• 제목/요약/키워드: ordered logit

검색결과 107건 처리시간 0.028초

국내 회사채 신용 등급 예측 모형의 비교 연구 (Comparative study of prediction models for corporate bond rating)

  • 박형권;강준영;허성욱;유동현
    • 응용통계연구
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    • 제31권3호
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    • pp.367-382
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    • 2018
  • 회사채 신용 등급 예측 모형에 대한 연구는 신용 평가 기관이 회사채 신용 등급 평가에 사용될 것이라 예상 되는 여러 재무적 특성 변수들을 기반으로 진행되었으며 선형 회귀 모형(linear regression), 순위 로짓(ordered logit), 순위 프로빗(ordered probit), 서포트 벡터 기계(support vector machine), 랜덤 포레스트(random forest) 등 다양한 모형들을 적용하여 개발되었다. 하지만 기존 연구들에서 고려한 회사채 신용 등급은 연구에 따라 5등급에서 20등급까지 다른 등급 구간을 적용하였으며 분석에 이용된 표본 자료의 기간 및 대상도 상이하여 예측 성능의 공정한 비교에 어려움이 있다. 따라서 본 연구에서는 2013년부터 2017년까지의 회사채 신용 등급 자료와 기존 연구들에서 사용된 재무 지표들을 통합하여 기존에 발표된 예측 모형들을 동일한 자료에 적용하고 예측 성능을 비교하였다. 추가적으로 Elastic-net 벌점화 회귀 모형 및 순위 로짓, 순위 프로빗 모형을 적합하여 LASSO 벌점이 선택됨을 확인하였으며 LASSO 벌점을 고려한 예측 모형이 대응하는 기존의 예측 모형들보다 향상된 성능을 보임을 확인하였다. 본 연구의 수행 결과, 랜덤 포레스트를 이용한 예측 모형이 15등급 기준 검증 자료에서 정확한 등급 예측률이 69.6%로 다른 모형과 비교하여 높은 예측 성능을 나타내었다.

A Mixed Model for Oredered Response Categories

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.339-345
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    • 2004
  • This paper deals with a mixed logit model for ordered polytomous data. There are two types of factors affecting the response varable in this paper. One is a fixed factor with finite quantitative levels and the other is a random factor coming from an experimental structure such as a randomized complete block design. It is discussed how to set up the model for analyzing ordered polytomous data and illustrated how to estimate the paramers in the given model.

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고속도로 주행속도 변화에 영향을 미치는 도로기하구조 특성분석 : 제한속도 상향전후 비교를 중심으로 (Characteristics of Geometric Conditions Affecting Freeway Travel Speed : Focused on Speed Limit Change)

  • 홍성민;오철
    • 한국도로학회논문집
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    • 제16권5호
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    • pp.83-90
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    • 2014
  • PURPOSES : The purpose of this study is to identify the factors affecting the effectiveness of speed limit change that is defined as the amount of increased travel speed. METHODS : A ordered logit model was adopted to analyze the relationship between the change in travel speed and contributing factors. A stretch of Kyungbu freeway was selected for the analysis because the Korea expressway corporation has raised speed limit from 100km/h to 110km/h since September 1st in 2010. RESULTS : The results showed that geometric design elements, speeding cameras, and section length were identified as factors contributing the effectiveness. Contributing geometric design elements include the number of horizontal curves and vertical curves that do not meet the design requirement with 110km/h speed limit. CONCLUSIONS : The outcome of this study will be used for establishing various traffic operations and control strategies for freeway speed management.

대구 도심의 주거환경만족도와 거주의향 분석 (Analysis of Residential Environment Satisfaction and Residential Preference in Daegu Downtown)

  • 송흥수;임준홍;김한수
    • 한국주거학회논문집
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    • 제26권5호
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    • pp.133-141
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    • 2015
  • As an empirical study on Daegu Downtown showing decentralization phenomenon, the purpose of this study is, based on the residential satisfaction research targeting the Downtown residents, to analyze the residential environment satisfaction and residential preference. Considering the parameters of measurement, we used the Ordered Logit Model and Logistic Regression. The results are as follows: First, the comprehensive residential environment satisfaction is relatively lower than that in 2008 and the residential preference in Downtown is similar to that of the past. Second, among the 7 factors that constitute the Downtown residential environment, the house, the landscape, and the security have a relatively large influence on the comprehensive residential environment satisfaction. Third, the residential environment factors which affect those who are hoping continuous Downtown residence are the safety, the house and the complex.

친환경농산물 신뢰제고에 따른 소비의향분석 (Impact of Reliability on Consumers' Demand for Environmentally Friendly Agricultural Products)

  • 김충실;이상호
    • 한국유기농업학회지
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    • 제16권3호
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    • pp.275-286
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    • 2008
  • This paper examines the impact of reliability on consumers' demand for environmentally friendly agricultural products using ordered logit model. We survey 100 housewives living in the capital region and five metropolitian cities cross sectional data in 2007. This paper especially estimates the impact of instrumental factor, such as history tracking system, provision of information, safety assurance and labelling of brands on the consumers' demand. The main results show that provision of information and safety assurance affect consumers' demand more confident than others. In order to motivate consumers to buy more environmentally friendly agricultural products, the safety should be assured and more information on production and marketing channel should be labelled.

