• 제목/요약/키워드: Fixed Effect Models

검색결과 252건 처리시간 0.021초

임의효과를 고려한 도심지 교차로 교통사고모형 개발에 관한 연구 (A Study on Developing Crash Prediction Model for Urban Intersections Considering Random Effects)

  • 이상혁;박민호;우용한
    • 한국ITS학회 논문지
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    • 제14권1호
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    • pp.85-93
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    • 2015
  • 기존의 교통사고모형은 수집된 데이터에 대한 추정된 모수가 고정되어있다고 가정하여 교통량이나 기하구조의 길이와 폭 등은 설치형태와 관계없이 동일한 값을 적용하는 고정효과모형을 이용하여 개발하였다. 하지만 고정효과를 이용한 모형은 모형을 통해 추정된 계수의 표준오차 값이 과소 추정되거나 각 계수의 t-값이 과도하게 산정되어 모형의 설명력이 낮아지게 된다. 이를 극복하기 위하여 교통량, 기하구조, 그리고 관측되지 않은 다른 요인 등에 대한 이질성을 고려한 임의효과모형을 활용하여 모형을 개발할 수 있다. 본 연구에서는 임의효과모형의 효용성을 파악하고자 대전광역시 주요 89개 교차로를 대상으로 데이터를 수집하여 임의효과와 고정효과를 이용한 음이항 회귀모형을 개발하고 이를 비교 분석하였다. 모형개발 결과 년평균일교통량, 제한속도, 차로수, 우회전 전용차로 설치유무, 전방신호등 설치유무 등이 유효한 설명변수로 나타났으며 모형의 설명력을 비교해보면 로그-우도함수값이 임의효과에서 -1537.802로 고정효과의 로그-우도함수값 -1691.327보다 모형 설명력이 좋은 것으로 나타났으며 우도비의 경우 임의효과에서 0.279로 고정효과의 0.207보다 개선된 것으로 나타나 임의효과를 이용한 모형이 고정효과를 이용한 모형보다 우수한 것으로 나타났다.

손자녀 돌봄이 조부모의 건강에 미치는 영향 (The effects of caring for grandchIldren on grandparents' health)

  • 양혜경
    • 가족자원경영과 정책
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    • 제20권3호
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    • pp.1-23
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    • 2016
  • This study analyzes the effects of caring for grandchildren on Korean grandparents' health, using the Korean Longitudinal Study of Aging from 2006 to 2012. We investigate how caregiving is provided and analyze the effects of caregiving on grandparents' physical health, mental health, and health-related behaviors. As elderly people's health is generally frail, it is unclear whether the provision of childcare affects their health negatively. We control for the endogeneity of caregiving by an individual fixed effect (FE) model and instrumental variable-fixed effect (FE-IV) models. Using these models, we determine the endogeneity of caregiving and show that the significant effects of caregiving on health disappear as we control for endogeneity in the FE and FE-IV models. Even after controlling for endogeneity, we find that caregiving increases the probability of feeling pain as well as the number of different types of pain. Furthermore, caregiving increases the probability of restrictions on daily activities because of pain. On the other hand, caregiving reduces the symptoms of depression. In relation to health-related behaviors, caregiving reduces the probability of physical exercise and regular meals. Our results imply that although caregiving has a positive effect on mental health, the increase in physical pain and in non-healthy behaviors may lead to a deterioration of the caregiver's long-term health, which in turn may increase the medical costs of the elderly. Potential policy alternatives are discussed in the paper.

