DRAWBACKS IN THE 3-FACTOR APPROACH OF FAMA AND FRENCH (2018)

Model Specification ◽

Time Varying ◽

Hausman Test ◽

Correct Model ◽

Highly Sensitive ◽

Fama And French ◽

Using Data ◽

This paper features a statistical analysis of the monthly three factor Fama/French return series. Rolling OLS regressions explore the relationship between the 3 factors, using data from July 1926 to June 2018, available on French’s website. The results suggest there are significant and time-varying relationships between the factors. A sub-sample from July 1990 to July 2018 is used to analyze the three series using two-stage least squares and the Hausman test to check for issues related to endogeneity. The empirical results suggest that the factors, when combined in OLS regression analysis, as suggested by Fama and French (2018), are likely to suffer from endogeneity. Ramsey’s RESET tests suggest a nonlinear relationship exists between the three series. We use two instruments to estimate the market betas, and compare them to betas estimated not using instruments. Non-parametric tests of the two sets of betas suggest significant differences. The results suggest that using these factors in linear regression analysis, as recommended by Fama and French [(2018). Choosing factors. Journal of Financial Economics, 128(2), 234–252] is problematic in that the estimated coefficients are highly sensitive to the correct model specification.

Evaluating Greenhouse Tomato and Pepper Input Efficiency Use in Kosovo

Sustainability ◽

10.3390/su10082768 ◽

2018 ◽

Vol 10 (8) ◽

pp. 2768 ◽

Cited By ~ 1

Author(s):

Blend Frangu ◽

Jennie Popp ◽

Michael Thomsen ◽

Arben Musliu

Keyword(s):

Regression Analysis ◽

Agricultural Sector ◽

Model Specification ◽

Vegetable Production ◽

Data Envelopment ◽

Greenhouse Tomato ◽

Operational Characteristics ◽

Input Efficiency ◽

Using Data

Determinants of vegetable production input efficiency affect a Kosovar farmer’s decision to contribute to the agricultural sector. This study evaluates the input efficiency of greenhouse tomato and pepper farms in Kosovo. Using data collected from farm surveys, we conducted an input-oriented data envelopment analysis (DEA) to empirically assess input efficiency. Second, linear regression analysis was used to investigate what farm variables predict greenhouse tomato and pepper technical efficiency (TE). The DEA results indicated that, among the seven regions in Kosovo, Prizren emerged as the most efficient greenhouse tomato-producing region with a mean efficiency of 0.83 (on a scale of 0 to 1.00). Prishtina followed with a mean efficiency of 0.80. In the production of greenhouse peppers, Prishtina was the most efficient region with a mean efficiency of 0.99. Ferizaj followed with a mean efficiency of 0.93. Conclusions about farm characteristics that explain differences in efficiency were sensitive to model specification. Nevertheless, depending on the structural and operational characteristics of the greenhouse tomato and pepper farms, there is an opportunity for the technically inefficient farms and regions to improve their use of inputs.

Evaluating Greenhouse Tomato and Pepper Input Efficiency Use in Kosovo

10.20944/preprints201806.0318.v1 ◽

2018 ◽

Author(s):

Blend Frangu ◽

Jennie Sheerin Popp ◽

Michael Thomsen ◽

Arben Musliu

Keyword(s):

Regression Analysis ◽

Data Envelopment Analysis ◽

Linear Regression ◽

Model Specification ◽

Data Envelopment ◽

Greenhouse Tomato ◽

Operational Characteristics ◽

Input Efficiency ◽

Using Data

This study evaluates the input efficiency of greenhouse tomato and pepper farms in Kosovo. Using data collected from farm surveys, we conduct an input-oriented data envelopment analysis (DEA) to empirically assess input efficiency. Secondly, linear regression analysis is used to investigate which farm variables predict greenhouse tomato and pepper technical efficiency (TE). The DEA results indicated that among the seven regions in Kosovo, Prizren emerged as the most efficient greenhouse tomato producing region with a mean efficiency of 0.83 (on a scale of 0 to 1). Prishtina followed with a mean efficiency of 0.80. In the production of greenhouse peppers, Prishtina was the most efficient region with a mean efficiency of 0.99. Ferizaj followed with a mean efficiency of 0.93. Conclusions about farm characteristics that explain differences in efficiency were sensitive to model specification. Nevertheless, depending on the structural and operational characteristics of the greenhouse tomato and pepper farms, there is an opportunity for the technically inefficient farms and regions to improve their use of inputs.

