ÈĐħ!
Į6jȑȒǰǹǷȃǦǷȃǲȆǽȔ

!
ȀǾȎǺȔǴ=Ýǋsĥǆ¬ĒŴƞg!
ȖÜMyȗǦǨǻȌǧȒȚȘèËĚǈhƩǆŀËĚǈhƩ!
țȘȀǾȎǺȔǴǆǌ!
ȜȘȀǾȎǺȔǴ=Ýǋ±ł!
ȝȘȀǾȎǺȔǴǋŜŸĚ=Ý!
ȞȘȀǾȎǺȔǴǋj=ÝȚ!
ȟȘȀǾȎǺȔǴǋj=Ýț!
ȠȘŤǋ=Ç9=Ç!
ȡȘƶƩƵǉ!

Sec&on!1.èËĚǈhƩǆŀËĚǈhƩƌŽǣŔǟ2ǂǋǦȃȐȔǶ• &Ȣħǅǋ¥ŅǆƟ ŗĚpǆǋƋǉƟƌ)ǌƨǟǋƿǡƪƭȤ• 2ǂǋǦȃȐȔǶ– Ƣ¥ŅǋƙƩǌƟ¥ŅǋƩǜǞǘƟŋűǋpǣǜǞƙƱŠ(ƹǟƣȖèËĚǦȃȐȔǶȗ!
– ƢƙƩ¥ŅǑÏžƹǟǆƟŋűǋpǣƙƱŠ(ƹǟǜƪǉǈǟƣȖŀËĚǦȃȐȔǶȗ4ÑƋŲèËĚǦȃȐȔǶ―2007

èËĚȢ_ƸÑąǅĘǈǟǣñųŨƉŅǋAƶǤ¥ŅǈƷǋBƶǤ―2008
5

ŀËĚǦȃȐȔǶÑƋŲŨƉÏžGǋCƶǤ―2007

ŀËĚȢ_ƸǣĘǈǟÑąǅñųŨƉÏž¦ǋCƶǤ―2008
6

ŀËĚťǆèËĚť• ťÐvÈȣ¥ŅƟőťÐvÈȣ
• èËĚǈȖbetweenǋȗťŗĚp!

– ƢȥǈǝȖȥǆƩƪ,!ǉƬƩǄȗƟȥǅƨǟƣ– Ƣ¥ŅǋƙƩǌƟŋűǋpǣƙƱŠ(ƹǟƣ• ŀËĚǈȖwithinǋȗť– ƢȥƹǟǆƟȥǉǈǟƣ– ƢÏžƹǟǆƟŋűǋpǣƙƱŠ(ƹǟǜƪǉǈǟƣ7èËĚť• ƨǟ1ÑąǅǋƟĘǈǟ,ƋǅǋƟ¥ŅǆŗĚpǋƌ)ǣVǞƳǄƩǟ• ÑƋĚvLǉǂƩǄǋťǅǌǈƩ– ťƮņƶǠǄǘƟćGÁǉǌvLǉǂƩǄţǠǈƩ– &ȢƢ¥ŅƮvǢǠǍƟ ŗĚpƮvǢǟƣǆǌćGÁǉǌŚƫǈƩ8ŀËĚť• ƨǟÑąt1ǅƟ¥ŅƮƩƮƞƽǋ¦ǋÑąt2ǔǅǉƟ<ƷǄ¥ŅƮƙƱ
ǈǟǆ…!
• Ñąt1ǜǞǘÑąt2ǋÌǉƬƩǄƟ ŗĚpƮƙƱǈǟȤ• áşǋƾǗǉǌƟ_,!ǣŹŰƷƾŒÈ
Ñąǋ°tƮ«œƞƝȀǾȎǺȔǴ
9

Sec&on!2.ȀǾȎǺȔǴǆǌȀǾȎǺȔǴǆǌ• _ǋ,!ƮƟŒÈÑąǉǢƾǁǄŗƶǠǄƩǟǺȔǴǋƴǆǣƟȀǾȎǺȔǴǆeǐ  
 

 
ȀǾȎǺȔǴǆǌ• _ǋ,!ƮƟŒÈÑąǉǢƾǁǄŗƶǠǄƩǟǺȔǴǋƴǆǣƟȀǾȎǺȔǴǆeǐȑǧǼ£              ȀǾȎǺȔǴǆǌ• ȀǾȎǺȔǴǌƟƷǍƷǍƟƴǋǜƪǈ£ǉvÂƶǠǄ·ǢǠǟƴǆƮxƩ   ȀǾȎǺȔǴǆǌ• ȀǾȎǺȔǴǋŐŜ!
i!ǅ,!ǣƨǝǢƷƟ!
t!ǅÑƋǣƨǝǢƹ!
ċǉȀǾȎũàǋǆƯǉũàǋêÈǋƴǆǣwaveǆeǐ!
,!ƵǆǉƟƭǂÑƋǆǆǘǉ
vǢǟvÈǣƚXit!ǆƷǄƨǝǢ
ƹ!
!
ŗĚpǣvÈYƟŅâ|+ǣvÈXǆƹǟǆ…!
Y2,2007!ǌƚ5!
X4,2008!ǌƚ42.4




