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統計的因果推論勉強会第5回
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Hikaru Goto
October 29, 2016
Research
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統計的因果推論勉強会第5回
経営学系統計エンドユーザーのための統計的因果推論勉強会の第5回目です。これは公開用です。
Hikaru Goto
October 29, 2016
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Transcript
ܦӦֶܥ ౷ܭΤϯυϢʔβʔͷͨΊͷ ౷ܭతҼՌਪ ษڧձ ୈ5ճ 201610݄29 @hikaru1122 1
ษڧձͷϞοτʔ • ݚڀྗΛΞοϓ͠Α͏ɻ • ҼՌਪͷߟ͑ํɾ͍ํΛʹ͚ͭΑ͏ɻ • ֶతͳ͜ͱʹߦ͔ͳ͍ɻ 2
ຊͷൣғ • ٶຊɹୈ5ষ 81ʙ88ทʮόοΫυΞج४ʯ • ຊɹୈ4ষʮڞมྔબͱແࢹͰ͖ͳ͍ܽଌ 3
ຊͷత • ౷ܭతҼՌਪ͕ٻΊΒΕΔ݅ΛΔɻ • ҼՌޮՌΛٻΊΔͨΊͷڞมྔͷબͼํΛΔɻ • R ʹগ͠׳ΕΔɻ 4
ࠓͷ͓ଋ • ͕ݪҼมʢׂɾׂॲཧʣ • ͕݁Ռม • ͕ڞมྔʢަབྷҼࢠʣ 5
ͳͥڞมྔʹ͢Δͷ͔ʁ • ͔Β ͷҼՌޮՌΛΓ͍ͨͷʹɼଞͷཁૉ ͕มͳӨڹΛٴ΅͍ͯ͠Δ͔͠Εͳ͍ɻ • ͦΕΛίϯτϩʔϧͯ͠ɼ ͷ͚ؔͩΛ Γ͍ͨʂ 6
7
ࠓͷٶຊʮόοΫυΞج४ʯ • ճؼੳͷͱ͖ɼೖ͖͢આ໌มΛஅͰ͖ ΔΑ͏ʹͳΔɻ • όοΫυΞج४Λຬͨͨ͠มΛ͑ɼٖ૬ؔ ΛίϯτϩʔϧͰ͖Δɻຬ͍ͨͯ͠ͳ͍มΛ ͑ɼຊདྷͷҼՌޮՌ͕Θ͔Βͳ͘ͳΔɻ 8
όοΫυΞج४1 ࠓͷٶຊ͜Ε͚ͩͰेͰ͢ɻ • ΑΓ্ྲྀʹ͋Δɻதؒʹ͋Δͷμϝɻ • ͱ ͷ߹ྲྀͰͳ͍ɻ •
Λܦ༝͠ͳ͍ҹͰ ʹӨڹ͍ͯ͠Δɻ 1 ٶຊ 82,85ทͱྛɾࠇʢ2016ʣΛࢀߟʹ࡞ɻΑΓݫີͳఆٛٶຊΛࢀরͷ͜ͱɻ 9
ճؼੳΛ͢Δͱ͖ʹେͳ͜ͱ • ҼՌߏΛਤʹͯ͠ඳ͍ͯΈΔɻ • ੳʹ͍͍ͨݪҼมҎ֎ͷม͕όοΫυΞ ج४Λຬ͔ͨ͢ݕ౼͢Δɻ • ੳΛ࣮ߦʂ 10
όοΫυΞج४Λຬͨ͢ ͲΕʁ2 2 ྛɾࠇʢ2016ʣ͔ΒҾ༻ɻ͑ͱৄ͍͠ղઆͦͪΒΛࢀরɻ 11
12
13
