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台灣地區女性勞動參與在生命歷程之變異-APC模型之應用郭雅婷, Guo, Ya Ting Unknown Date (has links)
歷年來台灣地區女性整體勞動力參與率持續上升,今時今日,在所有適合工作的女性中,有將近一半以上的女性有意願、有能力投入勞動力市場,但是在整體女性勞動力參與率「量」的提升之外,其中歷年趨勢所呈現的形態也有所不同,本研究將要探討的主題即為此趨勢改變的原因,分析研究在年齡(Age)、時期(Period)與世代(Cohort)相互作用下,台灣地區女性勞動力參與率模式改變的背後,這三者所扮演的角色。
經由採用APC模型,控制1978年與1979年的迴歸係數相等,以此來分解出當Age、Period與Cohort同時對於女性的勞動力參與產生影響之下,它們分別對於女性勞動力參與率的淨效果。在分析的最後,本研究亦加入女性的婚姻狀態和教育程度作為控制,並以出生世代作為分類,除了試圖分析個人條件的不同會造就不一樣參與勞動的機率之外,也可以觀察到不同出生世代的女性之間有什麼差異。
研究結果:(一)女性的勞動力參與率的整體提升是受年代效應所影響;(二)女性參與勞動的生命歷程深受年齡效應影響,每一個年齡階段具有不同的年齡效應,當女性走到某一年齡時,便會有遵循同樣模式,也就是年齡規範(Age Norm);(三)女性勞動力參與率形態的「變形」是受出生世代效應差異所影響,2006年的女性較1978年受到出生世代效應影響減弱,從高同質性轉變為高異質性的勞動參與行為;(四)女性的婚姻狀態與教育程度對於其勞參率的影響會隨著世代改變:當女性教育程度提高時,其世代間參與勞動的機率變異則縮小;不同出生世代的未婚女性其參與勞動的機率變異最大;未婚女性隨著教育程度提高,以及出生世代越年輕,其參與勞動的機率越高。
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台灣地區死亡率APC模型之研究 / An Empirical Study of Age-Period-Cohort Model of Mortality Rates of Taiwan Area王郁萍, Wang,Yu-Ping Unknown Date (has links)
台灣地區居民近年的死亡率下降速度加快,使得我國國民的平均壽命在公元2000年已超過美國,成為長壽的國家之一。其中我國國民死亡率的下降幅度因年齡而不同,且各個年代、世代也不相同,與APC(Age-Period-Cohort)模型採年齡、年代與世代三個因子分析死亡率頗為一致,因此本文計畫以APC模型研究台灣的死亡率。然而,由於「年代=年齡+世代」之線性相關,參數估計值有甄別問題(Identification Problem),使得參數估計值不唯一。
文獻中有不同方法解決APC模型的參數估計問題,近年又有Fu(2000)提出之本質估計量(Intrinsic Estimator),可直接解決參數估計及其變異數。因此本文首先以電腦模擬驗證本質估計量,以及過去其他估計方法,檢測這些方法是否可得出理論的結果。本文的第二部分則以西元1961至2005年的資料探討APC模型的實用性,分析APC與Lee-Carter模型的優劣;研究發現APC模型用於估計死亡率時,整體而言雖不如Lee-Carter模型,但可彌補Lee-Carter模型在高年齡有較大誤差的不足,唯在年輕族群則仍有改善空間,未來或可考慮APC與Lee-Carter模型的結合。 / The mortality rates in Taiwan area have been experiencing dramatic decreases in recent years. The life expectancy has surpassed that in the United States in 2000 and Taiwan has become one of the longevity countries. Besides, the falling of mortality rates varies in different age, period, and cohort groups, which corresponds to the APC (Age-Period-Cohort) model. Therefore, the goal of this paper is to study the mortality rates in Taiwan area with APC model. However, due to the linear dependency of age, period and cohort (Period = Age + Cohort), there is the identification problem, that is, the parameter estimates are not unique.
