal models. The proposed R2 interestingly proves quite invariant to an increasing number of response categories of an ordinal model.

Studies on Insolvency Prediction for young Korean debtor (한국 청년가계의 부실화 가능성 연구)

  • Lee, Jonghee
    • Journal of Family Resource Management and Policy Review
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    • v.23 no.2
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    • pp.99-115
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    • 2019
  • This study examined the insolvency likelihood of young debtors from the 2018 Household Financial and Welfare Survey. This study used the Household Default Risk Index (HDRI), which considers the ratio of total debt to total assets (DTA), and a total debt service ratio (DSR) to examine the insolvency level of debtors. The descriptive analyses showed no difference in frequency of households with a high probability of insolvency between those less than 35 years of age and those over 35 years of age. However, the median HDRI value for those less than 35 years of age was higher than those over 35 years of age. The multivariate analyses indicated that educational expenses for young Korean debtors was a factor that increased their probability of insolvency, while income was the only variable that decreased their insolvency likelihood.

TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL

  • Huang, Zhensheng;Zhang, Riquan
    • Journal of the Korean Mathematical Society
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    • v.47 no.2
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    • pp.385-407
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    • 2010
  • To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.

Fuzzy Test of Hypothesis by Uniformly Most Powerful Test (균일최강력검정에 의한 가설의 퍼지 검정)

  • Kang, Man-Ki
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.1
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    • pp.25-28
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    • 2011
  • In this paper, we study some properties of condition for fuzzy data, agrement index by ratio of area and the uniformly most powerful fuzzy test of hypothesis. Also, we suggest a confidence bound for uniformly most powerful fuzzy test. For illustration, we take the most powerful critical fuzzy region from exponential distribution by likelihood ratio and test the hypothesis of ${\chi}^2$-distribution by agreement index.

Determinants of Marriage Intention for Korean Youth using Youth Panel Data (청년패널조사데이터를 활용한 결혼의도의 결정요인)

  • Myungkeun Song;Won Seok Lee;Joonho Moon
    • Asia-Pacific Journal of Business
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    • v.15 no.1
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    • pp.87-98
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    • 2024
  • Purpose - The purpose of this research is to explore the determinants of marriage intention for Korean youth. Because Korean society is under the population decline, inspecting influential attributes become worthy. Design/methodology/approach - This study employed Korean Youth panel data. The determinants of marriage intention include subjective health, leisure time, Schwabe index, culture recreation ratio, and Engel coefficient. This study performed binary logistic regression to test the hypotheses. Findings - The results indicate that subjective health and leisure time positively impact on the likelihood of marriage intention. However, culture recreation ratio and Engel coefficient negatively affect the likelihood of marriage intention. Schwabe index exerts no significant effect on marriage intention. Research implications or Originality - The results could become useful information to build policy to solve the population decline problem

A statistical reference-free damage identification for real-time monitoring of truss bridges using wavelet-based log likelihood ratios

  • Lee, Soon Gie;Yun, Gun Jin
    • Smart Structures and Systems
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    • v.12 no.2
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    • pp.181-207
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    • 2013
  • In this paper, a statistical reference-free real-time damage detection methodology is proposed for detecting joint and member damage of truss bridge structures. For the statistical damage sensitive index (DSI), wavelet packet decomposition (WPD) in conjunction with the log likelihood ratio was suggested. A sensitivity test for selecting a wavelet packet that is most sensitive to damage level was conducted and determination of the level of decomposition was also described. Advantages of the proposed method for applications to real-time health monitoring systems were demonstrated by using the log likelihood ratios instead of likelihood ratios. A laboratory truss bridge structure instrumented with accelerometers and a shaker was used for experimental verification tests of the proposed methodology. The statistical reference-free real-time damage detection algorithm was successfully implemented and verified by detecting three damage types frequently observed in truss bridge structures - such as loss of bolts, loosening of bolts at multiple locations, sectional loss of members - without reference signals from pristine structure. The DSI based on WPD and the log likelihood ratio showed consistent and reliable results under different damage scenarios.

Obesity and its association with diets and sedentary life style among school children in Seoul, Korea: Compliance with Dietary References Intakes for Koreans food guides

  • Ha, Ae-Wha
    • Nutrition Research and Practice
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    • v.1 no.3
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    • pp.212-217
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    • 2007
  • This study compared obese children's food group intakes with the new Dietary References Intakes for Koreans (KDRIs) food guides for 5th-6th grade school children. This study also determined the extent of sedentary life styles related with obesity in this area of children. This is it cross-sectional study of 799 school children. The dietitian sent a survey form describing the project and a questionnaire to the subject's family. The questionnaire included child demographics, family history of chronic diseases, the daily servings of five food groups, such as grains, meat and beans, dairy products, fruits, and vegetables. The daily or weekly hours of physical activity, television viewing, and computer usage were also surveyed. Obesity index (%) of the subjects was calculated, and children with an obesity index (%) equal to or greater than 20 were classified as the obese. Among the 799 participants, 50.7% were female. The percentages of the normal and the obese were 691 (86.5%) and 108 (13.5%) respectively. Obese children reported eating less vegetables (p<0.05), more high sugar snacks (p<0.05), and high fat snacks (p<0.05) than normal children. No significant differences in food servings of grains, meats and beans, and fruits, and dairy products between the normal and the obese were shown. Obese children reported fewer hours of physical activities (p<0.05) and more hours of computer usage (p<0.05) than normal children. Girls showed less likelihood of being obese (odds ratio, 0.575, CI (0.38, 0.87), p<0.05). More hours of physical activity significantly decreased the likelihood of being obese (odds ratio, 0.572, CI (0.35, 0.92), p<0.05). Family history of obesity almost doubled the likelihood of obesity in children (odds ratio, 2.653, CI (1.660, 4.241), p<0.05). In conclusion, frequent snacking, inadequate vegetable consumption, and sedentary lifestyle increased significantly the likelihood of obesity in children, which suggest that obesity intervention in this age group should focuse more on those variables.

LANDSLIDE SUSCEPTIBILITY MAPPING AND VERIFICATION USING THE GIS AND BAYESIAN PROBABILITY MODEL IN BOEUN, KOREA

  • Choi, Jae-Won;Lee, Sa-Ro;Yu, Young-Tae
    • Proceedings of the Korean Association of Geographic Inforamtion Studies Conference
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    • 2003.04a
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    • pp.100-100
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    • 2003
  • The purpose of this study is to reveals spatial relationships between landslides and geospatial data set, map the landslide susceptibility using the relationships and verify the landslide susceptibility using the landslide occurrence data in Bosun area in 1998. Landslide locations were detected from aerial photography and field survey and topography, soil, forest, and land use data sets were constructed as a spatial database using GIS. As the landslide occurrence factors, slope, aspect, curvature and type of topography, texture, material, drainage and effective thickness of soil, type, age, diameter and density of wood and land use were used. Is extract the relationship between landslides and geospatial database, Bayesian probability methods, likelihood ratio and weight of evidence, were applied and the ratio and contrast value that is W$\^$+/- W$\^$-/ were calculated. The landslide susceptibility index was calculated by summation of the likelihood ratio and contrast value and the landslide susceptibility maps were generated using the index. As a result, it is expected that spatial relationships between landslides and geospatial database is helpful to explain the characteristics of landslide and the landslide susceptibility map is used to reduce associated hazards, and to plan land use and construction.

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