{"id":1832,"date":"2019-06-16T15:02:02","date_gmt":"2019-06-16T06:02:02","guid":{"rendered":"http:\/\/141.164.34.82\/?p=1832"},"modified":"2019-06-16T15:24:13","modified_gmt":"2019-06-16T06:24:13","slug":"%eb%82%b4%ec%83%9d%ec%84%b1endogeneity","status":"publish","type":"post","link":"http:\/\/ds.sumeun.org\/?p=1832","title":{"rendered":"\ub0b4\uc0dd\uc131(Endogeneity)"},"content":{"rendered":"

\ub0b4\uc0dd\uc131(Endogeneity)<\/h2>\n

\ub0b4\uc0dd\uc131<\/strong>\uc740 (\uc120\ud615 \ubaa8\ud615\uc5d0\uc11c) \uc124\uba85\ubcc0\uc218\uc640 \uc624\ucc28\ud56d\uc758 \uc0c1\uad00\uc774 0\uc774 \uc544\ub2cc \uacbd\uc6b0\ub97c \uc758\ubbf8\ud55c\ub2e4. \uacc4\ub7c9\uacbd\uc81c\ud559(Econometrics)\uc5d0\uc11c \uc8fc\ub85c \uc0ac\uc6a9\ud558\ub294 \uc6a9\uc5b4\uc778 \ub0b4\uc0dd\uc131<\/strong>\uc740 \uc2e4\ud5d8\uc744 \uc8fc\ub85c \ud558\ub294 \uc790\uc5f0\uacfc\ud559\uc774\ub098 \uc2ec\ub9ac\ud559\uacfc \ud559\uc0dd\ub4e4\uc740 \ub4e4\uc5b4\ubcf4\uc9c0\ub3c4 \ubabb\ud55c \uacbd\uc6b0\ub3c4 \ub9ce\uc744 \uac83\uc774\ub2e4.<\/p>\n

\ub9cc\uc57d \uc120\ud615 \ubaa8\ud615\uc774 \ub2e4\uc74c\uacfc \uac19\ub2e4\uace0 \ud558\uc790.<\/p>\n

\\[ y = \\beta_0 + \\beta_1 x_1 + \\beta_2 x_2 + \\cdots \\beta_p x_p + e\\]<\/p>\n

\uc774\ub54c \uc124\uba85\ubcc0\uc218 \\(x_i\\) \uc5d0 \ub0b4\uc0dd\uc131<\/strong>\uc774 \uc874\uc7ac\ud55c\ub2e4\ub294 \uac83\uc740 \ub2e4\uc74c\uacfc \uac19\uc774 \uc218\uc2dd\uc73c\ub85c \ub098\ud0c0\ub0bc \uc218 \uc788\ub2e4.<\/p>\n

\\[\\textrm{cov}(x_i, e) \\neq 0\\]<\/p>\n

\uc880 \ub354 \ud754\ud558\uac8c \\(\\mathbb{E}[x_i e] \\neq 0\\) \uc73c\ub85c \uc4f0\uae30\ub3c4 \ud55c\ub2e4.<\/p>\n

\uc774 \ub458\uc740 (\uac70\uc758) \uac19\uc740 \uc758\ubbf8\uc774\ub2e4. \\(\\textrm{cov}(x_i, e) = \\mathbb{E}[x_i e] – \\mathbb{E}[x_i] \\mathbb{E}[e]\\) \uc5d0\uc11c \ub9cc\uc57d \\(\\mathbb{E}[e] = 0\\) \uc774\ub77c\uba74 \\(\\textrm{cov}(x_i, e) = \\mathbb{E}[x_i e]\\) \uc774\uae30 \ub54c\ubb38\uc774\ub2e4. (\uadf8\ub9ac\uace0 \\(\\mathbb{E}[e]=0\\) \uc774\ub2e4! \ub9cc\uc57d 0\uc774 \uc544\ub2c8\ub77c\uba74 \uadf8\uac83\uc744 \uc808\ud3b8\uc5d0 \ud3ec\ud568\uc2dc\ucf1c\uc11c 0\uc73c\ub85c \ub9cc\ub4e4 \uc218 \uc788\ub2e4.)<\/p>\n

\uc774\ub54c \uc8fc\uc758\ud574\uc57c \ud55c\ub2e4! \uc704\uc758 \ubaa8\ud615\uc740 \uc778\uacfc\uad00\uacc4(causal relation)\uc744 \ub098\ud0c0\ub0b4\ub294 \ubaa8\ud615\uc774\ub2e4. \uc6b0\ub9ac\uac00 \ud754\ud788 \ubc30\uc6b0\ub294 \ub2e4\uc74c\uc758 \uc120\ud615\ubaa8\ud615\uacfc\ub294 \ub2e4\ub978\ub2e4!<\/p>\n