A number of solutions to the identification problem in APC model have been provided in the literature. Fu (2000) introduce a new estimator, the Intrinsic Estimator (IE), which can solve parameter estimates and variance directly. In the first part of this research, computer simulation is conducted to examine the IE, compared with other methodologies. In the second part of this research, data from 1961 to 2005 are used for verifying the validity of APC model in fitting mortality rates, and we analyze the strengths and weaknesses between the APC and Lee-Carter model.
The results from our study indicate that the APC model in estimating mortality rates does not show as well as the Lee-Carter model as a whole. However, the APC model performs better than the Lee-Carter model for the elderly mortality rates, but is still needed to be improved in young groups. In the future, it can be considered to combine the APC and Lee-Carter model.
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APC模型估計方法的模擬與實證研究 / Simulation and empirical comparisons of estimation methods for the APC model歐長潤, Ou, Chang Jun Unknown Date (has links)
20世紀以來,因為衛生醫療等因素的進步,各年齡死亡率均大幅下降,使得平均壽命大幅延長。壽命延長的效果近年逐漸顯現,其中的人口老化及其相關議題較受重視,因為人口老化已徹底改變國人的生活規劃,死亡率是否會繼續下降遂成為熱門的研究課題。描述死亡率變化的模型很多,近代發展的Age–Period–Cohort模型(簡稱APC模型),同時考慮年齡、年代與世代三個解釋變數,是近年廣受青睞的模型之一。這個模型將死亡率分成年齡、年代與世代三個效應,常用於流行病學領域,探討疾病、死亡率是否與年齡、年代、世代三者有關,但一般僅作為資料的大致描述,本研究將評估APC模型分析死亡率的可能性。
APC模型最大的問題在於不可甄別(Non–identification),即年齡、年代與世代三個變數存有共線性的問題,眾多的估計APC模型參數方法因應甄別問題而生。本研究預計比較七種較常見的APC模型估計方法,包括本質估計量(IE)、限制的廣義線性模型(cglim_age、cglim_period與cglim_cohort)、序列法ACP、序列法APC與自我迴歸模型(AR),以確定哪一種估計方法較為穩定,評估包括電腦模擬與實證分析兩部份。
電腦模擬部份比較各估計方法,衡量何者有較小的年齡別死亡率及APC參數的估計誤差;實證分析則考慮交叉分析,尋找用於死亡率預測的最佳估計方法。另外,也將以蒙地卡羅檢驗APC的模型假設,以確定這個模型的可行性。初步研究發現,以台灣死亡資料做為實證,本研究考量的估計方法在估計年齡別死亡率大致相當,只是在年齡–年代–世代這三者有不同的詮釋,且模型假設並非很符合。交叉分析上,Lee–Cater模型及其延展模型相對於APC模型有較小的預測誤差,整體顯示Lee–Cater 模型較佳。 / Since the beginning of the 20th century, the human beings have been experiencing longer life expectancy and lower mortality rates, which can attributed to constant improvements of factors such as medical technology, economics, and environment. The prolonging life expectancy has dramatically changed the life planning and life style after the retirement. The change would be even more severe if the mortality rates have larger reduction, and thus the study of mortality become popular in recent years. Many methods were proposed to describe the change of mortality rates. Among all methods, the Age-Period-Cohort model (APC) is a popular method used in epidemiology to discuss the relation between diseases, mortality rate, age, period and cohort.
Non-identification (i.e. collinearity) is a serious problem for APC model, and many methods used in the procedure included estimation of parameter. In the first part of this paper, we use simulation compare and evaluate popular estimation methods of APC model, such as Intrinsic Estimator (IE), constrained of age, period and cohort in the Generalized Linear Model (c–glim), sequential method, and Auto-regression (AR) Model. The simulation methods considered include Monte-Carlo and cross validation. In addition, the morality data in Taiwan (Data sources: Ministry of Interior), are used to demonstrate the validity and model assumption of these methods. In the second part of this paper, we also apply similar research method to the Lee-Carter model and compare it to the APC model. We found Lee–Carter model have smaller prediction errors than APC models in the cross–validation.
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