• 제목/요약/키워드: random-effect model

검색결과 790건 처리시간 0.03초

우리나라의 대중국 수출 영향요인 분석 - 중국 31개 지역에 대하여 - (A Study on Export Korean Firm into China : by 31 region)

  • 백은미
    • 통상정보연구
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    • 제9권4호
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    • pp.439-460
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    • 2007
  • The purpose of this paper is to study on export factor of Korean into China by 31 Province and City. Using the panel data on Korean export factor in China for the years 1998-2005, we examined the factors determinants of import in China(by region)from Korean firms. This study based on Gravity Model to extend and fixed & random effect Model. The result of analysis is as follows : The effect of significant on Import from Korean is FDI from Korea, export into world, import from world, population in region. But per GRDP, consumption, FDI into world variable is statistically insignificant. Also coastal region variable is not a clear.

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Korean Welfare Panel Data: A Computational Bayesian Method for Ordered Probit Random Effects Models

  • Lee, Hyejin;Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • 제21권1호
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    • pp.45-60
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    • 2014
  • We introduce a MCMC sampling for a generalized linear normal random effects model with the ordered probit link function based on latent variables from suitable truncated normal distribution. Such models have proven useful in practice and we have observed numerically reasonable results in the estimation of fixed effects when the random effect term is provided. Applications that utilize Korean Welfare Panel Study data can be difficult to model; subsequently, we find that an ordered probit model with the random effects leads to an improved analyses with more accurate and precise inferences.

RPNB 모형을 이용한 고속도로 인터체인지 구간에서의 교통사고모형 - 인터체인지 형태별/지역별로 (Random Parameter Negative Binomial Models of Interstate Accident Frequencies on Interchange Segment by Interchange Type/Region)

  • 이근희;박민호;노정현
    • 한국도로학회논문집
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    • 제16권5호
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    • pp.133-142
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    • 2014
  • PURPOSES : The objective was to develop the advanced method which could not explain each observation's specific characteristic in the present negative binomial method that results in under-estimation of the standard error(t-value inflation) and affects the confidence of whole derived results. METHODS : This study dealt with traffic accidents occurring within interchange segment on highway main line with RPNB(Random Parameter Negative Binomial) method that enables to take account of heterogeneity. RESULTS : As a result, AADT and lighting installation type on the road were revealed to have random parameter and in terms of other geometric variables, all were derived as fixed parameter(same effect on every segment). Also, marginal effects were adapted to analyze the relative effects on traffic accidents. CONCLUSIONS : This study proves that RPNB method which considers each observation's specific characteristics is better fitted to the accident data with geometrics. Thus, it is recommended that RPNB model or other methods which could consider the heterogeneity needs to be adapted in accident analysis.

시도별 패널데이터를 이용한 경유제품 수요함수 추정 (Estimation of diesel fuel demand function using panel data)

  • 임찬수
    • 에너지공학
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    • 제26권2호
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    • pp.80-92
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    • 2017
  • 본 연구는 1998년부터 2015년까지의 16개 시도별 경유수요량, 경유제품 판매가격(유통단계), 및 총 부가가치생산의 패널데이터를 이용하여, 패널GLS, 고정효과(Fixed Effect), 확률효과(Random Effect) 및 동적패널(Dynamic Panel) 모형을 통해 국내 경유수요함수를 추정하고, 이를 통해 가격탄력성과 소득탄력성을 추정하였다. 단기 가격탄력성은 -0.2146(패널GLS), -0.2886(고정효과), -0.2854(확률효과), -0.1905(동적패널)로 추정되었고, 단기 소득탄력성은 0.7379(패널GLS), 0.4119(고정효과), 0.7260(확률효과), 0.4166(동적패널)로 추정되었는데, 모두 비탄력적인 것으로 나타났다. 장기 가격탄력성과 장기 소득탄력성은 동적패널을 통해 추정하였고, 각각 -0.4784, 1.0461로 유의하게 나타났다. 경유 수요는 소득에 증감에 대해 단기적으로는 비탄력적이나, 장기적으로는 탄력적으로 나타나고 있다. 추가로 서울지역을 기준으로 지역변수를 더미변수(Dummy Variables)로 하여 각 지역의 경유수요로의 효과를 검정하였는데, 10개 지역에서 상대적으로 유의하게 추정되었다.

A HGLM framework for Meta-Analysis of Clinical Trials with Binary Outcomes

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1429-1440
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    • 2008
  • In a meta-analysis combining the results from different clinical trials, it is important to consider the possible heterogeneity in outcomes between trials. Such variations can be regarded as random effects. Thus, random-effect models such as HGLMs (hierarchical generalized linear models) are very useful. In this paper, we propose a HGLM framework for analyzing the binominal response data which may have variations in the odds-ratios between clinical trials. We also present the prediction intervals for random effects which are in practice useful to investigate the heterogeneity of the trial effects. The proposed method is illustrated with a real-data set on 22 trials about respiratory tract infections. We further demonstrate that an appropriate HGLM can be confirmed via model-selection criteria.