\\[y = \\beta_0 + \\beta_1 x_1 + \\cdots + \\beta_p x_p + e, \\ \\ e \\sim \\mathcal{N}(0, \\sigma^2)\\]
\n\\[\\mathbb{E}(y|x_1, x_2, \\cdots, x_p) = \\beta_0 + \\beta_1 x_1 + \\cdots + \\beta_p x_p \\] <\/p>\n

\uc608\uce21 \ubaa8\ud615 vs. \uc778\uacfc \uad00\uacc4(\uc6d0\uc778-\uacb0\uacfc) \ubaa8\ud615<\/h1>\n

\uc704\uc758 \uc120\ud615 \uad00\uacc4 \ubaa8\ud615\uc740 \uc6b0\ub9ac\uac00 \uad00\uc2ec\uc744 \uac00\uc9c0\uace0 \uc788\ub294 \uc124\uba85 \ubcc0\uc218 \\(x_i\\) \uac00 \uc2e4\ud5d8\uc0c1\ud669\uc5d0\uc11c \ubb34\uc791\uc704\ub85c \ubc30\uc815\ud55c \uacbd\uc6b0\uc77c \ub54c \uc778\uacfc\uad00\uacc4\ub97c \ub098\ud0c0\ub0b8\ub2e4. (\uc774\ub807\uac8c \ubb34\uc791\uc704\ub85c \ubc30\uc815\ud55c \uacbd\uc6b0 \ud655\ub960\uc801\uc73c\ub85c \\(x_i\\) \uc640 \\(e\\) \ub294 \uc11c\ub85c \ub3c5\ub9bd\uc774 \ub41c\ub2e4.) \ud754\ud788 \ud558\ub294 \uac00\uc7a5 \ub2e8\uc21c\ud55c \uc2e4\ud5d8\uc778 \uc2e4\ud5d8\uad70\uacfc \ub300\uc870\uad70\uc744 \ube44\uad50\ud558\ub294 \uc2e4\ud5d8 \uc790\ub8cc\ub97c \uc0dd\uac01\ud574\ubcf4\uc790. \uc2e4\ud5d8\uad70 \uc5ec\ubd80\ub97c \ub098\ud0c0\ub0b4\ub294 \uc124\uba85 \ubcc0\uc218(\uc774\ub7f0 \uacbd\uc6b0\uc5d0\ub294 \ub3c5\ub9bd \ubcc0\uc218<\/strong>\ub77c\uace0 \uc4f0\uae30\ub3c4 \ud55c\ub2e4) \\(x_i\\) \uc758 \uacc4\uc218\ub294 \ub300\uc870\uad70\uc758 \uc870\uac74\uc744 \uc2e4\ud5d8\uad70\uc758 \uc870\uac74\uc744 \ubc14\uafc8\uc5d0 \ub530\ub77c\uc11c \ub098\ud0c0\ub098\ub294 \uacb0\uacfc \ubcc0\uc218\uc758 \ucc28\uc774\ub97c \ub098\ud0c0\ub0b8\ub2e4. \ub2e4\uc2dc \ud55c \ubc88 \uc815\ud655\ud558\uac8c \ub9d0\ud574\ubcf4\uc790. \\(x_i\\) \uc758 \uacc4\uc218\ub294 \ub3d9\uc77c\ud55c \uac1c\uccb4\uc758 \uc2e4\ud5d8 \uc870\uac74\uc744 \ubc14\uafc8\uc5d0 \ub530\ub77c \uc608\uc0c1\ub418\ub294 \uacb0\uacfc \ubcc0\uc218\uc758 \ubcc0\ud654\ub7c9\uc744 \ub098\ud0c0\ub0b8\ub2e4.<\/p>\n

\ud558\uc9c0\ub9cc \uad00\ucc30 \uc790\ub8cc\uc5d0 \ub300\ud574 \uc120\ud615\ud68c\uadc0\ubd84\uc11d\uc744 \ud588\uc744 \uacbd\uc6b0\uc5d0\ub294 \uc5b4\ub5a4 \uc124\uba85 \ubcc0\uc218 \\(x_i\\) \uc758 \uacc4\uc218\ub294 \uc6d0\uc778-\uacb0\uacfc(\uc778\uacfc) \uad00\uacc4\ub97c \ub098\ud0c0\ub0b4\uc9c0 \ubabb\ud55c\ub2e4. \ub2e8\uc9c0 \ubaa8\uc9d1\ub2e8\uc5d0\uc11c \ud68c\uadc0 \ubaa8\ud615\uc758 \ub2e4\ub978 \ubcc0\uc218\ub4e4\uc740 \ub3d9\uc77c\ud558\uc9c0\ub9cc \ud2b9\uc815\ud55c \uc124\uba85 \ubcc0\uc218 \\(x_i\\) \ub294 1\ub9cc\ud07c \ud070 \ub2e4\ub978<\/strong> \uac1c\uccb4\ub97c \uad00\ucc30\ud588\uc744 \ub54c \uc608\uc0c1\ud560 \uc218 \uc788\ub294 \uacb0\uacfc \ubcc0\uc218\uc758 \ucc28\uc774\ub97c \ub098\ud0c0\ub0b8\ub2e4.<\/p>\n

