• 제목/요약/키워드: Panel Random Model

검색결과 158건 처리시간 0.024초

반복 측정 자료를 이용한 장애인 우울에 대한 분석 (An analysis of depression of the individuals with disabilities using repeated measurement data)

  • 홍혜선;허집
    • Journal of the Korean Data and Information Science Society
    • /
    • 제28권5호
    • /
    • pp.1055-1067
    • /
    • 2017
  • 지금까지 연구되어진 한국의 장애인 우울에 미치는 요인들을 찾는 연구들은 조사된 장애인별로 반복 측정된 자료임에도 대부분 그들 자료들이 독립이라는 가정 하에 통계적 분석을 하였다. 본 연구에서는 3년마다 반복 측정된 한국복지패널의 장애인 관련 부가조사 자료를 이용하여 장애인 우울에 미치는 요인들이 무엇인지를 반복 측정의 효과를 포함하는 선형혼합모형으로 분석한다. 각 장애인별로 얻어진 반복 측정 자료들의 종속성에 적절한 상관행렬을 고려하고, 회귀계수인 고정효과 뿐만 아니라 각 장애인별 특성을 반영하는 임의효과를 포함시켜 장애인 우울에 유의한 변수들을 찾고 최종모형을 구한다. 고정효과만 고려한 모형으로부터 얻어진 잔차들은 각 장애인별 잔차들의 평균이 0 근처에 있지 않다는 것을 보여주고, 임의효과를 포함하고 있는 최종모형의 잔차들의 잔차도와 분위수대조도를 제시하여 최종모형은 각 장애인별 잔차들의 평균의 문제점을 해결한다는 것을 보여주고자 한다.

학교와 부모를 통한 소비자사회화가 청소년 및 대학생소비자의 충동구매행동에 미치는 영향: 랜덤효과 모형 (Consumer Socialization on Adolescent Impulsive Buying Behavior through School and Parents: A Random Effects Model)

  • 김정은;김지하
    • Human Ecology Research
    • /
    • 제54권4호
    • /
    • pp.385-395
    • /
    • 2016
  • This study examines the effects of consumer socialization on Korean adolescent impulsive buying behavior. The current study used the third and sixth waves from the Korean Education and Employment Panel (KEEP) survey that has been administered by the Korea Research Institute for Vocational Education and Training since 2004. The subjects were high school juniors and university sophomores in 2006 and 2009, respectively. The final sample for panel regression analysis included 1,718 individuals. Two major agents of socialization (school and parents) were utilized in our model. Parent financial behavior (if the parents had savings) and the effectiveness/helpfulness of economics education in middle or high school were included in our estimation model. Two categories were included as individual factors: (1) psychological aspects and personal traits covering variables such as stress from self-image, academic stress, self-regulation, and a tendency of risky behavior and (2) financial behavior and attitudes, which include work experience, amount of money in hand, shopping habits, and if parental financial support is expected after high school graduation. The results from a random effects model revealed that the effects of consumer socialization through school was marginally significant, while through parents was not. Stress from self-image and the level of self-regulation were found to be significant. Neither risky behavior nor academic stress were a significant factor for impulsive buying behavior. The amount of money available in hand and shopping habits showed a significant influence. Implications for educators, parents and policy makers are identified.

한국의 대ASEAN 수산물 수출결정요인에 관한 연구 (A Study on the Determinant of Korean Fisheries Export to ASEAN)

  • 임설매;김기수
    • 수산경영론집
    • /
    • 제47권2호
    • /
    • pp.15-32
    • /
    • 2016
  • The Association of Southeast Asian Nations(ASEAN) has been the most essential organization in Asia. In spite of the world economic crisis, Southeast Asian countries have shown fast economic growth since 2000, and they have been actively expanding investments and trades especially with major countries. Research on competitiveness in ASEAN market has spawned an increasingly large literature, but empirical research on the determinants of Korea's export to ASEAN is limited. The purpose of this study is to draw out the determinant of Korean fisheries export to ASEAN by carrying out a panel analysis. For achieving such a purpose, pooled OLS, Hausman Test, Fixed Effect, Random Effect are performed. The last 20 years' data over the period of 1995 to 2014 concentrated on the ASEAN 6 countries such as Indonesia, Malaysia, Philippine, Singapore, Thailand, Vietnam is used in this study. Amount of aquatic products export to ASEAN is used as the dependent variable; real exchange rate, real GDP, relative price level and GDP per capita are used as the explanatory variables and FTA as dummy variable. Empirical results show that fixed-effect analysis is the best model among all the models. As the fixed effect model shows, real exchange rate, real GDP, GDP per capita and dummy variable(FTA) play positive and statistically significant roles in fisheries export to ASEAN, while price variable plays a negative and statistically significant role to the dependent variable.

