óÀ½ | ¼Ò°³ | ¼ö¾÷

´ÙÀ½Àº Á¶¿ø ¸í´ÜÀÔ´Ï´Ù. ¸í´Ü ÀÛ¼ºÀº °­Á¤ÇÑ ¼±»ý´ÔÀÌ ÇØÁּ̽À´Ï´Ù.

1Á¶: ±èµµÀ±, ¼­±¤¹Î, ³ëÁöÀ±
2Á¶: ±è¿ëÇö, Àü¿µ¾Æ, °­Áö¿õ
3Á¶: ¹Úº¸°æ, ¿À¹ÌÇý, ±è¼ö¿µ
4Á¶: ¹ÚÁÖ¿¬, ¿ÀÀº½Ç, ÀÌ´Ù¿î, ¹ÚÈñ¼®
5Á¶: ÀÌÈ¿¹Î, À̼±Çü, À̽žÆ, ¸®¿ë½Ä

±³Àç: Wooldridge. Introductory Econometrics. ¿¬Èñ°ü º¹»ç½Ç.

°úÁ¦ 1 (11¿ù 5ÀÏ)
Appendix A, B, CÀÇ ³»¿ë¸¦ ¹ßÇ¥ÇÏ°í ¹®Á¦¸¦ ¼ö¾÷ ½Ã°£ Áß¿¡ Ä¥ÆÇ¿¡ Ç®¾îº¸¿©¾ß ÇÕ´Ï´Ù.
°¢ Á¶¿¡¼­ ¸ðµç Á¶¿øµéÀÌ ºñ½ÁÇÑ ¾çÀÇ ¹ßÇ¥¿Í ¹®Á¦Ç®À̸¦ ÇØ¾ß ÇÕ´Ï´Ù.
ÀÌ °úÁ¦ÀÇ ¸ñÀûÀº Á¶¿ø³¢¸® ¼­·Î µµ¿Í°¡¸ç ÇöÀç±îÁö ¹è¿î °ÍµéÀ» ÃÑ º¹½ÀÇÏ´Â °ÍÀÔ´Ï´Ù.
ÀÌ °úÁ¦´Â Á¶º° °úÁ¦À̱⠶§¹®¿¡ Á¶¿ø³¢¸®´Â °°Àº grade¸¦ ¹Þ°Ô µË´Ï´Ù.
°¡´ÉÇϸé Á¶ Ȱµ¿À» ¸¹ÀÌ ÇÏ¿© ¼­·Î µµ¿òÀÌ µÇ±æ ¹Ù¶ø´Ï´Ù.

               ¹ßÇ¥                                          ¹®Á¦Ç®ÀÌ
1Á¶:      A2, A3, A4                       A1, A2, B9, B10, C7, C8
2Á¶:      A5, B1, B2                        A3, A4, B7, B8, C9, C10
3Á¶:      B3, B4, B5                        A5, A6, B5, B6, C1, C2,
4Á¶:      C1, C2, C3                        A7, A8, B3, B4, C3, C4
5Á¶:      C4, C5, C6                        A9, B1, B2, C5, C6

(extra credit) Prove the unbiasedenss of sample variance. ÀÌ ¹®Á¦¸¦ ¹Ì¸® Ç®¾î¿Í ¼ö¾÷ ½Ã°£ Áß¿¡ Ä¥ÆÇ¿¡ Áõ¸íÇÏ´Â Çлý¿¡°Ô´Â extra creditÀÌ ÁÖ¾îÁý´Ï´Ù.

½ÃÇèÀº ¸ÅÁÖ È­¿äÀÏ 7½ÃºÎÅÍ À§´ç°ü 319È£¿¡¼­ ÀְԵ˴ϴÙ. ½ÃÇè ½Ã°£Àº ¾à 2½Ã°£ Á¤µµÀÔ´Ï´Ù.
µû¶ó¼­ 11¿ù 5ÀÏ¿¡ ÅäÀÇÇÏ°Ô µÉ Appendix A, B, C¿¡ ´ëÇÑ ½ÃÇèÀº 11¿ù 11ÀÏ 7½Ã¿¡ ÀְԵ˴ϴÙ. 