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비궤양성 소화불량에서 Helicobacter pylori 박멸치료후 증상개선에 대한 메타분석 (Meta Analysis of Symptom Improvement through Eradication of Helicobacter pylori in Patients with Non-ulcer Dyspepsia)

  • 엄상화;정귀원;신원창;조종래;손혜숙;배기택;김성준
    • Journal of Preventive Medicine and Public Health
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    • 제32권4호
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    • pp.427-434
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    • 1999
  • Objectives: This study was conducted to determine, by reviewing the literature, whether treatment of Helicobacter pylori infection in patients with non-ulcer dyspepsia affects symptoms. Methods: We retrieved the literature using MEDLINE search, with nonulcer dyspepsia and Hericobacter pylori and treatment as key words, which were reported from 1984 to 1998, and manual literature search. The criteria for inclusion was as follows; 1) The paper should have confirmed nonulcer dyspepsia as case definition. 2) The paper should have peformed a randomized, blind trial. 3) Confirmation of Helicobacter pylori eradication should be done 4 weeks after treatment. 4) studies with no information on measurement of symptoms after treatment were not accepted. The percentage of patients with symptom improvement after eradication therapy for Helicobacter pylori infection was calculated. Cumulative odds ratio was compared by fixed effect model and random effect model as sensitivity and funnel plot was used to evaluate publication bias. Results: The overall effect size of symptom improvement was calculated by cumulative odds ratio. Cumulative odds ratio of random effect model was 4.16(95% CI: 1.55-11.19). Before integrating each effect sizes into common effect size, the homogeneity test was conducted and random effect model was selected(Cochran's Q=41.08 (d.f=10, p<0.001)). The heterogeneity across studies was evaluated and the different methodological aspects of studies led to differences between study results Conclusions: The results suggest that the eradication of Helicobacter pylori in patients with non-ulcer dyspepsia results more symptom improvement. In studios that shows the opposite results there are methodological aspects explaining the heterogeneity.

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Effects of blast-induced random ground motions on the stochastic behaviour of industrial masonry chimneys

  • Haciefendioglu, Kemal;Soyluk, Kurtulus
    • Structural Engineering and Mechanics
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    • 제43권6호
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    • pp.835-845
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    • 2012
  • This paper focuses on the stochastic response analysis of industrial masonry chimneys to surface blast-induced random ground motions by using a three dimensional finite element model. Underground blasts induce ground shocks on nearby structures. Depending on the distance between the explosion centre and the structure, masonry structures will be subjected to ground motions due to the surface explosions. Blast-induced random ground motions can be defined in terms of the power spectral density function and applied to each support point of the 3D finite element model of the industrial masonry system. In this paper, mainly a parametric study is conducted to estimate the effect of the blast-induced ground motions on the stochastic response of a chimney type masonry structure. With this purpose, different values of charge weight and distance from the charge centre are considered for the analyses of the chimney. The results of the study underline the remarkable effect of the surface blast-induced ground motions on the stochastic behaviour of industrial masonry type chimneys.

Estimation of Genetic and Phenotypic Covariance Functions for Body Weight as Longitudinal Data of SD-II Swine Line

  • Liu, Wenzhong;Cao, Guoqing;Zhou, Zhongxiao;Zhang, Guixian
    • Asian-Australasian Journal of Animal Sciences
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    • 제15권5호
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    • pp.622-626
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    • 2002
  • Growth records over six generations of 686 pigs in SD-II Swine Line were used to estimate the genetic and phenotypic covariance functions for body weight as longitudinal data. A random regression model with Legendre polynomials of age as independent variables was used to estimate the (co)variances among the regression coefficients, thus the coefficients of genetic and permanent environmental covariance functions by restricted maximum likelihood employing the average information algorithm. The results showed that, using litter effect as additional random effect, a reduced order of fit did not describe the data adequately. For all five orders of fit, however, the change trends of genetic and phenotypic (co)variances were very similar from ${\kappa}$=3 onwards.

Effect of Boundary Conditions of Failure Pressure Models on Reliability Estimation of Buried Pipelines

  • Lee, Ouk-Sub;Pyun, Jang-Sik;Kim, Dong-Hyeok
    • International Journal of Precision Engineering and Manufacturing
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    • 제4권6호
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    • pp.12-19
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    • 2003
  • This paper presents the effect of boundary conditions in various failure pressure models published for the estimation of failure pressure. Furthermore, this approach is extended to the failure prediction with the aid of a failure probability model. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with each corrosion defect in buried pipelines for long exposure period with unit of years. A failure probability model based on the von-Mises failure criterion is adapted. The log-normal and standard normal probability functions for varying random variables are adapted. The effects of random variables such as defect depth, pipe diameter, defect length, fluid pressure, corrosion rate, material yield stress, material ultimate tensile strength and pipe thickness on the failure probability of the buried pipelines are systematically investigated for the corrosion pipeline by using an adapted failure probability model and varying failure pressure model.

Lactobacillus를 주성분으로 하는 생균제의 급여가 육계의 성장성적, 혈액성분 및 장내 유산균에 미치는 효과: 메타분석 (Effect of Lactobacillus Base Probiotics Feeding on the Growth Performance, Blood Parameters and Cecal Lactic Acid Bacteria of Broiler Chicken: Meta-analysis)

  • 최낙진;황인호;박철;김대철;백승우;문상호;조원모;홍성구
    • 한국유기농업학회지
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    • 제19권4호
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    • pp.565-575
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    • 2011
  • Recently, the use of antibiotics to improve animal productivity in livestock industry was strictly restricted. For these reason, probiotics have been regarded as one of promising materials for an antibiotic alternative. In this study, we investigated how the probiotics influences on the performance of broiler chicken via meta-analysis. Eighteen researches from 1997 to 2010 were used for meta-analysis. The standard summary effects were calculated via fixed effect model and random effect model (Borenstein et al., 2009). Heterogeneity was calculated by using the Cochran's Q statistics (Kook et al., 2009) and publication bias was calculated via Egger's regression (Lee et al., 2011). In fixed model average daily gain, body weight serum protein content and cecal LAB showed positive effect significantly. Feed intake, feed/gain and serum cholesterol showed significant negative effect. In serum triglyceride, negative effect was found but significance was not shown. In random model, average daily gain body weight and cecal LAB showed positive effects with significance and feed/gain and serum cholesterol represented significant negative effects. Publication bias was found only in feed/gain.