Household, personal, and financial determinants of surrender in Korean health insurance

  • Shim, Hyunoo;Min, Jung Yeun;Choi, Yang Ho
    • Communications for Statistical Applications and Methods
    • /
    • 제28권5호
    • /
    • pp.447-462
    • /
    • 2021
  • In insurance, the surrender rate is an important variable that threatens the sustainability of insurers and determines the profitability of the contract. Unlike other actuarial assumptions that determine the cash flow of an insurance contract, however, it is characterized by endogenous variables such as people's economic, social, and subjective decisions. Therefore, a microscopic approach is required to identify and analyze the factors that determine the lapse rate. Specifically, micro-level characteristics including the individual, demographic, microeconomic, and household characteristics of policyholders are necessary for the analysis. In this study, we select panel survey data of Korean Retirement Income Study (KReIS) with many diverse dimensions to determine which variables have a decisive effect on the lapse and apply the lasso regularized regression model to analyze it empirically. As the data contain many missing values, they are imputed using the random forest method. Among the household variables, we find that the non-existence of old dependents, the existence of young dependents, and employed family members increase the surrender rate. Among the individual variables, divorce, non-urban residential areas, apartment type of housing, non-ownership of homes, and bad relationship with siblings increase the lapse rate. Finally, among the financial variables, low income, low expenditure, the existence of children that incur child care expenditure, not expecting to bequest from spouse, not holding public health insurance, and expecting to benefit from a retirement pension increase the lapse rate. Some of these findings are consistent with those in the literature.

Determinants of Foreign Direct Investment: Evidence from Provincial Level Data in Indonesia

  • MEIVITAWANLI, Bryna
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제8권5호
    • /
    • pp.53-60
    • /
    • 2021
  • Foreign direct investment (FDI) is especially important for developing countries. This study investigates the determinants of FDI in the case of Indonesia. Most empirical researches in this field used time series data of a single country or panel data of several countries. Although panel data analysis is more comprehensive, however results taken from cross-country analysis cannot be directly applied to any specific country in the dataset and therefore lacks practicality. In this research, panel data analysis of a single country is performed to overcome the aforementioned shortcomings. Five determinants of FDI are tested using panel data of 33 Indonesian provinces over 10-year period of time. Two methodologies are adopted, random/fixed effects model and Granger Causality. The results show that only market size significantly affects FDI when tested using both methodologies. Human capital and financial market development show significant result in one of the two methodologies. While, economic growth and infrastructure did not show any significant results at all. This research stresses the importance of comprehensive single country analysis since only one out of five commonly discussed determinants is applicable in the case of Indonesia. Governments should therefore carefully reconsider the use of cross-country analysis as a basis of their policy formulations.

인삼 생산량과 기상요인과의 관련성 분석 (Analyzing Relationship between Ginseng Production and Meteorological Factors)

  • 지경진;이윤숙;이종인
    • 농촌계획
    • /
    • 제27권2호
    • /
    • pp.69-76
    • /
    • 2021
  • This study focuses on the relationship between ginseng production per area and meteorological factors. Four areas of major ginseng production are considered in the study. Chungcheongnam-do and Gyengsangbuk-do are selected as the original major production places and Gyeonggi-do and Kangwon-do are selected as the new major places. The meteorological factors applied for study are the average temperature, accumulated precipitation, and integrated sunshine hours. With the data collected across four areas, we used a panel data analysis. From the results of Hausman test, the fixed effects model allowing to control individual area effect is preferable to the random effects model. Based on the results of the fixed effects model, the accumulated precipitation statistically and significantly affect the decreases in ginseng production. Changes in the average temperature negatively affect ginseng production, but the value is not statistically significant. The integrated sunshine positively affect ginseng production, but the value is not statistically significant.

생명보험산업에서 상품 판매비중과 금리가 해약률에 미치는 영향에 관한 연구 (An empirical study on the influence of product portfolio and interest rate on the lapse rate in the life insurance industry)

  • 정세창;오승철;강중철
    • Journal of the Korean Data and Information Science Society
    • /
    • 제22권1호
    • /
    • pp.73-80
    • /
    • 2011
  • 본 연구의 목적은 상품판매 비중과 금리가 해약률에 미치는 영향을 분석하는데 있다. 본 연구의 동인은 최근 국제회계기준 및 현금흐름방식의 도입으로 해약률과 관련된 이슈가 중요해지고 있는데서 찾을 수 있다. 패널자료를 적용하여 고정효과모형 및 확률효과모형을 추정하고 하우스만 검정으로 모형을 선택하는 분석방법을 사용한다. 분석 결과 첫째, 확률효과모형이 선택되었으며, 상품 포트폴리오 중 저축성 보험, 질병보험, 사망보험의 구성비가 높고, 금리가 높을수록 해약률이 상승하는 것으로 나타나고 있다. 둘째, 건강보험이나 변액보험의 상품비중이 높을수록 해약률은 감소하는 결과를 보이고 있다.

