도서 소개

연자방아 돌리던 말은 밭을 갈러 가도 앞으로(직선으로) 가지 않고 돌기만 한다고 한다. 그만큼 자기의 생각, 관념, 습관을 고치기가 어렵다는 의미이다. 은퇴 후에는 탐진치(貪嗔痴)로 가득 찬 돌망치를 내려놓고 그물에 걸리지 않는 바람처럼 자유분방하게 살며 참 나를 찾는 생활을 해야겠다는 생각을 했는데, 요즘 가끔 내 생활을 되돌아보면 옛날 모습 그대로이다. 오십대 이후에 불경, 성경, 도덕경, 사서(논어, 맹자, 중용, 대학)와 관련 서적들을 읽으면서 어떻게 사는 것이 바른 삶인가를 깨닫게 되었다. 그래서 그 길을 가려고 비틀거리며 걷다가 넘어지고, 일어나 비틀거리며 가다가 또 넘어지고, 또 일어나 비틀거리며 가는데 앞으로 정진하지 못하고 더디기만 하다.

그러나 조그마한 텃밭이 딸린 오두막집에서 새소리, 바람소리 듣고 흰 구름 보면서 농사도 짓고 잔디의 풀을 뽑으면서 자연이란 큰 선생님을 만나게 된 것은 참 행운이라 생각한다. 그 선생님은 배울 준비를 안 해가지고 가도 혼내지 않으며 찾아가면 한 번도 거절하거나 다른 약속이 있으니 다음에 오라 하지 않고 항상 반갑게 맞아주신다. 그런데 무한 광대한 지혜를 가지고 계시면서도 항상 내가 준비해가지고 간 만큼만, 내가 알아들을 수 있을 만큼만 가르쳐주신다. 또한 항상 가진 자들의 것을 덜어서 가지지 못한 자들에게 보충해주려고 노력하신다. 우리 모두 그 분의 가르침을 잘 받아들여 꼭 필요한 만큼만 갖고 다른 사람을 배려하면서 자기가 타고난 특성을 마음껏 발휘하는 삶을 살고, 우리 모두가 그러한 삶을 살 수 있는 훈훈하고 풍요로운 사회를 만들었으면 좋겠다.

이 책이 출판된 지 5년이 지났다. 그동안 본 책을 교재로 사용하여 강의 특강을 하고, 논문지도를 하면서 수정 보완의 필요성을 느꼈던 내용들이 있어 이번에 개정판을 내게 되었다. 개정판은 초판의 내용 중 미비한 점을 전반적으로 수정했지만 주로 다음 세 가지 부분을 중점적으로 수정 보완하였다.

첫째, 이산시간분석을 제3장에 추가 기술하였다. 요즈음 패널자료들이 많아지면서 생존분석과 함께 이산시간분석이 상당히 활용되고 있는데, 이에 대해 자세히 설명된 서적이 없어 독자들이 쉽게 사용할 수 있도록 기술하였다. 이산시간분석의 의의 및 생존분석과 차이, 이산시간분석을 위해 패널자료를 활용하는 방법, SPSS를 이용해서 통계처리 하는 방법에 대해 자세히 기술하였다.

둘째, Amos를 이용하여 분석하는 경로분석과 구조방정식모델분석 부분을 수정 보완하였다. 특히 모델적합도를 높이기 위한 방법에 대해 자세히 수정 기술하였다. 그동안 경로분석 및 구조방정식모델분석을 이용해 논문을 쓰는 대학원 박사과정 학생들을 지도하면서 다양한 자료에 따라 발생하는 여러 가지 문제들을 해결하기 위해 수십 번, 수백 번 경로분석과 구조방정식모델분석을 돌려보면서 얻게 된 지식들을 반영하여 수정 보완하였다.

셋째, ‘SPSS 프로그램을 이용한 통계처리’ 부분을 수정 보완하였다. SPSS 버전(version)이 업그레이드(upgrade)되어 이에 맞게 각 장의 ‘SPSS를 이용한 통계처리’ 부분을 수정 보완하였다. 한편 영문판 SPSS와 한글판 SPSS를 함께 이용할 수 있도록 ‘SPSS를 이용한 통계처리’ 부분의 명령어를 영문과 한글로 병기(倂記)하였다.

이 외에도 여러 부분에 걸쳐 미비하거나 잘못된 부분을 수정 보완하였다. 그러나 아직도 내용이 잘못되거나 미비한 점이 있을 수 있다. 앞으로 선배동학께서 비판과 조언을 해 주시면 겸허하게 받아들여 보완하고자 한다.