The Influences of Palindromes in mRNA on Protein Folding Rates

Protein and Peptide Letters ◽

10.2174/0929866526666191014144015 ◽

2020 ◽

Vol 27 (4) ◽

pp. 303-312 ◽

Cited By ~ 1

Author(s):

Ruifang Li ◽

Hong Li ◽

Sarula Yang ◽

Xue Feng

Keyword(s):

Protein Folding ◽

Regression Analysis ◽

Linear Regression ◽

Folding Rate ◽

Folding Rates ◽

Negative Linear Correlation ◽

Protein Folding Rate ◽

The Relationship ◽

Structure Environment

Background: It is currently believed that protein folding rates are influenced by protein structure, environment and temperature, amino acid sequence and so on. We have been working for long to determine whether and in what ways mRNA affects the protein folding rate. A large number of palindromes aroused our attention in our previous research. Whether these palindromes do have important influences on protein folding rates and what’s the mechanism? Very few related studies are focused on these problems. Objective: In this article, our motivation is to find out if palindromes have important influences on protein folding rates and what’s the mechanism. Method: In this article, the parameters of the palindromes were defined and calculated, the linear regression analysis between the values of each parameter and the experimental protein folding rates were done. Furthermore, to compare the results of different kinds of proteins, proteins were classified into the two-state proteins and the multi-state proteins. For the two kinds of proteins, the above linear regression analysis were performed respectively. Results : Protein folding rates were negatively correlated to the palindrome frequencies for all proteins. An extremely significant negative linear correlation appeared in the relationship between palindrome densities and protein folding rates. And the repeatedly used bases by different palindromes simultaneously have an important effect on the relationship between palindrome density and protein folding rate. Conclusion: The palindromes have important influences on protein folding rates, and the repeatedly used bases in different palindromes simultaneously play a key role in influencing the protein folding rates.

HUBUNGAN PERSEPSI TENTANG PROFESI FISIOTERAPI DENGAN MOTIVASI BELAJAR MAHASISWA AKADEMI FISIOTERAPI UKI

Jurnal Dinamika Pendidikan ◽

10.33541/jdp.v10i3.630 ◽

2018 ◽

Vol 10 (3) ◽

pp. 226

Author(s):

Maksimus Bisa

Keyword(s):

Regression Analysis ◽

Linear Regression ◽

Correlation Analysis ◽

Correlation Coefficient ◽

Motivation To Learn ◽

Simple Linear Regression ◽

Level 1 ◽

Relationship Of ◽

ABSTRACTThis study is descriptive analitik, aims to describe the relationship of perceptions about the physiotherapy profession with the motivation to learn students of the Academy of Physiotherapy UKI. Data collection through questionnaires to students of Physiotherapy Academy UKI level 1, 2, and 3 with a sample of 53 students, then give a score of each statement of questionnaire.The result of correlation analysis shows that p = 0,584> Î± (0,05) ho is accepted, so there is no significant relationship between the two variables. To measure the closeness and intensity of the relationship between the two variables, test of correlation coefficient and simple linear regression. The result of correlation coefficient test (r) obtained by -0,077, lies below the value of -0.30 (very weak) thus can be said there is no relation between perception about physiotherapy profession with motivation learn student Akfis UKI. Result of linear regression analysis obtained equation: Y = 73,52 + (-0,088) X. This means that every 1 point decrease of perception value will influence motivation value equal to 0,088 times.Keywords: Perception, motivation, physiotherapy profession, and learning achievement. ABSTRAKPenelitian ini bersifat deskriptif analitik, bertujuan untuk mendeskripsikan hubungan persepsi tentang profesi fisioterapi dengan motivasi belajar siswa Akademi Fisioterapi UKI. Pengumpulan data melalui kuesioner kepada siswa Fisioterapi Academy UKI tingkat 1, 2, dan 3 dengan sampel sebanyak 53 siswa, kemudian memberikan skor masing-masing kuesioner pernyataan. Hasil analisis korelasi menunjukkan bahwa p = 0,584> Î± (0,05) ho diterima, sehingga tidak ada hubungan yang signifikan antara kedua variabel tersebut. Untuk mengukur kedekatan dan intensitas hubungan antara kedua variabel tersebut, uji koefisien korelasi dan regresi linier sederhana. Hasil uji koefisien korelasi (r) diperoleh sebesar -0,077, berada di bawah nilai -0,30 (sangat lemah) sehingga dapat dikatakan tidak ada hubungan antara persepsi tentang profesi fisioterapi dengan motivasi belajar siswa Akfis UKI. Hasil analisis regresi linier diperoleh persamaan: Y = 73,52 + (-0,088) X. Artinya setiap 1 titik penurunan nilai persepsi akan mempengaruhi nilai motivasi sebesar 0,088 kali.Kata kunci: Persepsi, motivasi, profesi fisioterapi, dan prestasi belajar.

