JGSS統計分析セミナー2009-傾向スコアを用いた因果分析-

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1 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No.7 JGSS 2009 JGSS JGSS Statstcal Analyss Semnar: Causalty Analyss based on the Propensty Score Kana MIWA JGSS Research Center Osaka Unversty of Commerce akayuk SUGASAWA Career Path Creaton Center Kyushu Unversty JGSS Research Center hosted a statstcal analyss semnar on the theme of causalty analyss based on the propensty score. Propensty score s one methodology to analyss causal effect when a random samplng data s not avalable. Although causalty analyss usng the propensty score s known as to avod the sample selecton bas whch we cannot deal wth by normal multvarable analyss, there are few studes that employed ths approach n Japan. hs paper ams to explan how to do the causalty analyss based on the propensty score, and show examples by usng JGSS data. Key Words: JGSS, causalty analyss, propensty score, satsfacton of famly lfe JGSS 2009 propensty score JGSS JGSS 285

2 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No.7 1 JGSS propensty score sample selecton bas Japanese General Socal Surveys JGSS Y X Y 3 X Y (1) emporalty X Y (2) Correlaton X Y (3) Non-spurousness X Y X Y X Y treatment Y counterfactual Y treatment average treatment effect E d E{ Y treatment} E{ Y no treatment} 286

3 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No.7 E{ Y treatment} E{ Y no treatment} treatment group control group C d d = E{ Y treatment} E{ Y no treatment} 1 2 d E{ Y no treatment} = E{ Y no treatment} E{ Y treatment} E{ Y no treatment} Y d s d = E{ Y = E{ Y treatment} E{ Y treatment} E{ Y C C C no treatment } no treatment } d Rosenbaum and Rubn 1983 propensty score strongly gnorable treatment assgnment { Z } X P P C { E[ Y treatment, P( Z)] E[ Y no treatment, P( )]} E{ Y Y } = E Z Y, Y C C ( Y Y ) 2009 X Y Rubn 1985 Imbens 2000 nverse probablty treatment estmaton IPE s 287

4 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No.7 (1) IPE P 1/ P 1/(1 P) X P P P X X X X Y IPE 2 2 IPE X 2 1 X P X = α + β Z + v 2 P P = exp[ ˆ α + βˆ Z ]/(1 + exp[ ˆ α + βˆ Z ]) ˆα, βˆ 3 X 1/ P /(1 P) 1 4 X 3 5 Y Y = δ + Weghted[ η X + γ Z ] + u X {Z} Y { Z } X P IPE P X Y { Z } a Y X {Z} b IPE P X X Y X doubly robust estmator a ab 2009 JGSS 288

5 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No.7 3 JGSS SPSS General Socal Survey GSS JGSS JGSS JGSS-2000 JGSS-2001 JGSS-2002 JGSS , JGSS-2000~2003 JGSS-2000 JGSS-2001 JGSS-2002 JGSS ,500 4,500 5,000 7, ( A B 2 ) 2,893 2,790 2,953 A 1,957 B 1, A 55.0 B 48.0 JGSS 4 JGSS X Y X PX1 3 1 (2) 289

6 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No.7 PX1 exp[ ˆ α + βˆ Z ] = 1+ exp[ ˆ α + βˆ Z ] exp = 1+ exp [ ] [ ] PX1 W1 X1 (1 X1) W1= + 2 PX1 (1 PX1)

7 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No *** *** *** *** *** *** *** * *** * *** *** Cox & Snell R Nagelkerke R * 10 ** 5 *** 1 X1 WX1 4 4 WX1 WX1C ,063 X WX1 W1 X WX1 C W1 (1 X1) WX WX1 ADJ _ W1 = C ( )

8 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No ADJ _W X 6 Pearson *** *** 1 ADJ _W1 OLS 7 OLS Y X {Z} 292

9 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No *** *** *** *** *** *** *** *** *** *** *** *** *** *** *** *** * ** *** ** *** *** * *** R * 10 ** 5 *** ,360 1 X PX 2 3 PX2 exp = 1+ exp [ ] [ ] 3 293

10 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No *** *** *** ** *** * Cox & Snell R Nagelkerke R * 10 ** 5 *** 1 2 X WX 2 W2 X 2 WX 2 C W2 (1 X 2) WX 2 WX 2C WX2 759 WX2C ( ) ADJ _ W2 = ADJ _W ,360 X WX2 W2 X WX2 C W2 (1 X 2) ADJ _W

11 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No.7 ADJ _W2 OLS *** *** *** *** *** *** ** ** *** *** *** *** ** ** * * * ** ** ** *** *** *** *** R * 10 ** 5 *** 1 295

12 日本版総合的社会調査共同研究拠点研究論文集 [10] JGSS Research Seres No treatment Acknowledgement General Socal Surveys JGSS SSJ 1 IPE JGSS SPSS /SAVE=PRED X = 1 pre_1, 2009,,. Imbens, G. W., 2000, he Role of the Propensty Score n Estmatng Dose-response Functons, Bometrka, 87(3), , 2009, Propensty Score Matchng,, No Rosenbaum, P. R. and Rubn, D. B., 1983, he Central Role of the Propensty Score n Observatonal Studes for Causal Effects, Bometrka, 70(1), Rubn, D. B., 1985, he Use of Propensty Score n Appled Bayesan Inference, Bernardo, J. M., De Groot, M. H., Lndley, D. V., and Smth, A. F. M. (eds.), Bayesan Statstcs, Vol.2, , North-Holland: Elsever Scence Publsher B. V. 296

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