Wooldridge STATA Data Set

½ÃÇè °á°ú 1 (Appendix)

. tab exam_1
exam_1 Freq. Percent Cum.
6.25 1 5.88 5.88
7.8125 1 5.88 11.76
12.5 1 5.88 17.65
14.0625 1 5.88 23.53
16.5625 1 5.88 29.41
18.125 1 5.88 35.29
20.3125 1 5.88 41.18
21.875 1 5.88 47.06
27.5 1 5.88 52.94
31.25 1 5.88 58.82
37.5 1 5.88 64.71
37.8125 1 5.88 70.59
46.875 1 5.88 76.47
48.125 1 5.88 82.35
52.5 1 5.88 88.24
64.06 1 5.88 94.12
64.6875 1 5.88 100.00
Total 17 100.00
. summ exam_1, d
exam_1
Percentiles Smallest
1% 6.25 6.25
5% 6.25 7.8125
10% 7.8125 12.5 Obs 17
25% 16.5625 14.0625 Sum of Wgt. 17
50% 27.5 Mean 31.04765
Largest Std. Dev. 18.85359
75% 46.875 48.125
90% 64.06 52.5 Variance 355.4577
95% 64.6875 64.06 Skewness .4529406
99% 64.6875 64.6875 Kurtosis 1.99472

. tab exam_2
exam_2 Freq. Percent Cum.
2.5 1 5.88 5.88
5 2 11.76 17.65
10 1 5.88 23.53
11.5 1 5.88 29.41
12.5 1 5.88 35.29
13.5 1 5.88 41.18
17.5 1 5.88 47.06
18 1 5.88 52.94
20 2 11.76 64.71
23 1 5.88 70.59
39 1 5.88 76.47
42.5 1 5.88 82.35
50 1 5.88 88.24
57.5 2 11.76 100.00
Total 17 100.00

. summ exam_2, d
exam_2
Percentiles Smallest
1% 2.5 2.5
5% 2.5 5
10% 5 5 Obs 17
25% 11.5 10 Sum of Wgt. 17
50% 18 Mean 23.82353
Largest Std. Dev. 18.33281
75% 39 42.5
90% 57.5 50 Variance 336.0919
95% 57.5 57.5 Skewness .7702658
99% 57.5 57.5 Kurtosis 2.213395


. tab we_3
we_3 Freq. Percent Cum.
16.66667 1 6.67 6.67
22 1 6.67 13.33
26.66667 1 6.67 20.00
28 1 6.67 26.67
33.33333 1 6.67 33.33
38.66667 1 6.67 40.00
40 1 6.67 46.67
46.66667 1 6.67 53.33
55.33333 1 6.67 60.00
58 1 6.67 66.67
58.66667 1 6.67 73.33
63.33333 1 6.67 80.00
66.66666 1 6.67 86.67
80 1 6.67 93.33
92 1 6.67 100.00
Total 15 100.00
. summ we_3, d
we_3
Percentiles Smallest
1% 16.66667 16.66667
5% 16.66667 22
10% 22 26.66667 Obs 15
25% 28 28 Sum of Wgt. 15
50% 46.66667 Mean 48.4
Largest Std. Dev. 21.85929
75% 63.33333 63.33333
90% 80 66.66666 Variance 477.8286
95% 92 80 Skewness .3688718
99% 92 92 Kurtosis 2.264325

4Àå ½ÃÇè
0
0
0
2.777778
5.555556
8.333333
8.333333
10
11.11111
11.11111
11.11111
11.11111
13.88889
33.33333
50
55.55556
Æò±Õ 13.7


regression partÀÇ ¼ºÀûÀº ÃÑ 4¹øÀÇ ¼ºÀû°¡¿îµ¥ °¡Àå ³ª»Û ¼ºÀû Çϳª´Â ¹ö¸®°í ³ª¸ÓÁö ¼¼ °³ÀÇ ¼ºÀûÀÇ Æò±ÕÀ¸·Î °­¼±»ý´Ô¿¡°Ô ³Ñ¾î°©´Ï´Ù.