• Title/Summary/Keyword: Probit estimation

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Development of a Recursive Multinomial Probit Model and its Possible Application for Innovation Studies

  • Jeong, Gicheol
    • STI Policy Review
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    • v.2 no.2
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    • pp.45-54
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    • 2011
  • This paper develops a recursive multinomial probit model and describes its estimation method. The recursive multinomial probit model is an extension of a recursive bivariate probit model. The main difference between the two models is that a single decision among two or more alternatives can be considered in each choice equation in the proposed model. The recursive multinomial probit model is developed based on a standard framework of the multinomial probit model and a Bayesian approach with a Gibbs sampling is adopted for the estimation. The simulation exercise with artificial data sets is showed that the model performed well. Since the recursive multinomial probit model can be applied to analyze the causal relationship between discrete dependent variables with more than two outcomes, the model can play an important role in extending the methodology of the causal relationship analysis in innovation research.

A Study on Estimation of Human Damage for Shock Wave by Vapor Cloud Explosion using Probit Model (Probit 모델에 의한 증기운폭발 충격파의 인체피해예측)

  • Leem, Sah-Wan;Huh, Yong-Jeong;Lee, Jong-Rark
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.31 no.11
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    • pp.936-941
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    • 2007
  • This paper is on the influence of gas explosion caused by Vapor Cloud Explosion(VCE). Also, it is to understand the influence of the booth for explosion experiment which is installed to let the trainees for legal education which is managed by IGTT(Institute or Gas Technology Training) know the riskiness of explosion. In this study, the influence of explosion shock wave caused by VCE in enclosure was calculated by using the Hopkinson's scaling law and the accident damage was estimated by applying the influence on the adjacent human into the probit model. As a result of the damage estimation conducted by using the probit model, both the damage possibility of explosion overpressure to human 8 meters away and that of shock wave to hurt 15 meters away showed nothing.

A Study on the Estimation of Human Damage Caused by the LP Gas Flame in Enclosure using Probit Model

  • Leem, Sa-Hwan;Huh, Yong-Jeong
    • Journal of the Korean Institute of Gas
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    • v.13 no.3
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    • pp.43-48
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    • 2009
  • The energetic and environmental problems have been getting serious after the revolution of modern industry. Therefore, demand of gas as an eco-friendly energy source is increasing. With the demand of gas, the use of gas is also increased, so injury and loss of life by the fire have been increasing every year. Hence the influence on flame caused by Vapor Cloud Explosion in enclosure of experimental booth was calculated by using the API regulations. And the accident damage was estimated by applying the influence on the adjacent structures and people into the PROBIT model. According to the probit analysis, the spot which is 5meter away from the flame has nearly 100% of the damage probability by the first-degree burn, 27.8% of the damage probability by the second-degree burn and 14.5% of the death probability by the fire.

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The Effect of Bribery on Firm Innovation: An Analysis of Small and Medium Firms in Vietnam

  • NGUYEN, Toan Ngoc
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.5
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    • pp.259-268
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    • 2020
  • This study aims to provide empirical evidence on the causal relationship between bribery and firm innovation. To this end, we use a micro-dataset of small and medium firms in Vietnam surveyed in 2015. Given the binary nature of the dependent variable, a simple probit regression model is employed. However, as bribery variable is potentially endogenous, a simple probit regression may give biased estimates. We deal with the potential endogeneity by making use of the bivariate probit model. A property of the bivariate probit model is that it can produce efficient estimates of a typical probit model with endogenous binary explanatory variable. A Hausman-like likelihood ratio test is implemented following the estimation to test the existence of endogeneity. We find that bribery significantly undermines firm innovation. Also, firms run by household appear less innovative. The probability of innovation diminishes significantly if firm owners or managers have previous experience in firm products. As expected, larger firms seem to be more innovative. Exporters tend to be more innovative compared to non-exporters. Our findings provide support to the hypothesis that bribery is detrimental to firm innovation and, thus, innovation may be a mediating channel, through which, bribery impedes firm long-term performance.

A Study on Estimation of Structure Damage caused by VCE (VCE에 의한 건물피해예측에 관한 연구)

  • Leem, Sa-Hwan;Lee, Jong-Rark;Huh, Yong-Jeong
    • Journal of the Korean Society of Safety
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    • v.22 no.5
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    • pp.65-70
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    • 2007
  • This paper is estimation of structure damage caused by VCE(Vapor Cloud Explosion) in enclosure. As we estimate the influence of damage which occur at gas facility in factory. We can utilize the elementary data of safety distance. In this study, the influence of over-pressure caused by VCE in enclosure was calculated by using the Hopkinson's scaling law and the accident damage was estimated by applying the influence on the adjacent structure into the probit model. As a result of the damage estimation conducted by using the probit model, both the damage possibility of explosion overpressure to structures of 20 meters away and to glass bursting of 80 meters away was nearly zero in open space explosion.

