• 제목/요약/키워드: beta regression model

검색결과 240건 처리시간 0.044초

베타회귀분석 방법을 이용한 건강 관련 삶의 질 자료 분석 (Analysis of health-related quality of life using Beta regression)

  • 장은진
    • Journal of the Korean Data and Information Science Society
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    • 제28권3호
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    • pp.547-557
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    • 2017
  • 건강 관련 삶의 질 자료는 정규분포를 따르지 않고 치우친 분포를 보이며, 등분산 가정을 만족하지 않는 경우가 대부분이다. 또한 건강 관련 삶의 질 자료는 범위가 정해져 있는 자료이며, 건강한 상태를 나타내는 경우 최대값을 가지는 천장효과가 있는 자료이다. 본 연구에서는 건강 관련 삶의 질 자료인 EQ-5D에 대해 선형회귀모형과 베타회귀모형, 그리고 평균과 정밀도에 대한 하위모형을 가지고 있는 확장된 베타회귀모형을 이용하여 예측모형을 개발하고 모형의 예측 정확도를 비교하였다. 선형회귀모형에 비해 확장된 베타회귀모형의 예측 정확도가 높기는 하지만 신뢰구간이 겹치고 있기 때문에 확장된 베타회귀모형의 정확도가 더 높다고 할 수는 없다. 하지만 확장된 베타회귀모형은 공변량에 따라 분산이 달라지는 부분을 설명할 수 있으며 선형회귀모형이 제한된 범위를 벗어난 값을 예측하는 부분을 개선할 수 있다. 따라서 범위가 제한되고 이분산이 있는 치우친 자료에 대해 공변량들이 평균 및 정밀도에 영향을 주는 정도를 동시에 고려하는 확장된 베타회귀모형은 건강 관련 삶의 질 자료인 EQ-5D를 분석하는 방법으로 적절하다고 할 수 있다.

성과 향상을 위한 호텔 레스토랑 SCM 활동 측정에 관한 연구 (Research for Determining Hotel Restaurant SCM Activities to Improve Performance)

  • 강석우;박지양
    • 동아시아식생활학회지
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    • 제17권6호
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    • pp.963-971
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    • 2007
  • This research aimed to determine the relationship between hotel restaurants' SCM activities and their results. The samples are included exclusive high-end hotels located in the seoul area. To analyze the data, frequency analysis, reliability analysis, factor analysis, and regression analysis were applied. Multiple regression analysis showed that SCM activities (${\beta}$=.342, p<.000), information sharing (${\beta}$=.136, p<.006), and cooperative activities (${\beta}$=.120, p<.015) had a significant impact on financial performance. The explanatory power of this model was 14%, and there was statistical significance in the regression model. SCM activities(${\beta}$=.221, p<.000), information sharing (${\beta}$=.475, p<.000), and cooperative activities (${\beta}$=.172, p<.000) also had a significant impact on non-financial performance, and the explanatory power of this model was 29%, with statistical significance in the regression model.

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Testing General Linear Constraints on the Regression Coefficient Vector : A Note

  • Jeong, Ki-Jun
    • Journal of the Korean Statistical Society
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    • 제8권2호
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    • pp.107-109
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    • 1979
  • Consider a linear model with n observations and k explanatory variables: (1)b $y=X\beta+u, u\simN(0,\sigma^2I_n)$. We assume that the model satisfies the ideal conditions. Consider the general linear constraints on regression coefficient vector: (2) $R\beta=r$, where R and r are known matrices of orders $q\timesk$ and q\times1$ respectively, and the rank of R is $qk+q$.

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Kendall의 Tau에 의한 회귀직선의 평행성에 관한 비모수 검정 (A Nonparametric Test for the Parallelism of Regression Lines Based on Kendall's Tau)

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • 제7권1호
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    • pp.17-26
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    • 1978
  • For testing $\beta_i=\beta, i=1,...,k$, in the regression model $Y_{ij} = \alpha_i + \beta_ix_{ij} + e_{ij}, j=1,...,n_i$, a simple and robust test based on Kendall's tau is proposed. Its asymptotic distribution is proved to be chi-square under the null hypthesis and noncentral chi-square under an appropriate sequence of alternatives. For the optimal designs, the asymptotic relative efficiency of the proposed procedure with respect to the least squares procedure is the same as that of the Wilcoxon test with respect to the t-test.

