• Communications for Statistical Applications and Methods
• /
• 제23권2호
• /
• pp.179-187
• /
• 2016

The fixed effects panel probit model faces "incidental parameters problem" because it has a property that the number of parameters to be estimated will increase with sample size. The maximum likelihood estimation fails to give a consistent estimator of slope parameter. Unlike the panel regression model, it is not feasible to find an orthogonal reparameterization of fixed effects to get a consistent estimator. In this note, a hierarchical Bayesian model is proposed. The model is essentially equivalent to the frequentist's random effects model, but the individual specific effects are estimable with the help of Gibbs sampling. The Bayesian estimator is shown to reduce reduced the small sample bias. The maximum likelihood estimator in the random effects model is also efficient, which contradicts Green (2004)'s conclusion.

• 한국ITS학회 논문지
• /
• 제16권1호
• /
• pp.26-37
• /
• 2017

본 연구는 random effects Tobit 회귀모형을 이용하여 도심지 교차로에 대한 교통사고모형을 개발하여 교통사고와 요인간의 상관관계를 파악하는 것이 목적이다. Random effects Tobit 회귀모형의 적용성을 비교 분석하기 위하여 fixed effect Tobit 회귀모형을 산정하였다. 산정결과, 교통량, 제한속도, 차로수, 토지이용, 우회전차로, 전방신호등이 유효한 변수로 나타났으며, 총 교통사고율에 대한 random effects 모형의 모형 적합도(결정계수: 0.418, 로그-우도함수값: -3210.103, 우도비: 0.056)와 모형 설명력(MAD: 19.533, MAPE: 75.725, RMSE: 26.886)은 fixed effects 모형의 모형 적합도 (결정계수: 0.298, 로그-우도함수값: -3276.138, 우도비: 0.037)와 모형 설명력(MAD: 20.725, MAPE: 82.473, RMSE: 27.267)보다 우수한 것으로 나타났으며, 부상교통사고율에 대한 교통사고모형에서도 총 교통사고율의 산정결과와 동일하게 나타나 두 모형에서 random effects Tobit 회귀모형이 다소 우수한 것으로 분석되었다.

• 산경연구논집
• /
• 제12권8호
• /
• pp.33-39
• /
• 2021

Purpose: The influence of age on time preference is not identified in the usual cross-sectional analysis. This study aims to test whether age affects time preference after controlling for the effects of individual heterogeneity including cohort effects. Research design, data and methodology: Drawing on a nationally representative panel dataset of Indonesians, we estimate the effects of age on time preference after controlling for unobserved individual heterogeneity as well as potential cohort effects. We measure time preference exploiting information on two sets of multiple price lists: one for a one-year delay, and the other for a five-year delay. Results: When we controlled for time-invariant individual characteristics, including birth cohort effects in a fixed effects model, the older men and women were more patient in a linear fashion, particularly when the delay was longer. To highlight the importance of controlling for individual fixed effects, we repeated the specification without controlling for individual fixed effects in OLS or censored maximum likelihood regression; we found no relation between age and impatience in men or women and for a one or five-year delay. Conclusions: The older men and women are more patient, and time preferences are correlated with unobserved individual heterogeneity.

• 대한교통학회지
• /
• 제36권2호
• /
• pp.141-154
• /
• 2018

지속적으로 증가하는 국제선 항공수요에 대웅하기 위해 지방 광역권에도 새로운 공항 건설 및 기존 공항 확장 계획이 이루어지고 있다. 그러나 기존 항공수요예측은 우리나라 전체 항공수요 또는 주요 도시 간의 항공수요에 대해서 수행되어 왔으며, 지방의 고유 특성을 고려한 지역별 항공수요예측은 많이 이루어지지 않았다. 본 연구에서는 영남권 국제선 항공수요를 대상으로 하였고, 현실적으로 관측하기 어려운 지방 광역권의 고유 특성을 반영할 수 있는 패널 자료를 활용한 fixed-effects model을 최적 모형으로 제안하였다. 모형 검증결과를 살펴보면 패널 자료 분석은 시계열 특성을 가지는 몇 개의 거시 사회경제지표만을 사용한 모형에서 다루기 어려운 허구적 회귀와 미관찰 이질성을 효과적으로 처리하고 있음을 알 수 있다. 다양한 통계적 검증과 적합성 평가를 통해서 본 연구에서 제안한 fixed-effects model이 다른 계량경제 모형들에 비해서 영남권 국제선 수요예측에 있어서 우수함을 증명하였다.

• 한국수정란이식학회지
• /
• 제20권3호
• /
• pp.217-232
• /
• 2005

The objective of this study was to determine the response of QTL in each generation during selection to develop inbred lines. The simulation program was written in Fortran. Magnitude of QTL effects, base population size, number of QTL assigned to population, and the allelic frequency for the positive allele at each major QTL were highly associated with number of generations to fixation of QTLs during selection. Populations with larger QTL effects and larger base population size had more individuals with fixed QTL. However, a smaller number of QTL assigned to population had a higher fraction of individuals with fixed QTL at each generation compared with more populations with QTL. This simulation study will help to design biological experiments for detection of QTL-marker association using inbred population and to determine optimum number of lines with fixed QTL during inbred line development. To complement this study, additional simulation should be need with abundant replicates, more various population sizes, magnitude of QTL effects, and recombination between markers and QTLs.