   
ȀǾȎǺȔǴǣǂƱǟ• GǋǰȌǧǼǋǜƪǈƟȀǾȎǺȔǴ=ÝǣƷǚƹƩȐȒǫ£ǋǺȔǴƮƟǉĒ±ƶǠǄƩǟǆǌƍǝǈƩ!
• ƽƴǅƟŋűǅȐȒǫ£ǋǺȔǴǑǆvÂǅƯǟǜƪǉǈǟƴǆƮƟǔƺƇœȕ!
Ʀ¶ƖƧ!
ȚȗǺȔǴǣ^$ƷǄ!
țȗȋǭȖwideȗƭǝǴǹȖlongȗǑǆvÂȚȗǺȔǴǋ^$

Į1øǋũàǺȔǴƮƨǞƟƽǠǆ_ƸŬńǉƷǄŹŰũàƷƾĮ2øǋũàǺȔǴǣ^$ƹǟu^ƟƢvÈǋŹIƣǣƬƴǈƪȚȗǺȔǴǋ^$SPSSǅǋǚǞƭƾSTATAǅǋǚǞƭƾƛǔƺvÈ`ǣƇŒƷǈƩǜƪǉvƫǄƬƱȖidǋvÈ`ǌvƫǈƩƟidǋƖǉǳȔǻƷ
ǄƬƱȗ.!
dataset!ac&vate!ǺȔǴǲǷǻ1.!
ren!var!(Y=Y1)(X=X1)(WAVE=WAVE1).!
exe.!
dataset!ac&vate!ǺȔǴǲǷǻ2.!
ren!var!(Y=Y2)(X=X2)(WAVE=WAVE2).!
exe.!
!
*ƽǋƨǆǅƢ[ƭǝƣǺȔǴ^$.!
dataset!ac&vate!ǺȔǴǲǷǻ1.!
match!ﬁles!/ﬁle=*!
!!/ﬁle='ǺȔǴǲǷǻ2'.!
exe.!

*!07data!no!hensu!mei!wo!kaeteoku!
rename!Y!Y1!
rename!X!X1!
rename!WAVE!WAVE1!
*!08data!no!hensu!mei!wo!kaeteoku!
rename!Y!Y2!
rename!X!X2!
rename!WAVE!WAVE2!
save!D:\RENSYU08M.dta!
*!migi!kara!data!gappei!
merge!1:1!ID!using!D:\RENSYU08M.dta!
!
STATAǅǌƟMERGEǋƨǆǋ1:1ǣƟ1:mǚm:1ǉvƫǟƴǆǅƟidė\ǋ1x¬Ʋǚx1¬ƲƮYňȚȗǺȔǴǋ^$• ƴǠǝƮëŘ&Ț’ȗǺȔǴǋ^$ƽǋț• ^$ǅǘƟ_ǋŬńŁǣƟCǋǬȔǰǅƨǟǆǕǈƷǄƟƢǬȔǰǋŹIƣǣƬƴǈƪƴǆǘǅƯǟȚ’ȗǺȔǴǋ^$ƽǋțSPSSǅǋǚǞƭƾSTATAǅǋǚǞƭƾ*ǘƷvÈ`ƮƽǡǁǄƩǈƲǠǍƟ5ǉƽǡƫǄƬƱ.!
!
*ƭǝǺȔǴ^$.!
dataset!ac&vate!ǺȔǴǲǷǻ1.!
add!ﬁles!/ﬁle=*!
!!/ﬁle='ǺȔǴǲǷǻ2'.!
exe.!

*hensu!mei!wo!soroeteoku!
!
*sita!kara!data!gappei!
append!using!D:\SUURI\RENSYU08.dta!
Ț’ȗǺȔǴǋ^$ƽǋț• ƴǠǝƮëŘ&ȚȗǺȔǴǋ^$• match!ﬁle/mergeƞǆƞadd!ﬁle/appendƞǅǌƟƞ
ǇǀǝǣƬƴǈƪǒƯƭȤ!
• ƩƯǈǞȐȒǫ£ǋǺȔǴƮǂƱǠǟǆƩƪąǅƟƞadd!ﬁle/appendƞǋǓƪƮƅ^ƮǜƩ!
– ^$ƹǟȁǥǧȎƋǅƟvÈ`ƮƽǡǁǄƩǈƲǠǍǈǝǈƩ!

• ƾƿƷvÈǋIƷǚƹƶǚƟ=Ý÷ǉǜǁǄǌƟȑǧǼ£ǋǓƪƮƅ^ƮǜƩƴǆǘ!
– ^$ƹǟȁǥǧȎƋǅƟvÈ`ƮƽǡǁǄǌƩƲǈƩ!

țȗȋǭȖwideȗƭǝǴǹȖlongȗǑțȗȋǭȖwideȗƭǝǴǹȖlongȗǑSPSSǅǋǚǞƭƾSTATAǅǋǚǞƭƾ*vÈƭǝǬȔǰǑǆvÂ.!
varstocases!!
!!/make!Y!from!Y1!Y2!!
!!/make!X!from!X1!X2!!
!!/make!WAVE!from!WAVE1!WAVE2!!
!!/keep=ID!
!!/null=keep.

/*!yoko!kara!tate!*/!
reshape!long!Y!X!,i(ID)!j(WAVE)!
!

!
ț’ȗǴǹȖlongȗƭǝȋǭȖwideȗǑSPSSǅǋǚǞƭƾSTATAǅǋǚǞƭƾ*ǬȔǰƭǝvÈǑ.!
casestovars!!
!!/id=ID!!
!!/index=WAVE.