Korean Welfare Panel Data: A Computational Bayesian Method for Ordered Probit Random Effects Models

  • Lee, Hyejin;Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.45-60
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    • 2014
  • We introduce a MCMC sampling for a generalized linear normal random effects model with the ordered probit link function based on latent variables from suitable truncated normal distribution. Such models have proven useful in practice and we have observed numerically reasonable results in the estimation of fixed effects when the random effect term is provided. Applications that utilize Korean Welfare Panel Study data can be difficult to model; subsequently, we find that an ordered probit model with the random effects leads to an improved analyses with more accurate and precise inferences.

A Consideration of Logit Transformation for Estimating the Dosage-Mortality Regression Equation (약량 반응곡선의 추정에 있어서 Logit 변환법의 이용)

  • 송유한
    • Journal of Sericultural and Entomological Science
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    • v.20 no.2
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    • pp.36-39
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    • 1978
  • With the current advances in insect toxicant bioassay, the need for easy methods of estimating the dosage-mortality regression equation has become vital. The Probit analysis seems to be not convenient for estimating the dosage-mortality regression equation and median lethal dose(LD50) because of its complexity in calculation. This study presents a comparision between Probit and Losit transformation for the estimation from bioassay results. Validation of the two methods is presented for the pathogenecity of nuclear polyhedrosis virus to the larva of fall web worm, Hyphantria cunea D.

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Functional Reliability Estimation of Pin Pullers Based on a Probit Model (프로빗 모델 기반 핀풀러의 작동 신뢰도 추정)

  • Mun, Byeong Min;Lee, Chinuk;Kim, Nam-ho;Choi, Chang-Sun;Kim, Zaeill;Bae, Suk Joo
    • Journal of the Korea Institute of Military Science and Technology
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    • v.20 no.2
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    • pp.225-230
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    • 2017
  • To generate mechanical movements in one-shot devices such as missiles and space launch vehicles, pyrotechnic mechanical device(PMD) such as pin pullers using pyrotechnic charge has been widely used. Reliability prediction of pin pullers is crucial to successfully execute target missions for the one-shot devices. Because the pin pullers require destructive tests to evaluate their reliability, one would need about 3,000 samples of success to guarantee a reliability of 99.9 % with a confidence level of 95 %. This paper suggests the application of a probit model using the charge amount as a functional parameter for estimation of functional reliability of pin puller. To guarantee target reliability, we propose estimation methods of the lower bound of functional reliability by applying the probit model. Given lower bound of functional reliability, we quantitatively show that the optimum amount of charge increases as the number of samples decreases. Along with a variety of simulations the validity of our new model via real test results is confirmed.

A Study on Estimation of Structure Damage caused by VCE in Enclosure (밀폐공간에서의 VCE에 의한 건물피해예측에 관한 연구)

  • Leem, Sa-Hwan;Huh, Yong-Jeong;Lee, Jong-Rark
    • Proceedings of the KAIS Fall Conference
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    • 2007.05a
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    • pp.42-45
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    • 2007
  • This paper is estimation of structure damage caused by VCE(Vapor Cloud Explosion) in enclosure. As we estimate the influence of damage which occur at gas facility in factory. We can utilize it the elementary data of safety distance. In this study, the influence of explosion over-pressure caused by VCE in enclosure was calculated by using the Hopkinson's scaling law and the accident damage was estimated by applying the influence on the adjacent structure into the probit model. As a result of the damage estimation conducted by using the probit model, both the damage possibility of explosion overpressure to structures 20 meters away and that of overpressure to glass bursting 80m meters away showed nothing.

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A Study on the Quantitative Analysis and Estimation for Surround Building caused by Vapor Cloud Explosion(VCE) in LPG Filling Station (LPG충전소에서 증기운폭발이 주변건물에 미치는 영향의 정량적 해석 및 평가에 관한 연구)

  • Leem, Sa-Hwan;Huh, Yong-Jeong
    • Journal of the Korean Society of Safety
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    • v.25 no.1
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    • pp.44-49
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    • 2010
  • This paper is estimation of structure damage caused by Explosion in LPG(Liquefied Petroleum Gas) filling station. As we estimate the influence of damage which occur at gas storage tank in filling station. We can utilize the elementary data of safety distance. In this study, the influence of over-pressure caused by VCE(Vapor Cloud Explosion) in filling station was calculated by using the Hopkinson's scaling law and the accident damage was estimated by applying the influence on the adjacent structure into the probit model. As a result of the damage estimation conducted by using the probit model, both the damage possibility of explosion overpressure to structures of max 265 meters away and to glass bursting of 1150 meters away was nearly zero in open space explosion.