\uc774 \ub458\uc758 \ucc28\uc774\ub294 \uc2ec\uc624\ud558\uace0\ub3c4 \uc5b8\ub73b \uc774\ud574\ud558\uae30 \uc5b4\ub835\uc9c0\ub9cc, \ub0b4\uc0dd\uc131<\/strong>\uc744 \uc774\ud574\ud558\ub294 \ud575\uc2ec\uc774\ub2e4!<\/p>\n

Pearl\uc758 \ud45c\uae30\ubc95\uc744 \ub530\ub978\ub2e4\uba74, \uccab \ubc88\uc9f8 \uacc4\uc218\uc640 \ub450 \ubc88\uc9f8 \uacc4\uc218\ub294 \ub2e4\uc74c\uacfc \uac19\uc774 \ub098\ud0c0\ub0bc \uc218 \uc788\ub2e4. (Pearl\uc744 \uc77d\uc740\uc9c0 \uc624\ub798\ub77c \ud655\uc2e4\ud558\uc9c4 \uc54a\ub2e4.)<\/p>\n

    \n
  • \uccab \ubc88\uc9f8 \uacc4\uc218 : \\(\\beta_i = \\mathbb{E}[y | x_1, \\cdots, \\mathrm{do}(x_i \\leftarrow \\xi + 1), \\cdots, x_p] – \\mathbb{E}[y | x_1, \\cdots, x_i=\\xi, \\cdots, x_p]\\)<\/li>\n
  • \ub450 \ubc88\uc9f8 \uacc4\uc218 : \\(\\beta_i = \\mathbb{E}[y | x_1, \\cdots, x_i+1, \\cdots, x_p] – \\mathbb{E}[y | x_1, \\cdots, x_i, \\cdots, x_p]\\) <\/li>\n<\/ul>\n

    \uc608\uce21 \ubaa8\ud615\uacfc \uc778\uacfc\uad00\uacc4 \ubaa8\ud615\uc758 \ucc28\uc774 : \uc870\uac74\ubd80 \uc624\ucc28\ud56d \ud3c9\uade0<\/h2>\n

    \ub0b4\uac00 \uac00\uc7a5 \uc774\ud574\ud558\uae30 \uc5b4\ub824\uc6e0\ub358 \uac83\uc740 \uc0ac\uc2e4 \ub0b4\uc0dd\uc131\uc758 \uc815\uc758\ub77c\uace0 \ud560 \uc218 \uc788\ub294 \\(\\textrm{cov}(x_i, e) \\neq 0\\) \uc600\ub2e4.<\/p>\n

    \uac00\uc7a5 \uae30\ubcf8\uc801\uc778 \uc120\ud615 \ud68c\uadc0\ubaa8\ud615\uc5d0 \ub530\ub974\uba74, \\(y = \\beta_0 + \\beta_1 x_1 + e\\) \uc5d0\uc11c \\(e \\sim \\mathcal{N}(0, \\sigma^2)\\) \uc774\uae30 \ub54c\ubb38\uc5d0 \\(e\\) \ub294 \\(\\mathbb{E}[e]=0\\) \uc774\uace0, \\(\\mathbb{E}[e|x_1]=0\\) \uc774\ub2e4. \ub450 \ubc88\uc9f8 \uc218\uc2dd\uc740 \uc5b4\ub5a0\ud55c \\(x_1\\) \uc5d0 \ub300\ud574\uc11c\ub3c4 \\(e\\) \uc758 \uc870\uac74\ubd80 \ud3c9\uade0\uc740 0\uc784\uc744 \uc758\ubbf8\ud55c\ub2e4.<\/p>\n

    \ud558\uc9c0\ub9cc \\(\\textrm{cov}(e, x_i) \\neq 0\\) \uc774\ub77c\uba74 \uc598\uae30\ub294 \ub2ec\ub77c\uc9c4\ub2e4. \ub9cc\uc57d \uacf5\ubd84\uc0b0\uc774 \uc591\uc774\ub77c\uba74, \\(x_i\\) \uac00 \ud3c9\uade0\ubcf4\ub2e4 \ud070 \uacbd\uc6b0\uc5d0 \\(e\\) \ub294 \ud3c9\uade0\ubcf4\ub2e4 \ud070 \uacbd\ud5a5\uc744 \ubcf4\uc778\ub2e4. \ub2e4\uc2dc \ub9d0\ud574 \ud3c9\uade0\ubcf4\ub2e4 \ud070 \\(x_i\\) \uc5d0 \ub300\ud574 \\(\\mathbb{E}[e | x_i]\\) \ub294 0\ubcf4\ub2e4 \ud074 \ud655\ub960\uc774 \ub192\ub2e4!<\/p>\n

