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¼ö°»ý |
[2005.05.14] HIT:2939
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title |
±³¼ö´Ô²² ÆгΠµ¥ÀÌÅÍ ºÐ¼® °ü·Ã Áú¹® µå¸³´Ï´Ù. |
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1. ÆгΠµ¥ÀÌÅÍ ºÐ¼®¿¡¼ identificationÀ» À§ÇØ º¯¼ö¸¦ ºÐ·ùÇÒ °æ¿ì,
1-1 exogenous º¯¼ö¿Í endogenous º¯¼öÀÇ ±¸ºÐÀº
»çÀü Áö½Ä°ú Á÷°ü ¹× Ãß·ÐÀ¸·Î ÇØ¾ß ÇÏ´Â °ÍÀÎÁö,
¾Æ´Ï¸é º¸´Ù ¸í½ÃÀûÀÎ ÆÇ´Ü ±âÁØ (¿¹¸¦ µé¾î
ÀÜÂ÷¿ÍÀÇ »ó°ü°ü°è µî)ÀÌ ÀÖ´ÂÁö
±Ã±ÝÇÕ´Ï´Ù.
1-2 time-varying º¯¼ö¿Í time-constant º¯¼öÀÇ
ÆÇ´Ü ±âÁØ ¶ÇÇÑ, ÀüÇô º¯È°¡ ¾ø´Â °æ¿ì¿¡¸¸
time-constantÇÏ´Ù°í ÇÒ ¼ö ÀÖ´Â °ÍÀÎÁö, ¾Æ´Ï¸é
¾î´À Á¤µµ ÀÌÇÏÀÇ variance¸¦ °¡Áö¸é constantÇÏ´Ù°í
ÇÒ ¼ö ÀÖ´Â °ÍÀÎÁö, ȤÀº ´Ù¸¥ ¸í½ÃÀû ±âÁØÀÌ
ÀÖ´Â °ÍÀÎÁö ±Ã±ÝÇÕ´Ï´Ù.
2. ¸¸ÀÏ 1000°³ÀÇ individual¿¡ ´ëÇؼ Á¶»ç°¡ ÀÌ·ç¾îÁ³°í,
±× Áß ÃÖÁ¾ ½ÃÁ¡±îÁö 10%ÀÇ attritionÀÌ ÀÖ´Ù°í
°¡Á¤ÇÒ ¶§, ÀÌ·¯ÇÑ µ¥ÀÌÅÍ ¼ÂÀ» ºÐ¼®ÇÒ °æ¿ì 'Ti°¡ Tj¿Í
°°Áö ¾Ê´Ù'´Â Á¶°ÇÇÏ¿¡¼¸¸ ºÐ¼®ÀÌ °¡´ÉÇÑ °ÍÀÎÁö,
¾Æ´Ï¸é attritionÀÌ ¾ø¾ú´ø 90%ÀÇ individualµé Áß¿¡¼
randomly ¼±ÅÃÇÏ´Â ¹æ¹ýÀÌ ÀÖ¾î¼ samping ¹®Á¦ ¾øÀÌ
Ti°¡ Tj¿Í °°Àº individualµé¸¸À¸·Î ºÐ¼®ÀÌ °¡´ÉÇÑ °ÍÀÎÁö
±Ã±ÝÇÕ´Ï´Ù. (ÇöÀç·Î¼± ±×·² ¼ö ¾øÀ» °Å¶ó´Â »ý°¢À» °¡Áö°í
ÀÖ±ä ÇÕ´Ï´Ù¸¸......)
3. one-way error component model ¿Ü¿¡ two-way
error component modelÀ» ºÐ¼®ÇÏ´Â °ÍÀÌ ¿ä±¸µÇ´Â
°æ¿ì¿¡ ´ëÇØ ±Ã±ÝÇÕ´Ï´Ù. |
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