/*!tate!kara!yoko!*/!
reshape!wide!Y!X!,i(ID)!j(WAVE)!
ȀǾȎǺȔǴǣǂƱǟȀǾȎũàǉǜǁǄ¨ǝǠǟǺȔǴǌƟũàjÈƮƇǈǟǉ
ǂǠǄvÈƮŊyǉǈǞƟPCǋKƯǌƇƱǈǁǄƷǔƪƠ!
ƑǉȀǾȎǺȔǴ=ÝƹǟǆƯǌƟvÂǣÍƷƾǞƟ«œǈvÈƿƲǉĺǟƴǆǘxƩƠSPSSǅǋǚǞƭƾ

STATAǅǋǚǞƭƾƛvÈǋFƎ.!
delete!variables!VARNAME.!
!
*ǬȔǰǋFƎȖǋƭǁƴ:ǋÛǉƨǄǌǔǟǬȔǰwǣFƎȗ.!
select!if!(VARNAME=1).!

*vÈǋFƎ.!
drop!VARNAME.!
!
*ǬȔǰǋFƎȖǋƭǁƴ:ǋÛǉƨǄǌǔǟǬȔǰǣFƎƟ
ƭǁƴǌğĖYȗ.!
drop!if!(VARNAME==1).

ĒƩǟȀǾȎǺȔǴǋũàãœƢ3ƯÌǆȌǧȁǰǴǧȎǋvLǉƌƹǟ7nũàƣ(Japanese!Life!course!Panel!Survey;!JLPS)!
ȖÜyħĩģĬµȀǾȎũàȗȓyŕçǈ7nũàȓĽ^®ǋƨǟħũàȓ8ƊǣGÁǆƷƾũàȓnƑñųǋǅƯǟǜƪǈŝśȓȀǾȎũàȖȣŹŰũàȗǆƷǄŝśũàǋãœƞJLPSdM!2007!
ũàÑ× 20071Õȥ!
ũàŬ 2006ØÑąǅā35íȥ40íǋ ÎÙĔzũàpr ÎÙ7n
»<Z  òsÙZǆƃ½`ĳ»<Ì÷ L2ïć#Ć»<÷ 
7nǣȂȐǷǪȖMûƁƟÜMƟƌÜ…ȗǆĕÚŕçǉǜǞLƷƟ271pąǣć#Ćǉ»< ]pąǅ10`īǣć#Ćǉ»<ƜjUǅƯǈƩu^Ɵ_åǋ®ǋ1Ŭǉ'Ɨ

JLPSdMǋjUČöĮ1øȖ2007ȗǅǌƟ!
ÖJjUĨÈƞ1,433ȖǦǴǷǪÈǋ40.4%ȗ!
ƜðũàǉjİƷǄǘǝƪƴǆǣ'ƗƷƾ!

Į3øȖ2009ȗǅǌƟ!
ÖJjUĨÈƞ1,164ȖǦǴǷǪÈǋ86.0%ȗ!
!
ǜǞšƷƱǌƟŜURLSĉ!
hhp://ssjda.iss.udtokyo.ac.jp/gaiyo/PM030g.html

j%ƪǋǌsubsetǺȔǴ• JLPSdMǋÙĊǋǺȔǴǘƆƷƾƮƟÎĒƩǟǋǌƽǠƭǝ#ǁƾsubsetǺȔǴ!
vÈǣǈƱĺǞƟƽǠǝǋƩƺǠǘƮ3ÑąǅÖJjİƶǠƾŬńǉƍƷƟƽƴƭǝƶǝǉć#Ć»<Ʒƾ400`ǋǺȔǴȖbalancedȗ!
!
ƦvÈƧƞID:!,IDė\ƟƞFEMALE:!z®ǵȆȔƟƞEDUY:!ÆŇÈƟƞ
PHED:!ŖƙįÆŇǵȆȔƟƞWAVE:!ũàǋøƟƞSS:! ŗĚpƟƞ
OPS95:!Ņâ|+ƟƞWSELF:!ŋiȓĸiƟƞWPART:!ƓëŕƟƞHINC:!
UƟƞHLTH:! ŗĚ/ƟƞLSAT:!đúāůƟƞSPOUSE:!Ɔ
0ńÖǵȆȔƞƜM_ƮǂƩƾǘǋǌƟ,:q-ƟD_ƮǂƩƾǘ
ǋǌ,:qƭǝǋ.

Sec&on!3.ȀǾȎǺȔǴ=Ýǋ±łȀǾȎǺȔǴ=Ýǋ¡ǕȖȚȗŗƶǠǈƩĘŭ®ǋļEƮYň!
!
Ȗțȗ,ȏȄȎǅǋvLǋ=ÝƮYň!
ȖȜȗǜǞĴĤǈkÞ¿ŪƮYň!
Ȗȝȗ°tƈƮū

ǅƨǟƴǆǉǜǟ¸ŏĚ¡Ǖ!

ŋēƮxƩƟxƇ9ľ®ǋĿfƟ¿śǋDąȀǾȎǺȔǴ=ÝǋǕǪȐǰǲǪǯȊȒǺȔǴ=Ýǆñǒǟǆ…!
ȀǾȎǺȔǴ=ÝǋǕǌƟ>ǈƩ!
– ƾƿƷƟǺȔǴǋ·Ʃǚ=ÝȉǺȎǋƃºǅƒƷƶǌƨǟǋǅƟǆǁǂƯǉƱƩǋǌĤƭ!

