• Title/Summary/Keyword: unconditional model

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A Unit Root Test for Multivariate Autoregressive Model with Multiple Unit Roots

  • Shin, Key-Il
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.397-405
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    • 1997
  • Recently maximum likelihood estimators using unconditional likelihood function are used for testing unit roots. When one wants to use this method the determinant term of initial values in the multivariate unconditional likelihood function produces a complicated function of the elements in the coefficient matrix and variance matrix. In this paper an approximation of the determinant term is calculated and based on this aproximation an approximated unconditional likelihood function is calculated. The approximated unconditional maximum likelihood estimators can be used to test for unit roots. When multivariate process has one unit root the limiting distribution obtained by this method and the limiting distribution using exact unconditional likelihood function are the same.

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An Asymptotic Property of Multivariate Autoregressive Model with Multiple Unit Roots

  • Shin, Key-Il
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.167-178
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    • 1994
  • To estimate coefficient matrix in autoregressive model, usually ordinary least squares estimator or unconditional maximum likelihood estimator is used. It is unknown that for univariate AR(p) model, unconditional maximum likelihood estimator gives better power property that ordinary least squares estimator in testing for unit root with mean estimated. When autoregressive model contains multiple unit roots and unconditional likelihood function is used to estimate coefficient matrix, the seperation of nonstationary part and stationary part of the eigen-values in the estimated coefficient matrix in the limit is developed. This asymptotic property may give an idea to test for multiple unit roots.

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The Effects of Life Stress on Depression in Nursing Students: The Mediating Effect of Unconditional Self Acceptance (간호대학생의 생활스트레스가 우울에 미치는 영향: 무조건적 자기수용의 매개효과)

  • Yeo, Hyun Ju
    • Journal of the Korean Society of School Health
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    • v.35 no.1
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    • pp.31-39
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    • 2022
  • Purpose: The purpose of the study was to examine the meditating effect of unconditional self acceptance on the relationship between life stress and depression in nursing students. Methods: Data was collected from a survey of 140 nursing students using self-reported questionnaires. The data was analyzed using IBM SPSS Statistic 25.0. The mediating effect of unconditional self-acceptance on the relationship between the subject's life stress and depression was analyzed using Baron and Kenny's method. In addition, the Sobel test was conducted to determine the significance of the mediating effect. Results: The regression model explained 43% of the variance in nursing students' depression. Significant factors were task-related life stress, unconditional self acceptance, and academic achievement. Unconditional self acceptance had a partial mediating effect on the relationship between nursing students' task-related life stress and depression. Conclusion: To prevent depression in nursing students, it is necessary to build effective strategies to manage task-related stress and improve unconditional self-acceptance.

Analysis of latent growth model using repeated measures ANOVA in the data from KYPS (청소년패널자료 분석에서의 반복측정분산분석을 활용한 잠재성장모형)

  • Lee, Hwa-Jung;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1409-1419
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    • 2013
  • We analyzed the data from KYPS using the latent growth model which has been widely studied as an analysis method of longitudinal data. In this study, we applied repeated measures ANOVA to unconditional model in order for faster decision of the unconditional model of the latent growth model. Also, we compared the six-type models, the quadratic model and the model of which repeated measures ANOVA is applied.

A Development of Markov Chain Monte Carlo History Matching Technique for Subsurface Characterization (지하 불균질 예측 향상을 위한 마르코프 체인 몬테 카를로 히스토리 매칭 기법 개발)

  • Jeong, Jina;Park, Eungyu
    • Journal of Soil and Groundwater Environment
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    • v.20 no.3
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    • pp.51-64
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    • 2015
  • In the present study, we develop two history matching techniques based on Markov chain Monte Carlo method where radial basis function and Gaussian distribution generated by unconditional geostatistical simulation are employed as the random walk transition kernels. The Bayesian inverse methods for aquifer characterization as the developed models can be effectively applied to the condition even when the targeted information such as hydraulic conductivity is absent and there are transient hydraulic head records due to imposed stress at observation wells. The model which uses unconditional simulation as random walk transition kernel has advantage in that spatial statistics can be directly associated with the predictions. The model using radial basis function network shares the same advantages as the model with unconditional simulation, yet the radial basis function network based the model does not require external geostatistical techniques. Also, by employing radial basis function as transition kernel, multi-scale nested structures can be rigorously addressed. In the validations of the developed models, the overall predictabilities of both models are sound by showing high correlation coefficient between the reference and the predicted. In terms of the model performance, the model with radial basis function network has higher error reduction rate and computational efficiency than with unconditional geostatistical simulation.

A Data Based Methodology for Estimating the Unconditional Model of the Latent Growth Modeling (잠재성장모형의 무조건적 모델 추정을 위한 데이터 기반 방법론)

  • Cho, Yeong Bin
    • Journal of Digital Convergence
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    • v.16 no.6
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    • pp.85-93
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    • 2018
  • The Latent Growth Modeling(LGM) is known as the arising analysis method of longitudinal data and it could be classified into unconditional model and conditional model. Unconditional model requires estimated value of intercept and slope to complete a model of fitness. However, the existing LGM is in absence of a structured methodology to estimate slope when longitudinal data is neither simple linear function nor the pre-defined function. This study used Sequential Pattern of Association Rule Mining to calculate slope of unconditional model. The applied dataset is 'the Youth Panel 2001-2006' from Korea Employment Information Service. The proposed methodology was able to identify increasing fitness of the model comparing to the existing simple linear function and visualizing process of slope estimation.

