• Title/Summary/Keyword: nonlinear regression analysis

Search Result 365, Processing Time 0.057 seconds

Developing Rear-End Collision Models of Roundabouts in Korea (국내 회전교차로의 추돌사고 모형 개발)

  • Park, Byung Ho;Beak, Tae Hun
    • Journal of the Korean Society of Safety
    • /
    • v.29 no.6
    • /
    • pp.151-157
    • /
    • 2014
  • This study deals with the rear-end collision at roundabouts. The purpose of this study is to develop the accident models of rear-end collision in Korea. In pursuing the above, this study gives particular attention to developing the appropriate models using Poisson, negative binomial model, ZAM, multiple linear and nonlinear regression models, and statistical analysis tools. The main results are as follows. First, the Vuong statistics and overdispersion parameters indicate that ZIP is the most appropriate model among count data models. Second, RMSE, MPB, MAD and correlation coefficient tests show that the multiple nonlinear model is the most suitable to the rear-end collision data. Finally, such the independent variables as traffic volume, ratio of heavy vehicle, number of circulatory roadway lane, number of crosswalk and stop line are adopted in the optimal model.

Analysis of Corporate Value Relevance Form of Tax Avoidance (조세회피의 기업가치 관련성 형태 분석)

  • Gee-Jung Kwon
    • Asia-Pacific Journal of Business
    • /
    • v.14 no.4
    • /
    • pp.233-254
    • /
    • 2023
  • Purpose - This study aims to verify whether the effect of tax avoidance on corporate value is non-linear in the Korean financial markets. Design/methodology/approach - This study believes that the cause of the inconsistent empirical analysis results of previous studies that verified the relationship between tax avoidance and firm value may be an error in assuming linearity, and verifies whether a nonlinear relationship exists. The sample company in this study is a December settlement corporation listed on the Korean stock market, and the analysis period is from 2000 to 2021. In the empirical analysis model, Tobin's Q is used as a proxy for corporate value, tax avoidance is used as the main independent variable, and a regression model is designed with corporate size, growth rate, and debt ratio set as control variables. Findings - As a result of the empirical analysis, it can be confirmed that there is an inverted U-shaped nonlinear relationship between tax avoidance and corporate value. In the additional analysis using Ohlson (1995) firm valuation model for the robustness of the results of the empirical analysis, the same nonlinear value relationship between tax avoidance can be confirmed. Research implications or Originality - This study is considered to be meaningful in that it verifies the non-linear relationship of tax avoidance, which has not been attempted in previous studies. The meaning of the inverted U-shaped nonlinear relationship presented in this study is that corporate tax avoidance acts as a factor that increases corporate value up to a certain level, but rather becomes a factor that decreases corporate value when it exceeds a critical point. These results are expected to provide new perspectives and perspectives on tax avoidance to companies belonging to the Korean capital market.

Analysis of quantitative high throughput screening data using a robust method for nonlinear mixed effects models

  • Park, Chorong;Lee, Jongga;Lim, Changwon
    • Communications for Statistical Applications and Methods
    • /
    • v.27 no.6
    • /
    • pp.701-714
    • /
    • 2020
  • Quantitative high throughput screening (qHTS) assays are used to assess toxicity for many chemicals in a short period by collectively analyzing them at several concentrations. Data are routinely analyzed using nonlinear regression models; however, we propose a new method to analyze qHTS data using a nonlinear mixed effects model. qHTS data are generated by repeating the same experiment several times for each chemical; therefor, they can be viewed as if they are repeated measures data and hence analyzed using a nonlinear mixed effects model which accounts for both intra- and inter-individual variabilities. Furthermore, we apply a one-step approach incorporating robust estimation methods to estimate fixed effect parameters and the variance-covariance structure since outliers or influential observations are not uncommon in qHTS data. The toxicity of chemicals from a qHTS assay is classified based on the significance of a parameter related to the efficacy of the chemicals using the proposed method. We evaluate the performance of the proposed method in terms of power and false discovery rate using simulation studies comparing with one existing method. The proposed method is illustrated using a dataset obtained from the National Toxicology Program.

