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
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
KHPSJHPSCross-sectional / Longitudinal,,, KHPS JHPS KHPS JHPS Web 1 調査方式 A B B A A B JHPS
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
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 (%) 41.1 33.3 43.4 41.7 / 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 (%) 82.7 86.4 91.4 90.9 92.6 93.5 94.2 94.2 91.7 JHPS wave wave wave wave,,,,,,,,,,, 継続回収率 (%) 86.3 90.9 89.1 91.2 KHPS JHPS KHPS/JHPS KHPS/JHPS KHPS JHPS Cross-sectional
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
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
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
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
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
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
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
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
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. http://www.stat.wisc.edu/~tran/ 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
KHPSJHPSCross-sectional / Longitudinal JHPS JHPS C. R. McKenzie C. R. McKenzie C. R. McKenzie C. R. McKenzie KHPS KHPS
付表 1 Raking による Post-stratification の結果 K KHPS KHPS KHPS JHPS K K J K K K............................................................................................................................................. J............................................................
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
付表 2 回答継続確率モデル推計結果 (KHPS2004 パネル ) KHPS..................................................................................................................................................................................................................
KHPSJHPSCross-sectional / Longitudinal 付表 2 つづき KHPS....................................................................................................................................................................,,,,,,,,, p. p. p. KHPS JHPS
付表 3 回答継続確率モデル推計結果 (KHPS2007 パネル ) KHPS............................................................................................................................................................
KHPSJHPSCross-sectional / Longitudinal 付表 3 つづき KHPS......................................................................................................................,,,,,,..... p. p. p. KHPS JHPS
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................................................................................................................................................
KHPSJHPSCross-sectional / Longitudinal 付表 4 つづき JHPS KHPS..................................................................................... Web..................,,,,,. p. p. p. KHPS JHPS