• Title/Summary/Keyword: Concordance correlation coefficient analysis

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The Existence of Mispriced Futures Contracts in the Korean Financial Market (빅데이터 분석을 통한 보유비용모형에 근거한 주가지수선물의 가격괴리에 대한 분석)

  • Kim, Hyun Kyung;Nam, Seung Oh
    • Journal of Information Technology Applications and Management
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    • v.21 no.4
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    • pp.97-125
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    • 2014
  • This study investigates the relationship between stock index and its associated nearby futures markets based on the cost-of-carry model. The purpose of this study is to explore the existence of mispriced futures contracts, and to test whether traders can earn trading profits in real financial market using the information about the mispriced futures contracts. This study suggests the concordance correlation coefficient to investigate the existence of mispriced futures contracts. The concordance correlation coefficient gives a desirable result for trading profits that results from a comparative analysis among profits from trading at the time to indicate trading opportunities determined by the degree of the difference between the observed market price and the theoretical price of a futures contract. In addition, this study also explains that the concordance correlation coefficient developed from the mean square error (MSE) has a statistically theoretical meaning. In conclusion, this study shows that the concordance correlation coefficient is appropriate for analyzing the relationship between the observed stock index futures market price and the theoretical stock index futures price derived from the cost-of-carry model.

An effective evaluation method for the subjective sensibility of linen-like silk (의마 가공된 견직물의 효율적인 주관적 감성평가 방법)

  • You, Ji-Ho;Lee, Jung-Soon
    • Korean Journal of Human Ecology
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    • v.15 no.3
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    • pp.439-447
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    • 2006
  • The purpose of this study is to explore the accuracy and reliability of subjective evaluation instruments in evaluating sensibility of similar fabrics, Kendall's coefficient of concordance W (agreement among subjects) and Spearman rank correlation coefficient (reproducibility after 1 week) were used to evaluate which one is more efficient. Eight kinds of linen-like silk fabrics finished with polyurethane resin were used, Subjective evaluation instruments such as rating scale method, contrasting method against a control, rank ordering method, paired comparison and Quad analysis were used, 'Stiffness and Pliability' and 'Preference of summer fabric' were estimated, From the result of subjective stiffness and pliability, which are effective on objective properties of fabric, the rating scale method in Kendall's coefficient of concordance W and Quad analysis in Spearman rank correlation coefficient were given the highest score, From the result of subjective preference of summer fabric, which are effective on individual sensibility, contrasting method against a control in Kendall's coefficient of concordance W and Quad analysis in Spearman rank correlation coefficient revealed the highest score, Regarding the accuracy, reliability and efficiency, Quad analysis was an efficient method for subjective evaluation of linen-like silk fabrics.

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Correlation Between the Osmolar Gap and Serum Ethanol Level and the Accuracy of Estimated Ethanol Level in Trauma Patients and Non-Trauma Patients (외상 환자와 비외상 환자에서 삼투압차와 에탄올 농도의 상관관계 및 추정 에탄올 농도의 정확도)

  • Chang, Hyung Woo;Sim, Min Seob;Han, Sang Kuk;Song, Hyoung Gon
    • Journal of Trauma and Injury
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    • v.22 no.2
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    • pp.148-153
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    • 2009
  • Purpose: The osmolar gap increases in proportion to the ethanol level. Some previous studies have shown that the correlation between the osmolar gap and the ethanol level is weak in trauma patient by using an indirect comparison with other patients. We conducted a direct comparison of the correlation of the osmolar gap to the ethanol level between trauma patients and non-trauma patients. We also analyzed the accuracy of the estimated ethanol level between the two groups. Methods: The research candidates were adult patients who had visited the emergency department of our hospital from December 2003 to November 2008. By using a retrospective chart review, we classified them into three subgroups: non-trauma without shock, trauma without shock, and trauma with shock. In each group, we compared the correlation between the osmolar gap and the measured ethanol level, and we analyzed the accuracy of the estimated ethanol level by using Lin's concordance correlation coefficient. Results: Four hundred forty-seven patients were enrolled in this study. For correlation of the osmolar gap and the measured ethanol level, Pearson's correlation coefficient was 0.916 in all patients, 0.939 in non-trauma without shock patients, 0.917 in trauma without shock patients, and 0.844 in trauma with shock patients. In the analysis of the accuracy of the estimated ethanol level by using Lin's concordance correlation coefficient, the accuracy in trauma with shock patients was lower than that in non-trauma without shock patients. Conclusion: We found that the correlation between the osmolar gap and the measured ethanol level in the patient group with trauma was lower than it was in the patient group without trauma. Moreover trauma patients with shock had a lower accuracy of the estimated ethanol level than non-trauma patients.

