[Econometrics, ๊ณ„๋Ÿ‰๊ฒฝ์ œํ•™] ๊ณ ์ • ํšจ๊ณผ(Fixed Effect) ์‚ฌ๋ก€ ๋ถ„์„
ยท
Data Science/Econometrics
https://www.youtube.com/watch?v=UNIF-jHY2Rk๋“ค์–ด๊ฐ€๊ธฐ ์ „์—https://heesleisure.tistory.com/55 [Econometrics, ๊ณ„๋Ÿ‰๊ฒฝ์ œํ•™] ๋ฐ์ดํ„ฐ ๊ตฌ์กฐ์™€ ๊ณ ์ • ํšจ๊ณผ(Fixed Effect)https://www.youtube.com/watch?v=yZOTgQfVfxQ ๋ฐ์ดํ„ฐ ๊ตฌ์กฐCross-sectional Data : ์—ฌ๋Ÿฌ ์œ ๋‹›, ํŠน์ • ์‹œ์ ์˜ ์ •๋ณด๋ฅผ ํฌํ•จ (์„œ๋ฒ ์ด ๋“ฑ ๋ฐ์ดํ„ฐ๋ฅผ ๋ชจ์Œ)Time-Series Data : ํ•˜๋‚˜์˜ ์œ ๋‹›, ์‹œ๊ฐ„์— ๋”ฐ๋ฅธ ๋ณ€ํ™” (์ฃผ์‹ ๊ฐ€๊ฒฉ, ๊ตญ๊ฐ€์˜ Gheesleisure.tistory.com  ์ด์ „ ๊ธ€์„ ๋จผ์ € ์ฝ์–ด๋ณด์‹œ๋ฉด ์ดํ•ด๊ฐ€ ๋น ๋ฅด์‹ค ๊ฒ๋‹ˆ๋‹ค! How Fixed Effects Work for Causal Inference์–ด๋–ค ๋ฐฉ์‹์œผ๋กœ ์ž‘..
[Econometrics, ๊ณ„๋Ÿ‰๊ฒฝ์ œํ•™] ๋ฐ์ดํ„ฐ ๊ตฌ์กฐ์™€ ๊ณ ์ • ํšจ๊ณผ(Fixed Effect)
ยท
Data Science/Econometrics
https://www.youtube.com/watch?v=yZOTgQfVfxQ ๋ฐ์ดํ„ฐ ๊ตฌ์กฐCross-sectional Data : ์—ฌ๋Ÿฌ ์œ ๋‹›, ํŠน์ • ์‹œ์ ์˜ ์ •๋ณด๋ฅผ ํฌํ•จ (์„œ๋ฒ ์ด ๋“ฑ ๋ฐ์ดํ„ฐ๋ฅผ ๋ชจ์Œ)Time-Series Data : ํ•˜๋‚˜์˜ ์œ ๋‹›, ์‹œ๊ฐ„์— ๋”ฐ๋ฅธ ๋ณ€ํ™” (์ฃผ์‹ ๊ฐ€๊ฒฉ, ๊ตญ๊ฐ€์˜ GDP ๋“ฑ)Panel (longitudinal) Data : ์—ฌ๋Ÿฌ ์œ ๋‹›, ์‹œ๊ฐ„์— ๋”ฐ๋ฅธ ๋ณ€ํ™”๋™์ผํ•œ ์œ ๋‹›์— ๋Œ€ํ•ด ์‹œ๊ฐ„์— ๋”ฐ๋ฅธ ๋ณ€ํ™”๋ฅผ ๊ด€์ฐฐํ•  ์ˆ˜ ์žˆ์–ด์•ผ ํ•จ์ฆ‰, ๊ฐ ์‹œ์ ๋งˆ๋‹ค ์œ ๋‹›์ด ๋‹ค๋ฅด๊ฑฐ๋‚˜ ์œ ๋‹› ID๊ฐ€ ์—†์–ด์„œ ์ถ”์ ์ด ๋ถˆ๊ฐ€๋Šฅํ•˜๋‹ค๋ฉด? pooled cross-sectional data ๋จ  Recall How to Remove the Selection Bias ์ธ๊ณผ์ถ”๋ก ์„ ๋ฐฉํ•ดํ•˜๋Š” ์ตœ๋Œ€์˜ ์ ์€? ์„ ํƒ ํŽธํ–ฅ (Treatment๊ฐ€ ์—†๋Š” ์ƒํ™ฉ์—์„œ..