非線形回帰分析による世界各国の貧困の決定要因の …2001/12/06 ·...
TRANSCRIPT
57
Ⅰ はじめに
2013 4
1 1.25
1981 2010
21 1.25
10 20
1 2
43
3 1
Montesquieu 1748
Diamond 1997
Sachs 2005
Max
Weber 1904
Acemoglu and Robinson 2012
Burnside and Dollar 2000; Easterly, Levine
投稿（論文）
非線形回帰分析による世界各国の貧困の決定要因の解析
田辺 和俊 鈴木 孝弘
■ 要約
近年、国家間の貧富の原因として提案されている「地理説」、「文化説」、「制度説」等の仮説を検証するために、貧
困率を目的変数とし、各種指標を説明変数として線形回帰分析を行い、貧困の決定要因を探索する研究が行われてい
る。しかし、既往の研究では解析対象の国や説明変数の範囲が限定的であり、十分な検証がなされていない。本稿では、
160カ国の貧困率と36種の説明変数を用い、非線形回帰分析手法の一つのサポートベクターマシンにより解析し、貧
困の決定要因を探索する実証研究を試みた。その結果、11種の要因によって160カ国の貧困率を回帰決定係数0.857
という高い精度で再現できた。また、11種の決定要因の中では、「制度説」に関連した要因5種の貧困率への寄与が
きわめて大きく、国家の貧困には政治・経済制度が最も重要であることを実証した。
■ キーワード
貧困率、決定要因、地理説、文化説、制度説、非線形回帰分析、サポートベクターマシン
58
Winter 2014 No. 189
and Roodman 2003, 2004; Chen and Ravallion 2004;
Acemoglu and Robinson 2012
Allen 2011 Big Push
Sachs 2005; Allen 2011
OLS
1
GDP
Durlauf et al. 2004
Atkinson
and Brandolini 2009
Haughton and Khandker 2009
Burnside and Dollar 2000
1 11
2 Bourguignon 2002;
Moller et al. 2003; Agénor 2004; Belanger and Gauci
2008; Adeyemi et al. 2009; Sepulveda and Martinez-
Vazquez 2011; Wieser 2011; Nosheen et al. 2012
2
GDP
5
1 2
3
3
OLS
GDP U Kuznets 1955
OLS
OLS
1 ANN
ANN OLS
ANN
SVM
ANN
ANN
SVM OLS
OLS cross-
term SVM
SVM
2
2008 SVM OLS4
59
150 30
SVM
SVM Senf
and Lakes 2012
Ⅱ 使用したデータと解析方法
1．各種変数のデータ5 WB UN
160 6
160 36 124
3.8% 80%7
160
160
4 8
9 1
160
160
表1 解析した160カ国の貧困率と地域別の分類（括弧内は貧困率%）
3.8-14 14-26 26-41 41-807 18 13 3 41
24 11 1 0 362 4 12 32 506 6 12 5 291 1 2 0 4
40 40 40 40 160
2
36
WB World Governance Indicators 6
AAA BB C
2013
210 1
GDP GpC
3
0 1
36
60
Winter 2014 No. 189
表2 用いた変数とその定義, 単位, 該当仮説および主なデータ源
% WB, UN
CDF
CIA
1 10-3mm WB
103km WB
15 % WB, UN
10 WB, UN
World Risk Index UN
1 103m2 WB
1 103$ WB
1 10-3bbl/day CIA
WB, UN
1,000 WB
1,000 WB, UN
/km2 WB, UN
% WB, UN
15 % WB, UN
% WB, UN
% WB
IQ WB
15 % Eutimes
% WB, UN
GDP 106$ WB, UN
GpC 1 GDP 103$ WB, UN
1 103$ WB
FDI 1 103$ UN
S&P, MDY, Fitch
Index of Economic Freedom Heritage
WGI/VA Voice and Accountability WB
WGI/PT Political Stability & Absence of Violence/Terrorism WB
WGI/GE Government Effectiveness WB
WGI/RQ Regulatory Quality WB
WGI/RL Rule of Law WB
WGI/CC Control of Corruption WB
1 $ WB
1 103$ WB
1 $ UN
WGI : World Governance Indicators, 6 18 Voices and AccountabilityPolitical Stability
and Absence of Violence
Government EffectivenessRegulatory Quality
Rule of Law
Control of Corruption
61
表3 用いた変数の記述統計
29.7 18.3 3.8 80.0 0.69
26.4 17.1 0.2 63.9 0.29 -0.632
18.4 7.6 0.1 29.5 -0.59 0.521
0.6 2.0 0.0 18.0 6.56 0.129
4.3 17.5 0.0 202.1 9.65 -0.173
2.0 4.6 0.0 27.7 3.87 0.428
14.6 30.0 0.0 132.5 2.17 0.650
