• 제목/요약/키워드: Panel Model

검색결과 2,152건 처리시간 0.025초

Restricted maximum likelihood estimation of a censored random effects panel regression model

  • Lee, Minah;Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제26권4호
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    • pp.371-383
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    • 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.

시도별 패널데이터를 이용한 경유제품 수요함수 추정 (Estimation of diesel fuel demand function using panel data)

  • 임찬수
    • 에너지공학
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    • 제26권2호
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    • pp.80-92
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    • 2017
  • 본 연구는 1998년부터 2015년까지의 16개 시도별 경유수요량, 경유제품 판매가격(유통단계), 및 총 부가가치생산의 패널데이터를 이용하여, 패널GLS, 고정효과(Fixed Effect), 확률효과(Random Effect) 및 동적패널(Dynamic Panel) 모형을 통해 국내 경유수요함수를 추정하고, 이를 통해 가격탄력성과 소득탄력성을 추정하였다. 단기 가격탄력성은 -0.2146(패널GLS), -0.2886(고정효과), -0.2854(확률효과), -0.1905(동적패널)로 추정되었고, 단기 소득탄력성은 0.7379(패널GLS), 0.4119(고정효과), 0.7260(확률효과), 0.4166(동적패널)로 추정되었는데, 모두 비탄력적인 것으로 나타났다. 장기 가격탄력성과 장기 소득탄력성은 동적패널을 통해 추정하였고, 각각 -0.4784, 1.0461로 유의하게 나타났다. 경유 수요는 소득에 증감에 대해 단기적으로는 비탄력적이나, 장기적으로는 탄력적으로 나타나고 있다. 추가로 서울지역을 기준으로 지역변수를 더미변수(Dummy Variables)로 하여 각 지역의 경유수요로의 효과를 검정하였는데, 10개 지역에서 상대적으로 유의하게 추정되었다.

지진하중을 받는 대형 콘크리트 판구조의 동적거동-3층 입체구조의 진동실험결과를 중심으로 (Dymamic Behavior of Large Concrete Panel Structures Subjected Seismic Loads)

  • 서수연;박병순;백용준;이원호;이리형
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 1993년도 봄 학술발표회 논문집
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    • pp.148-153
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    • 1993
  • The paper presents the results of shaking table test conducted on the 1/3.3 scaled large concrete panel model. The behaviors of large concrete panel structures subjected to seismic excitations are controlled by capacity of horizontal and vertical joints. To Study the seismic capacity of the large concrete panel structures, experimental researches for joints and structural assemblage are needed. Especially, since the magnitude of seismic loads are depended on the variation of time, period and accelerations, dynamic test is needed for estimating the seismic resistance of large concrete panel structures. The objective of this paper is to study the behaviors of large concrete panel structures on seismic excitations and to estimate the safety. Test results are as follows : 1) Test model was critically damaged in the first floor horizontal joint by rocking. 2) Elastic limit(0.12kg) of test model was 5times higher than that of korean seismic design code. 3) Maxium base shear of test model at the ground acceleration of 0.12g was 3.5 times higher than the result of equivalent static analysis. 4) Damping ratio of test model turned out 3.9~5.3% and the period at 0.12g was 0.065sec.

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국내항만투자의 방사.비방사적 효율성 측정을 위한 모형개발 및 실증적 적용에 관한 연구 (A Study on the Model Development and Empirical Application for Measuring the Radial and Non-radial Efficiencies of Investment in Domestic Seaports)

