フジモト　タカシ   FUJIMOTO Takashi
  藤本　髙志
   所属   大阪経済大学  経済学部 経済学科
   職種   教授
言語種別 日本語
発行・発表の年月 2012/11/15
形態種別 大学・研究所等紀要
標題 A maximizing covariation approach to age-period-cohort analysis with application to smoking behavior: Comparison of reliability with an intrinsic estimator
執筆形態 単著
掲載誌名 Osaka Keidai ronshu
掲載区分国内
出版社・発行元 Osaka University of Economics
巻・号・頁 63(4),251-268頁
著者・共著者 Takashi Fujimoto
概要 In an additive age-period-cohort model, the behavior of the dependent variable comprises separable components for the three intrinsic effects and inseparable components capturing their linear dependency. This paper proposes a constraint only on the part of the parameter vector that generates the inseparable component to solve the identification problem. This parsimonious constraint will reduce the bias because the intrinsic effects are not biased. The three effects are identified while maximizing covariation between them; consequently, the inseparable component is divided equally between the birth factor (cohort effect) and the subsequent environmental factor (age+period effect). The reliability of the identified estimator under this model was compared with that of the intrinsic estimator proposed by Fu (2000). The difference in reilaibility between the estimators in two models depends on the three effects.
ISSN 0474-7909
researchmap用URL http://www.i-repository.net/il/meta_pub/G0000031Repository_01003424