!
ȀǾȎƢũàƣǋǕȖlƒȗ!
ȖȚȗũàŬńǋŉōȖahri&onȗ!
ȖțȗæÙǋŐ®!
ȖȜȗũàǭǰǻƮƙƩ!

¡ǕȖȚȗȢŗƶǠǈƩĘŭ®ǋļE• ǆǞǢƲƟmJÞȉǺȎǈǝǅǌǋ¡Ǖ!
– mJÞȉǺȎǆǌȤ!
• vÈǋ,:ǋǍǝǂƯƿƲǣDĒƷƾjȉǺȎ!
​"↓$% ='​(↓$% +)​*↓$ +​+↓$ +​,↓$% Y,!XǌÑƋ'}vÈƟZǌÑƋvȖ,ȏȄȎȗvÈǆƹǟƟuǌŗƶǠǈƩ,JÞƟεǌŤ!
– Ŝǋǋ]ƕƭǝƟ,:qǣƱǆȓȓȓ!
​("↓$% −-​"↓$ )='​((↓$% −-​(↓$ )+(​,↓$% −-​,↓$ )

ŗƶǠǈƩ,JÞǆƟŗƶǠƾ,JÞƮüƫƟ,:ǅvǢǞƪǟXǋJÞǆŤƭǝYƮôǔǁǄƩǟƴǆǉ!

¡ǕȖȚȗȢŗƶǠǈƩĘŭ®ǋļE– ƹǟǆƟǘǌǚ,ȏȄȎǋƂƩǣĦƹvÈȖ,:ǅǌvǢǝǈƩvÈȗǌƟYǋvLǉǌ"ǝ¤ƔǣƫǈƩ!
– ,:ǅvǢǞƪǟvÈǘƟ,:qƭǝǋ.ǣǆǁƾƴǆǅƟ,ƋvKƮVǞƎƭǠǄƩǟ!

• ƴǋǜƪǈƟYǋvLǣƟXǋvLǋǕǅťÐƷǜƪǆƹǟȉǺȎƮƟmJÞȉǺȎ!

– mJÞȉǺȎǋƨǞƮƾǕ!
• ´ơƮ=ÝƹǟǉƨƾǞƟļEƹǒƯ,ǋƨǟvÈǣ
ȉǺȎǉ6ǠÃǊƾǞƟƽǠƮũàĨǉ6ǁǄƩǈƭǁƾ
ǞƟĀǟƴǆƮƽǘƽǘǅƯǈƩǈǇǅƟ¯ǔƶǠǟ!
• mJÞȉǺȎǉǜǁǄƟƽƪƷƾ¯ǕǈƷǉƟXǋvLƮ
ƩƭǓǇYǋvLǣƪǈƮƹƭ.ǞǋǈƩ¿ƮǅƯǟ!

¡ǕȖțȗȢ,ȏȄȎǅǋvL• vLǣǆǝƫǟǋǉǌƟT©ǪȐǰǲǪǯȊȒ
ũàǅǘO=ǆ­ǢǠǟƭǘƷǠǈƩȓȓȓ2007

28

4032

2008

30

4030

¡ǕȖțȗȢ,ȏȄȎǅǋvL• T©ǪȐǰǲǪǯȊȒǅǌƟħǋvLǌŔƫǟ!
– ƾƿƽǠǌƟȀǾȎǺȔǴǅǘŔƫǟȖŐǋcŵÈȗ!

• ƷƭƷƟŧƮvLƷƾƭƟǈƼvLƷƾƭǉǌŷǞƫǈƩ!
– ȀǾȎǈǝƟ,ȏȄȎǅvLǣǆǝƫƟ=ÝYňǉ!
¡ǕȖȜȗȢǜǞĴĤǈkÞ¿Ū• ŀËĚǈǺȔǴǌƟkÞ¿ŪǉǈƸǕǚƹƩ!
• ǋ,œkǉÄ ƶǠǟƴǆǈƱƟƌŽǣǆ
ǝƫǝǠǟ!
• ƶǝǉƟvÈƋǉkÞƖǣƹǟǋǅǌǈƱƟƑǉĀƶǠƾG¦ƌ)ǣúƭƷǄ=ÝƹǟƴǆǘǅƯǟȖ&ȢȌǫvÈǋ%Ēȗ!
• ƽǋƪƫƟ,ǋǮȒȃȎǮǧǱƮyƯƱǈǠǍƟ
0ęĚǈÑƋĚ9vKǣǆǝƫǟQƏǘÿǟ!
• ƴǠǝǉǜǞƟȀǾȎǺȔǴǌƟǜǞĴĤǈkÞ
¿ŪǑǆŶǃƲƶƻǄƱǠǟ¡Hǈ°tĂǆƩƫǟ!

Sec&on!4.ȀǾȎǺȔǴǋŜŸĚ=ÝǌƸǗǋì• ÔAǉƟȁǥǧȎǣƊƴƪ!
PM030subset3_JAMS.savƞȓȓȓSPSSǺȔǴȁǥǧȎ!
PM030subset3_JAMS.dtaƞȓȓȓSTATAǺȔǴȁǥǧȎ!
• subset1ǆƩƪǋǌƟĮ1øǋǕǋǺȔǴ!

• STATA%ĒǋÌǌƟȀǾȎǺȔǴǅƨǟƴǆ
ǋŚǣ!
xtset!ID!WAVE!