Compensation of Light Scattering Method for Real-Time Monitoring of Particulate Matters in Subway Stations (지하역사 내 미세먼지 실시간 모니터링을 위한 광산란법 보정)

  • Kim, Seo-Jin;Kang, Ho-Seong;Son, Youn-Suk;Yoon, Sang-Lyeor;Kim, Jo-Chun;Kim, Gyu-Sik;Kim, In-Won
    • Journal of Korean Society for Atmospheric Environment
    • /
    • v.26 no.5
    • /
    • pp.533-542
    • /
    • 2010
  • The $PM_{10}$ concentrations in the underground should be monitored for the health of commuters on the underground subway system. Seoul Metro and Seoul Metropolitan Rapid Transit Corporation are measuring several air pollutants regularly. As for the measurement of $PM_{10}$ concentrations, instruments based on $\beta$-ray absorption method and gravimetric methods are being used. But the instruments using gravimetric method give us 20-hour-average data and the $\beta$-ray instruments can measure the $PM_{10}$ concentration every one hour. In order to keep the $PM_{10}$ concentrations under a healthy condition, the air quality of the underground platform and tunnels should be monitored and controlled continuously. The $PM_{10}$ instruments using light scattering method can measure the $PM_{10}$ concentrations every less than one minute. However, the reliability of the instruments using light scattering method is still not proved. The purpose of this work is to study the reliability of the instruments using light scattering method to measure the $PM_{10}$ concentrations continuously in the underground platforms. One instrument using $\beta$-ray absorption method and two different instruments using light scattering method (LSM1, LSM2) were placed at the platform of the Jegi station of Seoul metro line Number 1 for 10 days. The correlation between the $\beta$-ray instrument and the LSM2 ($r^2$=0.732) was higher than that between the $\beta$-ray instrument and the LSM1 ($r^2$=0.393). Thus the LSM2 was chosen for further analysis. Three different regression analysis methods were tested: Linear regression analysis, Nonlinear regression analysis and Orthogonal regression analysis. When the instruments using light scattering method were used, the data measured these instruments have to be converted to actual $PM_{10}$ concentrations using some factors. With these analyses, the factors could be calculated successfully as linear and nonlinear forms with respect to the data. And the orthogonal regression analysis was performed better than the ordinary least squares method by 28.45% reduction of RMSE. These findings propose that the instruments using light scattering method light scattering method can be used to measure and control the $PM_{10}$ concentrations of the underground subway stations.

Recommended Practice for Demand Factor by Feature Parameters and Regression Analysis depending on Power Consumption Characteristics in Office Buildings (사무소용빌딩의 전력소비특성을 고려한 특징파라메터 및 회귀분석을 통한 조명 및 일반동력부하의 수용률 분석)

  • Kim, Se-Dong;Nam, Ki-Beom;Jung, Hyung-Yong;Shin, Hwa-Young;Kim, Sung-Hwan
    • Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
    • /
    • 2005.05a
    • /
    • pp.331-336
    • /
    • 2005
  • It is increased electrical energy consumption with the development of intelligence society in the office buildings and thus an energy conservation through efficient use of electricity became more important. This paper shows a reasonable design demand factor in office buildings, that was made by the systematic and statistical way considering actual conditions, such as investigated electric equipment capacity, peak power consumption, demand factor, etc., for 54 office buildings and 34 electrical design offices. In this dissertation, it is necessary to analyse the key features and general trend from the investigated data. It made an analysis of the feature parameters, such as average, standard deviation, median, maximum, minimun and thus it was carried linear and nonlinear regression analysis.

  • PDF

Recommended Practice for Demand Factor and Maximum Utilization Factor by Feature Parameters and Regression Analysis depending on Power Consumption Characteristics in Office Buildings (사무소용빌딩의 전력소비특성을 고려한 특징파라메터 및 회귀분석을 통한 수용률과 변압기최대이용률 비교 분석)

  • Kim, Se-Dong
    • Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
    • /
    • 2007.05a
    • /
    • pp.241-244
    • /
    • 2007
  • It is increased electrical energy consumption with the development of intelligence society in office buildings and thus an energy conservation through efficient use of electricity became more important. This paper shows a reasonable design demand factor in office buildings, that was made by the systematic and statistical way considering actual conditions, such as investigated electric equipment capacity, peak power consumption, demand factor, etc., for 132 office buildings. In this dissertation, it is necessary to analyze the key features and general trend from the investigated data. It made an analysis of the feature parameters, such as average, standard deviation, median, maximum, minimun and thus it was carried linear and nonlinear regression analysis.

