KHPS JHPS KHPS JHPS KHPS JHPS KHPS JHPS KHPS JHPS KHPS JHPS KHPSKeio Household Panel Survey JHPSJapan Household Panel Survey KHPS,JHPS,KHPS,, KHPS JHP
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1 慶應義塾家計パネル調査(KHPS) と 日本家計パネル調査 (JHPS) における Cross-sectional / Longitudinal * ウェイトおよびパネル統合ウェイトの作成 石井加代子野崎華世 Keio Household Panel Survey: KHPSJapan Household Panel Survey: JHPS KHPS JHPS Cross-sectional Longitudinal KHPS KHPS JHPS Keio Household Panel Survey: KHPSJapan Household Panel Survey: JHPSCross-sectional Longitudinal Keio Household Panel Survey: KHPSJapan Household Panel Survey: JHPS KHPS JHPS C. R. McKenzie
2 KHPS JHPS KHPS JHPS KHPS JHPS KHPS JHPS KHPS JHPS KHPS JHPS KHPSKeio Household Panel Survey JHPSJapan Household Panel Survey KHPS,JHPS,KHPS,, KHPS JHPS KHPS JHPS KHPS JHPS KHPS JHPS
3 KHPSJHPSCross-sectional / Longitudinal,,, KHPS JHPS KHPS JHPS Web 1 調査方式 A B B A A B JHPS
4 2 Web 回答の選択肢の用意 ( 対象者の任意 ) Web 3 事前説明会への研究メンバーの参加の有無 JHPS 4 調査員への完了報酬の方式,,, KHPS JHPS KHPS/JHPS / KHPS JHPS
5 KHPSJHPSCross-sectional / Longitudinal 表 1 初回調査の疑似回収率 ( 参考値 ) KHPS JHPS wave wave,,,,,,,,,,,,.... 疑似回収率 (%) / KHPS KHPS / KHPS JHPS 表 2 継続回収率 KHPS wave wave wave wave wave wave wave wave wave,,,,,,,,,,,,,,,,,,,,,,,,,,, 継続回収率 (%) JHPS wave wave wave wave,,,,,,,,,,, 継続回収率 (%) KHPS JHPS KHPS/JHPS KHPS/JHPS KHPS JHPS Cross-sectional
6 図 1 ウェイト作成における一般的な手順 Initial Response homogenous groups Response propensities Calibration Watsonp.. Longitudinal Cross-sectional Longitudinal KHPS/JHPS Cross-sectional Longitudinal KHPS JHPS Cross-sectional Cross-sectional KHPS wave JHPS wave KHPS KHPS Cross-sectional Cross-sectional Initial KHPS JHPS Cross-sectional Cross-sectional KHPS/JHPS Cross-sectional
7 KHPSJHPSCross-sectional / Longitudinal 表 3 利用するベンチマーク統計一覧 KHPS KHPS KHPS JHPS KHPS/JHPS KHPS KHPS KHPS JHPS Initial Calibration Calibration RakingIterative proportional fitting Calibration Poststratification Post-stratification Raking Johnson, Raking Raking KHPS/JHPS KHPS/JHPS Stata ipfweight
8 KHPS/JHPS KHPS/JHPS Raking Cross-sectional KHPSKHPSKHPS JHPSCross-sectional Raking Longitudinal Longitudinal Cross-sectional 例 wave 5 における Longitudinal ウェイトの作成 wave Cross-sectional wave wave wave wave wave Longitudinal W P W adjust, wave5 adjust, wave1 respqnse, wave2to wave5 1 P respqnse, wave2to wave5 wave wave Logit Longitudinal JHPS Web Watson Longitudinal Survey of Labour and Income Dynamics SLID Household, Income and Labour Dynamics in Australia HILDA KHPS/JHPS
9 KHPSJHPSCross-sectional / Longitudinal 図 2 Longitudinal ウェイトによる分布の修正 (KHPS2004 サンプルの 2004 年と 2012 年の比較 ) Cross-sectional Longitudinal KHPS JHPS Longitudinal KHPS Cross-sectional Longitudinal Longitudinal KHPS JHPS KHPS KHPSKKHPSKKHPSKJHPS J