7.3 4.2 0.6 28.0 1.53 0.404
1.6 4.1 0.0 39.6 6.40 0.079
8.6 14.2 0.1 65.8 2.15 -0.480
21.8 67.8 0.0 459.7 4.81 -0.199
1.4 1.1 -0.7 6.0 0.45 0.604
22.8 10.9 8.2 50.9 0.56 0.808
9.1 3.6 1.6 17.4 0.55 0.415
121.2 184.3 1.9 1305.4 4.00 -0.169
55.3 22.3 10.7 97.4 -0.13 -0.532
64.0 10.4 41.4 89.1 0.20 0.418
12.7 11.5 1.0 68.6 2.26 0.412
53.0 14.8 14.0 85.9 -0.37 0.271
IQ 84.5 11.3 63.0 106.0 -0.20 -0.754
81.8 19.7 22.4 99.9 -1.11 -0.625
32.0 26.5 0.8 102.4 0.63 -0.659
GDP 0.4 1.5 0.0 15.1 7.33 -0.217
GpC 14.4 15.2 0.4 88.3 1.60 -0.632
0.0 0.3 0.0 4.1 12.07 -0.142
FDI 8.3 23.0 0.0 237.8 7.21 -0.300
0.5 0.3 0.1 1.0 0.51 -0.642
58.9 12.3 0.0 82.6 -1.40 -0.437
WGI/VA -0.1 1.0 -2.2 1.6 0.03 -0.429
WGI/PT -0.2 0.9 -2.7 1.4 -0.36 -0.467
WGI/GE -0.1 1.0 -1.7 2.2 0.52 -0.669
WGI/RQ 0.0 1.0 -2.2 1.9 0.19 -0.581
WGI/RL -0.1 1.0 -1.9 2.0 0.64 -0.638
WGI/CC -0.1 1.0 -1.7 2.4 0.92 -0.534
30.1 47.4 0.0 294.1 3.70 -0.392
1.0 1.5 0.0 7.7 2.27 -0.498
78.0 89.8 1.1 459.5 1.66 -0.611
2．非線形回帰分析による解析
SVM 160 36
SVM
LIBSVM ver. 3.11 Chang and Lin
RBF 36
SVM
LIBSVM g RBF
gamma c cost 211
Tanabe et al. 2013; 2013;
2014
SVM
RMSE
10 1
LIBSVM
g c
2
RMSE
g c
RMSE
62
Winter 2014 No. 189
Ⅲ 結果と考察
160 36
11
RMSE
RMSE 7.00 R2 0.857 16012
OLS
R2 0.653 SVM
SVM
OLS 4
SVM 11
OLS 14
8 13
OLS
SVM
OLS R2
0.323 0.581 OLS14
OLS
SVM
OLS
表4 説明変数36種の感度, 決定要因11種（太字）の貧困率への寄与率, およびOLSの偏回帰係数
%OLS
1 WGI/RL -0.488 38.90 -0.641
2 WGI/VA -0.335 18.26 0.146
3 人口増加率 0.231 8.72 0.430
4 教育費 -0.192 6.04 -0.237
5 農地 0.198 6.42 0.226
6 GDP -0.187 5.73 -1.494
7 女性労働率 -0.174 4.96 -0.295
8 GpC -0.155 3.90
9 エイズ 0.150 3.66
10 死亡率 0.105 1.80 0.321
11 出生率 0.100 1.62
12 0.065
13 -0.058
14 -0.056
15 -0.054
16 -0.052
17 -0.051
18 0.051
19 0.048 0.163
20 -0.047
21 -0.046
22 IQ -0.043
23 0.041 0.302
24 WGI/CC -0.032 0.225
25 -0.031
26 -0.030 0.754
27 WGI/GE -0.026
28 -0.026
29 -0.026 0.903
30 FDI -0.024
31 -0.016
32 -0.015
33 WGI/RQ -0.012 0.178
34 WGI/PT -0.008
35 -0.007
36 0.006
SVM
11 2
4 1
11 WGI/RL WGI/VA
63
5 73%
1 WGI/RL Rule of
Law 2 WGI/VA Voice and Accountability
57%
Acemoglu and Robinson 2012
Sachs 2005
Sachs
4
17%
Sachs 2005
815
3 11
7
Acemoglu
et al. 2001
OLS16
2 10%
5 1
18
1
17
Diamond 1997
Acemoglu and Robinson 2012
35
Sachs 2005
Ⅳ 結 論
160 36
SVM
36
11 160
R2=0.857
73%
17% 10%
200
64
Winter 2014 No. 189
Biewen 2002; 2011
25 12
26 8
注1
2010 2010 2012
2012
2 Wieser 2011
65
3 Belanger and
Gauci 2008 14
4 SVM
OLS
OLS
5
Head-count-ratio
6 2013 2 1
7
1.2%
8 4
9
10
11 SVM
2005 2007 2011
12 15.7%
14.5% 36
RMSE 2.39
124 RMSE 7.85
4 RMSE 3
13 OLS
R2
R2
14
15
16 1
GDP
17 1 160
2 33 92
1 4
6 10
7 39
46
18 JICA
4
2008
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