이 책은 대학원 통계학 강의 교재로 활용할 수 있으며, 논문을 쓰는 대학원생과 연구원 및 교수, 통계학에 대한 기초지식이 있는 분들이 사용할 수 있도록 쓰였다. 고급통계학의 논리들이 상당한 수학적 지식을 요구하기 때문에 독자들이 각 통계기법들의 원리를 잘 이해하지 못할 수도 있다. 그러나 이 책은 그러한 논리들을 정확히 이해하지 못하더라도 실제로 사용할 수 있도록 각 장마다 자료를 이용하여 해당 통계기법을 분석하는 명령어와 산출결과(output)에 대해 자세히 설명하였다. 또한 실제로 해당 통계기법들을 돌려볼 수 있도록 책 마지막 부분에 각 장에서 사용된 원자료(raw data)가 복사된 CD(고급통계학 원자료)를 첨부하였다.

이 책이 고급통계학을 공부하는 모든 분들에게 조금이나마 도움이 되기를 바란다. 그동안 이 책을 이용해 주신 학생들, 교수님들, 연구원분들께 감사드리며, 개정판에 대해서도 계속 관심을 가져 주시길 부탁드린다. 개정판이 나올 수 있도록 배려해 주신 박철용 회장님과 항상 친절하고 정성을 다해 일하면서 책을 예쁘게 편집해 준 양서원 직원 여러분께 진심으로 감사드린다.

2018년 10월

저자 채 구 묵

목차

제1부 SPSS를 이용한 통계분석

제1장 로지스틱 회귀분석 ············································17

제1절 로지스틱 회귀분석(Logistic Regression) ··················································17

1. 로지스틱 회귀분석을 사용하기 위한 자료의 요건 ·································17

2. 로지스틱 회귀분석의 기본원리 ································································18

3. 로지스틱 회귀식의 추정 및 검증 ····························································25

4. SPSS를 이용한 통계처리 ···········································································43

제2절 다항명목 로지스틱 회귀분석 ··································································56

1. 다항명목 로지스틱 회귀분석을 사용하기 위한 자료의 요건 ·················56

2. 다항명목 로지스틱 회귀분석의 기본원리 ················································56

3. SPSS를 이용한 통계처리 ···········································································57

제2장 생존분석 ····················································71

제1절 생존분석의 개요 ······················································································71

1. 생존분석의 의의 및 자료의 요건 ····························································71

2. 생존분석과 관련된 기본개념 ····································································75

제2절 생명표법(Life Table Method) ···································································83

1. 생명표법의 의의 ························································································83

2. 생명표법을 사용하기 위한 자료의 요건 ·················································84

3. 집단 간 생존함수 비교 ·············································································84

4. SPSS를 이용한 생명표법 분석 ··································································99

제3절 카플란－마이어방법(Kaplan-Meier Method) ··········································127

1. 카플란－마이어방법의 의의 ····································································127

2. 카플란－마이어방법을 사용하기 위한 자료의 요건 ·····························131

3. 카플란－마이어방법에서의 집단 간 비교 ··············································132

4. SPSS를 이용한 카플란－마이어방법 분석 ··············································132

제4절 콕스비례위험모델(Cox Proportional Hazard Model) ····························151

1. 콕스비례위험모델의 의의 ·······································································151

2. 콕스비례위험모델을 사용하기 위한 자료의 요건 ·································152

3. 콕스비례위험모델에서의 위험함수와 생존함수 ·····································153

4. SPSS를 이용한 콕스비례위험모델 분석 ·················································159

제5절 시간의존 콕스회귀분석(Time-Dependent Cox Regression Analysis) ···181

1. 시간의존 콕스회귀분석의 의의 ······························································181

2. 시간의존 콕스회귀분석을 사용하기 위한 자료의 요건 ························182

3. 시간의존 콕스회귀분석에서의 위험함수 ················································183

4. SPSS를 이용한 시간의존 콕스회귀분석 ·················································185

제3장 이산시간위험모델(discrete-time hazard model) ·············207

1. 이산시간위험모델의 의의 및 자료의 조건 ············································207

2. 이산시간위험모델의 장단점 ····································································210

3. 이산시간위험모델분석을 위한 패널자료 활용방법 ·······························211

4. SPSS를 이용한 통계처리 ·········································································217

제2부 Amos를 이용한 통계분석

제4장 Amos의 이해 ·············································253

제1절 Amos의 특징 ··························································································253