An exploratory study of Aab alternative role: In consideration of environment level of engagement and message direction (Aad의 대안적 역할에 대한 탐색적 연구 : 환경 관여도와 메시지 방향성을 중심으로)

  • Park, Jin-Woo
    • Management & Information Systems Review
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    • v.24
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    • pp.97-124
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    • 2008
  • This study aimed to explore how the involvement of environment influenced eight subjects group. Thus, experiment was performed to clarify the role that the attitude of university student consumer plays in the communication process depending on the level of engagement of consumer in the environment and method to raise donation for preservation of environment. Analyzing as per the type of appeal, the mark in altruistic appeal type was higher in all variables than egoistic appeal type. Finally, checking the average mark of each variable as per the condition of donation, the value in unconditional donation was higher than in all variables than conditional donation. It was found 3 groups composed of 2 groups with high level of environmental engagement and 1 group with low level of environmental engagement were suitable to double mediation model among the 8 experimental groups. The group where double mediation model best corresponds than any other group was high level related to environment and the group that contacts altruistic appeal and the message in the form of conditional donation. It was also found that the group that has low level of environmental engagement and contacts egoistic appeal type and conditional donation shows the group that corresponds to double mediation model in the second place among the 8 groups. Finally, it was found that the group that has high level of environmental engagement and is stimulated by altruistic appeal and unconditional donation corresponds to double mediation model. Depending on the condition of message stimulation, unconditional donation is found to better correspond to double mediation model than conditional donation. However, opposite phenomena is observed when the level of environmental engagement is high and appeal type is egoistic. Namely, it was found that conditional donation better corresponds to double mediation model than unconditional donation.

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The Effect of Socially-Prescribed Perfectionism of College Students to Depression: Testing the Mediation effect of Intolerance of Uncertainty and Unconditional Self Acceptance (대학생의 사회부과적 완벽주의가 우울에 미치는 영향: 불확실성에 대한 인내력 부족과 무조건적 자기수용의 매개효과를 중심으로)

  • Choi, Jea-Gwang;Song, Wonyoung
    • Journal of Convergence for Information Technology
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    • v.8 no.3
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    • pp.183-191
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    • 2018
  • This study is to examine the effects of Socially Prescribed Perfectionism on depression by Intolerance of Uncertainty and Unconditional Self Acceptance, and to well being to improve the positive life of college students. This study is conducted on 238 college students who are influenced by Socially Prescribed Perfectionism, Intolerance of Uncertainty, Unconditional Self Acceptance, and Depression. This study analyzed a questionnaire consisted of a sub-component of the Multidimensional Perfectionism Scale (MPS), a Intolerance of Uncertainty Scale(IUS), an Unconditional Self Acceptance Questionnaire-R(USAQ-R), and a depression scale (CES-D) and verified correlation analysis and structural equation model. The results of this study showed that socially prescribed perfectionism had significant negative correlations with intolerance of uncertainty, and had significant positive correlation with unconditional self acceptance. The results of the structural equation model showed full mediating effect of the intolerance of uncertainty and unconditional self acceptance between Socially prescribed perfectionism and depression, Finally, implications and suggestions are suggested in this study.

UNCONDITIONAL STABILITY AND CONVERGENCE OF FULLY DISCRETE FEM FOR THE VISCOELASTIC OLDROYD FLOW WITH AN INTRODUCED AUXILIARY VARIABLE

  • Huifang Zhang;Tong Zhang
    • Journal of the Korean Mathematical Society
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    • v.60 no.2
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    • pp.273-302
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    • 2023
  • In this paper, a fully discrete numerical scheme for the viscoelastic Oldroyd flow is considered with an introduced auxiliary variable. Our scheme is based on the finite element approximation for the spatial discretization and the backward Euler scheme for the time discretization. The integral term is discretized by the right trapezoidal rule. Firstly, we present the corresponding equivalent form of the considered model, and show the relationship between the origin problem and its equivalent system in finite element discretization. Secondly, unconditional stability and optimal error estimates of fully discrete numerical solutions in various norms are established. Finally, some numerical results are provided to confirm the established theoretical analysis and show the performances of the considered numerical scheme.

A Methodology for Improving fitness of the Latent Growth Modeling using Association Rule Mining (연관규칙을 이용한 잠재성장모형의 개선방법론)

  • Cho, Yeong Bin;Jun, Jae-Hoon;Choi, Byungwoo
    • Journal of the Korea Convergence Society
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    • v.10 no.2
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    • pp.217-225
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    • 2019
  • The Latent Growth Modeling(LGM) is known as the typical analysis method of longitudinal data and it could be classified into unconditional model and conditional model. It is common to assume that the growth trajectory of unconditional model of LGM is linear. In the case of quasi-linear, the methodology for improving the model fitness using Sequential Pattern of Association Rule Mining is suggested. To do this, we divide longitudinal data into quintiles and extract periodic changes of the longitudinal data in each quintiles and make sequential pattern based on this periodic changes. To evaluate the effectiveness, the LGM module in SPSS AMOS was used and the dataset of the Youth Panel from 2001 to 2006 of Korea Employment Information Service. Our methodology was able to increase the fitness of the model compared to the simple linear growth trajectory.