    \uadfc\ub370 \uacc4\uc218 \ucd94\uc815\uc740 \\(\\mathbb{E}[e | x_i]=0\\) \uc744 \uac00\uc815\ud558\uc9c0 \uc54a\ub294\uac00? <\/p>\n

    \uc778\uacfc \uad00\uacc4 \ubaa8\ud615\uc5d0\uc11c\uc758 \uc870\uac74\ubd80 \uc624\ucc28\ud56d \ud3c9\uade0\uc740 0\uc774 \uc544\ub2d0 \uc218 \uc788\ub2e4.<\/h3>\n

    \uc774\ub294 \uc778\uacfc \uad00\uacc4 \ubaa8\ud615\uacfc \uc608\uce21 \ubaa8\ud615\uc744 \uba85\uc2dc\uc801<\/strong>\uc73c\ub85c \uad6c\ubcc4\ud558\uc5ec \uc598\uae30\ud558\uc9c0 \uc54a\uc544\uc11c \uc77c\uc5b4\ub098\ub294 \ud63c\ub3d9\uc774\ub2e4. \uc778\uacfc\uad00\uacc4 \ubaa8\ud615\uc5d0\uc11c \uc624\ucc28\ud56d \\(e\\) \ub294 \uc778\uacfc\uad00\uacc4\ub97c \uc81c\uc678\ud558\uace0 \uacb0\uacfc \ubcc0\uc218\ub97c \uacb0\uc815\uc9d3\ub294 \ubaa8\ub4e0 \ubd80\ubd84\uc744 \uc758\ubbf8\ud55c\ub2e4. \ub530\ub77c\uc11c \\(\\mathbb{E}[e | x_1, x_2, \\cdots, x_p]\\) \ub294 0\uc774 \uc544\ub2d0 \uc218\ub3c4 \uc788\ub2e4.<\/p>\n

    \ub2e4\uc74c\uc758 \uc608\uc2dc\ub97c \ubcf4\uc790.<\/p>\n

    \uc608\uc2dc: \ub18d\uad6c \uc120\uc218\uc758 \uae30\ub7c9<\/h4>\n

    \uc608\ub97c \ub4e4\uc5b4 \uc5b4\ub5a4 \ub18d\uad6c \uc120\uc218\uc758 \uae30\ub7c9\uc774 \ud0a4\uc640 \uadfc\ub825\uc73c\ub85c \uacb0\uc815\ub09c\ub2e4\uace0 \uc0dd\uac01\ud574\ubcf4\uc790. (\uc774\ub294 \uc778\uacfc\uad00\uacc4 \ubaa8\ud615\uc774\ub2e4.) <\/p>\n

    \\[\\textrm{ability} = \\beta_0 + \\beta_1 \\textrm{height} + \\beta_2 \\textrm{power} + e\\]<\/p>\n

    \uc5ec\uae30\uc11c \ud0a4( \\(\\textrm{height}\\) )\uacfc \uadfc\ub825( \\(\\textrm{power}\\) )\uc740 \uc0c1\uad00\uad00\uacc4\uac00 \uc788\ub2e4. \uadf8\ub9ac\uace0 \uc778\uacfc\uc801\uc73c\ub85c \ubcfc \ub54c \uc774\ub294 \uacf5\ud1b5\uc758 \uc720\uc804\uc790( \\(\\textrm{gene}\\) )\uac00 \ud0a4\uc640 \uadfc\ub825\uc5d0 \uad00\uacc4\ud558\uae30 \ub54c\ubb38\uc774\ub2e4. \uc774 \uc720\uc804\uc790\uc5d0 \uc758\ud574 \ud070 \ud0a4\uc758 \uc120\uc218\ub294 \ub300\uccb4\ub85c \uadfc\ub825\ub3c4
    \n\ud3c9\uade0\ubcf4\ub2e4 \uac15\ud55c \uacbd\ud5a5\uc774 \uc788\ub2e4.<\/p>\n

    \uc774\ub7f0 \uc0c1\ud669\uc5d0\uc11c \uae30\ub7c9( \\(\\textrm{ability}\\) )\uc5d0 \ub300\ud574 \uc778\uacfc\uad00\uacc4 \ubaa8\ud615\uc744 \ud0a4( \\(\\textrm{height}\\) )\ub9cc\uc744 \uc0ac\uc6a9\ud574\uc11c \ub098\ud0c0\ub0b4\uba74 \ub2e4\uc74c\uacfc \uac19\ub2e4.<\/p>\n