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여행비용접근법을 통한 대구 우방타워랜드의 편익가치 측정 (Estimation of Users대 Benefit Value for Woobang Tower Land in Taegu Using Travel Cost Method)

  • 김수봉;심애경;권기찬
    • 한국환경과학회지
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    • 제10권3호
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    • pp.173-178
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    • 2001
  • The aim of this paper is to evaluate users benefit values of theme park using Travel Cost Method with special reference to Woobang Tower Land in Taegu for the estimation of economic values. This research is mainly based on questionnaire survey of 100 users of the theme park. Socio-economic factors such as income, year of education, annual income, age and money(travel cost) are analysed from 5 residential areas of the respondents. Multiple regression analysis was used for the evaluation of annual number of park visitings based on the analysis. The regression model shows NV = $\alpha$+$\beta_1$TC+$\beta_2$INC+$\beta_3$EDU+$\beta_4$AGE (NV : Annual Number of Visitings, TC : Travel Cost, INC : Annual Income, EDU : Years of Education, AGE : Age). Regarding to visitors demand curve based on the equation showed that annual economic values of Woobang Tower Land was estimated as 50billion Korean Won.

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학교분위기가 중학생의 또래폭력 피해경험에 미치는 영향 (The Effects of School Climate on Peer Victimization for Junior High School Students)

  • 김은영
    • 한국아동복지학
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    • 제26호
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    • pp.87-111
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    • 2008
  • 본 연구는 중학생의 또래폭력피해 실태를 살펴보고, 우리나라에서 지금까지 진행되지 않은 또래폭력에 영향을 미치는 학교분위기의 다양한 요인을 파악하고 그 상대적인 영향력을 밝히는 것이다. 연구의 목적을 위해 서울지역에 있는 11개의 중학교를 편의표집 하여 선정된 중학생들이며 최종적으로 1,204부의 설문조사지를 분석하였다. 분석방법으로 빈도분석, 기술통계, 피어슨의 상관분석, 위계적 회귀분석을 사용하였다. 분석결과, 중학생의 또래폭력피해 행위 중 언어폭력의 피해행위가 상대적으로 높게 나타났다. 2단계로 구분하여 위계적 회귀분석을 실시하였다. 1단계 모델보다 2단계 모델에서는 설명 변량이 19.6% 증가하였다. 또래폭력 피해 행위에 교사와 학생간의 상호작용(${\beta}=.130$), 학교건물의 유지보수(${\beta}=.067$), 교내환경의 안전성(${\beta}=.331$)의 변수들과 통제변수 중 성별과 경제력이 유의미한 변수였으며 전체모델의 23.0%를 설명하고 있었다. 이와 같은 연구결과에 근거하여 학교분위기를 개선시키기 위한 실천적, 정책적 제언들을 제시하였다.

지역별 건강생활 실천율의 영향요인: 시군구 단위 접근 (Determinants of Healthy Living Practice: County Approach)

  • 정초록;김지만;박종연;신의철;최병호
    • 보건행정학회지
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    • 제30권3호
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    • pp.376-385
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    • 2020
  • Background: The purpose of this study is to investigate the factors affecting the healthy living practice rate such as non-smoking, moderate drinking, walking, and low-salt diet by elementary municipality (so called, 'si-gun-hu'). Methods: The 2016 Korean Community Health Survey was used for the analysis. The theoretical model is founded upon the Anderson model, and both the multiple linear regression analysis and the beta regression analysis was performed for estimation. Results: As a result of the beta regression analysis, healthy living practice rate was found to be significantly higher in the areas with a less number of cigarette retailers, participating in healthy city projects, a low proportion of people who perceive their body type as obesity, a higher proportion of women, and a lower proportion of spouses. Conclusion: In order to improve healthy living practices, the regulations on health risk businesses, the spread of Healthy City project, and policy efforts awaring obesity are recommended.