  • 박노경
    • 한국항만경제학회지
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    • 제27권1호
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    • pp.185-212
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    • 2011
  • 본 논문에서는 국내항만투자의 효율성을 정확하게 측정하기 위해서 기존의 방사모형과 새롭게 개발된 비방사적인 방법(패널 가법모형, 패널 RAM모형, 패널 SBM 모형)으로, 2001 년부터 2007년까지 국내 20개 항만의 4개의 산출물(항만서비스만족도, 선박입출항척수, 항만재정수입, 컨테이너화물처리량)과 1개의 투입물(항만투자금액)을 이용하여 국내항만들의 효율성을 측정하고 그 결과를 비교분석하였다. 실증분석의 주요한 결과는 다음과 같다. 첫째, 효율성 수치의 순위에 의한 스피어만의 서열상관관계계수의 결과는 (1) 방사모형과 패널가 법모형의 효율성 수치에 의한 서열상관이 약 76%수준 일치 (2) 효율성 수치에 의한 서열상관관계는 약71.6%수준에서 일치하였다. 둘째, 방사-비방사모형의 효율성수치들은 (1) 방사모형과 패널SBM모형(비교적 유사) (2) 패널RAM모형의 효율성 수치가 더 높았음, (3) 패널SBM모형과는 효율성 수치가 매우 유사 하였음. 셋째, 방사모형과 비방사모형의 투입 및 산출물 슬랙의 크기를 비교해 보면 방사모형의 슬랙이 더 적었다. 넷째, 가법모형을 제외한 나머지 모형들에 대한 측정결과를 보면, (1) 효율성수치나 효율적인 항만숫자 측면에서 보면 패널RAM모형, 패널SBM모형, 방사모형의 순서였다. (2) 최저효율성 수치를 비교해 본 결과도 첫 번째와 동일한 순서를 나타내었다. 본 연구의 정책적인 함의는 다음과 같다. 첫째, 국내항만들은 방사 비방사모형을 이용하여 해당항만의 효율성을 더욱 엄격하게 평가하여 그에 따른 항만경영전략을 도입하여야만 한다. 둘째, 국내항만들은 방사 비방사모형에서 제시할 수 있는 투입 및 산출요소의 슬랙의 크기를 파악하고, 해당항만에 적합한 슬랙을 제거시키는 항만경영전략을 도입하여야만 한다. 셋째, 본 논문에서 제시했던 비방사모형 중에서 해당항만에 적합한 측정방법을 선택하여 해당항만경영에 도입하는 방법을 도입해야만 한다. 본 논문의 한계점은 국내에서는 비방사적인 측정방법에 대한 연구가 극히 부진하여 방사적인 방법과 비방사적인 방법과의 모형별로 심도있는 분석이 시도되지 못했다고 하는 점이다. 이 부분에 대한 연구는 차후에 진행하고자 한다.

LM Tests in Nested Serially Correlated Error Components Model with Panel Data

  • Song, Seuck-Heun;Jung, Byoung-Cheol;Myoungshic Jhun
    • Journal of the Korean Statistical Society
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    • 제30권4호
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    • pp.541-550
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    • 2001
  • This paper considers a panel data regression model in which the disturbances follow a nested error components with serial correlation. Given this model, this paper derives several Lagrange Multiplier(LM) testis for the presence of serial correlation as well as random individual effects, nested effects, and for existence of serial correlation given random individual and nested effects.

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Optimal Design of a High-Agility Satellite with Composite Solar Panels

  • Kim, Yongha;Kim, Myungjun;Kim, Pyeunghwa;Kim, Hwiyeop;Park, Jungsun;Roh, Jin-Ho;Bae, Jaesung
    • International Journal of Aeronautical and Space Sciences
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    • 제17권4호
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    • pp.476-490
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    • 2016
  • This paper defines mode shape function of a composite solar panel assumed as Kirchhoff-Love plate for considering a torsional mode of composite solar panel. It then goes on to define dynamic model of a high-agility satellite considering the flexibility of composite solar panel as well as stiffness of a solar panel's hinge using Lagrange's theorem, Ritz method and the mode shape function. Furthermore, this paper verifies the validity of dynamic model by comparing numerical results from the finite element analysis. In addition, this paper performs a dynamic response analysis of a rigid satellite which includes only natural modes for solar panel's hinges and a flexible satellite which includes not only natural modes of solar panel's hinges, but also structural modes of composite solar panels. According to the results, we confirm that the torsional mode of solar panel should be considered for the structural design of high-agility satellite. Finally, we performed optimization of high-agility satellite for minimizing mass with solar panel's area limit using the defined dynamic model. Consequently, we observed that the defined dynamic model for a high-agility satellite and result of the optimal design are very useful not only because of their optimal structural design but also because of the dynamic analysis of the satellite.

