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1 - 가구소득을중심으로 - 이상호 * Ⅰ. 들어가며 ) 30..,, (Unobserved Heterogenety).. NLS(966~) PSID(968~), BHPS(99~), GSOEP(984~) , (998~). 2~3...,. * (shlee@kl.re.kr). 66_ 노동리뷰

2 (Korean Labor and Income Panel Study : KLIPS) (Systemc Non-Random Attrton Bas)????. KLIPS.,.,. Ⅱ. 표본이탈에대한이론적실증적논의. 표본이탈모형 (Jenkns, 2002).., PSID SEO , (mputaton). (Heckt) (Heckman, 979)..,., (,, ) _67

3 ., (Consstent Estmates). Hausman and Wse(979). (Random Effect Model). Rdder(992) Hausman-Wse, (Bekett et al, 988; Wooldrdge, 995; Zabel, 998; Ryu, 200). Wooldrdge(995, 2002). (, Balanced Panel). (.), t t. c,, xt full rank ' 2, E( u u c, x ) = σ I (.3) (Wthn ransformaton) βˆ FE. y t y t y y = x t = x β + c = ( x β + c t x + u + u t, ) β + u t t =, Λ u,, u t 2 ~ N (0, σ ) (.) & y t = & x β + u&, t t t =, Λ, (.2) ˆ β FE = N = t= ' & x & x t t N = t= ' & x & y t ιτ (.3) ˆ β = N N = β + N = t= N where ' s & tx & txt = t= & x x N ' s & tx & txt t t N = t= N N sr r= ' s & tx & t yιτ = t= x r, ' s & x u t & y t t ιτ y t sr r= y r, t= (.4) s t 68_ 노동리뷰

4 s = wtγ + vt, t = 2, Λ (.5) t, E( ut ct, x, s ) = 0, t =,2, Λ, φ(w tγ) E( ut ct, x, s ) = E( ut v ˆ t ) = ρσ = ρλt, t =,2, Λ, Φ[w γ] t (.6) E( & yt & x st = = & + ρ & ˆ t, ) x tβ λt + error (.7) (Unbalanced Panel). s t = βˆ (.4). / (.5). φ(w t γ) Φ[w t γ] Inverse Mlls Rato(.) wthn transformaton (.7). Ho: ρ=0,. 2. 실증연구 998 Journal of Human Resources. PSID..,,,,.,., (survey mechansm). GIME(Gary Income Mantence Experment) Hausman and Wse(979). /,,, _69

5 ,,,. Beckett et al.(988) PSID 4 ( ) (Proportonal hazard model). SEO SRC. Ftzgerald et al(998) PSID(Panel Study of Incom Dynamcs) 9 ( ),,.. Lllard and Pans(998) PSID 968~988,.,. Zabel(998) PSID SIPP(Survey of Income and Program Partcpaton).,. Hll and Wlls(200) HRC(Health and Retrement Study) ~3.. (993~997 ) (993~998 ) (2000).,,.,,,. KLIPS. (2005), (2005) KLIPS ~6, (Calbraton). 70_ 노동리뷰

6 Ⅲ. KLIPS 의조사체계와표본이탈의일반적특성. 995 (997 ). 2 2 (two stage stratfed cluster samplng). 75.5%, 25.4% ~9, (face-to-face). 64.4% % ( ), 6.2% ( 2). KLIPS. _7

7 ...,,. 2 3 (retenton rate) 88% 8% ( ) < 2>, ( 406 ) < 3> 6., 0., , 5, %, 5.5%, 32.8%.,.,., %, 29.8%., ( 3). 72_ 노동리뷰

8 접촉안됨 8.7% 사망 0.7% 이민.2% 병환 0.% 합가 0.5% 기타.4% 강력거절 47.3% 이사 / 추적불가 29.8% Ⅳ. 분석결과 KLIPS,,. KLIPS (over estmaton). _73

9 (bas) (, 2002: 26).. Wooldrdge(995)., 2 IMR(Inverse Mlls Rato). &ˆ λ & t ρ... 2,. (xt, yt).,. [ 2]. (.5) (tme-constant varables) (tme-varng varables)., (t-) 00% 90% 80% 70% 60% 50% 5,000 4,378 3,895 3,505 3,275 3,087 40% 30% 20% 0% 0%,725,93,495, st wave 2nd wave 3rd wave 4th wave 5th wave 6th wave 0=Selected =Obs erved 74_ 노동리뷰

10 _75

11 ,,,,. Beckett et al.(988) (duraton dependency). < 4>.,.,..,., Pseudo R PSID Ftzgerald et al(998) (Pseudo R ~0.07 )., (,,, ).,. < <..,.,..,.,,. IMR 2. < 6> IMR (correcton)., (drop out). IMR t-test.. 76_ 노동리뷰

12 ... Ⅴ. 결론.,.., _77

13 .,.,.,..,,,.,., Ryu(200) group duraton model.. KLIPS., )..,. < 참고문헌 >, KLIPS,,, 2003.,, 6,, 2005.,,, Vol.23,, ) (2005), (2005) (Calbraton).. 78_ 노동리뷰

14 ,, 6,, 2005., 6 (2003),, 2005.,,, Beckett, Sean, Wllam Gould, Lee Lllard and Fns Welch, he Panel Study of Income Dynamcs after Fourteen Years:An Evaluaton, Journal of Labor Economcs, 6(4), 988, pp.472~492. Hausman, J. and D. Wse, Attrton Bas n Expermental and Panel Data, Econometrca, 47, 979, pp.455~473. Rdder, Geert, An Emprcal Evaluaton of Some Models for Non-Random Attrton n Panel Data, Structural Change and Economc Dynamcs, Vol.3., No.2, 992. Wooldrdge, J., Selecton Correctons for Panel Data Models under Condtonal Mean Independence Assumptons, Journal of Econometrcs, 68, 995, pp.5~32. Ryu, Keunkwan, New Approach to Attrton Problem n Longtudnal Studes, n C. Hsao, K. Mormune and J. Powell, eds., Nonlnear Statstcal Modelng, Cambrdge Unv. Press, ch.4, 200. Hll, Davd H. and J. Wlls, Robert, Reducng Panel Attrton, he Journal of Human Resources, 36(3), 200. Lllard, Lee A. and W. A. Pans, Constantjn, Panel Attrton from the PSID, he Journal of Human Resources, 33(2), 998. Zabel, Jeffrey E., An Analyss of Attrton n the PSID and the Survey of Income and Program Partcpaton, he Journal of Human Resources, 33(2), 998. Ftzgerald, John, Gottschalk, Peter and Mofftt, Robert, An Analyss of Sample Attrton n Panel Data, he Journal of Human Resources, 33(2), 998, pp.25~299. _79

15 80_ 노동리뷰

특집....,.,., (good jobs) (rent-sharing) (fairness)..... Ⅱ. 임금과생산성구조의분석모형 ) 1),,,, 2_ 노동리뷰

연공임금을다시생각한다 연공임금을다시생각한다 1) 황수경 * Ⅰ. 머리말 ().......... * (skhwang@kli.re.kr). 특집 _1 특집....,.,., (good jobs) (rent-sharing) (fairness)..... Ⅱ. 임금과생산성구조의분석모형. 1980 1) 1),,,, 2_ 노동리뷰 연공임금을다시생각한다 1990 -. Hellerstein