• Journal of the Korean Statistical Society
• /
• v.29 no.2
• /
• pp.231-245
• /
• 2000

This paper considers a linear regression model with space and time data in where the disturbances follow spatially correlated error components. We provide the best linear unbiased predictor for the one way error components. We provide the best linear unbiased predictor for the one way error component model with spatial autocorrelation. Further, we derive two diagnostic test statistics for the assessment of model specification due to spatial dependence and random effects as an application of the Lagrange Multiplier principle.

• Communications for Statistical Applications and Methods
• /
• v.16 no.4
• /
• pp.659-667
• /
• 2009

Recently Song and Cheon (2006) and Cheon and Lim (2009) developed the generalized maximum entropy(GME) estimator to solve ill-posed problems for the regression coefficients in the simple panel model. The models discussed consider the individual and a spatial autoregressive disturbance effects. However, in many application in economics the data may contain nested groupings. This paper considers a two-way error component model with nested groupings for the ill-posed data and proposes the GME estimator of the unknown parameters. The performance of this estimator is compared with the existing methods on the simulated dataset. The results indicate that the GME method performs the best in estimating the unknown parameters in terms of its quality when the data are ill-posed.

• East Asian mathematical journal
• /
• v.5 no.1
• /
• pp.95-110
• /
• 1989

In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translaion and have minimum bias (analogously to estimation theory of mean value parameters). Here the minimum is taken over an appropriate cone of positive semidefinite matrices, after having made a reduction by invariance. Among these estimators, which always exist the one of minimum norm is characterized. This characterization is achieved by systems of necessary and sufficient condition, and by a cone restricted pseudoinverse. In models where the decomposing covariance matrices span a commutative quadratic subspace, a representation of the considered estimator is derived that requires merely to solve an ordinary convex quadratic optimization problem. As an example, we present the two way nested classification random model. An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator, for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced two way nested classification model with ramdom effects if considered.

• Communications for Statistical Applications and Methods
• /
• v.6 no.1
• /
• pp.11-24
• /
• 1999

In this paper we propose a method to test $\textit{H}$:$\rho_i$=$\gamma_i$ for 1$\leq$$\textit{i}$$\leq$$\ell$ against $\textit{K}$:$\rho_i$$\neq$$\gamma_i$ for some ｉin k-variance component random or mixed linear model where $\rho$i denotes the ratio of the i-th variance component to the error variance and $\ell$$\leq$K. The test which we call Rao-Wald test is exact and does not depend upon nuisance parameters. From a numerical study of the power performance of the test of the interaction effect for the case of a two-way random model Rao-Wald test was seen to be quite comparable to the locally best invariant (LBI) test when the nuisance parameters of the LBI test are assumed known. When the nuisance parameters of the LBI test are replaced by maximum likelihood estimators Rao-Wald test outperformed the LBI test.

• The Korean Journal of Applied Statistics
• /
• v.17 no.3
• /
• pp.547-556
• /
• 2004

This paper consider the testing problem of variance component for the unbalanced two-way error component model with nuisance parameter. We derive the one-sided LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual) effects are present. Using the Monte Carlo experiments, the computational more demanding LR test slightly underestimates the nominal size and has the low powers relative to LM test statistic.

• Journal of Drive and Control
• /
• v.15 no.3
• /
• pp.21-28
• /
• 2018

We propose a tension controller based on a time-delay estimation (TDE) technique for a winding machine. Firstly, we perform the necessary calculations to derive a mathematical model of the winding machine. In this sense, it is revealed that the roll radius of the winding machine is characteristically seen to be increasing or decreasing during the winding process. That being said, it is noted that the parameters of the winding machine are coupled and constantly changing during this process. Understandably then, it is noted that the model is shown to be nonlinear and time-varying. Secondly, we propose the way to apply the TDE based controller which is the so-called Time-delay Control (TDC). The TDC utilizes the time-delayed information intentionally to compensate the nonlinear and time-varying characteristics. As we have seen, the proposed controller consists of two parts: one is a TDE component, and the other is an error dynamics component which is defined by a user. In a computer simulation based on the Matlab/Simulink program, the proposed controller is compared with a conventional PID controller, which is widely used in the tension control of the winding machine. The proposed controller reduces the incidence of overshoot and steady-state error in the tension control, as compared to the conventional PID controller.