ȀǾȎǺȔǴǋŜŸĚ=Ý• ǔƺǌƟȐȒǫ£ǋȀǾȎǺȔǴǣĒƩƾƟ
ŜŸĚ=ÝǉǂƩǄ!
• ǚǟǒƯƴǆ!
șȗǺȔǴǋsÙäżǉƌƹǟŜŸ!
ƽǘƽǘũàǑǆŧƮǇǠƿƲjİƷƾƭȤ!

ȚȗùĜƹǟ1vÈǋ=ǉƌƹǟŜŸ!
Ǉǋǜƪǈ-ƮǇǠƱǝƩ<ďƷǄƩƾƭȤ!

țȗùĜƹǟ1vÈǋvLǉƌƹǟŜŸ!
vLǋȀǴȔȒǌǇǋǜƪǈǘǋǅƨǁƾƭȤ!

0ȗǺȔǴǋsÙäż0ȗǺȔǴǋsÙäżSPSSǅǋǚǞƭƾ

STATAǅǋǚǞƭƾ*!STATAǋǜƪǉĲPǉǌƩƭƺƟwide *!kaitou!no!patern!
£ǉĝƷǄƭǝ«œǈǘǋǣ<Hƹǟ.!
xtdes!
des!ID!WAVE.!
!!
casestovars!/id=ID!/index=WAVE!/autoﬁx=no.!
ƴǠǋǕǅǜƩrecode!WAVE.1!WAVE.2!WAVE.3!
(1!thru!3=1)!(else=0)!
!into!W1R!W2R!W3R.!
compute!T_i=sum(W1R,!W2R,!W3R).!
fre!T_i!/percen&les=.05!.25!.50!.75!.95.!
compute!RP=W1R*100+W2R*10+W3R.!
fre!RP.!
!
ƨƫǄćĐġĐǚǟǈǝƴǋǜƪǈ²Ƹ…

1ȗùĜƹǟ1vÈǋ=• ƈĚvÈǋu^

1ȗùĜƹǟ1vÈǋ=SPSSǅǋǚǞƭƾ

STATAǅǋǚǞƭƾ*!ƈĚvÈǋ=.!
compute!graSS=mean(SS).!
aggregate!/break=ID!/groSS=mean(SS).!
compute!Wi_SS=SSdgroSS+graSS.!
ren!var!groSS=Bw_SS.!
compute!CHECK=lag(ID,2).!
recode!CHECK!(sysmis=0).!
if!(ID~=CHECK)!Bw_SS=$sysmis.!
des!SS!Bw_SS!Wi_SS.!
!
ƴǠǘćĐġĐǉ*!ryoteki!hensu!no!bunpu!
xtsum!SS1ȗùĜƹǟ1vÈǋ=• ŭĚvÈǋu^

2ȗùĜƹǟ1vÈǋvL

2ȗùĜƹǟ1vÈǋvLSPSSǅǋǚǞƭƾ

STATAǅǋǚǞƭƾ*!vÈǋvL.!
compute!LAGHLTH=lag(HLTH,1).!
if!(WAVE=1)!LAGHLTH=$sysmis.!
cro!LAGHLTH!by!HLTH!/cel=count!row.!
!
ñųĚćĐġĐ²ƮƶǗ*!hensu!no!henka!
xhrans!HLTHȀǾȎǺȔǴǋŜŸĚ=Ý• ƩƯǈǞj=Ýǋ¿śǉǆǏǂƭǈƩǅƟǔƺǌȀǾȎǺȔǴǋċªǣǀǙǤǆǕǄƬƱƴǆǌƇœ!
– jİȀǴȔȒƭǝƟŉōǋċªƮǢƭǟ!
– 1vÈǋ=ƭǝƟùĜƷƾvÈǋwithinƟbetweenƟtotalǅǋǬȔǰÈǚ-ǋǍǝǂƯƭƾ
ǣĢǟƴǆƮǅƯǟ!
– 1vÈǋvLƭǝƟǇǋǜƪǉ-ƮĪǞvǢǁǄ
ƩƱǋƭƟqĚ2aƮŦǕVǠǟ!

Sec&on!5.ȀǾȎǺȔǴǋj=ÝȚ%ƞƞȥBETWEENǆWITHINbetweenǆwithin• ȀǾȎǺȔǴǋj=ÝĹÞǣŦǖƑǉǌƟ"ǌǆǘƨǠƟbetweenȖ,ƋǅǋȗǆwithinȖ,:ǅǋȗǣNCƹǟƴǆƮƇœ!
• ďoĒƩǝǠǟȀǾȎũàǺȔǴǋǓǆǤǇǌƟnƮxƱƟTƮǈƩǺȔǴǛƫƟȃȔȎƷǄ=ÝƷƾǞȅȎǶȏȄȎ=ÝǣƷǄǘƟǪȐǰǲǪǯȊ
Ȓǋ=ÝĹÞǆƨǔǞvǢǝǈƩ!?!
• ƿƮƟwithinǅǋ¿ȖȣmJÞȉǺȎȗǌǔǁƾƱƂƪĹÞǣđǖƭǘ!
– betweenǋ°tǆčĭƟǔǅřǁǄƩǈƩƄ=betweenǆwithin,!ƋȖbetweenȗǋǌƟ!
ƢĘŭ®ƣ

