• Communications for Statistical Applications and Methods
• /
• 제26권4호
• /
• pp.371-383
• /
• 2019

Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

• Asian Journal of Business Environment
• /
• 제12권2호
• /
• pp.1-12
• /
• 2022

Purpose: This study aims to analyze the inclusive growth in Central Sulawesi Province, an eastern province of Indonesia, up to the districts/cities level. The inclusive growth is analyzed by using Ramos, Ranieri, and Lammens' index that has three indicators which are employment, poverty, and income inequality. Research design, data, and methodology: This study uses panel data of 13 districts/cities in Central Sulawesi Province from 2015 to 2019. The statistical regression used is the panel regression method to analyze the determinants of inclusive growth there. Results: The study found that the average inclusive growth of districts/cities in Central Sulawesi is increasing from the low-level in 2015 to mid-level in 2019. The panel's data regression using fixed effect model FGLS-SUR found Investment (GFCF), Road Infrastructure, HDI, and Processing Industry have a significant positive effect. Regional minimum wage (RMW) has a significant negative effect. Government Expenditure on Education and Health Function has no significant positive effect on inclusive growth. Conclusions: throughout the study period, gini coefficient and poverty rate is slowly decreasing, while employment to population ratio remains volatile in districts/cities of Central Sulawesi.

• Journal of the Korean Data and Information Science Society
• /
• 제25권6호
• /
• pp.1253-1262
• /
• 2014

회귀나무 (regression tree)는 독립변수로 이루어진 공간을 재귀적으로 분할하고 해당 영역에서 종속변수의 최선의 예측값을 찾고자 하는 비모수적 방법론이다. 회귀나무 모형이 제안된 이래 로지스틱 회귀나무모형이나 분위수 회귀나무모형과 같이 유연하고 다양한 모형적합을 위한 연구가 진행되어 왔다. 최근에 들어서는 Sela와 Simonoff (2012)의 RE-EM 알고리즘, Loh와 Zheng (2013)의 GUIDE 등 패널데이터와 관련하여 진일보한 나무모형 알고리즘도 제안되었다. 본 논문에서는 각 알고리즘을 소개하고 특징을 살펴보는 한편, 실험 데이터를 생성하여 평균제곱오차 (mean squared error)를 바탕으로 예측력을 비교하였다. 분석결과, RE-EM 알고리즘의 예측력이 상대적으로 우수하게 나타났다. 이 알고리즘을 통해 기업경기실사지수 업종별 패널자료를 분석한 결과 최근의 업황에 가장 큰 영향을 미치는 요소는 매출 실적으로 나타났으며 매출 상위 그룹의 경우 비제조업이 제조업에 비해 업황에 대한 판단이 긍정적인 것으로 나타났다.

• Journal of Preventive Medicine and Public Health
• /
• 제56권1호
• /
• pp.59-66
• /
• 2023

Objectives: The aim of this study was to evaluate the effect of body weight status and sleep duration on the discrete-time hazard of menarche in Korean schoolgirls using multiple-point prospective panel data. Methods: The study included 914 girls in the 2010 Korean Children and Youth Panel Study who were in the elementary first-grader panel from 2010 until 2016. We used a Gompertz regression model to estimate the effects of weight status based on age-specific and sex-specific body mass index (BMI) percentile and sleep duration on an early schoolchild's conditional probability of menarche during a given time interval using general health condition and annual household income as covariates. Results: Gompertz regression of time to menarche data collected from the Korean Children and Youth Panel Study 2010 suggested that being overweight or sleeping less than the recommended duration was related to an increased hazard of menarche compared to being average weight and sleeping 9 hours to 11 hours, by 1.63 times and 1.38 times, respectively, while other covariates were fixed. In contrast, being underweight was associated with a 66% lower discrete-time hazard of menarche. Conclusions: Weight status based on BMI percentiles and sleep duration in the early school years affect the hazard of menarche.

• 유통과학연구
• /
• 제12권11호
• /
• pp.25-34
• /
• 2014

Purpose - Considering that the governments' official statistics on the optimum scale of the domestic service industry will be crucial in future, this study's results will be used as an important benchmark to develop and verify the parameters in the government's official statistics. Research design, data, and methodology - To identify the appropriate scale of Korea's service industry and its adequacy, I have determined them through estimation using a regression method involving panel data analysis on the panel data of 30 OECD countries. Results - The regression coefficient provided indications of being non-linear. This means that a U-shaped curve relationship exists-that is, the level of the economic growth leverage decreases along with the service industry's growth up to the level of 70.9% in terms of the Korean service industry's adequacy; it increases along with the service industry's growth at a level higher than 70.9%. Conclusions - While the current proportion of the size of the service industry among all industries in Korea stands at 50.7%, its proper proportion estimated by a regression analysis was 70.9%.