• The Journal of the Korea Contents Association
• /
• v.16 no.10
• /
• pp.150-162
• /
• 2016

This study empirically analyze the effect of government R&D investment to find out whether it complements or substitutes for the firm R&D. In order to do it panel data set was constructed for the period of three years from 2012 to 2014 based on the number of 1301 data by utilizing national technology information service(NTIS) and publicly announced financial statement. Analysis was implemented in consideration of size of the firm(large corporation, small and medium sized firm) of which sample was obtained from only listed company. The result of two-way fixed effect model and two-way random effect model is as follows. In case of large corporation, government R&D investment has an effect of substitute for the company's R&D on the other hand, small and medium sized firm shows an complementary effect. It verifies that current R&D policy is appropriate. Therefore government's direct subsidy is expected to be successful to fertilize firm's innovation by allocating government R&D budget efficiently.

• Journal of Cadastre & Land InformatiX
• /
• v.47 no.1
• /
• pp.143-160
• /
• 2017

Since officially assessed land price system was introduced, it has functioned as the criterion for establishing and implementing real estate policies. However, there is a controversial issue about the adequacy of the officially assessed land price system. The problem is that it is difficult to establish a statistical model due to too many land characteristics. Also, local economy, macroeconomic environments and development plans are not reflected in the land price evaluation model. Considering longitudinal and cross-sectional variables, a two-way error component panel model was used in this study. This analysis model includes variables reflecting land characteristics, macroeconomic volatility, and development project. The Paju LCD Industrial Complex was selected as a analysis area and an empirical analysis was performed. According to the analysis, the number of significant land characteristic variables were 14(31%) under 5% significance level. Macroeconomic volatility has had an influence on the land price and year variable reflecting development project has consistently been significant since the industrial complex was designated. Therefore, this study suggests that the land price evaluation model should be improved by simplifying land characteristic variables and including macroeconomic and regional economic variables.

• Convergence Security Journal
• /
• v.8 no.3
• /
• pp.83-92
• /
• 2008

In respect complication of group and period, the sales of retail trade is composed of various factors. This paper studies focus on estimating the determinants of the sales of retail trade. The volume of analysis consist of 7 groups. Analyzing period be formed over a 36 point(2005. 1$\sim$2007. 12). In this paper dependent variable setting up sales of retail trade, explanatory(independent) variables composed of composite stock price index, the number of the consumer's online buying behavior company, the coincident composite index, the index of trading price of APT, employment rate, an average of the rate of operation(the manufacturing industry), the consumer price index. The result of estimating the determinants of sales of retail trade provides empirical evidences of significance positive relationships between the coincident composite index, the index of trading price of APT, employment rate, an average of the rate of operation(the manufacturing industry). However this study provides empirical evidences of significance negative relationships between the consumer price index. The explanatory variables, that is, composite stock price and the number of the consumer's online buying behavior company, are non-significance variables. Implication of these findings are discussed for content research and practices.

• Journal of the Korea Society of Computer and Information
• /
• v.13 no.4
• /
• pp.231-240
• /
• 2008

In respect complication, group and period, the foreign direct investment of korea is composed of various factors. This paper studies focus on estimating the determinants of foreign direct investment of korea. The region of analysis consist of 7 groups, that is, Asia, Europe, Central and South America, Oceania, Africa, Middle East. Analyzing period be formed over a 67 point(2002. 6${\sim}$2007. 12). In this paper dependent variable setting up an amount of foreign direct investment, explanatory(independent) variables composed of gross domestic product, a balance of current accounts, the foreign exchange rate, employment to population ratio, an average of the rate of operation(the manufacturing industry), consumer price index, the amount of export, wages(a service industry). For an actual proof analysis, LIMDEP 8.0 software, analysis model is random effect in TWECR The result of estimating the determinants of foreign direct investment of korea provides empirical evidences of significance positive relationships between employment to population ratio and wages(a service industry). However this study provides empirical evidences of significance negative relationships between the foreign exchange rate, censurer price index and the amount of export. The explanatory variables, that is, an average of the rate of operation(the manufacturing industry), gross domestic product and a balance of current accounts, are non-significance variables.