• 제목/요약/키워드: unconditional model

검색결과 79건 처리시간 0.029초

A Unit Root Test for Multivariate Autoregressive Model with Multiple Unit Roots

  • Shin, Key-Il
    • Journal of the Korean Statistical Society
    • /
    • 제26권3호
    • /
    • pp.397-405
    • /
    • 1997
  • Recently maximum likelihood estimators using unconditional likelihood function are used for testing unit roots. When one wants to use this method the determinant term of initial values in the multivariate unconditional likelihood function produces a complicated function of the elements in the coefficient matrix and variance matrix. In this paper an approximation of the determinant term is calculated and based on this aproximation an approximated unconditional likelihood function is calculated. The approximated unconditional maximum likelihood estimators can be used to test for unit roots. When multivariate process has one unit root the limiting distribution obtained by this method and the limiting distribution using exact unconditional likelihood function are the same.

  • PDF

An Asymptotic Property of Multivariate Autoregressive Model with Multiple Unit Roots

  • Shin, Key-Il
    • Journal of the Korean Statistical Society
    • /
    • 제23권1호
    • /
    • pp.167-178
    • /
    • 1994
  • To estimate coefficient matrix in autoregressive model, usually ordinary least squares estimator or unconditional maximum likelihood estimator is used. It is unknown that for univariate AR(p) model, unconditional maximum likelihood estimator gives better power property that ordinary least squares estimator in testing for unit root with mean estimated. When autoregressive model contains multiple unit roots and unconditional likelihood function is used to estimate coefficient matrix, the seperation of nonstationary part and stationary part of the eigen-values in the estimated coefficient matrix in the limit is developed. This asymptotic property may give an idea to test for multiple unit roots.

  • PDF

간호대학생의 생활스트레스가 우울에 미치는 영향: 무조건적 자기수용의 매개효과 (The Effects of Life Stress on Depression in Nursing Students: The Mediating Effect of Unconditional Self Acceptance)

  • 여현주
    • 한국학교보건학회지
    • /
    • 제35권1호
    • /
    • pp.31-39
    • /
    • 2022
  • Purpose: The purpose of the study was to examine the meditating effect of unconditional self acceptance on the relationship between life stress and depression in nursing students. Methods: Data was collected from a survey of 140 nursing students using self-reported questionnaires. The data was analyzed using IBM SPSS Statistic 25.0. The mediating effect of unconditional self-acceptance on the relationship between the subject's life stress and depression was analyzed using Baron and Kenny's method. In addition, the Sobel test was conducted to determine the significance of the mediating effect. Results: The regression model explained 43% of the variance in nursing students' depression. Significant factors were task-related life stress, unconditional self acceptance, and academic achievement. Unconditional self acceptance had a partial mediating effect on the relationship between nursing students' task-related life stress and depression. Conclusion: To prevent depression in nursing students, it is necessary to build effective strategies to manage task-related stress and improve unconditional self-acceptance.

청소년패널자료 분석에서의 반복측정분산분석을 활용한 잠재성장모형 (Analysis of latent growth model using repeated measures ANOVA in the data from KYPS)

  • 이화정;강석복
    • Journal of the Korean Data and Information Science Society
    • /
    • 제24권6호
    • /
    • pp.1409-1419
    • /
    • 2013
  • 최근 종단자료 분석방법으로 많이 연구되는 잠재성장모형으로 청소년 패널자료를 분석하였다. 본 연구에서 잠재성장모형 분석에서 비조건적 모형을 좀 더 빠르게 찾기 위해 비조건적 모형에 반복측정 분산분석의 결과를 활용하였다. 또한, 비조건적 모형을 결정하기 위해 기존에 주로 사용된 6개 유형, 2차모형과 반복측정분산분석의 결과를 적용한 모형들을 비교하였다.