    \\[\\textrm{ability} = \\beta_0 + \\beta_1 \\textrm{height} + e’\\]<\/p>\n

    \uadf8\ub9ac\uace0 \uc704\uc758 \uc2dd\uc5d0\uc11c \\(e’\\) \ub294 \uc55e \uc120 \uc2dd\uc5d0\uc11c \\(\\beta_2 \\textrm{power} + e\\) \uc640 \uac19\ub2e4. \uc55e\uc5d0\uc11c \uadfc\ub825\uc740 \ud0a4\uc640 \uc0c1\uad00 \uad00\uacc4\uac00 \uc788\ub2e4\uace0 \ud588\uc73c\ubbc0\ub85c, \uc778\uacfc\uad00\uacc4 \ubaa8\ud615 \\(\\textrm{ability} = \\beta_0 + \\beta_1 \\textrm{height} + e’\\) \uc5d0\uc11c \uc124\uba85\ubcc0\uc218 \\(\\textrm{height}\\) \uc640 \uc624\ucc28\ud56d \\(e’\\) \uc5d0\ub294 \uc0c1\uad00\uad00\uacc4\uac00 \uc874\uc7ac\ud55c\ub2e4.<\/p>\n

    \ub9cc\uc57d \ub3d9\uc77c\ud55c \uc790\ub8cc\ub97c \uc608\uce21 \ubaa8\ud615\uc73c\ub85c \ub098\ud0c0\ub0b4\uba74 \ub2e4\uc74c\uacfc \uac19\ub2e4.<\/p>\n

    \\[\\textrm{ability} = \\beta_0 + {\\beta_1}‘ \\textrm{height} + {e’}‘\\]<\/p>\n

    \uc5ec\uae30\uc11c \\({e’}‘\\) \ub294 \uc55e\uc758 \\(e\\) \ub610\ub294 \\(e’\\) \uacfc \ub2e4\ub978 \uac12\uc744 \ub098\ud0c0\ub0b4\uae30 \ub9c8\ub828\uc774\uace0, \\(\\beta_1’\\) \uc5ed\uc2dc \\(\\beta_1\\) \ubcf4\ub2e4 \ucee4\uc9c0\ub294 \uacbd\ud5a5\uc774 \uc788\ub2e4. (\uc5ec\uae30\uc11c\ub294 \ud0a4\uc640 \uadfc\ub825\uc774 \uc591\uc758 \uc0c1\uad00\uad00\uacc4\ub97c \uac00\uc9c4\ub2e4\ub294 \uac00\uc815\uc744 \ud558\uc600\ub2e4.) \uc65c\ub0d0\ud558\uba74 \uc778\uacfc\uad00\uacc4 \ubaa8\ud615 \\(\\textrm{ability} = \\beta_0 + \\beta_1 \\textrm{height} + \\beta_2 \\textrm{power} + e\\) \uc5d0 \ub530\ub974\uba74 \uae30\ub7c9\uc740 \ud0a4\uc640 \uadfc\ub825\uc5d0 \uc758\ud574 \uc88c\uc6b0\ub418\ub294\ub370, \ud0a4\uac00 \ud070 \uc0ac\ub78c\ub4e4\uc740 \uadfc\ub825\ub3c4 \uac15\ud558\uae30 \ub54c\ubb38\uc5d0 \ud0a4\uc758 \ud5a5\uc0c1( \\(\\beta_1\\) )\uacfc \uadfc\ub825 \ud5a5\uc0c1( \\(\\beta_2\\) )\uc5d0 \ub530\ub978 \uae30\ub7c9 \ud5a5\uc0c1\uc758 \ud6a8\uacfc\ub97c \ubaa8\ub450 \ub204\ub9ac\uae30 \ub54c\ubb38\uc774\ub2e4. \ud558\uc9c0\ub9cc \uc5b4\ub5a4 \uc0ac\ub78c\uc774 \ud0a4\ub9cc\uc744 \uc99d\uac00\uc2dc\ucf30\uc744 \ub54c \uae30\ub300\ub418\ub294 \uae30\ub7c9\uc758 \ud5a5\uc0c1\uc740 \\(\\beta_1\\) \ubfd0\uc774\ub2e4(\uc5ec\uae30\uc11c\ub294 \uc778\uc704\uc801\uc73c\ub85c \ud0a4\ub97c \uc99d\uac00\uc2dc\ud0a4\ub294 \ubc29\ubc95\uc774 \uc788\ub2e4\uace0 \uac00\uc815\ud558\uc600\ub2e4. \ud0a4\ub192\uc774 \ub18d\uad6c\ud654\ub77c\ub358\uc9c0…).<\/p>\n