ࠓͷຊʮڞมྔͷબʯ • ڞมྔʹείΞΛٻΊΔͱ͖ʹ͏આ໌ม • ݪҼมͱ݁ՌมʹӨڹΛ༩͑Δڞมྔͨ͘ ͞Μ͋ΔɻͲΕΛબ͍͍ͷʁ • ʮόοΫυΞج४ͳΜͯ͑ͳ͍͚Ͳͳʙʯ ʢ120ทʣ •
ͱݴ͑ɼࢲͨͪ͏ײతʹਤ4.1ͷҙຯΛ ཧղͰ͖Δʢ119ทʣɻ 14
15
ڞมྔͷબͼํ • ݁Ռมʹؔ࿈ʹࢥΘΕΔมɼதؒมͰ͋ Δ͜ͱʹҙ͠ͳ͕ΒɼͳΔ͘ଟ͘ೖ͢Δɻ • ਤ4.1ͷʢ̲ʣೖΕΔͱΑ͍ɼͱݴ͍ͬͯΔɻ • Γ͍ͨͷҼՌޮՌɻภճؼʹ͋·Γڵ ຯͳ͍ʢଟॏڞઢੑؾʹ͠ͳ͍ʣɻ •
͜Ε͕ٶຊͱͷҧ͍ɻ 16
ڧ͘ແࢹͰ͖ΔׂΓͯ݅ • ڞมྔௐʢڞมྔΛ৻ॏʹબͿʣͯ͠ɼ͜ͷ ͕݅ຬͨ͞Ε͍ͯͳ͍ͱμϝɻ • ͯ͢ͷڞมྔΛଌఆ͢Δ͜ͱͰ͖ͳ͍ɻ • ͔͠͠ʮڞมྔௐΛߦͬͨ΄͏͕ɼ୯७ͳ܈ؒ ൺֱΛߦ͏ΑΓ໌Β͔ʹҼՌޮՌʹ͍ۙਪఆΛ ༩͑Δʯ
• νΣοΫํ๏125ʙ126ทɻ 17
ڞมྔௐͷ࣮ࡍ • ͋·ΓͪΌΜͱߦΘΕ͍ͯͳ͍Α͏ͩʢ128 ทʣɻ • Ӝɾ࢞ʢ2015ʣ→ઌߦݚڀ͔ΒͷΈ • Տ߹Βʢ2016ʣ→ઌߦݚڀͱνΣοΫํ๏ʢ2ʣ 18
4.7ஶॻ͔Βͷϝοηʔδ • ώϧͷΨΠυϥΠϯҩֶܥͷจͰΑ͘ݟΔؾ ͕͢Δɻ • ࣜͳ͍ͷͰ҆৺ɻಡΜͰ͓͘ͱ౷ܭతҼՌਪ ͷཧղ͕ਂ·Δɻ 19
RʹΑΔ࣮श 20
ԿΛٻΊΔͷ͔ʁ • ࠓճATEΛٻΊΔɻ 21
ࢀߟจݙ • Pearl, J., Glymour, M. and Jewell, N. P.
(2016). Causal Inference in Statistics: A Primer. John Wiley & Sons. • ੴળथ, ࠓҪതٱ, தඌ༟೭, ᜊ౻૱, ా٢࣏. (2013). ಛఆอ݈ࢦಋͷ༧հೖࢪ ࡦͷޮՌʹؔ͢Δݚڀ: େنσʔλϕʔεΛ ༻ͨ͠είΞʹΑΔҼՌੳ. ްੜͷࢦ 22
• Ӝ, ࢞ګࢠ. (2015). େֶͷਐ ֶɾଔۀ͕ශࠔϦεΫʹ༩͑ΔޮՌ: εί ΞɾϚονϯά๏ʹΑΔߟ (ಛू ශࠔͷ৽
ͨͳࢹ). ౷ܭ, 66(5), 27-32. • ྛַɾࠇֶ(2016). ૬ؔͱҼՌͱؙͱҹ ͷͳ͠ɼؠσʔλαΠΤϯεɼvol.3ɼ 28ʙ48. 23
• ਸ(2010). ௐࠪ؍σʔλͷ౷ܭՊֶɹ ҼՌਪɾબόΠΞεɾσʔλ༥߹. ؠॻ ళ. • ਸ(2016). ౷ܭతҼՌޮՌͷجૅɼؠ σʔλαΠΤϯεɼvol.3ɼ62ʙ90.
• ٶխາ(2004). ౷ܭతҼՌਪʔճؼੳͷ ৽͍͠Έʔ. ேॻళ. 24