Analysis of Test-retest Reliability of Individual Items in a Preliminary From of Child-rearing Attitude Scale (양육태도검사 예비형의 문항검사―재검사 신뢰도의 분석)

  • 차재호
    • Journal of the Korean Home Economics Association
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    • v.20 no.2
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    • pp.135-140
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    • 1982
  • As a step preliminary to the factor-analysis of a child-rearing attitude scale under construction, its preliminary form containing a total of 368 self-answered questions was administerd to 88 married women with one or more children in the grade school age. all graduates of colleges and in possession of a home telephone and a house, twice from one week apart. The test-retest correlation coefficients, calculated for each test item based on the subject's choice among the three response alternatives on two test ocasions, ranged from .80 to .10. The cut-off point of r=.41 or lower led to the elimination of 48 items. As a point of incidental interest, the rate of response concordance. The namber of subjects giving the same categroy response on two occasions was calculated for each item and it was correlated with its test. retest correlation coefficient. The two different indices of item test-retest reliability were found not related to each other. Empirical evidence, as well as rational justifications, was presented to show that the correlation coefficient is the better of the tow indices of item test-retest reliability.

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Iodine Quantification on Spectral Detector-Based Dual-Energy CT Enterography: Correlation with Crohn's Disease Activity Index and External Validation

  • Kim, Yeon Soo;Kim, Se Hyung;Ryu, Hwa Sung;Han, Joon Koo
    • Korean Journal of Radiology
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    • v.19 no.6
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    • pp.1077-1088
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    • 2018
  • Objective: To correlate CT parameters on detector-based dual-energy CT enterography (DECTE) with Crohn's disease activity index (CDAI) and externally validate quantitative CT parameters. Materials and Methods: Thirty-nine patients with CD were retrospectively enrolled. Two radiologists reviewed DECTE images by consensus for qualitative and quantitative CT features. CT attenuation and iodine concentration for the diseased bowel were also measured. Univariate statistical tests were used to evaluate whether there was a significant difference in CTE features between remission and active groups, on the basis of the CDAI score. Pearson's correlation test and multiple linear regression analyses were used to assess the correlation between quantitative CT parameters and CDAI. For external validation, an additional 33 consecutive patients were recruited. The correlation and concordance rate were calculated between real and estimated CDAI. Results: There were significant differences between remission and active groups in the bowel enhancement pattern, subjective degree of enhancement, mesenteric fat infiltration, comb sign, and obstruction (p < 0.05). Significant correlations were found between CDAI and quantitative CT parameters, including number of lesions (correlation coefficient, r = 0.573), bowel wall thickness (r = 0.477), iodine concentration (r = 0.744), and relative degree of enhancement (r = 0.541; p < 0.05). Iodine concentration remained the sole independent variable associated with CDAI in multivariate analysis (p = 0.001). The linear regression equation for CDAI (y) and iodine concentration (x) was y = 53.549x + 55.111. For validation patients, a significant correlation (r = 0.925; p < 0.001) and high concordance rate (87.9%, 29/33) were observed between real and estimated CDAIs. Conclusion: Iodine concentration, measured on detector-based DECTE, represents a convenient and reproducible biomarker to monitor disease activity in CD.

