The Journal of The Korea Institute of Intelligent Transport Systems (한국ITS학회 논문지)

The Korea Institute of Intelligent Transport Systems (한국ITS학회)
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A Stability Test of the Regression Coefficients for the Linear Models using Chow Test

차우검정을 활용한 선형회귀모형간 유사성 검증

  • 이기영 (한국도로공사 도로교통연구원) ;
  • 이성관 (킹 사우드 대학교) ;
  • 정소영 (한국도로공사 도로교통연구원) ;
  • 허태영 (충북대학교 정보통계학과)
  • Received : 2016.07.19
  • Accepted : 2016.11.21
  • Published : 2017.04.30
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Abstract

In this research, we tried to check the applicability of a Chow test to the linear models which are generated in the process of transportation planning or traffic flow analyses. The Chow test is a very popular statistical method which is being used to see if the coefficients from two separate linear regression models are equal or not. In order to prove the effectiveness of the Chow test, we found the linear relationships between speed and density under the situations such as driving in daytime and in nighttime on a rainy day. Based on the two months of Joong-Bu Expressway traffic data, we proved that the Chow test is useful to testify the similarity between two linear regression models. And this statistical tool seems to be able to have a very important role in traffic flow analysis or in transportation planning process. Finally, we expect the Chow test be implemented even to the non-linear regression models or to the multi-variate models.

회귀모형은 현실세계 모사를 위해 우리가 흔히 활용하고 있는 통계적 방법이다. 교통분야에서도 계획이나 공학부문에 활발하게 활용되고 있지만 여러 개의 모형이 구축될 경우 개별모형의 유의성 검증에 치중하여, 모형 간의 유사성을 검증하는 단계가 부재했다. 따라서 본 연구에서는 두 선형회귀모형 간의 유사성 확인을 위해 "차우(Chow) 검정"이라는 통계적 검정 방법을 적용하였다. 차우검정은 서로 다른 두 회귀모형에서 산출된 모수의 추정값을 근거로 하여, 두 모형 사이에 어떤 유사성이 존재하는지를 통계적으로 검증하는 기법으로 오래전부터 활용되고 있는 기법이다. 차우검정의 적용성을 확인하기 위해 우선, 우천시 주야간 고속도로 교통데이터를 수집하여 각각의 속도-밀도 회귀모형을 개발하였으며 차우검정을 통해 우천시 주야간 두 모형간의 유사성을 검증함으로써 이러한 통계적 절차가 객관적인 자료분석 과정에서 중요한 역할을 수행할 수 있음을 입증하였다. 본 연구에서는 선형회귀모형들에 대한 차우검정의 적용성을 확인해 보았으며, 향후 비선형 모형간의 유사성 검증 작업이 이어질 수 있을 것으로 기대한다.

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