7,!:ȖwithinȗǋǌƟ!
ƢvLƣ

2

58betweenǆwithin• betweenǋj)Èǆwithinǋj)ÈƮǆ
ǘǉëǋ_Ƹ-ǅƨǟu^
10
98
7
6
54
3
2
1
0
0

20

40

60

80

100

betweenǆwithin• betweenǋj)ÈƿƲƮëǅƟwithinǋj)ÈƮ0ǋu^
98
7
654
3
2
1
0
0

20

40

60

80

100

betweenǆwithin• betweenǋj)ÈƮ0ǅwithinǋj)È
ƿƲƮëǉǈǟu^
98
7
654
3
2
10
0

20

40

60

80

100

pooledǋĹÞbetweenǋĹÞwithinǋĹÞpooled,!between,!withinSPSSǅǋǚǞƭƾ*!pooled.!
reg!/dep=SS!/ent=OPS95.!
!
*!between.!
if!(WAVE=1)!MM_SS=M_SS.!
if!(WAVE=1)!MM_OPS95=M_OPS95.!
reg!/dep=MM_SS!/ent=MM_OPS95.!
!
*!within.!
reg!/origin!/dep=D_SS!/ent=D_OPS95.!
ƴǋĹÞƭǝƶǝǉƟæăŤǉ!

√⁠​/−0//−0−2 !
ǣ¾ƲıƷƟŋēũÉƹǟȖNǌ7ǬȔǰÈƟ
nǌǮȒȃȎǋÈƟkǌčĭvÈǋÈȗ

STATAǅǋǚǞƭƾ*!pooled!
reg!SS!OPS95!
!
*!between!
xtreg!SS!OPS95,!be!
!
*!within!
xtreg!SS!OPS95,!feÑƋǆǋ#Ē• mJÞȉǺȎǅǌƟÑƋvǋvÈǌƟĒƩǟƴǆƮǅƯǈƩ!
• ƾƿƷƟÑƋvvÈ×ÑƋ'}vÈǋ#Ēǌ6ǠǟƴǆƮǅƯǟ!
• ƷǍƷǍƟÑƋ'}vÈǆƷǄƢÑƋƣƽǋǘ
ǋǣǆǞƨƳƟÑƋvvÈǆǋ#ĒǣǕǟƴǆƮƨǟ!
• #ĒƮƨǟǈǝǍƟƽǠǣbǗǈƲǠǍƟ
vÈƋǋĠǋƌŽǣŔŤǟƴǆǉǂǈƮǟbetweenǆwithin• mJÞȉǺȎȖwithinȗǋǔǆǗ!
– mJÞȉǺȎǌƟ,ǋê4ǣǂǐƷƟ,:vLǋǕǉċLƷƾƟŀËĚhƩǋáşǋƾǗǋǸȔȎ!
– ŗƶǠǈƩĘŭ®ƟœǌƟȉǺȎǉbǗǄƩǈƩ,ȏȄȎǋvÈǉǜǟ¤ƔǣƟ,!ċÖǋmJÞƮƯWƲǄƱǠǄƟ ƵǆƎRǅƯǟ!
– ƿƮƽǠǌƩƶƶƭJƯƀư(?)ǅƟŗƷƾ,ȏȄȎvÈƶƫƟȉǺȎǋ ǉ6ǟƴǆǌǅƯǈƱǈǁǄƩǟ!
– ,:ǅvǢǞƪǟvÈǉǂƩǄǌƟŗƶǠǄƩǈƩ
ƇœǈǘǋƮƨǠǍƟ¢ĈĻœkǆǈǞƫǄƷǔƩƟ¿ĹÞǉ.Ǟǣǘƾǝƹƭǘ…!
• ÑƋvǋvÈǅǘƟÑƋ'}vÈǆǋ#ĒǆƩƪ£ǅĻœkǆǈǁǄƱǟƭǘƷǠǈƩ!

Sec&on!6.

ȀǾȎǺȔǴǋj=Ýț%ƞƞȥFIXEDǆRANDOM

ﬁxedǆrandom• mJÞȉǺȎǋƒąȢƞÑƋvǋvÈǋJÞǣǔǁƾƱŃ³ǅƯǈƩǆƴǡ!
– &ȗƞ®CƟîƟ<űƐƞetcȓȓȓ!

• Ʒ¡ǗǋǣƬƩƾȉǺȎǈǝƟÑƋvvÈǘbǗǟƴǆƮǅƯǟǜƪǉǈǟ!
ƞƞƝȌȒǵȇJÞȉǺȎ!
​"↓$% =3+'​(↓$% +)​*↓$ +​+↓$ +​,↓$% !
Ȣ,JÞuiǌčĭǉq0Ɵ=Çτ2ǅ_ǋ=!
ƞƞƞƞ,JÞuiǌXǚZǆćĞƌﬁxedǆrandom

ﬁxed

u1
u2
u3
u4
u5
u6
u7

random,JÞuǋ!
æă.