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우리나라의 건강수요 및 의료수요에 대한 분석: Grossman Model을 중심으로 (An Analysis on the Health and the Medical Demand in Korea: Using the Grossman Model)

  • 황용하;사공진
    • 보건행정학회지
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    • 제29권3호
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    • pp.332-341
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    • 2019
  • Background: This study analyzes the effects of the individual's health behavior on the health and the medical demand for the management of health and medical expenses. Methods: This study uses the Korea Health Panel Survey data from 2010 to 2015. We utilize the panel ordered logit model and the panel Tobit model with the subjective health status and the medical expenses as the dependent variables. Results: Chronic diseases would cause the deterioration of his or her health and the increase in medical expenses. Smoking and drinking alcohol would deteriorate one's health. The total amount of cigarettes increases medical expenses. Exercises could make people healthier, whereas excessive exercise might increase medical expenses. Private health insurance would increase medical expenses. Conclusion: Since health could reduce the medical expenses, people should promote one's health by changing one's behavior for health.

기상·기후 정보 활용이 농가 소득에 미치는 효과 분석 (Effects of Utilizing of Weather and Climate Information on Farmer's Income)

  • 정학균
    • 한국기후변화학회지
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    • 제9권3호
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    • pp.283-291
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    • 2018
  • The purpose of this study is to analyze the effects of useof weather and climate information on farmer income. To accomplish the objective of the study a farm survey was conducted, whose target respondents were local correspondents and reporters of the Korea Rural Economic Institute. The ordered logit model was employed for empirical analysis on determining whether use of weather and climate information affects farmer income. The analysis results show that the greater is farmer use of short-range weather forecasts, the higher is the income. The results also show higher farmers income with use of short-range special weather forecasts. Based upon the empirical results, the dissemination of more precise weather and climate information is suggested to increase farmer income.

청년농업인의 영농정착 특성 분석 (Characteristics of Farming Settlement for Young Farmers)

  • 이소영;이민수;김진진
    • 농촌지도와개발
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    • 제29권2호
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    • pp.99-110
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    • 2022
  • This study aims to examine the characteristics of farming settlement in young farmers. In order to analyze the effect of each characteristic on young farmers' intention for settling into farming, an ordered logit model was employed. As for the individual characteristics affecting their intention for settling into farming, age and the highest education level showed a positive effect, while family-run farming had a negative effect, which was found statistically significant. For the financial characteristics, farm income had a statistically significant positive effect. On the other hand, the social and policy characteristics did not show any statistically significant effect.

가구의 정보통신수용도가 DTV 구매에 미치는 영향 micro data를 이용한 실증연구 (Effects of IT-related Household Demand Characteristics on DTV Adoption: An Empirical Analysis Using Micro Data)

  • 윤충한;김형준;김용규
    • 기술혁신학회지
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    • 제10권1호
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    • pp.164-181
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    • 2007
  • 본 연구는 국가 경제적으로 매우 중요한 의미를 지니는 기술혁신적인 제품인 디지털 TV의 보급에 영향을 미치는 요인들에 대해 정보통신수용도를 중심으로 실증적으로 분석하였다. 이를 위해 1,000개의 가구 설문조사를 토대로 구축된 미시 데이터(micro data)를 이용하여 가구의 DTV 구매선택에 어떤 요인들이 영향을 미쳤는지를 실증적으로 분석하였으며, 이로부터 디지털 TV보급관련 정책에 함의를 찾고자 하였다. 분석 결과, 다른 설명변수의 조건이 일정할 때 가구 세대주의 학력이 높은 가구가, 소득이 높은 가구가, 통신 및 방송, 인터넷 등 정보통신 여러 부문에 대한 수용도가 높은 가구가 각각 DTV의 구매의향이 높은 것으로 나타났다. 아울러 2010년에 아날로그 방송이 중단되며 디지털방송으로 전환이 이루어진다는 정책방향을 아는 가구가 이를 알지 못하는 가구에 비해 훨씬 구매의향이 높은 것으로 나타나, 정부의 디지털전환 정책 홍보가 디지털 TV의 보급에 매우 큰 영향을 미친다는 점을 시사하고 있다. 또한 TV를 구입한지 오래될수록 디지털 TV를 구매할 확률이 높은 것으로 나타나 TV의 대체수요에 대한 인센티브를 줄 경우 더 많은 가구들이 구매할 것임을 보여 주었다. 끝으로, 디지털위성방송 시청가구가 그렇지 않은 가구에 비해 디지털 TV구매 확률이 월등히 높은 것으로 나타나 DTV 확산을 위하여는 위성방송에 대한 정책과의 연계가 효과적이라는 점을 시사하고 있다.

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학교와 인접한 회전교차로 보행자 사고심각도 영향요인 분석 (Analysis on the Accident Factors of Pedestrian Accident Severity in Roundabout Near School)

  • 손슬기;박병호
    • 한국안전학회지
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    • 제33권3호
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    • pp.71-76
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    • 2018
  • The purpose of this study is to analyze the factors affecting the roundabout accidents near schools. This study gives particular attentions discussing characteristics by pedestrian accident severity using the ordered logit models. In pursuing the above, 63 roundabouts installed before 2014 are surveyed for modeling. the traffic accident data from 2014 to 2016 are collected from TAAS data set of Road Traffic Authority. Such 35variables explaining the accidents as environment, human, geometries, school and roundabout factor are selected from literature reviews. The main results are as follows. First, the ordered logit models (${\rho}^2$ of 0.272, $x^2$ of 24.723) which is statistically significant have been developed. Second, environment factor variable is analyzed to be day or night ($X_1$ ), human factor variables are evaluated to be driver gender($X_4$), older driver($X_5$), pedestrian gender($X_7$) and children pedestrian($X_8$ ). Third, geometries factor variable are analyzed to be speed limit sign($X_{16}$) and median barrier($X_{21}$), school factor variables are evaluated to be hump-type crosswalk($X_{25}$), CCTV($X_{26}$) and school zone sign($X_{27}$), roundabout factor are analyzed to be roundabout sign($X_{30}$) and number of circulatory roadway lane($X_{32}$). Finally, this study could give some implications to decreasing the accidents severity at roundabout near schools.