10 図 3 統合のイメージ (KHPS2004 サンプルと KHPS2007 追加サンプルを 2007 年時点で統合 ) K K K K K K KK KK Watson, By combining the estimates Design effect By pooling the samples 例 KHPS2004サンプルと KHPS 追加 2007サンプルを統合する W combined Yt iy ] 1igY n K04 i d K04 nk04nk07d n d K07 combined K04, wave4 K07, wave1 iwk04, adjust w6 K04 * ] 1i g WK07, design K07 i Panel allocation factor n d K KDesign effect d d i K04 K07 n
11 KHPSJHPSCross-sectional / Longitudinal W W pooled, i pooled, i * p p tp 1 p i, K04 i, K07 1 tp 1 p i, K04 i, K07 i, K04 i, K07 if i! S if i! S p Probability of selection and response K Probability of selection and response K K Probability of selection and response K Probability of selection and response K K Probability of selection and response K04 K07 K K Longitudinal K KJ JHPS K K K K JLongitudinal
12 図 4 KHPS2004 サンプルと KHPS2007 追加サンプルの統合後の年齢分布 KK KK_Longitudinal KK_ KHPS JHPS 図 5 KHPS2004 サンプルおよび KHPS 追加 2007 サンプル, JHPS2009 サンプルの統合後の年齢分布 KKJ KKJ_Longitudinal KKJ_ KHPS JHPS
13 KHPSJHPSCross-sectional / Longitudinal 図 6 KHPS2004 サンプルおよび KHPS 追加 2007 サンプル,JHPS2009 サンプル, KHPS2012 追加サンプルの統合後の年齢分布 KKJK KKJK_Longitudinal KKJK_ KHPS JHPS 図 7 統合ウェイトによる世帯所得の分布 KKJK,,,,,,,,,,,,,,,,,,,,, KKJK_ KHPSJHPS KHPSJHPS
14 KHPS JHPS Cross-sectional Longitudinal KHPS JHPS Cross-sectional Initial Longitudinal Longitudinal 参考文献 European Commission Description of target variables: Cross-sectional and Longitudinal, EU-SILC operation. Johnson, Daid R. Using Weights in the Analysis of Survey Data PPT slide, Department of Sociology, Population Research Institute, The Pennsylvania State University. samplingworkshop/weighting.ppt LaRoche, S. Longitudinal and cross-sectional weighting of the Survey of Labour and Income Dynamics, Income Research Paper Series, Cat.No. FMIE, No., Statistics Canada. Watson, N. Longitudinal and cross-sectional weighting methodology for the HILDA Survey, HILDA Project Technical Paper Series, No./, Melbourne Institute of Applied Economic and Social Research. Stata COE KHPS COE KHPS COE IX KHPS COE KHPS COE C. R. McKenzie
15 KHPSJHPSCross-sectional / Longitudinal JHPS JHPS C. R. McKenzie C. R. McKenzie C. R. McKenzie C. R. McKenzie KHPS KHPS
16 付表 1 Raking による Post-stratification の結果 K KHPS KHPS KHPS JHPS K K J K K K J
17 KHPSJHPSCross-sectional / Longitudinal 付表 1 つづき K KHPS KHPS KHPS JHPS K K J K K K J Cross-sectional KHPS JHPS
18 付表 2 回答継続確率モデル推計結果 (KHPS2004 パネル ) KHPS
19 KHPSJHPSCross-sectional / Longitudinal 付表 2 つづき KHPS ,,,,,,,,, p. p. p. KHPS JHPS
20 付表 3 回答継続確率モデル推計結果 (KHPS2007 パネル ) KHPS
21 KHPSJHPSCross-sectional / Longitudinal 付表 3 つづき KHPS ,,,,,,..... p. p. p. KHPS JHPS
22 付表 4 回答継続確率モデル推計結果 (JHPS2009 パネルおよび KHPS2012 パネル ) JHPS KHPS
23 KHPSJHPSCross-sectional / Longitudinal 付表 4 つづき JHPS KHPS Web ,,,,,. p. p. p. KHPS JHPS
Panel Data Research Center at Keio University
Panel Data Research Center at Keio University DISCUSSION PAPER SERIES DP2013-005 February, 2014 慶應義塾家計パネル調査 (KHPS) と 日本家計パネル調査 (JHPS) における Longitudinal / Cross-sectional ウェイトおよびパネル統合ウェイトの作成 石井加代子 ( 慶應義塾大学
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