τ

Èƕ!
Ȗ,JÞuǋqǌ0ȗŌLÔ÷ȖGLSȗǋœąnȌȒǵȇJÞȉǺȎǅǌ_,:ǋ!
[ wxyi + ψ i bxyi ]∑ŤƕuiǆεitƮĞƌƹǟƾǗƟGLSǅ!
βˆGLS = i =n1¿ƠƴƴǅGLSǋ)Èǌ[ǋŻǞƠ[ wxxi + ψ i bxxi ]∑
i =1222)ƴǋǆƯƟ ψ i = σ (σ + TiTi
wxxi = ∑ ( xit − xi ) 2 , bxxi = Ti ( xi − x ) 2
ƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞƞetc.
t =1
σ2=0ǈǝGLSǌwithin¿ǆ_ƸƠǔƾTƮxƱǈǁǄǘwithin¿ǉŶǃƱƠźǉƟτ2=0ǈǝǍGLSǌpooling¿ȖOLSȗǆ_ƸƠƞƞƞƞﬁxedǆrandom• mJÞȉǺȎ!
– Dą!
ŋēǣnd1,%ǁǄ,!
JÞuiǣ¿ƷƟŗƶǠǈƩĘŭ®ƮļEǅƯǟ!
– éą!
,!JÞuiǆǋvÈǆǋĞƌǣŞƟƽǠǛƫǉÑƋvvÈƮ9ľ®
ǋƾǗƎwƶǠǟ• ȌȒǵȇJÞȉǺȎ!
– Dą!
uiǋ=Çǋ1,ƿƲŋē
ǣ%ǁǄ,!JÞǣƨǝǢ
ƷƟÑƋvvÈǘȉǺȎ
ǉ6ǠǝǠǟ!
– éą!
,!JÞuiƮȖǉTƷǄȗXǚZǆĞƌǣǘǁǄƩǟǆƟj)Èǉ.Ǟﬁxed!eﬀects!modelǋĹÞrandom!eﬀects!modelǋĹÞﬁxedǆrandomSPSSǅǋǚǞƭƾ*!ﬁxed!eﬀects!model!(within).!
reg!/origin!/dep=D_SS!/ent=D_OPS95!EDUY.!
ƴǋĹÞƭǝƶǝǉƟæăŤǉ!

√⁠​/−0//−0−2 !
ǣ¾ƲıƷƟŋēũÉƹǟȖNǌ7ǬȔǰÈƟnǌǮȒȃȎǋÈƟkǌčĭvÈǋÈȗ!
!
*!random!eﬀects!model.!
mixed!SS!with!OPS95!EDUY!
!/ﬁxed=!OPS95!EDUY!/method=!ml!
!/print=!solu&on!testcov!
!/random!intercept!|!subject(ID)!covtype(VC).!
Ô÷ǉǜǟȌȒǵȇJÞȉǺȎ

STATAǅǋǚǞƭƾ*!ﬁxed!eﬀects!model!(within)!
xtreg!SS!OPS95!EDUY,!fe!
*!random!eﬀects!model!
xtreg!SS!OPS95!EDUY,!re!
!
Ô¦ǋreǣmleǉvƫǟǆƟÔ÷ǉǜǟȌȒǵȇJÞȉǺȎǉ!

Hausmaná• STATAǅǌƟ¿ĹÞǣ:ƄĚǉ*}ƷƟDĒǅƯǟ!
es&mates!store!name!!ľƄǣ{Ưǈ`ǉvƫǟ!
ereturn!list!!!!!!*}ƶǠǄƩǟĹÞǋĤŢ!
hausman!name!!!!ľƄǋĹÞǆƟĝGǋĹÞǆǋƨƩƿǅƟj)È
ǉĵļĚĘƮƨǟƭǣáȖǿǨǰȅȒáȗhybrid!model• ȌȒǵȇJÞȉǺȎǋß:ǅƟmJÞȉǺȎǆ_įǋj)ÈǣóǗǟƴǆƮǅƯǟ!
ƞƞƝƞhybrid!model!
• hybrid!modelǋŮǝƻƭƾǌƟrandom!eﬀects!
modelǆ_Ƹ!
– ƾƿƷƟ,ǋȏȄȎǉƬƩǄƟÑƋ'}vÈǋ,:q-ǣ¹6ƹǟąǋǕĘǈǟ!
– ÑƋ'}vÈǣƟƽǋǔǔ¹6ƹǟǋǆƟ,:
q-ƭǝǋ.ǉƷǄƭǝ¹6ƹǟǚǞƭƾƮƨǟ!

hybrid!modelǋĹÞhybrid!modelǋǘƪ1ǂǋĹÞhybrid!model• ÑƋ'}vÈǋ¹6ǋÌǉǜǟƂƩ!
– ǲȒǴȍȒǫƷǈƲǠǍƟq-vÈǋj)ÈǌƟ
Ƣbetweenj)Èǆwithinj)ÈǋƣǉĞ¢!
– ǲȒǴȍȒǫƹǟǆƟƽǠǌƢbetweenj)Èƣǉ!

• hybrid!modelǋDą!

(1)!ÑƋ'}vÈǋj)ÈǉƌƷǄǌƟmJÞȉ
ǺȎǆ_ƸĹÞƮ¨ǝǠǟ!
(2)ƚÑƋvvÈǣȉǺȎǉbǗǟƴǆƮǅƯǟ!
(3)!withinǆbetweenǋ)ÈǋñųȓáƮǅƯǟ!
(4)!ȌȒǵȇǰȐȔȃǑǋ¼ ƮǅƯǟ!
(5)!ŤǋäżǉƌƹǟEĶƮǈƩ!

Sec&on!7.

Ťǋ=Ç9=ÇŤǋ=Ç9=Ç• ȀǾȎǺȔǴǋj=ÝǉƬƩǄƟŤǋ=Ç
9=ÇäżǉƢ¶ǣ6ǠǟƣƴǆƮƨǟ!
– "ǘƷǈƲǠǍƟŤǌƟį=ÇǅƟčĭǉ_ǋ
ëŕ=ǉƷƾƮƪǆƷǄƩǟ!

