• Title/Summary/Keyword: 로그 회귀분석

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Correlation between Channel-Flow Test Results and Rheological Properties of Freshly Mixed Mortar (굳지 않은 모르타르의 채널 플로와 레올로지 특성의 상관관계)

  • Shin, Tae Yong;Lee, Jin Hyun;Kim, Jae Hong;Kim, Myeong Kyu
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.7
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    • pp.237-244
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    • 2016
  • The workability of mortar determines its construction performance in a structure showing its designed resistance to external loads. Measuring the rheological properties of mortar is one way of quantifying its workability, but its field-applications are limited due to economical and spatial issues. The robustness of the slump flow test allows its use for evaluating the workability of mortar, even though it is a rather qualitative test method. This paper proposes a channel flow test and develops a correlation between its result and the rheological properties of mortar. The volume-of-fluid simulation for the channel flow test was accomplished, and a numerical database for the correlation was composed. A correlation model to estimate the rheological properties of mortar using the results of the channel flow test as inputs is proposed.

A Study of Option Pricing Using Variance Gamma Process (Variance Gamma 과정을 이용한 옵션 가격의 결정 연구)

  • Lee, Hyun-Eui;Song, Seong-Joo
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.55-66
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    • 2012
  • Option pricing models using L$\acute{e}$evy processes are suggested as an alternative to the Black-Scholes model since empirical studies showed that the Black-Sholes model could not reflect the movement of underlying assets. In this paper, we investigate whether the Variance Gamma model can reflect the movement of underlying assets in the Korean stock market better than the Black-Scholes model. For this purpose, we estimate parameters and perform likelihood ratio tests using KOSPI 200 data based on the density for the log return and the option pricing formula proposed in Madan et al. (1998). We also calculate some statistics to compare the models and examine if the volatility smile is corrected through regression analysis. The results show that the option price estimated under the Variance Gamma process is closer to the market price than the Black-Scholes price; however, the Variance Gamma model still cannot solve the volatility smile phenomenon.

Relationship between Depression and Health Care Utilization (우울과 의료이용의 관계)

  • Hyo Eun Cho;Jun Hyup Lee
    • Health Policy and Management
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    • v.34 no.1
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    • pp.68-77
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    • 2024
  • Background: Depressive disorders can be categorized into daily depression and clinical depression. The experience of depressive disorder can increase health care utilization due to decreased treatment compliance and somatization. On the other hand, the clinical depression group may also experience social prejudice associated with the illness, which can limit their access to health care utilization. In terms of the significance of health care utilization as a factor in individual and social issues, this study aims to compare the health care utilization of the clinical depression group with that of the non-depressed group and the daily depression group. Methods: The analysis utilized the inverse probability of treatment weighting based on the generalized propensity score. Results: As a result of the analysis, clinical depression and daily depression were higher among women, low-income groups, individuals with low education levels, and so forth. The clinical depression group was also higher among individuals who were not economically active, did not have private health insurance, or had multiple chronic diseases. The number of outpatient department visits in the depression group was significantly higher than in the non-depressed group. In addition, the number of outpatient department visits for the clinical depression group was significantly higher than that for the daily depression group. Outpatient medical expenses were higher in the depression group than in the non-depressed group, and there was no significant difference between the clinical depression group and the daily depression group. Conclusion: Health care utilization was higher in the depression group than the non-depressed group, it was also higher in the clinical depression group than the daily depression group.

The Effect of Foreign Bond Yield Shock on Corporate Bond Credit Spread: Evidence form Korean Market (해외금리 충격과 회사채 신용위험의 관계: 국내시장 분석)

  • Song, HyuckJun;Lee, Jong-Ryong
    • Journal of Service Research and Studies
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    • v.7 no.4
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    • pp.139-150
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    • 2017
  • Open economy tightly works with foreign economy. This paper investigates the effect of the shock of foreign bond yield on the credit spreads of domestic corporate bonds in Korea. Foreign bond is referred to as US treasury bond. Credit spreads are defined with the difference between log yields of domestic corporate bonds and log yield of Korea treasury bond. With the data of monthly three-year AA- and BBB- corporate bond yields- ratings, monthly three-year Korean treasury bond yields, monthly US dollar foreign exchange rates, and monthly three-year US Treasury bond yields during the period from October 2000 to September 2014 including global financial crisis period, the paper documents the results as follow. First of all, the yield of Korean treasury and the credit spreads are very sensitive to the increase in the level and the volatility of the yield of the US treasury bond. Changes in the level and the volatility little affect the change of the exchange rate. Second, the change in the level and the volatility negatively affect the level of Korean treasury bond yields but lead to the increase in the level of Korean treasury bond yields at the same time. Third, there exist time lags of the increases of credit spreads by the increase in the level and the volatility. These imply that credit spreads and bond yields are very sensitive to the change in the yields of foreign bonds such as US treasury bond.