    \ubc31\ubb38\uc774 \ubd88\uc5ec\uc77c\uacac\uc774\ub77c\uace0 \ub2e4\uc74c\uc758 \uc2dc\ubbac\ub808\uc774\uc158\uc744 \ubcf4\uc790.<\/p>\n

    set.seed(1)\nN <- 1000\ngene <- rnorm(N)\npower <- gene + rnorm(N)\nheight <- 180 + 5*gene + rnorm(N)\nability <- power + height\/10 + rnorm(N)\nsummary(lm(ability ~ height)) # \uc608\uce21 \ubaa8\ud615\n<\/code><\/pre>\n
    ## \n## Call:\n## lm(formula = ability ~ height)\n## \n## Residuals:\n##     Min      1Q  Median      3Q     Max \n## -5.1616 -1.0461 -0.0145  1.0365  5.0071 \n## \n## Coefficients:\n##              Estimate Std. Error t value Pr(>|t|)    \n## (Intercept) -35.56398    1.59503  -22.30   <2e-16 ***\n## height        0.29756    0.00886   33.59   <2e-16 ***\n## ---\n## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n## \n## Residual standard error: 1.491 on 998 degrees of freedom\n## Multiple R-squared:  0.5306, Adjusted R-squared:  0.5301 \n## F-statistic:  1128 on 1 and 998 DF,  p-value: < 2.2e-16\n<\/pre>\n
    summary(lm(ability ~ height + power)) # \uc6d0\uc778 \uacb0\uacfc \ubaa8\ud615\n<\/code><\/pre>\n
    ## \n## Call:\n## lm(formula = ability ~ height + power)\n## \n## Residuals:\n##     Min      1Q  Median      3Q     Max \n## -3.2322 -0.7124 -0.0099  0.7173  3.0623 \n## \n## Coefficients:\n##              Estimate Std. Error t value Pr(>|t|)    \n## (Intercept) -0.372789   1.551017   -0.24     0.81    \n## height       0.102167   0.008614   11.86   <2e-16 ***\n## power        1.013926   0.031168   32.53   <2e-16 ***\n## ---\n## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n## \n## Residual standard error: 1.039 on 997 degrees of freedom\n## Multiple R-squared:  0.7723, Adjusted R-squared:  0.7718 \n## F-statistic:  1691 on 2 and 997 DF,  p-value: < 2.2e-16\n<\/pre>\n
    \uc704\uc758 \uacb0\uacfc\ub97c \ubcf4\uba74 \uc608\uce21 \ubaa8\ud615\uc5d0\uc11c \\(\\textrm{height}\\) \uc758 \uacc4\uc218\ub294 \uc6d0\uc778-\uacb0\uacfc \ubaa8\ud615\uc758 \ucc38\uacc4\uc218 0.1\uc744  \uacfc\ub300 \ucd94\uc815\ud558\uace0 \uc788\uc744 \ubcfc \uc218 \uc788\ub2e4. \ud558\uc9c0\ub9cc \ub450 \ubc88\uc9f8 \uacb0\uacfc\ub97c \ubcf4\uba74 \uc124\uba85\ubcc0\uc218\ub85c \\(\\textrm{ability}\\) \ub97c \ucd94\uac00\ud588\uc744 \uacbd\uc6b0\uc5d0\ub294 \ub3d9\uc77c\ud55c \ucd94\uc815\ubc29\ubc95(OLS; Ordinary Least Squares)\uc744 \uc0ac\uc6a9\ud558\uc600\uc9c0\ub9cc \uc6d0\uc778-\uacb0\uacfc \ubaa8\ud615\uc758 \uacc4\uc218\ub97c \uac70\uc758 \uc815\ud655\ud558\uac8c \ucd94\uc815\ud558\uace0 \uc788\uc74c\uc744 \ubcfc \uc218 \uc788\ub2e4.<\/p>\n
    \"\"\/<\/p>\n
    \uc911\uac04 \uc815\ub9ac<\/h3>\n
    \uc774 \uae00\uc758 \ud575\uc2ec\uc740 \ub2e4\uc74c\uacfc \uac19\ub2e4. <\/p>\n
    \uad00\ucc30 \uc790\ub8cc\uc5d0\uc11c \uc6d0\uc778-\uacb0\uacfc \ubaa8\ud615\uc758 \uacc4\uc218\ub97c \ucd94\uc815\ud558\ub824\uba74 \ub0b4\uc0dd\uc131\uc774 \uc5c6\uc5b4\uc57c \ud55c\ub2e4.<\/strong><\/p>\n