패널자료를 이용한 중국 수산물소비지출에 영향을 미치는 요인에 관한 연구 (Empirical Analysis on the Factors Affecting the Consumption of Aquatic Products in China Using Panel Data)

  • 임설매;김기수
    • 수산경영론집
    • /
    • 제44권2호
    • /
    • pp.19-33
    • /
    • 2013
  • China is the world's largest producer of aquatic products and its fishery sector is comprised primarily of aquaculture facilities, both fresh and seawater, and a much smaller wild catch component. The expansion of the aquaculture sector continues to boost China's aquatic output. The increase is attributable to several factors. Among them rapidly growing domestic demand is no doubt one of the most important reasons. Rapid economic growth and rising disposable income are influencing domestic consumption and the economic recovery of major import markets is further stimulating consumption of China's aquatic products. This paper tries to examine the status, trend and reasons of consumption of aquatic products in China. Based on the analysis on the consumption of aquatic products and its change, this paper utilizes panel regression model to estimate the affecting factors of aquatic products consumption in China. By using panel data between 1997 and 2010, the results indicate that income, urbanization, aging and dummy variable have positive effects and fish price index has negative effect on China's aquatic products consumption as predicted. However, effects of meat consumption and education on fishery consumption are totally opposite with our predictions. In other words, it turns out that meat consumption has positive effect on fish consumption while education turns out to have negative effect. Finally the member of household does not show any significant effect on consumption of aquatic products in China.

매체환경과 청소년 사이버비행과의 관계에 대한 연구 : 성인매체몰입을 중심으로 (A Study on Relationship between Media Environment and Adolescent Cyber-Delinquency : Focused on X-rated Media Commitment)

  • 이창문;문진영;박주원
    • 디지털융복합연구
    • /
    • 제17권4호
    • /
    • pp.365-379
    • /
    • 2019
  • 본 연구는 사이버 비행에 영향을 미치는 요인은 무엇인지를 살펴보기 위해 기존의 여러 연구에서 검토된 일반긴장 이론, 비행기회 이론을 중심으로 선행연구를 고찰한 이후 한국 아동 청소년 패널 초등학교 4학년을 대상으로 한 패널 4차 자료와 7차 자료를 이용하여 청소년이 중학교에서 고등학교로 이행하는 과정에서 사이버 비행에 영향을 주는 요인을 종단적 측면에서 분석하고자 하였다. 연구방법은 STATA 프로그램을 이용하여 사이버 비행을 저지르는 결정요인을 패널 로짓분석을 통해 살펴본 다음 이후 패널 토빗확률효과 모형을 통하여 청소년의 사이버 비행횟수에 영향을 주는 요인들에 대해 분석하였다. 분석결과, 사이버 비행횟수와 관련해서는 성인매체몰입, 컴퓨터 사용시간, 휴대폰 의존 정도는 사이버 비행횟수를 증가시켰으며, 연령증가, 부모의 양육태도 중 관심적 감독은 청소년의 사이버 비행횟수를 감소시키는 것으로 나타났다.

Audit Quality and Stock Return Co-Movement: Evidence from Vietnam

  • PHAM, Chi Bich Thi;VU, Thu Minh Thi;NGUYEN, Linh Ha;NGUYEN, Dung Duc
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제7권7호
    • /
    • pp.139-147
    • /
    • 2020
  • This paper aims to explore the relationship between the quality of the audit and the level of stock return co-movement in the context of the Vietnamese emerging market. The empirical study is designed based on the quatitative method and deductive approach. The panel dataset includes 256 listed firms from different industries,with 1115 firm-year observations on Ho Chi Minh City Stock Exchange for the period from 2014 to 2018. In the research, we built the econometric regression model, using stock return synchronicity and audit quality as the dependent and independent variable, respectively. Some control variables are also added to the econometric regression models as they are well-documented in prior research to have an effect on stock price synchronicity. To improve the accuracy of the regression coefficients, beside the Ordinary Least Squares, we employ the Random Effects Model and the Fixed Effects Model for better statistical analysis of panel data set. The results show that the quality of the audit is positively correlated to stock price synchronicity. This finding suggests that stock returns of companies with higher quality of the audit are more synchronous with the market. Results for other control variables also support our reasoning for the main findings.