Variance Components and Genetic Parameters Estimated for Fat and Protein Content in Individual Months of Lactation: The Case of Tsigai Sheep

  • Oravcova, Marta
    • Asian-Australasian Journal of Animal Sciences
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    • 제29권2호
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    • pp.170-175
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    • 2016
  • The objective of this study was to assess variance components and genetic parameters for fat and protein content in Tsigai sheep using multivariate animal models in which fat and protein content in individual months of lactation were treated as different traits, and univariate models in which fat and protein content were treated as repeated measures of the same traits. Test day measurements were taken between the second and the seventh month of lactation. The fixed effects were lactation number, litter size and days in milk. The random effects were animal genetic effect and permanent environmental effect of ewe. The effect of flock-year-month of test day measurement was fitted either as a fixed (FYM) or random (fym) effect. Heritabilities for fat content were estimated between 0.06 and 0.17 (FYM fitted) and between 0.06 and 0.11 (fym fitted). Heritabilities for protein content were estimated between 0.15 and 0.23 (FYM fitted) and between 0.10 and 0.18 (fym fitted). For fat content, variance ratios of permanent environmental effect of ewe were estimated between 0.04 and 0.11 (FYM fitted) and between 0.02 and 0.06 (fym fitted). For protein content, variance ratios of permanent environmental effect of ewe were estimated between 0.13 and 0.20 (FYM fitted) and between 0.08 and 0.12 (fym fitted). The proportion of phenotypic variance explained by fym effect ranged from 0.39 to 0.43 for fat content and from 0.25 to 0.36 for protein content. Genetic correlations between individual months of lactation ranged from 0.74 to 0.99 (fat content) and from 0.64 to 0.99 (protein content). Fat content heritabilities estimated with univariate animal models roughly corresponded with heritability estimates from multivariate models: 0.13 (FYM fitted) and 0.07 (fym fitted). Protein content heritabilities estimated with univariate animal models also corresponded with heritability estimates from multivariate models: 0.18 (FYM fitted) and 0.13 (fym fitted).

Stochastic Duels with Multiple Hits, and Fixed Duel Time

  • Kwon, Tai-Young;Bai, Do-Sun
    • 한국국방경영분석학회지
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    • 제6권2호
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    • pp.69-88
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    • 1980
  • A stochastic fundamental duel with continous interfiring times is considered for including the kill effect of multiple hits and fixed duel time. Two alternatives, 'vital hit' and 'damage coefficient' approaches, are developed. Since a large quantity of ammunition is consumed when a sure kill is obtained through repetitive multiple hits, limitation of initial ammunition supply is included in the stochastic duel models with multiple hits and fixed duel time. General solutions are obtained and examples with negative exponential interfiring times and geometric ammunition supply are given.

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우선주-보통주 괴리율이 우선주 수익률 및 종가에 미치는 영향: 동태적 패널 분석 (The Effects of the Price Difference Ratios between Preferred and Common Stocks on Preferred Stocks: Evidence from Dynamic Panel Models)

  • 최수정
    • 아태비즈니스연구
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    • 제15권2호
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    • pp.207-222
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    • 2024
  • Purpose - This study investigates whether the lagged price difference ratio between preferred and common stocks is related to the return and closing price of the preferred stock using three panel models. Design/methodology/approach - As a first step, we use a two-way fixed effect panel model with stationary preferred stock returns as a dependent variable. For robustness, we then apply the autoregressive distributed lag model (ARDL) and error correction model (ECM) with nonstationary closing prices of the preferred stocks as a dependent variable and compare the results of each model. The ARDL and ECM models provide an advantage of estimating a long-run equilibrium equation together if a long-run relationship exists between the two time-series variables compared to the fixed effect model. Findings - Our sample consists of 107 preferred stocks with at least four years of daily observations as of the end of December 2023. The coefficients of the error correction terms in the ARDL and ECM models are highly statistically significant, approximately -0.08. This indicates that the disequilibrium between the closing prices of common and preferred stocks adjusts by about 8% per day toward equilibrium. In all three models, the price difference ratio on day t-1 was statistically significant in explaining the preferred stock returns or closing prices on day t, implying that trading based on the previous day's price difference ratio is effective for one day. Research implications or Originality - Furthermore, the returns on preferred stocks are higher for firms with a lower proportion of foreign investors or a lower foreign market capitalization of preferred stocks. This suggests that foreign investors with informational advantages do not actively engage in profit-taking by trading preferred stocks, thus not narrowing the price difference. In summary, the recent surge in preferred stock prices is likely driven mainly by the irrational behavior of retail investors.

