표 5
추정결과
| | (지시함수: +, −) | (지시함수: +, −, ±) |
| (A) | (A′) | (B) | (B′) |
| 상수항 | −0.005(0.008) | −0.004(0.008) | −0.010 (0.008) | −0.008(0.008) |
| θ+ | −0.005(0.032) | −0.005(0.032) | 0.008 (0.037) | 0.005(0.037) |
| θ− | −0.074***(0.023) | −0.073***(0.023) | −0.108***(0.027) | −0.102***(0.026) |
| θ± | | | 0.021(0.037) | 0.008(0.036) |
| δ+ | 0.362***(0.102) | 0.370***(0.069) | 0.409***(0.102) | 0.387***(0.069) |
| δ− | 0.377***(0.096) | | 0.496***(0.119) | |
| δ± | | | 0.160(0.152) | |
| λ 0 + | 0.205*(0.117) | 0.206*(0.117) | 0.241***(0.111) | 0.253***(0.111) |
| λ 1 + | 0.425***(0.145) | 0.419***(0.135) | 0.378***(0.140) | 0.369***(0.132) |
| λ 0 − | 0.621***(0.109) | 0.620***(0.108) | 0.592***(0.104) | 0.576***(0.104) |
| λ 1 − | −0.044(0.129) | −0.038(0.114) | −0.134(0.139) | −0.034(0.109) |
| λ 0 ± | | | −0.951(0.630) | −0.843(0.629) |
| λ 1 ± | | | 0.116(0.641) | 0.317(0.633) |
| R ¯ 2 | 0.558 | 0.561 | 0.582 | 0.579 |
| (H0 :θ+ =θ−) | 3.019* | | 6.542** | |
| (H0 :θ− =θα;) | | | 7.915*** | |
| ( H 0 : λ 0 + = λ 0 − ) | 5.152** | | 4.473** | |
| (H0 :δ+; =θ−; =θα;) | 0.011 | | 1.520 | |
p<0.1
p<0.05
p<0.01.