  • PDF

Recommended Practice for Demand Factor using Regression Analysis Theory depending on Power Consumption Characteristics in General Hospitals (종합병원의 전력소비 특성을 고려한 회귀분석이론을 이용한 수용률 기준 설정)

  • Kim, Se-Dong;Shin, Hyo-Seop;Kim, Soo-Gil;Oh, Kie-Bong
    • Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
    • /
    • 2005.11a
    • /
    • pp.233-237
    • /
    • 2005
  • It is increased electrical energy consumption with the development of intelligence society in the general hospitals and thus an energy conservation through efficient use of electricity became more important. This paper shows a reasonable design demand factor in office buildings, that was made by the systematic and statistical way considering actual conditions, such as investigated electric equipment capacity, peak power consumption, demand factor, etc., for 32 general hospitals and 9 electrical design offices. In this dissertation, it is necessary to analyse the key features and general trend from the investigated data. It made an analysis of the feature parameters, such as average, standard deviation, median, maximum, minimun and thus it was carried linear and nonlinear regression analysis.

  • PDF

Recommended Practice for Lighting Load Density by Feature Parameters and Regression Analysis depending on Power Consumption Characteristics in Subway Stations (회귀분석이론을 이용한 지하철 역사의 조명부하밀도 분석)

  • Jung, Hyeon-Ki;Kim, Se-Dong
    • Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
    • /
    • 2006.05a
    • /
    • pp.254-259
    • /
    • 2006
  • It is increased electrical energy consumption with the development of intelligence society in the subway station and thus an energy conservation through efficient use of electricity became more important. This paper shows a reasonable design load density in subway stations, that was made by the systematic and statistical way considering actual conditions, such as investigated electric equipment capacity, peak power consumption, demand factor, etc., for 34 subway stations and 10 electrical design offices. In this dissertation, it is necessary to analyse the key features and general trend from the investigated data. It made an analysis of the feature parameters, such as average, standard deviation, median, maximum, maximum and thus it was carried linear and nonlinear regression analysis.

  • PDF

Inelastic Displacement Ratio for Strength-limited Bilinear SDF Systems (강도한계 이선형 단자유도 시스템의 비탄성 변위비)

  • Han, Sang-Whan;Lee, Tae-Sub;Seok, Seung-Wook
    • Journal of the Earthquake Engineering Society of Korea
    • /
    • v.14 no.4
    • /
    • pp.23-28
    • /
    • 2010
  • This study evaluated the effect of vibration, level of lateral yielding strength, site conditions, ductility factor, strain-hardening ratio, and post-capping ratio of the strength limited bilinear SDF systems on the inelastic displacement ratio. The nonlinear response history analysis was conducted using 240 ground motions which were collected at the sites classified as site classes B, C, and D according to the NEHRP. To account for the P-$\Delta$ effects, this study considered negative stiffness ratios ranging from -0.1 to -0.5 of elastic stiffness. Four different damping ratios are used: 2, 5, 10, and 20%. From this study, an equation of inelastic displacement ratio was proposed using nonlinear regression analysis.

Probability Distribution of Displacement Response of Structures with Friction dampers Excited by Earthquake Loads Generated Using Kanai-Tajimi Filter (Kanai-Tajimi 필터 인공지진 가진된 마찰형 감쇠를 갖는 구조물의 변위 응답 확률분포)

  • Youn, Kyung-Jo;Park, Ji-Hun;Min, Kyung-Won;Lee, Sang-Hyun
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.20 no.5
    • /
    • pp.623-628
    • /
    • 2007
  • The accurate peak response estimation of a seismically excited structure with frictional damping system(FDS) is very difficult since the structure with FDS shows nonlinear behavior dependent on the structural period, loading characteristics, and relative magnitude between the frictional force and the excitation load. Previous studies have estimated that by replacing a nonlinear system with an equivalent linear one or by employing the response spectrum obtained based on nonlinear time history and statistical analysis. In the case that an earthquake load is defined with probabilistic characteristics, the corresponding response of the structure with FDS has probabilistic distribution. In this study, nonlinear time history analyses were performed for the structure with FDS subjected to artificial earthquake loads generated using Kanai-Tajimi filter. An equation for the probability density function (PDF) of the displacement response is proposed by adapting the PDF of the normal distribution. Finally, coefficients of the proposed PDF are obtained by regression analysis of the statistical distribution of the time history responses. Finally the correlation between PDFs and statistical response distribution is presented.