• Wind and Structures
• /
• 제18권2호
• /
• pp.195-213
• /
• 2014

Recently, the horizontal axis rotor performance optimizer (HARP_Opt) tool was developed in the National Renewable Energy Laboratory, USA. This innovative tool is becoming more popular in the wind turbine industry and in the field of academic research. HARP_Optwas developed on the basis of two fundamental modules, namely, WT_Perf, a performance evaluator computer code using the blade element momentum theory; and a genetic algorithm module, which is used as an optimizer. A pattern search algorithm was more recently incorporated to enhance the optimization capability, especially the calculation time and consistency of the solutions. The blade optimization is an aspect that is highly dependent on experience and requires significant consideration on rotor control strategies, wind data, and generator type. In this study, the effects of rotor control strategies including fixed speed and fixed pitch, variable speed and fixed pitch, fixed speed and variable pitch, and variable speed and variable pitch algorithms on optimal blade shapes and rotor performance are investigated using optimized blade designs. The effects of environmental wind data and the objective functions used for optimization are also quantitatively evaluated using the HARP_Opt tool. Performance indices such as annual energy production, thrust, torque, and roof-flap moment forces are compared.

• 무역학회지
• /
• 제41권5호
• /
• pp.373-389
• /
• 2016

본 연구는 총 무역액 중 95% 이상이 해상 수송되는 현실을 바탕으로, 해상 수송의 근간이 되는 항만의 자본스톡과 무역 규모 간의 회귀분석을 수행하는 논문이다. 패널 데이터 분석 및 고정 효과 모형 분석을 통해 항만 SOC가 무역 규모에 어떠한 영향을 미치는지를 실증분석 하였다. 항만 SOC를 6개 부문별로 분류하고, 장래 부문별 투자가 이루어졌을 때 무역 규모는 각각 얼마만큼의 영향을 받는 지를 추정하였다. 이와 더불어 LR(Likelihood ratio) 검정을 실시하여 고정효과 모형(Fixed Effects Model)을 통해 회귀분석 하였다.

• Communications for Statistical Applications and Methods
• /
• 제20권3호
• /
• pp.235-240
• /
• 2013

Generalized linear mixed models(GLMMs) are frequently used for the analysis of longitudinal categorical data when the subject-specific effects is of interest. In GLMMs, the structure of the random effects covariance matrix is important for the estimation of fixed effects and to explain subject and time variations. The estimation of the matrix is not simple because of the high dimension and the positive definiteness; subsequently, we practically use the simple structure of the covariance matrix such as AR(1). However, this strong assumption can result in biased estimates of the fixed effects. In this paper, we introduce Bayesian modeling approaches for the random effects covariance matrix using a modified Cholesky decomposition. The modified Cholesky decomposition approach has been used to explain a heterogenous random effects covariance matrix and the subsequent estimated covariance matrix will be positive definite. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using these methods.

• Environmental Engineering Research
• /
• 제14권4호
• /
• pp.238-242
• /
• 2009

This study investigated the effects of organic loading rates on simultaneous carbon and nitrogen removal in an innovative fixed-film aerobic bioreactor. The fixed-film bioreactor (FFB) was composed of a two-compartment aeration tank, in which a synthetic filamentous carrier was submerged as biofilm support media, and a settling tank which polyvinylidene media (Saran) was used as settling aid for suspended solids. Three different organic loading rates, ranging from 0.92-2.02 kg chemical oxygen demand/$m^3$/day were applied by varying hydraulic retention time (HRT). The total soluble organic carbon removal efficiencies were in the range of 90-97%. The removal efficiency of ammonia was found to be in the range of 70-84%. Total nitrogen removal efficiency was found to be in the range of 40-45%, which indicates that denitrification reactions occurred simultaneously in the attached biofilm on the fibrous media in the aeration tank. The settling performance of suspended solids was significantly improved due to the presence of Saran media in the settling compartment, even for a short HRT. The fixed-film aerobic bioreactor used in this study demonstrated efficient treatment efficiency even at higher organic loading rates and at short HRTs.

• Communications for Statistical Applications and Methods
• /
• 제6권2호
• /
• pp.487-500
• /
• 1999

We propose a class of hierarchical Bayes estimators of the error variance under the relative squared error loss in balanced fixed-effects two-way analysis of variance models. Also we provide analytic expressions for the risk improvement of the hierarchical Bayes estimators over multiples of the error sum of squares. Using these expressions we identify a subclass of the hierarchical Bayes estimators each member of which dominates the best multiple of the error sum of squares which is known to be minimax. Numerical values of the percentage risk improvement are given in some special cases.