Differences in Grip Strength by Living Conditions and Living Area among Men and Women in Middle and Later Life (독거여부와 거주지역에 따른 중년기와 노년기 남성과 여성의 악력 차이)

  • Joo, Susanna;Jun, Hey Jung;Park, Hayoung
    • 한국노년학
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    • v.38 no.3
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    • pp.551-567
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    • 2018
  • Demographic and socio-structural information is useful to identify potential welfare recipients who are in need of disease-prevention and intervention services. Thus, the present study aims to explore the differences in grip strength among middle and old-aged adults by living conditions and by living area. The 5th wave data of Korean Longitudinal Study of Aging was utilized. The dependent variable was grip strength, and the independent variables were living alone (living alone or not) and living area (city or non-city). Covariates were age, education, log-transformed household income, spouse existence, body mass index, self-rated health conditions, depressive symptoms, cognitive function, smoking, regular exercise, frequency of meeting with friends, and the number of social participation. Regression analysis was performed for middle-aged men, middle-aged women, old-aged men, and old-aged women, respectively. ANOVA and Chi-test were additionally used to specifically discuss significant results. Cross-sectional weight was applied to all analyses. According to the results, living alone and living area did not have significant effects on grip strength among middle-aged men, old-aged men, and old-aged women. In middle-aged women, however, living alone and living area were significantly associated with grip strength. To be specific, middle-aged women who lived alone in rural areas had the lowest grip strength compared to other middle-aged women. Additional analysis showed that middle-aged women who lived alone in rural areas had risk factors, such as low education level, low income, or high depressive symptoms. It implies that middle-aged women living alone in rural areas may have physical health risks, so they might be in need of disease prevention. This study is meaningful in that it can provide reliable information on the latent welfare recipients by using representative panel data and applying weight values.

Reservoir Trophic State and Empirical Model Analysis, Based on Nutrients, Transparency, and Chlorophyll-${\alpha}$ Along with Their Relations Among the Parameters (영양염류, 투명도 및 엽록소를 이용한 인공호 영양상태, 경험적 모델 분석 및 변수들 간의 상호관계)

  • An, Kwang-Guk;Kim, Jae-Kyeng;Lee, Sang-Jae
    • Korean Journal of Environmental Biology
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    • v.26 no.3
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    • pp.252-263
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    • 2008
  • The purpose of this study was to determine trophic state, based on nutrients (TN, TP), transparency (SD), and chlorophyll-${\alpha}$ (Chl) and identify their empirical relations of TN-Chl, TP-Chl and Chl-SD depending on the dataset used along with dynamics of conductivity and suspended solids. Analysis of trophic states showed that more than half of 36 reservoirs were judged as eutrophic-hypertrophic conditions depending on the trophic variables. Seasonal values of TP varied by nearly 500% and showed greater in August than any other months. In contrast, TN varied within less than 90% and all monthly mean values of TN were never fall less than 1.2 mg L$^{-1}$ indicating low seasonal variations and high ambient concentrations (eutrophic-hypertrophic state). Analysis of empirical relations in the trophic variables showed that transparency had greater functional relations with Chl (R$^2$=0.31, p<0.001) than TP (R$^2$=0.15, p<0.001) and TN (R$^2$=0.20, p<0.001). Ratios of TN : TP in the ambient water indicated that most reservoirs showed a potential phosphorous limitation on the algal growth. Thus, algal biomass, based on Chl values, was more regulated by phosphorous than nitrogen. Analysis of linear regression model, based on log-transformed annual mean values, showed that only 30% in the variation of Chl was explained by TP (R$^2$=0.295, p=0.001, n=36) and 15% by TN (R$^2$=0.151, p=0.019, n=36). However, linear regression model, based on individual system, showed that Chl-TP model had strong positive relations (R$^2$=0.62, p=0.002, n=12), whereas the model had no any relations (p=0.892, n=12). Overall, our data suggested that averaging effect in the empirical model developments may influence the significance in the statistical analysis.

The Association between Patient Characteristics of Chungnam-do and External Medical Service Use Using Health Insurance Cohort DB 2.0 (건강보험 코호트 자료를 활용한 충청남도 지역 환자의 특성에 따른 관외 의료이용과의 연관성)