• The Journal of Asian Finance, Economics and Business
• /
• 제8권2호
• /
• pp.99-109
• /
• 2021

This study aims to examine the causal links between the fiscal components, i.e., government expenditures (GE) and government revenues (GR), and their impact on the economic growth of the Association of Southeast Asian Nations (ASEAN) region. This analysis considered secondary panel data from 1990 to 2019 at an annual frequency. The data is obtained from the Asian Development Bank (ADB) and World Bank Database. A panel cointegration and panel DH causality (Dumitrescu and Hurlin) approach was employed on financial data at an annual frequency from 1990 to 2019. The findings from panel unit root and panel cointegration tests demonstrate that, at first, all the variables are stationary and cointegrated. The panel ARDL disclosed that GE has a long-run connection with GDP, is significantly and positively associated with economic growth in the long run, whereas GR is significant in the short run. The contribution of GE is high in sustaining economic growth as compared to GR. Also, cointegration regression disclosed that GE is more sensitive toward GDP, while GR is less elastic. Lastly, the findings reveal that bidirectional causality exists between GE and GR variables. These results have policy implications for sustainable economic growth in the ASEAN region.

• Communications for Statistical Applications and Methods
• /
• 제17권6호
• /
• pp.899-907
• /
• 2010

무응답 대체(non-response imputation) 방법에 관한 많은 이론과 방법이 제안되었으며 실제 자료 분석에 이용되고 있다. 흔히 횡단면 무응답 대체를 위하여 다중대체법(multiple imputation)이 사용되고 있으며 2차년도 이상의 패널자료에는 종시점회귀대체법(cross-wave regression imputation)이 사용되고 있다. 본 연구에서는 패널자료 분석을 위하여 종시점회귀대체법의 일반형태인 시계열 대체법과 횡단면 무응답 대체법을 결합한 시계열-횡단면 다중 대체법을 제안하였다. 노동부의 매월노동통계 자료를 이용하여 제안한 방법과 기존의 종시점회귀대체법을 비교하여 우수함을 보였다.

• 디지털융복합연구
• /
• 제14권2호
• /
• pp.197-208
• /
• 2016

본 연구에서는 데이터마이닝의 회귀분석 기법과 의사결정 나무분석 기법을 사용하여 중학생의 삶의 만족도에 영향을 끼치는 요인을 분석하였다. 이를 위해 청소년들을 대상으로 한 한국아동 청소년패널조사(KYCPS) 중1패널 데이터 3차 년도 자료를 활용하였다. 회귀분석을 통해 추출된 공통 영향요인은 자아 존중감, 우울, 전체 성적 만족도, 지역사회 인식, 진로 정체감, 연간 비행 피해 경험 유무, 형제자매 유무, 신뢰, 행동통제, 주의집중으로 나타났다. 이를 통해 중학생의 삶의 만족도는 개인의 정서문제, 자아인식, 또래 애착, 학습습관, 가정환경 요인 등이 복합적으로 영향을 미치는 것을 알 수 있다. 이 중에서 중학생의 삶의 만족도에 예측하기 위한 중요한 영향을 미치는 요인을 분석하기 위해서 의사결정 나무분석 기법을 사용하여 분석한 결과, 자아 존중감, 우울, 진로 정체감, 주의집중으로 나타났다.

• Journal of Information Technology Applications and Management
• /
• 제27권6호
• /
• pp.153-170
• /
• 2020

The Educational Restitution Rate is an important parameter that determines the quality of university education. This paper analyzed data from 148 private universities over the 10 years from 2009 to 2018 using data mining techniques in Korea. A significant causal relationship is detected in the fixed effect model as a result of the panel estimation. And the scale of faculty expansion and fund management, which are the university evaluation indicators, and the size of basic funds, respectively, have a positive effect on the ERR, which is within the confidence interval. In the analysis, the more private universities improve the tuition dependence rate, the more decisively positive affecting ERR. As a result of nonparametric regression estimation, when the faculty expansion ratio is reinforced, the effect of economies of scale is detected in some sections, the improvement of the tuition dependence rate, and the result value is generated through the improvement that results are derived at a certain point in time. We hope that the university based on this study can be a basic Indicators for the diagnosis of basic competencies and policy of student-centered education.

• Asian Journal of Business Environment
• /
• 제12권2호
• /
• pp.43-53
• /
• 2022

Purpose: This study aims to analyze the performance of local taxes in Indonesia through the estimation of tax capacity and tax effort, as well as classifying provinces based on the estimated value of tax capacity and tax effort. Research design, data and methodology: this study uses panel data of 34 provinces in Indonesia for the period of 2014-2018. The analytical method used in the tax capacity model is panel data regression to explain the factors that influence tax performance. Tax effort is estimated by the ratio of tax to tax capacity. Results: The results of the analysis show that gini ratio and regional expenditures have a significant positive effect on the tax ratio, while the share of GRDP in the manufacturing sector and HDI has a significant negative effect on the tax ratio. Based on the results, there are 19 provinces that have low tax capacity and 16 provinces that have low tax effort. Conclusions: The development of local tax performance tends to fluctuate with an average of 1.24 percent per year. Gini ratio and regional expenditure have a significant positive effect on the tax ratio, while the share of GRDP in the manufacturing sector and HDI have a significant negative effect on the tax ratio.