EFFECT OF NUMBER OF IMPLANTS AND CANTILEVER DESIGN ON STRESS DISTRIBUTION IN THREE-UNIT FIXED PARTIAL DENTURES: A THREE-DIMENSIONAL FINITE ELEMENT ANALYSIS

  • Park, Ji-Hyun;Kim, Sung-Hun;Han, Jung-Suk;Lee, Jai-Bong;Yang, Jae-Ho
    • 대한치과보철학회지
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    • 제46권3호
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    • pp.290-297
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    • 2008
  • STATEMENT OF PROBLEM: Implant-supported fixed cantilever prostheses are influenced by various biomechanical factors. The information that shows the effect of implant number and position of cantilever on stress in the supporting bone is limited. PURPOSE: The purpose of this study was to investigate the effect of implant number variation and the effect of 2 different cantilever types on stress distribution in the supporting bone, using 3-dimensional finite element analysis. MATERIAL AND METHODS: A 3-D FE model of a mandibular section of bone with a missing second premolar, first molar, and second molar was developed. $4.1{\times}10$ mm screw-type dental implant was selected. 4.0 mm height solid abutments were fixed over all implant fixtures. Type III gold alloy was selected for implant-supported fixed prostheses. For mesial cantilever test, model 1-1 which has three $4.1{\times}10$ mm implants and fixed prosthesis with no pontic, model 1-2 which has two $4.1{\times}10$ mm implants and fixed prosthesis with a central pontic and model 1-3 which has two $4.1{\times}10$ mm implants and fixed prosthesis with mesial cantilever were simulated. And then, 155N oblique force was applied to the buccal cusp of second premolar. For distal cantilever test, model 2-1 which has three $4.1{\times}10$ mm implants and fixed prosthesis with no pontic, model 2-2 which has two $4.1{\times}10$ mm implants and fixed prosthesis with a central pontic and model 2-3 which has two $4.1{\times}10$ mm implants and fixed prosthesis with distal cantilever were simulated. And then, 206N oblique force was applied to the buccal cusp of second premolar. The implant and superstructure were simulated in finite element software(Pro/Engineer wildfire 2.0). The stress values were observed with the maximum von Mises stresses. RESULTS: Among the models without a cantilever, model 1-1 and 2-1 which had three implants, showed lower stress than model 1-2 and 2-2 which had two implants. Although model 2-1 was applied with 206N, it showed lower stress than model 1-2 which was applied with 155N. In models that implant positions of models were same, the amount of applied occlusal load largely influenced the maximum von Mises stress. Model 1-1, 1-2 and 1-3, which were loaded with 155N, showed less stress than corresponding model 2-1, 2-2 and 2- 3 which were loaded with 206N. For the same number of implants, the existence of a cantilever induced the obvious increase of maximum stress. Model 1-3 and 2-3 which had a cantilever, showed much higher stress than the others which had no cantilever. In all models, the von Mises stresses were concentrated at the cortical bone around the cervical region of the implants. Meanwhile, in model 1-1, 1-2 and 1-3, which were loaded on second premolar position, the first premolar participated in stress distribution. First premolars of model 2-1, 2-2 and 2-3 did not participate in stress distribution. CONCLUSION: 1. The more implants supported, the less stress was induced, regardless of applied occlusal loads. 2. The maximum von Mises stress in the bone of the implant-supported three unit fixed dental prosthesis with a mesial cantilever was 1.38 times that with a central pontic. The maximum von Mises stress in the bone of the implant-supported three-unit fixed dental prosthesis with a distal cantilever was 1.59 times that with a central pontic. 3. A distal cantilever induced larger stress in the bone than a mesial cantilever. 4. A adjacent tooth which contacts implant-supported fixed prosthesis participated in the stress distribution.