• ǈƼȀǾȎǺȔǴǅǌƟŤǋ=Ç9=ÇǣŃ³ƹǟƴǆƮƇœǈǋƭȤ!
(1) _Ƹ§vÈǣ"ǘŗƹǟƪǀǉƟÑąƋǅ§vÈǋ=ÇƮĘǈǁǄƩǟQƏ®!
(2) ȀǾȎǺȔǴǌÑĵ@ǋœķǣbǖǛƫƟ,:ǉƬƩǄÑąƋǅŤǉĵ@ĞƌƮđƸǟQƏ®Ťǋ=Ç9=Çäż• ȀǾȎǺȔǴ=ÝǉƬƩǄǌƟÑąƋǅǋŤ
ǋ=Ç9=ÇǉǂƩǄƟǣvƫǟƴǆƮǅ
ƯǟȖȚȗIden&ty
SPSS:!idSTATA:!ind!
ȖțȗDiagonal!
SPSS:!diag!
STATA:!ind,!by(WAVE)

ȖȜȗExchangeable
SPSS:!cs
STATA:!ex!
ȖȝȗAR(1)!
SPSS:!ar1!
STATA:!ar!1,!t(WAVE)!

ȖȞȗToeplitz!
SPSS:!tp!
STATA:!to,!t(WAVE)!

ȖȟȗUnstructured!
SPSS:!un!
STATA:!un,!t(WAVE)

Ťǋ=Ç9=ÇäżƞƞƞƞIden&tyȤƞƞƞƞorƞƞƞƞDiagonalȤŤǋ=Ç9=ÇäżƞƞƞƞIden&tyȤƞƞƞƞorƞƞƞƞDiagonalȤŤǋ=Ç9=ÇäżƞƞƞƞIden&tyȤƞƞƞƞorƞƞƞƞExchangeableȤŤǋ=Ç9=ÇäżƞƞƞƞIden&tyȤƞƞƞƞorƞƞƞƞExchangeableȤŤǋ=Ç9=ÇäżSPSSǅǋǚǞƭƾ

STATAǅǋǚǞƭƾ*!ÑąƋǅǋŤǋ=Ç9=Çäżǋǣvƫǟ.!
mixed!SS!with!OPS95!EDUY!
!/ﬁxed=!OPS95!EDUY!
!/method=!ML!
!/print=!r!solu&on!testcov!
!/random=intercept!|!subject(ID)!covtype(vc)!
!/repeated=!WAVE!|!subject(ID)!covtype(id).!
!
ľƄǋidȖƴǋidǌiden&tyǋ±dȗǣƟdiagƟcsƟar1ƟtpƟunǈǇǉvƫǟƴǆǅƟÑ
ąƋǋŤ=Ç9=Çǋǣvƫǟƴǆ
ƮǅƯǟ!
!
*!gosa!no!bunsandkyobunsan!kouzou!
xtmixed!SS!OPS95!EDUY,!///!
!||!ID:,!cov(ind)!residuals(ind,!by(WAVE))!
!
residualǋƭǁƴ:ǣvÒƹǟ!
!!by!(WAVE)ƮǂƱǆƟdiagnal!
!!ǂƭǈƩǆƟiden&ty!
!!exƞǅƞexchangeable!
!!ar!1,!t(WAVE)ƞǅƞAR(1)!
!!to,!t(WAVE)ƞǅƞToeplitz!
!!un,!t(WAVE)ƞǅƞunstructuredƞǑǆƟv
ƫǟƴǆƮǅƯǟŤǋ=Ç9=Ç• Ťǋ=Ç9=ÇǌƟǜǞÑĵ@ǺȔǴǉŶǃƩƾÑȖNƮǈƱƟTƮxƩȗǓǇù±Ʈ«œǉǈǟ!
• Ťǋ=Ç9=ÇäżǉǇǋǜƪǈǣƬƱǋƮĞ¬ƷƩƭǌƟñǋǋáǚƟ°tƈsăǋñųƭǝƟBËǅƯǟ

Sec&on!8.ƶƩƵǉȀǾȎǺȔǴ=Ýǋ¡ǕȖ;ÀȗȖȚȗŗƶǠǈƩĘŭ®ǋļEƮYň!
!
Ȗțȗ,ȏȄȎǅǋvLǋ=ÝƮYň!
ȖȜȗǜǞĴĤǈkÞ¿ŪƮYň!
Ȗȝȗ°tƈƮū

ǅƨǟƴǆǉǜǟ¸ŏĚ¡Ǖ!

ŋēƮxƩƟxƇ9ľ®ǋĿfƟ¿śǋDąƶƩƵǉ• ǦȈȍǩħǚƟÎÙǅǘĸýƨǟƩǌÅõǈǇǆñǒǄƟÎÙǋħǌȀǾȎǺȔǴDĒǉƌƷǄǌĭǀſǠǄƩǟǜƪǉ­ƫǟ!
• ƼǎěƶǤƮƟƵŋűǋģĬǉȀǾȎǺȔǴ
=ÝǣǆǞƩǠǄƱƿƶǟƴǆǣƘǁǄƩǔƹ!
– JLPSǺȔǴǌƟSSJDAdDirectǯǰǹȇǉǜǞƟǵǨȒȐȔǼǅƯǔƹȕÊĎ
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