昰 1
2
3
4
5
6
Logit Logit Logit 7
昰 Logit 1968 Washington, D.C. 8
9
巣 10
11
巣 巣 巣 巣 12
13
S U j f ( Z, S ) j j U j Z j S U j > U, j j, k C.. (2-2) k i Ci i 14
15 S Z ), ( S Z U ),, ( Pr ) ( C k j j U U ob j P i k j > =..(2-3) ),, ( ) ( ) ( S Z Z f k P j P k j ij = (2-4)
16 2-1 :Maslow 1968
1. 2. 3. 4. 5. 17
1. 2. ( ) 3. 4. 18
19 6. ( ) ( )
昰 昰 昰 20
巣 Logit Probit U ij = Vij + εij..(3-1) Uij Vij εij (Type I Extremr Value Distribution IID) 21
(1). Pij = Prob( Uij Uim, m j Ai )...(3-2) Pij = Prob( Vij + ε ij Vim + εim, m j Ai ).....(3-3) P ij = Prob( ε V V + ε, m im ij im ij j A ).... (3-4) i P ij e = λ( vj uj) e j Ai Vim Pij Ai j=1 j=2 j=3 j=m i 22
巣 巣 昰 巣 i A B C j=1 j=2 j=3 j=m-1 j=m D E F G I M D = ln[ exp( V n n= 1 )] P = P / P i i m m Vi / µ m e Pi / m = V j / µ m e j N m 23
µ mγm e Pm = µ K Γ e K K Γ m = ln e j= N m V j / µ m P i / m Pm µ m Γm ςm 1 σ m µ m µ m µ m Vij P ij e = P V ik ik e 24
25 σ β α,, ),,,, ( ),, ( 1 Y X P L i ij c j y ij N i σ β α σ β α = = i C ij P
yij ln L( α, β, σ ) = y ln P N i= 1 j ij ij ( α, β, σ, X, Y ) 昰 ln L = ln L + ln L ln L ( α ) = yl k ln pi / i l k ( α, / k X ) ln L ( β, σ ) = yl ln pl ( α, β, σ, X, Y ) i l kl α, β, σ y l / k y y y l / k l l 26
ρ y = 1 y = 0 ij ij 2 ρ 2 ρ 2 ρ 2 = InL( β ) InL(0) InL( p) InL(0) InL(β ) β InL(0) InL(P) InL(P) ρ 2 InL( β ) = 1 InL(0) 2 ρ 27
ρ 2 m ρ 2 m InL( β ) = 1 InL( MS) ρ 2 m 昰 L(0) λ = L ˆ α k αˆ k λ Inλ = 2[ InL(0) InL( ˆ α )] 2 k Inλ 28
Se αˆ ˆ k 0 t ˆ k = α α Sek k k 昰 N jm N j N ) j N jj N j = N 29
30 i jk X i jk C j i j N i X y N i =1 1 i jk X i jk X N N j ) = i jk X i jk C j i j N i X P N i =1 1 j jj N N ) = j jj j N N ) =
X it X it j i At 31
32
1. 92 8 93 7 93 4 1 120,984 382,897 3.16 100% 300 59,192 183,381 3.10 49.89% 150 42,436 131,919 3.11 34.45% 104 19,356 67,597 3.49 17.66% 46 : 2. 3. 330 33
3-2 % 66.6 72.1 70.9 36.9 25.1 7.9 11.4 9.9 33.3 45.1 25.5 16.5 19.2 29.8 29.8 30.2 73.7 87.8 91.0 77.6 14.1 12.2 7.8 5.1 19.6 65.7 14.1 4.4 3.9 2.8 : 34
140 37 9 186 72.94 48 6 15 69 27.06 188 43 24 255 73.7 16.9 9.4 100 : 3 89 34.91 4-6 156 61.17 7 10 3.92 : 35
29 1 12 14 27 10.59 30-39 0 21 50 71 27.84 40-49 1 28 37 66 25.88 50-59 7 51 17 75 29.41 60 11 4 1 16 6.28 20 116 119 255 7.84 45.49 46.67 100 : 224 65.88 87.84 31 7.84 3.14 1.18 12.16 : 36
12 4.7 131 51.4 25 9.8 40 15.6 43 16.9 4 1.6 232 90.98 23 9.02 37
25 9.80 155 60.79 75 29.41 188 43 24 255 100 212 83.14 43 16.86 255 100 43 3 26 12 84 32.94 60 1 43 19 123 48.24 28 4 8 8 48 18.82 38
29 0 0 37 9 46 18.05 30-59 37 2 40 30 109 42.74 60 94 6 0 0 100 39.21 131 8 77 39 255 51.4 3.1 30.2 15.3 100 400 61 32.45 400-700 95 50.53 700 32 17.02 97 7 50 34 188 100 39
1 29 67.44 1-1.5 10 23.26 1.5 4 9.30 10 1 27 5 43 100 29 0 0 17 1 18 41.86 30-59 4 0 10 4 18 41.86 60 6 1 0 0 7 16.28 400 10 8.51 400-700 25 16.49 700 4 3.29 21 114 71.81 14 39 28.29 11.17 60.64 7.45 20.74 40
5 77 30.20 43 16.86 6 90 35.30 15 1 0 0 0 1 0.39 16 16 0 4 1 21 8.23 23 0 0 0 23 9.02 131 8 77 39 255 100 1 2 3 4 5 1 2 1 2 3 1 2 3 4 1 2 3 4 3 1 4 4 2 13 2 1 16 3 10 11 12 53 1 3 1 2 93 4 2 11 24 1 5 22 8 2 4 2 81 5 5 2 2 18 8 6 41 6 3 4 2 2 11 7 2 1 3 8 2 2 1 1 6 41
50.53% 42
昰 43
44 (4-1) U-S-T Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure 4-1 U-T-S Logit
45 Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure Units Size Tenure 4-2 U-S-T Logit 昰 昰 昰
昰 () j j 46
j j 47
48
4-1 (43) (116) (186) (112) (139) (69) : 2 ρ 49
2 X ρ 2 : 50
2 X ρ 2 : 51
2 X ρ 2 : 52
2 X ρ 2 : 53
2 ρ 2 X ρ 2 : 54
2 X ρ 2 : 昰 55
2 X ρ 2 : 56
57
58
59
昰 60
昰 昰 昰 61
50.53% 62
昰 昰 63
64
昰 65
1-17 15. (1990) 66
89-107 67
68
69 16.