i 2 ii) iii (random sampling) 3 (purposive selection) 2 4 (stratified sampling) 2 two-stage sampling 2 3 4
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1 Kasprzyk et al (eds)(1989) (coverage) (nonresponse) attrition Panel Study of Income Dynamics (PSID) pp
2 i 2 ii) iii (random sampling) 3 (purposive selection) 2 4 (stratified sampling) 2 two-stage sampling 2 3 4
3 iv 5 v 5
4 i ii
5 iii A B i
6 ii iii iv v 2.4
7 The Journal of Human Resources 1998 vol.33, no.2 Fitzmaurice, Laird and Ware (2004) The Panel Study of Income Dynamics (PSID) Fitzgwerald, Gottschalk and Moffitt (1998a, b, Moffit, Fitzgerald and Gottschalk (1999) Lillard and Panis (1998) Ziliak and Kniesner (1998)) (7) 8 The National Longitudinal Survey of Youth (NLSY) MaCurdy, Mroz and Gritz (1998) NLSY (2) % 10.5% 11.7% 11.3% 8.0% 7.3% 8.4% 9.1% (1) (2) (1) (2) PSID The Institute of Social Rearch Survey Reaerch Center (SRC) The Bureau of the Census Survey of Economic Opportunity (SEO) SMSA
8 Zabel (1989) PSID The Survey of Income and Program Participation (SIPP) PSID 12% 1984 SIPP 6% % Newmark and Kawaguchi (2001) The Current Population Survey (CPS) CPS SIPP CPS SIPP CPI CPS Burkam and Lee (1998) High School and Beyond Study (HS&B) % 4 Van den Berg and Linderboom (1998) Labour Supply Panel Survey % % III A B A 471 B A 31.4% B 35% PSID % 2003
9 A 25.1% 12.5% ( ) 10.6%) B (24.1%) 12.0% Thomas, Frankenberg and Smith (2001) Alderman, Behrman, Kohler, Maluccio and Cotts Watkins (2000) Maluccio (2000) Thomas, et al (2001) The Indonesia Family Life Survey (IFLS) % 6.5% 5.6%
10 Alderman, Behrman, Kohler, Maluccio and Cotts Watkins (2000) Bolivian Pre-School Program Evaluation Household Survey Data (El Proyecto Integral de Desarrollo Infantil: PIDI) The Kenyan Ideational Change Survey (KDICP) AIDS /5 1996/7 2 41% 33% 28% 5 50% 1993 (the 1993 Project for Statistics on Living Standards and Development(PSLSD)) 2 KwaZulu-Natal PSLSD 1998 KwaZulu-Natal Income Dynamics Study (KIDS) % Maluccio 2000 KwaZulu-Natal Income Dynamics Study (KIDS) 25% 4.5% 13 (The China Health and Nutrition Survey) Alderman et al (2000) 1970/ /82 33% 12 25% 14 KICS 47.8% 37.9%
11 (1) (Missing Completely At Random: MCAR) (2) (Missing At Random MAR or Selection on Observables) (3) (Missing At No Random: MANR or Selection on Unobservables) (1) (2) (3) (1) (2) (3) Heckman(1979) 2 (Pattern-Mixture Model) Little and Rubin (2002) 16 (1) 2 (Propensity Score Marcov chain Monte Carlo : MCMC (2002) (1998) (2004) MAR) 17 Fitzgwerald, Gottschalk and Moffitt (1998a, b,moffit, Fitzgerald and Gottschalk (1999)
12 y = β 0 + β 1 x + ε y A = 0 (1) A = δ 0 + δ 1 x + δ 2 z + v (2) A = 1 if A 0 (3) = 0 if A < 0 A y A = 1 A = 0 i z ε ε v Selection on Unobservables ii ε v ε z Selection on Observables i x z y E(y x, z, A) = β 0 + β 1 x + E(ε x, z, v < δ 0 δ 1 x δ 2 z) (4) = β 0 + β 1 x + h( δ 0 δ 1 x δ 2 z) = β 0 + β 1 x + h (F ( δ 0 δ 1 x δ 2 z)) h ε v x z h h h h 4 4 β z ε z δ 2 z y x z ii ε z 4 z A y z y y g(y x, A = 0) f(y x) f(y, z x) y z g(y, z x, A = 0)