The Influence of the Application of Marketing Mix on the Purchase Decision of Prospective Consumers of Grand Cempaka Housing

KnE Social Sciences ◽

10.18502/kss.v4i3.6391 ◽

2020 ◽

Author(s):

Gesang Sudrajad ◽

J.E Sutanto

Keyword(s):

Regression Analysis ◽

Data Analysis ◽

Quantitative Methods ◽

Multiple Linear Regression Analysis ◽

Marketing Mix ◽

Marketing Strategies ◽

Purchase Decision ◽

Relationship Of ◽

The purpose of this study was to examine the effect of simultaneous and partial marketing mix on the purchase decision of prospective consumers of Grand Cempaka Housing.This research uses quantitative methods, and is a survey research from the types of explanatory research whose focus is placed on relational research: studying the relationship of variables. The object of research is the residents of Pasuruan City and the sample in this study is the Prospective Consumer of Grand Cempaka Housing. Data analysis uses multiple linear regression analysis methods.The results of the analysis show that Products, Prices, Places and Promotions simultaneously have a significant effect on the Decision of Purchasing Prospective Consumers of Grand Cempaka Housing. This shows that the marketing mix is one of the marketing strategies that should be considered so that the implementation of the marketing strategy can run successfully because the elements in the marketing mix influence each other. Variables in the marketing mix which include Products, Prices, Places and Promotions partially have a significant effect on the Decision of Purchasing Prospective Consumers of Grand Cempaka Housing. Keywords: marketing mix; purchase decision; property; housing

ANALISIS PENDAPATAN MASYARAKAT PELADANG DI KAWASAN PERBATASAN KABUPATEN KAPUAS HULU KALIMANTAN BARAT

JURNAL HUTAN LESTARI ◽

10.26418/jhl.v7i4.37843 ◽

2019 ◽

Vol 7 (4) ◽

Author(s):

Yuli Widyawati ◽

Emi Roslinda

Keyword(s):

Regression Analysis ◽

Family Members ◽

Working Hours ◽

Survey Method ◽

Net Income ◽

Land Area ◽

Farmer Income ◽

The Relationship ◽

Planting Season

Shifting cultivation is an activity that cannot be separated from the community around the border of Kapuas Hulu Regency. Various factors influence the income of farmers. The aims of this research was to determine the income of rice farming on farmers and the relationship between income and the land area, the number of family members working in the fields and the number of working hours. Data was collected for two months from March 2016 until May 2016 at the study site through interviews with 97 families who were deliberately selected based on certain criteria. The method used in this study is a survey method with interviews using questionnaires. The collected data analyzed using associative descriptive analysis and multiple linear regression analysis. The results showed that the average net income obtained by farmers is Rp. 2,379,917.76 / respondent / planting season. If the labor wage costs are calculated, the farmer's income becomes Rp. -4,181,680,186 / respondent / planting season due to pest attacks. The results of the regression analysis show the relationship between farmer income and the variable land area, the number of family members working in the field and the number of working hours simultaneously have a significant effect on farmer income. Partially, only the variable number of working hours has a significant effect on farmer income in the border area of Kapuas Hulu Regency.Keywords: income, land area, working hours, family members, cultivators

The value of neutrophil-to-lymphocyte ratio as a marker of renal damage in patients with H-type hypertension

Biomarkers in Medicine ◽

10.2217/bmm-2020-0638 ◽

2021 ◽

Author(s):

Zhen-Ni Chen ◽

Yi-Ran Huang ◽

Xing Chen ◽

Kun Liu ◽

Si-Jin Li ◽

...

Keyword(s):

Regression Analysis ◽

Renal Damage ◽

Operating Characteristic ◽

Estimated Glomerular Filtration Rate ◽

Characteristic Curve ◽

Significant Negative Correlation ◽

Neutrophil To Lymphocyte Ratio ◽

Lymphocyte Ratio ◽

Aim: To explore the relationship between the neutrophil-to-lymphocyte ratio (NLR) and renal damage in patients with H-type hypertension. Materials & methods: A total of 618 patients between 2017 and 2019 were analyzed retrospectively. Results: NLR was significantly correlated with renal damage in hypertension patients. Appropriate cut-off value for NLR (2.247) was determined by receiver operating characteristic curve; linear regression analysis showed that NLR and estimated glomerular filtration rate, blood urea nitrogen/creatinine has a significant negative correlation in H-type hypertension group (p < 0.05); logistic regression analysis showed that the risk of renal damage increased by 10% for each 1 umol/l increase of homocysteine, and 51% for each 1.0 increase of NLR in H-type hypertension patients. Conclusion: NLR worth popularizing in prediction of renal damage in patients with H-type hypertension.