  • Yeong Jun Lee;Se Hyeon Myeong;Hyun Woo Moon;Seo Hyun Woo;Sun Jung Kim
    • Health Policy and Management
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    • v.34 no.1
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    • pp.48-58
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    • 2024
  • Background: The purpose of this study was to investigate the association between external medical service use and the characteristics of Chungcheongnam-do patients. We aimed to provide evidence of external medical service use enhance the healthcare delivery system in Chungcheongnam-do. Methods: We used the Health Insurance Cohort DB 2.0 of 2016-2019, and 2,570,439 patients were included in the study. Multivariate logistic regression and multinomial logistic regression were used to identify the association between external medical service use and each patient characteristic. Generalized linear model was used to identify the association between medical costs and external medical service use area. Results: During the study period, 32.2% of inpatients and 12.5% of outpatients had external medical service use in Chungcheongnam-do. In comparison to patients living in Cheonan and Asan, the odds ratio (OR) for external medical services use was higher across all regions. Specifically, hospitalized patients from Gyeryong, Nonsan, and Geumsan (OR, 116.817) and Gongju, Buyeo, and Cheongyang (OR, 72.931) demonstrated extremely high likelihood of external medical service use in the Daejeon area. Furthermore, compared to medical expenses incurred within Chungcheongnam-do, patients with external medical service use in the capitol area (outpatient=17.01%, inpatients=22.11%) and Daejeon area (outpatient=16.63%, inpatients=15.41%) spent more on healthcare services. Conclusion: This study found the evidence of external medical service use among Chungcheongnam-do patients. Further study should be conducted taking into account variables including satisfaction of local medical services, different types of patient diseases, and others. The study's findings may serve as a foundation for policy proposals aimed at ensuring the financial stability of our health insurance system, ensuring the efficient delivery of medical care, and localization of medical care.

Comparison of Methods Predicting VS30 from Shallow VS Profiles and Suggestion of Optimized Coefficients (얕은 심도 VS주상도를 활용한 VS30 예측 방법론 비교 및 최적 계수 제시)

  • Choi, Inhyeok;Kwak, Dongyoup
    • Journal of the Korean Geotechnical Society
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    • v.36 no.3
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    • pp.15-23
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    • 2020
  • Ground motion models predicting intensity measures on surface use a time-averaged shear wave velocity, VS30, as a key variable simulating site effect. The VS30 can be directly estimated from VS profiles if the profile depth (z) is greater than or equal to 30 m. However, some sites have VS profiles with z < 30 m. In this case VS30 can be predicted using extension models. This study proposes new coefficient sets for existing prediction equations using 297 Korea VS profiles. We have collected VS profiles from KMA and Geoinfo database. Fitting six existing methods to data, we suggest new coefficients for each method and evaluate their performance. It turns out that if z ≥ 15 m, the standard deviation (σ) of residual in log10 is 0.061, which indicates that the estimated VS30 is nearly accurate. If z < 15 m, the σ keeps increasing up to 0.1 for z = 5 m, so we caution the use of models at very low z. Nonetheless, we recommend investigating up to 30 m depth for VS30 calculation if possible.

Determination of Hydraulic Conductivities in the Sandy Soil Layer through Cross Correlation Analysis between Rainfall and Groundwater Level (강우-지하수위 상관성 분석을 통한 사질토층의 수리전도도 산정)

  • Park, Seunghyuk;Son, Doo Gie;Jeong, Gyo-Cheol
    • The Journal of Engineering Geology
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    • v.29 no.3
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    • pp.303-314
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    • 2019
  • Surface permeability and shallow geological structures play significant roles in shaping the groundwater recharge of shallow aquifers. Surface permeability can be characterized by two concepts, intrinsic permeability and hydraulic conductivity, with the latter obtained from previous near-surface geological investigations. Here we propose a hydraulic equation via the cross-correlation analysis of the rainfall-groundwater levels using a regression equation that is based on the cross-correlation between the grain size distribution curve for unconsolidated sediments and the rainfall-groundwater levels measured in the Gyeongju area, Korea, and discuss its application by comparing these results to field-based aquifer test results. The maximum cross-correlation equation between the hydraulic conductivity derived from Zunker's observation equation in a sandy alluvial aquifer and the rainfall-groundwater levels increases as a natural logarithmic function with high correlation coefficients (0.95). A 2.83% difference between the field-based aquifer test and root mean square error is observed when this regression equation is applied to the other observation wells. Therefore, rainfall-groundwater level monitoring data as well as aquifer test are very useful in estimating hydraulic conductivity.

Exploring the Motivational Factors Influencing on Learner Participation of Adult Learners in e-Learning (성인학습자의 이러닝 학습참여에 대한 학습동기 요인 연구)

  • JungHyun Park;Ji Su Park;Jin Gon Shon
    • KIPS Transactions on Software and Data Engineering
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    • v.13 no.1
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    • pp.28-34
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    • 2024
  • Since e-learning is conducted based on the learner's autonomy, motivation to continuously participate is crucial for success in e-learning. As the number of adult learners participating in lifelong education increases, it is necessary to study learner participation and the motivating factors. Drawing upon the Expectancy-Value Theory and Self-Regulated Learning Theory, this study analyzed the influence of motivational factors (value, costs, cognitive regulation, and scheduling) on learner participation. An e-learning program was implemented on MoodleCloud, and learners completed a survey before going through the program. Regression analysis was conducted using the survey response data along with the participation score, calculated using the log data. The results of the analysis demonstrated that value and scheduling significantly influenced learner participation, with gender differences found in value. This means that as adult learners perceive higher value in the e-learning program and possess better scheduling skills, they are more likely to participate. These findings can be utilized in developing teaching and learning strategies for both learners and instructors, ultimately helping to prevent dropout in e-learning.