    \uadf8\ub9ac\uace0 \uc2e4\ud5d8\uc744 \uc8fc\ub85c \ud558\ub294 \ud559\uacfc\uc5d0\uc11c \ub0b4\uc0dd\uc131<\/strong>\uc5d0 \ud070 \uc8fc\uc758\ub97c \uc8fc\uc9c0 \uc54a\ub294 \uc774\uc720\ub294 \uc8fc\ub85c \ub2e4\ub8e8\ub294 \uc790\ub8cc\uac00 \uc2e4\ud5d8 \uc790\ub8cc\uc774\uae30 \ub54c\ubb38\uc774\ub2e4. \uc2e4\ud5d8 \uc790\ub8cc\uc5d0\uc11c\ub294, \ud2b9\ud788 \ubb34\uc791\uc704 \ub300\uc870\uad70 \uc5f0\uad6c\ub97c \ud558\uc600\ub2e4\uba74, \ub0b4\uc0dd\uc131\uc774 \uc874\uc7ac\ud560 \uac00\ub2a5\uc131\uc774 \uc801\uae30 \ub54c\ubb38\uc774\ub2e4.<\/p>\n
    \ubc18\uba74, \uacbd\uc81c\ud559\ucc98\ub7fc \uad00\ucc30 \uc790\ub8cc\ub97c \ud1b5\ud574 \uc778\uacfc \uad00\uacc4 \ubaa8\ud615\uc744 \ucd94\uc815\ud558\ub294 \uacf3\uc5d0\uc11c\ub294 \ub0b4\uc0dd\uc131\uc744 \ud6a8\uacfc\uc801\uc73c\ub85c \ub300\ucc98\ud560 \uc218 \uc788\ub294 \ubc29\ubc95\uc774 \ud544\uc218\uc801\uc774\ub2e4.<\/p>\n
    \ub0b4\uc0dd\uc131\uc774 \ub300\ucc98\ud558\ub294 \ubc29\ubc95<\/h2>\n
      \n
    • \uc704\uc5d0\uc11c \uc778\uacfc \uad00\uacc4\uac00 \uc788\ub294 \ubaa8\ub4e0 \ubcc0\uc218(\ud0a4, \uadfc\ub825)\uc744 \ubaa8\ub450 \ud68c\uadc0 \ubaa8\ud615\uc5d0 \ub123\uc740 \uac83\ucc98\ub7fc \uad00\ub828\ub41c \ud1b5\uc81c \ubcc0\uc218\ub97c \ud68c\uadc0 \ubaa8\ud615\uc5d0 \ucd94\uac00\ud55c\ub2e4.<\/li>\n
    • \ub3c4\uad6c \ubcc0\uc218(Instrumental Variable)\uc744 \ud65c\uc6a9\ud55c\ub2e4. \uc5ec\uae30\uc11c \ub3c4\uad6c \ubcc0\uc218\ub780 \ub0b4\uc0dd\uc131 \uc788\ub294 \uc124\uba85\ubcc0\uc218\uc640 \uc0c1\uad00\uad00\uacc4\uac00 \uc788\uc9c0\ub9cc, \uc624\ucc28\ud56d\uacfc\ub294 \uc0c1\uad00\uad00\uacc4\uac00 \uc5c6\ub294 \ubcc0\uc218\ub97c \uc758\ubbf8\ud55c\ub2e4.<\/li>\n
    • SEM(Structural Equation Modeling) \ub610\ub294 GSEM(Generalized Structural Equation Modeling)\uc744 \ud65c\uc6a9\ud558\uc5ec \uc624\ucc28 \uc0c1\uad00\uc744 \ubaa8\ud615\ud654\ud55c\ub2e4.<\/li>\n
    • GMM(Generalized Method of Moments)\ub97c \ud65c\uc6a9\ud55c\ub2e4.<\/li>\n<\/ul>\n
      \uc815\ub9ac\/\uc694\uc57d<\/h4>\n
        \n
      1. \n
        \uc778\uacfc\uad00\uacc4 \ubaa8\ud615\uacfc \uc608\uce21 \ubaa8\ud615\uc740 \ub2e4\ub974\ub2e4! \ud2b9\ud788 \uc624\ucc28\ud56d<\/strong>\uc774 \ub2e4\ub974\ub2e4. \uc778\uacfc\uad00\uacc4 \ubaa8\ud615\uc5d0\uc11c \uc624\ucc28\ud56d\uc740 \uc778\uacfc \uad00\uacc4\ub85c \uc124\uba85\ub418\ub294 \ubd80\ubd84\uc744 \uc81c\uc678\ud55c \ubaa8\ub4e0 \ubd80\ubd84<\/strong>\uc774\ub2e4. \ubc18\uba74 \uc608\uce21\ubaa8\ud615\uc5d0\uc11c\ub294 \uc624\ucc28\ud56d\uc740  \uc124\uba85\ubcc0\uc218\ub85c \uc608\uce21\ud560 \uc218 \uc788\ub294 \ubd80\ubd84\uc744 \uc81c\uc678\ud55c \ubaa8\ub4e0 \ubd80\ubd84<\/strong>\uc774\ub2e4. <\/p>\n<\/li>\n
      2. \n