13 g(y, z, A = 0 x) g(y, z x, A) = Pr(A = 0 x) Pr(A = 0 y, z, x)f(y, z x) = Pr(A = 0 x) Pr(A = 0 z, x)f(y, z x) = Pr(A = 0 x) f(y, z x) = w(z.x) (5) w(z, x) w(z, x) = [ ] 1 Pr(A = 0 z, x) (6) Pr(A = 0 x) 18 f(y, z x) f(y, z x) = w(z, x)g(y, z x, A = 0) (7) z f(y x) f(y x) = g(y, z x, A = 0)w(z, x)dz (8) z w(z, x) (WLS) 1 z A 6 x y z z f(y x) inverse probability weight (IPW) Wooldridge(2002b, 2004) IPW
14 (i) t 2 t Newmark and Kawaguchi (2001) Hausman and Wise (1979) Nijiman and Verbeck (1992) (ii) Heckman(1979) Hausman Test 19 Fitzgwerald, Gottschalk and Moffitt (1998a, b, Moffit, Fitzgerald and Gottschalk (1999) 2 (iii) A = 0 z 2 (0, 1) z δ 2 A = δ 0 + δ 1 x + δ 2 z + v (9) 19 3
15 z y (iv) 10 y = β 0 + β 1 x + ε (10) 11 y/w = β 0 (1/w) + β 1 (x/w) + ε/w (11) w 6 z Becketti, Gould, Lillard and Welch (1988) (v) y 1 y 0 x 2 A 2 9 E(y 0 A, X) = y 0 f(y 0 x)w(a, y 0, x)dy 0 (12) w(z, x) = Pr(A y 0, x) Pr(A x) (13) 6 A = 0 A = 1 A w 12 y 0 A β 2 y 0 = β 0 + β 1 x + β 2 A + ε (14) β 2 9
16 Becketti, Gould, Lillard and Welch (1988) PSID 14 A Fitzgwerald, Gottschalk and Moffitt (1998a Moffit, Fitzgerald and Gottschalk (1999) PSID 9 Becketti, Gould, Lillard and Welch (1988) 14 Fitzgwerald, Gottschalk and Moffitt (1998b PSID 9 Falaris and Peters (1998) The National Longitudinal Surveys of Labor Market Experience the Panel Study of Income Dynamics F Heckman 2 2 ρ(rho) Zabel (1998) PSID the Survey of Income and Program Participation (SIPP) 9
17 SIPP1984 SIPP1990 Zabel (1989) Heckman 2 Burkam and Lee (1998) High School and Beyond Study (HS&B) A B 2 20 Alderman, Behrman, Kohler, Maluccio and Cotts Watkins (2000) Maluccio 2000 Alderman,et al.(2000) Nijiman and Verbeek (1992)
18 Maluccio 2000 Alderman,et al.(2000) PSID 50% 2.5 ID (location) ID
19 ID( ) Time( ) 2 STATA iis ID (varname i ) tis Time (varname t ) tsset ID Time ID 4 ID) gen Y 1=Y[ n-1] if ID[ n-1]==id[ n] & Time[ n-1]+1==time[ n-1] Y Y 1 ID Time) Time
20 replace time=1 if time== replace time=2 if time== replace time =3 if time== gen Aug2001=1 if time==1 replace Aug2001=0 if time!=1 gen Sep2001=1 if time==2 replace Sep2001=0 if time!=2 gen Oct2001=1 if time==3 replace Oct2001=0 if time!= gen ownhouse=1 if juukyo==1 replace ownhouse=0 if juukyo!=1 gen privrent=1 if juukyo==2 replace privrent=0 if juukyo!=2.. gen koudan=1 if juukyo==5 replace koudan=0 if juukyo!=5 gen mining=1 if sangyou==1 replace mining=0 if sangyou!=1 gen construct=1 if sangyou==2 replace construct=0 if sangyou!=2.. gen retail=1 if sangyou==6 replace retail=0 if sangyou!=6
21 Y ±3 0.3 ±4 0.1% ±4 gen debtdum=1 if kariire>0 replace debtdum=0 if kariire==0 debtdum=1 debtdum=
22 loss sort ID year gen flg1=1 if ID==ID[ n-1]&year==year[ n-1]+1&profit<0&profit[ n- 1]<0 by ID, sort: gen flg2=sum(flg1) by ID: replace flg2=flg2[ N] gen loss=0 replace loss=1 if flag2>0 good gen flag3=1 if profit>=0 profit==. by ID, sort: gen flg4=sum(flg3) by ID: replace flg4=flg4[ N] gen good=0 by ID, sort: replace good=1 if flag4== N good loss alive
23 gen alive=0 replace alive=1 if loss==0&good==0 STATA
24 ID Time ) Characteristics ) Variable X 1 Y X 1 Y X 1 Y X 1 Y X 1 Y X 1 Y X 2 Y X 2 Y X 2 Y X 2 Y X 2 Y X 2 Y X 3 Y X 3 Y
税制改正にともなう家計の所得弾性値 : 高齢者パネルデータによる実証分析
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