지하 불균질 예측 향상을 위한 마르코프 체인 몬테 카를로 히스토리 매칭 기법 개발 (A Development of Markov Chain Monte Carlo History Matching Technique for Subsurface Characterization)

  • 정진아;박은규
    • 한국지하수토양환경학회지:지하수토양환경
    • /
    • 제20권3호
    • /
    • pp.51-64
    • /
    • 2015
  • In the present study, we develop two history matching techniques based on Markov chain Monte Carlo method where radial basis function and Gaussian distribution generated by unconditional geostatistical simulation are employed as the random walk transition kernels. The Bayesian inverse methods for aquifer characterization as the developed models can be effectively applied to the condition even when the targeted information such as hydraulic conductivity is absent and there are transient hydraulic head records due to imposed stress at observation wells. The model which uses unconditional simulation as random walk transition kernel has advantage in that spatial statistics can be directly associated with the predictions. The model using radial basis function network shares the same advantages as the model with unconditional simulation, yet the radial basis function network based the model does not require external geostatistical techniques. Also, by employing radial basis function as transition kernel, multi-scale nested structures can be rigorously addressed. In the validations of the developed models, the overall predictabilities of both models are sound by showing high correlation coefficient between the reference and the predicted. In terms of the model performance, the model with radial basis function network has higher error reduction rate and computational efficiency than with unconditional geostatistical simulation.

잠재성장모형의 무조건적 모델 추정을 위한 데이터 기반 방법론 (A Data Based Methodology for Estimating the Unconditional Model of the Latent Growth Modeling)

  • 조영빈
    • 디지털융복합연구
    • /
    • 제16권6호
    • /
    • pp.85-93
    • /
    • 2018
  • 대표적인 종단자료 분석방법인 잠재성장모형(Latent Growth Modeling)은 무조건적 모델과 조건적 모델로 구분되는데, 이중 무조건적 모델은 초기값과 기울기를 추정하여 적합도가 높은 모델을 추정해야 한다. 그렇지만 기존 잠재성장모형에는 종단자료의 형태가 단순선형함수 등 특정 함수가 아닐 경우 기울기를 추정하는 체계적인 방법론이 없었다. 본 연구에서는 뮤조건적 모델의 기울기를 추정하는데 연관규칙(Association Rule Mining)의 순차패턴(Sequential Pattern)을 사용하였다. 데이터는 한국고용정보원의 2001년~2006년에 조사한 청년 패널 데이터를 사용하였다. 제안한 방법론은 기존 단순선형함수를 가정할 때와 비교하여 적합도가 상승하는 것을 확인할 수 있었으며, 기울기 추정 과정을 시각화할 수 있는 부수적인 장점이 있었다.

Aad의 대안적 역할에 대한 탐색적 연구 : 환경 관여도와 메시지 방향성을 중심으로 (An exploratory study of Aab alternative role: In consideration of environment level of engagement and message direction)

  • 박진우
    • 경영과정보연구
    • /
    • 제24권
    • /
    • pp.97-124
    • /
    • 2008
  • This study aimed to explore how the involvement of environment influenced eight subjects group. Thus, experiment was performed to clarify the role that the attitude of university student consumer plays in the communication process depending on the level of engagement of consumer in the environment and method to raise donation for preservation of environment. Analyzing as per the type of appeal, the mark in altruistic appeal type was higher in all variables than egoistic appeal type. Finally, checking the average mark of each variable as per the condition of donation, the value in unconditional donation was higher than in all variables than conditional donation. It was found 3 groups composed of 2 groups with high level of environmental engagement and 1 group with low level of environmental engagement were suitable to double mediation model among the 8 experimental groups. The group where double mediation model best corresponds than any other group was high level related to environment and the group that contacts altruistic appeal and the message in the form of conditional donation. It was also found that the group that has low level of environmental engagement and contacts egoistic appeal type and conditional donation shows the group that corresponds to double mediation model in the second place among the 8 groups. Finally, it was found that the group that has high level of environmental engagement and is stimulated by altruistic appeal and unconditional donation corresponds to double mediation model. Depending on the condition of message stimulation, unconditional donation is found to better correspond to double mediation model than conditional donation. However, opposite phenomena is observed when the level of environmental engagement is high and appeal type is egoistic. Namely, it was found that conditional donation better corresponds to double mediation model than unconditional donation.