Verification of a computer-aided replica technique for evaluating prosthesis adaptation using statistical agreement analysis

  • Mai, Hang-Nga;Lee, Kyeong Eun;Lee, Kyu-Bok;Jeong, Seung-Mi;Lee, Seok-Jae;Lee, Cheong-Hee;An, Seo-Young;Lee, Du-Hyeong
    • The Journal of Advanced Prosthodontics
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    • v.9 no.5
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    • pp.358-363
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    • 2017
  • PURPOSE. The purpose of this study was to evaluate the reliability of computer-aided replica technique (CART) by calculating its agreement with the replica technique (RT), using statistical agreement analysis. MATERIALS AND METHODS. A prepared metal die and a metal crown were fabricated. The gap between the restoration and abutment was replicated using silicone indicator paste (n = 25). Gap measurements differed in the control (RT) and experimental (CART) groups. In the RT group, the silicone replica was manually sectioned, and the marginal and occlusal gaps were measured using a microscope. In the CART group, the gap was digitized using optical scanning and image superimposition, and the gaps were measured using a software program. The agreement between the measurement techniques was evaluated by using the 95% Bland-Altman limits of agreement and concordance correlation coefficients (CCC). The least acceptable CCC was 0.90. RESULTS. The RT and CART groups showed linear association, with a strong positive correlation in gap measurements, but without significant differences. The 95% limits of agreement between the paired gap measurements were 3.84% and 7.08% of the mean. The lower 95% confidence limits of CCC were 0.9676 and 0.9188 for the marginal and occlusal gap measurements, respectively, and the values were greater than the allowed limit. CONCLUSION. The CART is a reliable digital approach for evaluating the fit accuracy of fixed dental prostheses.

Comparing Korea Occupational Safety & Health Agency and National Health Insurance Service's cardio-cerebrovascular diseases risk-assessment tools using data from one hospital's health checkups

  • Yunrae Cho;Dong Geon Kim;Byung-Chan Park;Seonhee Yang;Sang Kyu Kim
    • Annals of Occupational and Environmental Medicine
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    • v.35
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    • pp.35.1-35.11
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    • 2023
  • Background: Cardio-cerebrovascular diseases (CVDs) are the most common cause of death worldwide. Various CVD risk assessment tools have been developed. In South Korea, the Korea Occupational Safety & Health Agency (KOSHA) and the National Health Insurance Service (NHIS) have provided CVD risk assessments with health checkups. Since 2018, the KOSHA guide has stated that NHIS CVD risk assessment tool could be used as an alternative of KOSHA assessment tool for evaluating CVD risk of workers. The objective of this study was to determine the correlation and agreement between the KOSHA and the NHIS CVD risk assessment tools. Methods: Subjects of this study were 17,485 examinees aged 20 to 64 years who had undergone medical examinations from January 2021 to December 2021 at a general hospital. We classified subjects into low-risk, moderate-risk, high-risk, and highest-risk groups according to KOSHA and NHIS's CVD risk assessment tools. We then compared them with cross-analysis, Spearman correlation analysis, and linearly weighted kappa coefficient. Results: The correlation between KOSHA and NHIS tools was statistically significant (p-value < 0.001), with a correlation coefficient of 0.403 and a kappa coefficient of 0.203. When we compared risk group distribution using KOSHA and NHIS tools, CVD risk of 6,498 (37.1%) participants showed a concordance. Compared to the NHIS tool, the KOSHA tool classified 9,908 (56.7%) participants into a lower risk category and 1,079 (6.2%) participants into a higher risk category. Conclusions: In this study, KOSHA and NHIS tools showed a moderate correlation with a fair agreement. The NHIS tool showed a tendency to classify participants to higher CVD risk group than the KOSHA tool. To prevent CVD more effectively, a higher estimation tool among verified CVD risk assessment methods should be selected and managements such as early intervention and treatment of risk factors should be performed targeting the high-risk group.