An Application of the Smart Beta Portfolio Model: An Empirical Study in Indonesia Stock Exchange

  • WASPADA, Ika Putera;SALIM, Dwi Fitrizal;FARISKA, Putri
    • The Journal of Asian Finance, Economics and Business
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    • 제8권9호
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    • pp.45-52
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    • 2021
  • Stock price fluctuations affect investor returns, particularly, in this pandemic situation that has triggered stock market shocks. As a result of this situation, investors prefer to move their money into a safer portfolio. Therefore, in this study, we approach an efficient portfolio model using smart beta and combining others to obtain a fast method to predict investment stock returns. Smart beta is a method to selects stocks that will enter a portfolio quickly and concisely by considering the level of return and risk that has been set according to the ability of investors. A smart beta portfolio is efficient because it tracks with an underlying index and is optimized using the same techniques that active portfolio managers utilize. Using the logistic regression method and the data of 100 low volatility stocks listed on the Indonesia stock exchange from 2009-2019, an efficient portfolio model was made. It can be concluded that an efficient portfolio is formed by a group of stocks that are aggressive and actively traded to produce optimal returns at a certain level of risk in the long-term period. And also, the portfolio selection model generated using the smart beta, beta, alpha, and stock variants is a simple and fast model in predicting the rate of return with an adjusted risk level so that investors can anticipate risks and minimize errors in stock selection.

간호대학생의 주관적 안녕감 영향 요인 (Factors Affecting Subjective Well-Being in Nursing Students)

  • 전원희;차경숙;이기령
    • 한국간호교육학회지
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    • 제21권2호
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    • pp.276-284
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    • 2015
  • Purpose: This study was conducted to investigate the factors that affect subjective well-being in nursing students. Methods: A total of 236 nursing students participated in the study. Data was collected from November through December 2013 using a self-reporting questionnaire that surveyed the level of gratitude, interpersonal relationship ability, subjective happiness, and life satisfaction. Data was analyzed by descriptive analysis, t-test, ANOVA, Pearson correlation coefficients and multiple regression with the SPSS/WIN 18.0 program. Results: Subjective happiness positively correlated with gratitude (r=.41, p<.001) and interpersonal relationship ability (r=.55, p<.001). Life satisfaction positively correlated with gratitude (r=.53, p<.001) and interpersonal relationship ability (r=.37, p<.001). Significant predictors of subjective happiness included gratitude (${\beta}=.38$, p<.001), interpersonal relationship ability (${\beta}=.28$, p<.001) and major satisfaction (${\beta}=.17$, p=.002). The regression model explained 39.3% of subjective happiness. Significant predictors of life satisfaction included gratitude (${\beta}=.42$, p<.001), academic achievement (${\beta}=.15$, p=.006), interpersonal relationship ability (${\beta}=.16$, p=.008) and major satisfaction (${\beta}=.12$, p=.035). The regression model explained 35.3% of life satisfaction. Conclusion: To improve subjective well-being among nursing students, nurse educators should develop educational intervention programs to promote gratitude and interpersonal relationships.

소표본 errors-in-vairalbes 모형에서의 통계 추론 (Small-Sample Inference in the Errors-in-Variables Model)

  • 소병수
    • 품질경영학회지
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    • 제25권1호
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    • pp.69-79
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    • 1997
  • We consider the semiparametric linear errors-in-variables model: yi=(${\alpha}+{\beta}ui+{\varepsilon}i$, xi=ui+${\varepsilon}i$ i=1, …, n where (xi, yi) stands for an observation vector, (ui) denotes a set of incidental nuisance parameters, (${\alpha}$ , ${\beta}$) is a vector of regression parameters and (${\varepsilon}i$, ${\delta}i$) are mutually uncorrelated measurement errors with zero mean and finite variances but otherwise unknown distributions. On the basis of a simple small-sample low-noise a, pp.oximation, we propose a new method of comparing the mean squared errors(MSE) of the various competing estimators of the true regression parameters ((${\alpha}$ , ${\beta}$). Then we show that a class of estimators including the classical least squares estimator and the maximum likelihood estimator are consistent and first-order efficient within the class of all regular consistent estimators irrespective of type of measurement errors.

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