Pengaruh Promosi terhadap Penjualan Polis Asuransi Syariah

AL-MUQAYYAD: Jurnal Ekonomi Syariah ◽

10.46963/jam.v3i2.201 ◽

2020 ◽

Vol 3 (2) ◽

pp. 144-152

Author(s):

Ermayanis Ermayanis ◽

Nurse Fatimah MZ

Keyword(s):

Regression Analysis ◽

Linear Regression ◽

Quantitative Methods ◽

Insurance Companies ◽

Simple Linear Regression ◽

Insurance Policy ◽

Insurance Policies ◽

Islamic Insurance ◽

This study aimed to determine the effect of promotion on the sales of Islamic insurance policies at PT. Asuransi Takaful Keluarga RO Riau Agency Pekanbaru. This research was motivated by the development of Islamic insurance companies both in terms of assets and in terms of company contributions that have an impact on insurance policy sales. The formulation of the problem in this study was to determine the effect of the relationship promotion on insurance policy sales. This research used quantitative methods with simple linear regression analysis. The sample in this study was 49 respondents. Based on the results of the partial test (t-test), the tcount was 1.391 <t-table 2.016, so the promotion had no significant effect on the variable sales of the insurance policy of PT. Asuransi Takaful Keluarga RO Riau Pekanbaru. The regression results showed that the promotion variable does not affect sales.

The relationship between transformational leadership and job satisfaction in selected colleges at King Khalid University, Abha, Saudi Arabia

10.21203/rs.2.11236/v1 ◽

2019 ◽

Author(s):

Esther Iriagbonse Eroje ◽

Erasmus Kofi Appiah ◽

Alezi Braimoh Ifindon Eroje ◽

MEER ZAKIRULLA ◽

Jimly James Kunjappu ◽

...

Keyword(s):

Job Satisfaction ◽

Transformational Leadership ◽

Saudi Arabia ◽

Regression Analysis ◽

Linear Regression ◽

Multiple Linear Regression Analysis ◽

Leadership Behaviour ◽

R Value ◽

Abstract Background Leadership has become the key issues in managing the organization, the emerging business and economic environments have forced organizations to be flexible, adaptive, entrepreneurial and innovative to meet changing demand of the present-day business environment. The purpose of the present study is to examine the relationship between the various dimensions of transformational leadership (predictor variable) and their effects on employees’ job satisfaction (criterion variable) in three selected Colleges (Medicine, Dentistry and Science) in King Khalid University. Methods The methodology employed in this study was a quantitative and cross-sectional correlational survey type of design Data collection was done using a questionnaire design that was directly administered to the participants. 250 questionnaires were sent to the participating three colleges (Medicine, Dentistry and Sciences). Results The findings of the multiple linear regression analysis indicated a weak positive association between transformational leadership behaviour and employees’ job satisfaction (R-value 0.386). The multiple linear regression analysis signifies a weak positive correlation between transformational leadership behaviour and job satisfaction (R-value 0.386). A p-value in Spearman’s rho that is less than the 0.05 level of significance indicated that there is a significant level of relationship which exists between transformational leadership behaviour and job satisfaction. Conclusions This study concluded that transformational leadership behaviour and its four dimensions showed a weak positive correlation with a statistically significant level of relationship between transformational leadership behaviour and employees’ job satisfaction among three selected colleges (Medicine, Dentistry and Sciences) in King Khalid University, Abha, Saudi Arabia.

Advances in Business Information Systems and Analytics - Adapting and Mitigating Environmental, Social, and Governance Risk in Business ◽

The Impact of Adopting CSR on the Firm's Overall Performance

10.4018/978-1-7998-6788-3.ch012 ◽

2021 ◽

pp. 239-255

Author(s):

Abdelmajid Ibenrissoul ◽

Khawla Bouraqqadi ◽

Souhaila Kammoun

Keyword(s):

Developing Countries ◽

Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Social Dimensions ◽

The Social ◽

Managerial Implications ◽

Overall Performance ◽

The Impact ◽

The purpose of the chapter is to study what effect CSR has on firms' overall performance in a developing country context. While most of the previous empirical researches focused on the relationship between CSR and financial performance, the present study suggests exploring the impact of CSR on overall performance which encompasses economic, environmental, and social dimensions as well as stakeholders. The empirical study aims to analyze and measure the social and environmental involvement of large Moroccan firms operating in the main sectors of activity and located in different geographical areas. Using multiple linear regression analysis, the authors empirically test the impact of CSR on overall performance on a sample of 44 companies. The main findings reveal that CSR is a driver for improving image and reputation, enabling the firm to achieve overall corporate performance. On the basis of the main results, they set out some managerial implications and further directions for CSR research in developing countries.