        \uc778\uacfc\uad00\uacc4 \ubaa8\ud615\uc5d0\uc11c \uc778\uacfc \uad00\uacc4 \ubcc0\uc218\uc640 \uc624\ucc28\ud56d\uc5d0 \uc0c1\uad00\uc774 \uc788\uc744 \ub54c \uadf8 \ubcc0\uc218\uc5d0 \ub0b4\uc0dd\uc131(Endogeneity)<\/strong>\uc774 \uc874\uc7ac\ud55c\ub2e4\uace0 \ud55c\ub2e4. \ub0b4\uc0dd\uc131\uc740 \ub2e4\uc74c\uacfc \uac19\uc774 \uc815\uc758\ud55c\ub2e4. \uc778\uacfc\uad00\uacc4 \ubcc0\uc218 \\(x_i\\) \uc5d0 \ub300\ud574, \\(\\textrm{cov}(x_i, e) \\neq 0\\) .<\/p>\n<\/li>\n
      3. \n
        \uad00\ucc30 \uc790\ub8cc\ub97c \ud1b5\ud574 \uc778\uacfc\uad00\uacc4 \ubaa8\ud615\uc744 \ucd94\uc815\ud560 \ub54c\uc5d0 OLS\ub97c \uc0ac\uc6a9\ud558\uba74 \ub0b4\uc0dd\uc131(Endogeneity)<\/strong>\uc5d0 \uc758\ud574 \uc778\uacfc\uad00\uacc4\ub97c \uacfc\ub300\/\uacfc\uc18c \ucd94\uc815\ud560 \uc218\ub3c4 \uc788\ub2e4<\/strong>. <\/p>\n<\/li>\n<\/ol>\n","protected":false},"excerpt":{"rendered":"
        \ub0b4\uc0dd\uc131(Endogeneity) \ub0b4\uc0dd\uc131\uc740 (\uc120\ud615 \ubaa8\ud615\uc5d0\uc11c) \uc124\uba85\ubcc0\uc218\uc640 \uc624\ucc28\ud56d\uc758 \uc0c1\uad00\uc774 0\uc774 \uc544\ub2cc \uacbd\uc6b0\ub97c \uc758\ubbf8\ud55c\ub2e4. \uacc4\ub7c9\uacbd\uc81c\ud559(Econometrics)\uc5d0\uc11c \uc8fc\ub85c \uc0ac\uc6a9\ud558\ub294 \uc6a9\uc5b4\uc778 \ub0b4\uc0dd\uc131\uc740 \uc2e4\ud5d8\uc744 \uc8fc\ub85c \ud558\ub294 \uc790\uc5f0\uacfc\ud559\uc774\ub098 \uc2ec\ub9ac\ud559\uacfc \ud559\uc0dd\ub4e4\uc740 \ub4e4\uc5b4\ubcf4\uc9c0\ub3c4 \ubabb\ud55c \uacbd\uc6b0\ub3c4 \ub9ce\uc744 \uac83\uc774\ub2e4. \ub9cc\uc57d \uc120\ud615 \ubaa8\ud615\uc774 \ub2e4\uc74c\uacfc \uac19\ub2e4\uace0 \ud558\uc790. \\[ y = \\beta_0 + \\beta_1 x_1 + \\beta_2 x_2 + \\cdots \\beta_p x_p + e\\] \uc774\ub54c \uc124\uba85\ubcc0\uc218 \\(x_i\\) \uc5d0 \ub0b4\uc0dd\uc131\uc774 \uc874\uc7ac\ud55c\ub2e4\ub294 […]<\/p>\n","protected":false},"author":1,"featured_media":1831,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[146,319],"tags":[334,333,321,338,335,336,337],"jetpack_featured_media_url":"http:\/\/ds.sumeun.org\/wp-content\/uploads\/2019\/06\/lm_04_endogeneity.png","_links":{"self":[{"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/posts\/1832"}],"collection":[{"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1832"}],"version-history":[{"count":10,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/posts\/1832\/revisions"}],"predecessor-version":[{"id":1842,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/posts\/1832\/revisions\/1842"}],"wp:featuredmedia":[{"embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=\/wp\/v2\/media\/1831"}],"wp:attachment":[{"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1832"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1832"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/ds.sumeun.org\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1832"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}