동적패널모형을 이용한 천해어류양식 생산에 영향을 미치는 요인 분석 (Identifying Factors Influencing Fish Production of Shallow-sea Aquaculture Based on the Dynamic Panel Model)

  • 심성현;남종오
    • Ocean and Polar Research
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    • 제41권1호
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    • pp.35-46
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    • 2019
  • The purpose of this study is to identify factors influencing fish production of shallow-sea aquaculture in South Korea. This study employed the two-way fixed effect and random effect models based on the panel models and also the difference between GMM and system GMM models based on the dynamic panel models using the amount of fish farming production, the number of stocked fry, the number of cultured fish, the amount of inputted feed, the farming area, the number of workers, and the sales price data from 2010 to 2017. First, the two-way fixed effect model of the panel models was selected by panel characteristics, time characteristics and Hausman tests and also the model was statistically significant. As a result of the two-way fixed effect model, the number of stocked fry, the amount of inputted feed, and the number of workers were identified as factors that increase the fish production of shallow-sea aquaculture. However, the number of cultured fish and the sales price were analyzed as factors that reduce the fish production of shallow-sea aquaculture. Second, the system GMM model of the dynamic panel models was selected by Hansen test and Arellano-Bond test in order to identify whether or not the over-discrimination condition is appropriate. Based on the system GMM model, the number of stocked fry, the amount of inputted feed, the number of workers in this year and 1 year ago, the number of cultured fish 2 years ago, and the sale price 3 years ago were analyzed as factors that increase the fish production of shallow-sea aquaculture. However, the amount of fish farming production 1, 2, 3 years ago, the farming area in this year, and the number of cultured fish in this year and 1 year ago were identified as factors that reduce the fish production of shallow-sea aquaculture. In conclusion, this study suggests that it is desirable to control the amount of stocked fry rather than to expand the farming area for fish farming in shallow-sea aquaculture, so as to keep the sale price at a certain level by maintaining the appropriate amount of fish production.

공급사슬에서 채찍효과 관리를 위한 분석도구의 개발 : 정량화 모형과 의사결정지원시스템 (Development of Analytical Tools for the Bullwhip Effect Control in Supply Chains : Quantitative Models and Decision Support System)

  • 심규탁;박양병
    • 산업경영시스템학회지
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    • 제32권1호
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    • pp.117-129
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    • 2009
  • The bullwhip effect is known as the significant factor which causes unnecessary inventory, lost sales or cost increase in supply chains. Therefore, the causes of the bullwhip effect must be examined and removed. In this paper, we develop two analytical tools for the bullwhip effect control in supply chains. First, we develop the quantitative models for computing the bullwhip effect in a three-stage supply chain consisted of a single retailer, a single distributor and a single manufacturer when the fixed-interval replenishment policy is applied at each stage. The quantitative models are developed under the different conditions for the demand forecasting and share of customer demand information. They are validated through the computational experiments. Second, we develop a simulation-based decision support system for the bullwhip effect control in a more diverse dynamic supply chain environment. The system includes a what-if analysis function to examine the effects of varying input parameters such as operating policies and costs on the bullwhip effect.

이온 결합 물질에 대한 원자간 포텐셜 모델 (Interatomic Potential Models for Ionic Systems - An Overview)

  • 이병주;이광렬
    • 대한금속재료학회지
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    • 제49권6호
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    • pp.425-439
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    • 2011
  • A review of the development history of interatomic potential models for ionic materials was carried out paying attention to the way of future development of an interatomic potential model that can cover ionic, covalent and metallic bonding materials simultaneously. Earlier pair potential models based on fixed point charges with and without considering the electronic polarization effect were found to satisfactorily describe the fundamental physical properties of crystalline oxides (Ti oxides, $SiO_2$, for example) and their polymorphs, However, pair potential models are limited in dealing with pure elements such as Ti or Si. Another limitation of the fixed point charge model is that it cannot describe the charge variation on individual atoms depending on the local atomic environment. Those limitations lead to the development of many-body potential models(EAM or Tersoff), a charge equilibration (Qeq) model, and a combination of a many-body potential model and the Qeq model. EAM+Qeq can be applied to metal oxides, while Tersoff+Qeq can be applied to Si oxides. As a means to describe reactions between Si oxides and metallic elements, the combination of 2NN MEAM that can describe both covalent and metallic elements and the Qeq model is proposed.