제2절 Amos 도구상자 내 메뉴와 아이콘의 기능 ···········································254

1. 도구상자 내 메뉴의 기능 ·······································································254

2. 도구상자 내 아이콘의 기능 ····································································267

제3절 Amos의 실행 ··························································································269

1. Amos를 이용한 모델 만들기 기본규칙 ··················································269

2. 모델을 만들기 위해 도구상자의 메뉴와 아이콘을 이용하는 방법 ······270

3. Amos를 이용한 모델 만들기 ··································································281

4. 모델분석을 위한 명령어 ·········································································292

5. 결과보기 명령어 ······················································································294

제5장 경로분석 ··················································295

제1절 경로분석의 개요 ·····················································································295

1. 경로분석의 개념 및 경로모델 ································································295

2. 경로분석의 기본가정 ···············································································297

3. 경로모델에서의 효과분석 및 상관계수 분해 ········································297

4. 매개효과(간접효과)의 의미와 매개효과(간접효과)의 분석 ···················301

제2절 경로분석과 관련된 기본개념 ·································································303

1. 정보의 수, 미지수, 자유도 ·····································································303

2. 외생변수와 내생변수 ···············································································304

3. 공분산과 상관관계 ··················································································305

4. 모델 ··········································································································307

5. 모델식별 ···································································································307

6. 재귀모델(recursive model)과 비재귀모델(non-recursive model) ···········309

제3절 자료의 점검 ····························································································310

1. 결측자료 점검 ·························································································310

2. 이상치(outlier) 점검 ················································································313

3. 정규분포 검증 ·························································································321

4. 등분산성 점검 ·························································································341

5. 선형성 점검 ·····························································································341

제4절 모델적합도 평가 ·····················································································342

1. 모델적합도의 의의 ··················································································342

2. 모델적합도 지수 ······················································································343

제5절 모델적합도를 높이는 방법 ····································································352

1. 단일모델적합도 평가방법 ·······································································352

2. 경쟁모델적합도 평가방법 ·······································································355

제6절 Amos를 이용한 통계처리 ······································································357

1. 경로분석을 위한 연구모델 ·····································································357

2. 경로분석을 위한 원자료 ·········································································358

3. 각 변수들의 정규분포 검토 ····································································364

4. 변수들 간의 상관관계 분석 및 연구모델 선정 ·····································364

5. 경로분석 실행을 위한 명령어 ································································366

6. 경로분석 결과보기 명령어 ·····································································372

7. 경로분석 결과 해석하기 ·········································································372

8. 간접효과의 유의성 검증 ·········································································394

제6장 구조방정식모델분석 ·········································397

제1절 구조방정식모델분석의 개요 ··································································397

1. 구조방정식모델분석의 의의 ····································································397

2. 구조방정식모델 ························································································398

3. 구조방정식모델 적용을 위한 가정 ·························································400

4. 구조방정식모델 작성 시 고려사항 ·························································401

제2절 구조방정식모델분석과 관련된 기본개념 ··············································403

1. 잠재변수와 측정변수 ···············································································403

2. 오차 ··········································································································404

3. 미지수 ······································································································405

4. 반영지표와 조형지표 ···············································································405

제3절 자료의 점검 ····························································································407

제4절 모델적합도 평가 ·····················································································407

제5절 모델적합도를 높이는 방법 ····································································408

1. 단일모델적합도 평가방법 ·······································································408

2. 경쟁모델적합도 평가방법 ·······································································410

제6절 Amos를 이용한 통계처리 ······································································412

1. 구조방정식 연구모델 설정 ·····································································412

2. 구조방정식모델분석을 위한 원자료 ·······················································413

3. 각 변수들의 정규분포 검토 ····································································422

4. 구조방정식 연구모델분석을 위한 명령어 ··············································423

5. 구조방정식모델분석 결과보기 명령어 ···················································429

6. 구조방정식모델분석 결과 해석하기 ·······················································429

제7절 수정모델을 통해 모델적합도를 높이기 위한 통계처리 ·······················447

1. 분석자료 및 구조방정식모델 ··································································447

2. 모델적합도를 높이기 위한 절차 ····························································448

3. 연구모델 분석 ·························································································448

4. 수정모델1 분석 ························································································454

5. 수정모델2 분석 ························································································459

부록

1. Z분포표 (표준정규분포) ········································································465

2. x^분포표 ··································································································466

3. SPSS 영문판(한글판)을 한글판(영문판)으로 변경하고자 할 때 ···········467

참고문헌 / 468

찾아보기 / 472

저자 소개