The Reliability and Validity of the Korean Version of the Cornell Assessment of Pediatric Delirium (한국어판 Cornell Assessment of Pediatric Delirium 소아 섬망 사정 도구의 검증)

  • Nam, Song Yi;Park, Ki Young;Choi, Su Jung
    • Journal of Korean Clinical Nursing Research
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    • v.26 no.2
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    • pp.254-264
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    • 2020
  • Purpose: This study was to examine the reliability and validity of the Korean version of the Cornell Assessment of Pediatric Delirium (CAPD). Methods: For testing the reliability of the Korean version of the CAPD, this study calculated the internal consistency (Cronbach's α) and the Interrater Correlation Coefficient (ICC) by comparing the independent assessment results of three nurses in Pediatric Intensive Care Unit (PICU). For testing the validity of the Korean version of the CAPD, the assessment result of the Korean version of the CAPD compared with that of the Diagnostic and Statistical Manual of Mental Disorders V (DSM-V). Receiver Operating Characteristics (ROC) analysis was used for measuring sensitivity and specificity. Results: Overall interrater reliability of the Korean version of the CAPD, ICC was .98 (95% CI .96~.99). Cronbach's α was .91 for eight items. The concordance between the Korean version of the CAPD and psychiatrist's diagnosis was 90.0%. When the Korean version of the CAPD has the cut point of 9, sensitivity was 93.8%, and specificity was 75.0%. The area under the curve indicated by the ROC analysis was .88. Conclusion: The Korean version of the CAPD showed good reliability and validity. This tool will be useful for pediatric delirium screening and management in Korean PICU.

Small diagnostic scale for internet addiction (인터넷 중독 자가진단 소형척도 개발)

  • Oh, Kwang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1203-1209
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    • 2010
  • Internet addiction is a serious social problem in information society. The purpose of this study is to develope a small diagnostic scale in order to detect internet addiction easily. The reliability and validity of K-scale and Kimberly Young-scale is investigated. Five small diagnostic scale is suggested by factor analysis and regression. The comparision of these small scale is established by correlation coefficient, chi-square test, gamma value of concordance in contingency table. In view of reliability and validity, we suggest a small diagnostic scale. The results of this study may be useful to detect internet addiction by oneself.

CT-based quantitative evaluation of radiation-induced lung fibrosis: a study of interobserver and intraobserver variations

  • Heo, Jaesung;Cho, Oyeon;Noh, O Kyu;O, Young-Taek;Chun, Mison;Kim, Mi-Hwa;Park, Hae-Jin
    • Radiation Oncology Journal
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    • v.32 no.1
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    • pp.43-47
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    • 2014
  • Purpose: The degree of radiation-induced lung fibrosis (RILF) can be measured quantitatively by fibrosis volume (VF) on chest computed tomography (CT) scan. The purpose of this study was to investigate the interobserver and intraobserver variability in CT-based measurement of VF. Materials and Methods: We selected 10 non-small cell lung cancer patients developed with RILF after postoperative radiation therapy (PORT) and delineated VF on the follow-up chest CT scanned at more than 6 months after radiotherapy. Three radiation oncologists independently delineated VF to investigate the interobserver variability. Three times of delineation of VF was performed by two radiation oncologists for the analysis of intraobserver variability. We analysed the concordance index (CI) and inter/intra-class correlation coefficient (ICC). Results: The median CI was 0.61 (range, 0.44 to 0.68) for interobserver variability and the median CIs for intraobserver variability were 0.69 (range, 0.65 to 0.79) and 0.61(range, 0.55 to 0.65) by two observers. The ICC for interobserver variability was 0.974 (p < 0.001) and ICCs for intraobserver variability were 0.996 (p < 0.001) and 0.991 (p < 0.001), respectively. Conclusion: CT-based measurement of VF with patients who received PORT was a highly consistent and reproducible quantitative method between and within observers.