  • PDF

대학생의 사회부과적 완벽주의가 우울에 미치는 영향: 불확실성에 대한 인내력 부족과 무조건적 자기수용의 매개효과를 중심으로 (The Effect of Socially-Prescribed Perfectionism of College Students to Depression: Testing the Mediation effect of Intolerance of Uncertainty and Unconditional Self Acceptance)

  • 최재광;송원영
    • 융합정보논문지
    • /
    • 제8권3호
    • /
    • pp.183-191
    • /
    • 2018
  • 본 연구는 사회부과적 완벽주의가 불확실성에 대한 인내력 부족과 무조건적 자기수용을 매개로 우울에 미치는 영향을 검증하여 대학생들의 긍정적인 생활을 증진시킬 수 있는 방안을 모색하고자 실시하였다. 본 연구에서는 사회부과적 완벽주의, 불확실성에 대한 인내력 부족, 무조건적 자기수용, 우울에 미치는 영향을 238명의 대학생을 대상으로 진행하였다. 이에 다차원적 완벽주의척도(MPS)의 하위요소인 사회부과적 완벽주의 척도, 불확실성에 대한 인내력 부족 척도(IUS), 무조건적 자기수용 척도(USAQ-R), 우울 척도(CES-D)로 구성된 설문을 실시하여 상관분석 및 구조방정식 검증을 실시하였다. 분석결과 사회부과적 완벽주의와 불확실성에 대한 인내력 부족은 우울과 유의한 부적 상관을 보였고, 무조건적 자기수용과는 유의한 정적 상관을 보였다. 구조방정식 검증을 통해 사회부과적 완벽주의와 우울과의 관계에서 불확실성에 대한 인내력 부족과 무조건적 자기 수용이 완전매개를 보이는 것으로 검증되었다. 본 연구에서의 시사점 및 제언을 제시하였다.

UNCONDITIONAL STABILITY AND CONVERGENCE OF FULLY DISCRETE FEM FOR THE VISCOELASTIC OLDROYD FLOW WITH AN INTRODUCED AUXILIARY VARIABLE

  • Huifang Zhang;Tong Zhang
    • 대한수학회지
    • /
    • 제60권2호
    • /
    • pp.273-302
    • /
    • 2023
  • In this paper, a fully discrete numerical scheme for the viscoelastic Oldroyd flow is considered with an introduced auxiliary variable. Our scheme is based on the finite element approximation for the spatial discretization and the backward Euler scheme for the time discretization. The integral term is discretized by the right trapezoidal rule. Firstly, we present the corresponding equivalent form of the considered model, and show the relationship between the origin problem and its equivalent system in finite element discretization. Secondly, unconditional stability and optimal error estimates of fully discrete numerical solutions in various norms are established. Finally, some numerical results are provided to confirm the established theoretical analysis and show the performances of the considered numerical scheme.

연관규칙을 이용한 잠재성장모형의 개선방법론 (A Methodology for Improving fitness of the Latent Growth Modeling using Association Rule Mining)

  • 조영빈;전재훈;최병우
    • 한국융합학회논문지
    • /
    • 제10권2호
    • /
    • pp.217-225
    • /
    • 2019
  • 대표적인 종단자료 분석방법인 잠재성장모형(Latent Growth Modeling)은 무조건적 모형과 조건적 모형으로 구분한다. 잠재성장모형의 무조건적 모형 성장궤적은 선형으로 가정하여 분석하는 경우가 많다. 본 연구는 선형 성장궤적으로 가정하여 모형 적합도가 미달하는 경우 연관규칙기법을 이용하여 모형 적합도를 제고하는 방법론을 제안한다. 방법론은 연관규칙 마이닝의 순차패턴(Sequential Pattern)을 사용한다. 이를 위하여 종단자료를 분위별로 나누고, 각 분위에 속한 종단자료의 기간 변화를 산출한 뒤 이를 순차 패턴 화하였다. SPSS AMOS를 이용하여 한국고용정보원의 2001년부터 6년간 조사한 청년 패널 자료로 효과성을 검증하였다. 기존 단순선형함수를 가정할 때와 비교하여 모형 적합도가 상승하는 것을 확인할 수 있었다.