Transcription of 제 4 강 횡단면 자료 분석(Cross-sectional data analysis)
1 4 ( cross - sectional data analysis ) Part I. (Binary response model)) Part II. (limited dependent variable regression model) Part III. Part I. (Binary response model)) I. A. i. ()2,, :tttKEyxx" 1 a. (probability model ) b. ) (Labor Force Participation), , , SUV .. B. i. (Linear Probability Model: LPM) ii.
2 (Probit Model) iii. (Logit Model) II. A. i. 10y = 1. y ( ) a. 1()(1 ) ,0,1yyfy ppy = =, p y 1 i. E(y)=p. ii. 1. ()yEyp=+ =+ iii. 1. x = ( ) 2. a. 12()Ey px== + iv. LPM 1. 12()tttttyEyx=+ = + + B. LPM i.. ()()()1ttiiVVypp = = ii. x p (2dpdx= ) : 1. 12 pbbx=+ : p 0 1 III. (The Probit Model) A. i.
3 P [0,1] p ii. F: R [0,1] , iii. , 1. : ()[]2uzFz PZ ze du = = 2. : 1212[]()pPZx Fx= + = + B. i. , y1 = 1, y2 = 1 and y3 = 0 x1 = 15, x2 = 20 and x3 = 5 ii. y1 = 1, y2 = 1 and y3 = 0 ? 1. y a. 11212() [()][1 ()] ,0,1iiyyiiiifyFxFx y = + + = b. y1, y2 y3 123123(, , ) ()( )( )fyy yfy fy fy= i.
4 Y1 = 1, y2 = 1 y3 = 0 123[1, 1, 0](1,1,0)(1)(1)(0)Pyyyff f f==== = {}121212[(15)][(20)] 1[(5)]FFF= + + + : (likelihood function) iii. : b1 b2 1 2 1. , 2. C. i. x y = 1 ? 1. 122()()dpdF t dtfxdxdtdx= = + , 12tx= + ,()f : . a. dp/dx 2 b. 12x + 0 12()fx + x c.
5 12x + , 3 12()fx + 0 x ii. y=1 1. 12()pFx= + 12 ()pFb bx=+ 2. , a. > = D. i. ( .161) ( )iibbxxz+= + 1. b1 : 0 2. b2 : 3. 20 ? a. 122 ()( 20)( )(.5355)( ) bxb fdxf=+ = + == = b. 1 1% 4. 30 ?
6 A. 12 ()( 30) .798pFbbx F=+= + = b. IV. (The Logit Model) A. i. ii. (logistic) 1. L ()2(),1lleflle = << + . 2. ()1[]1lFl pL le = =+ iii. , y=1 p []()()12121211xpPLx Fxe + = + = + =+ , Part II. (limited dependent variable regression model) I. (The Tobit Model) A.
7 I. (censored sample) cf. truncated sample 1. ? : a. ( ) , ( , , ) b. 0 , 2. ? : a. 3. ? : ( reservation wage ) ii. 1. 12iiiyx =+ + if 120iix ++> = 0 otherwise ()12max 0,iiiyx =++.
8 A. , (n2) (n1) i. (biased) ( ?) ii. n1 , n1 n2 1. b. (Type I ) censoring i. 1. ii.
9 1. iii. II. (sample selection) Type II , A. i. (random sampling) ii. : (sample selection bias) 1. a. : b. , c. , ( ) B. (Heckit Model) i. 1. 2.
10 A. Inverse Mills Ratio . i. []112110iiiyx=+ +> : 1 ii. 22iiiyx u=+ : 2 iii. ()()22121 21 |, 1iiiiiEyxyxx== + + ()()()121212 1fxxFx + + = + : Inverse Mills Ratio b. 3. Part III. A. (Ordered Choice Models) i. 1. (5 , 7 ) , 2.