조선소 판넬라인의 위험요인 분석 및 안전관리 Application 개발 (Analysis of the Risk Factors and Design of the Safety Management Application for the Panel Line in a Shipyard)

  • 오현수;장성록
    • 한국안전학회지
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    • 제27권6호
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    • pp.160-165
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    • 2012
  • The process of panel line in the shipyard produce the panel of outside planking which is located the side and bottom of a ship. The stiffeners or plates are welded onto the plates in this process. In this study, the panel line was performed to work process analysis and was analyzed into the IDEF0(Integration Definition) model that is functional modeling methodology. Also the panel line was analyzed to find out the risk factor and expected accident/safety guide from each process. And then this outputs were applied to the IDEF0 model. The mobile application which is designed by ooCBD(Object-oriented Component Based Development) method is able to use the output data of the process analysis in the panel line. This mobile application could be used by employees and safety managers without regard for working location and time.

A new steel panel zone model including axial force for thin to thick column flanges

  • Mansouri, Iman;Saffari, Hamed
    • Steel and Composite Structures
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    • 제16권4호
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    • pp.417-436
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    • 2014
  • During an earthquake, steel frame columns can be subjected to high axial forces combined with inelastic rotation demand resulting from story drift. Generally, the whole beam or component can be represented with one element. In elasto-plastic analysis, subdivision is necessary if the plastic deformation occurs within two ends of beams. If effects of the joint panel are necessarily considered in the analysis, the joint panel should be represented with an independent element. It is a special element to represent the shear deformation of the joint panel in the beam-column connection zone. Several analytical models for panel zone (PZ) behavior exist, in terms of shear force-shear distortion relationships. Among these models, the Krawinkler PZ model is the most popular one which is used in the AISC code. Some studies have pointed out that Krawinkler's model gives good results for the range of thin to medium column flanges thickness. This paper, introduces a new model to estimate the response of shear force-shear distortion for the PZ including column axial force. The model is applicable to both thin and thick column flange. To achieve an appropriate PZ mathematical model first, the effects of PZ strength and stiffness on connection response are parametrically studied using finite element models. More than one thousand and four-hundred beam-column connections are included in the parametric study, with varied parameters; then based on analytical results a simple mathematical model is presented. A comparison between the results of proposed method herein with FE analyses shows the average error especially in thick column flange is significantly reduced which demonstrates the accuracy, efficiency, and simplicity of the proposed model.

Experimental and numerical investigation of RC sandwich panels with helical springs under free air blast loads

  • Rashad, Mohamed;Wahab, Mostafa M.A.;Yang, T.Y.
    • Steel and Composite Structures
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    • 제30권3호
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    • pp.217-230
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    • 2019
  • One of the most important design criteria in underground structure is to design lightweight protective layers to resist significant blast loads. Sandwich blast resistant panels are commonly used to protect underground structures. The front face of the sandwich panel is designed to resist the blast load and the core is designed to mitigate the blast energy from reaching the back panel. The design is to allow the sandwich panel to be repaired efficiently. Hence, the underground structure can be used under repeated blast loads. In this study, a novel sandwich panel, named RC panel - Helical springs- RC panel (RHR) sandwich panel, which consists of normal strength reinforced concrete (RC) panels at the front and the back and steel compression helical springs in the middle, is proposed. In this study, a detailed 3D nonlinear numerical analysis is proposed using the nonlinear finite element software, AUTODYN. The accuracy of the blast load and RHR Sandwich panel modelling are validated using available experimental results. The results show that the proposed finite element model can be used efficiently and effectively to simulate the nonlinear dynamic behaviour of the newly proposed RHR sandwich panels under different ranges of free air blast loads. Detailed parameter study is then conducted using the validated finite element model. The results show that the newly proposed RHR sandwich panel can be used as a reliable and effective lightweight protective layer for underground structures.

Estimation of Random Coefficient AR(1) Model for Panel Data

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.529-544
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    • 1996
  • This paper deals with the problem of estimating the autoregressive random coefficient of a first-order random coefficient autoregressive time series model applied to panel data of time series. The autoregressive random coefficients across individual units are assumed to be a random sample from a truncated normal distribution with the space (-1, 1) for stationarity. The estimates of random coefficients are obtained by an empirical Bayes procedure using the estimates of model parameters. Also, a Monte Carlo study is conducted to support the estimation procedure proposed in this paper. Finally, we apply our results to the economic panel data in Liu and Tiao(1980).

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