{"id":631,"date":"2026-01-02T11:02:59","date_gmt":"2026-01-02T02:02:59","guid":{"rendered":"http:\/\/waurimal.kr\/?p=631"},"modified":"2026-01-02T11:03:01","modified_gmt":"2026-01-02T02:03:01","slug":"chap-28-%ec%a0%81%ec%9d%80-%ed%91%9c%eb%b3%b8%ea%b3%bc-%eb%a7%8e%ec%9d%80-%eb%b3%80%ec%88%98%eb%a5%bc-%ea%b0%80%ec%a7%84-%ea%b5%ac%ec%a1%b0%eb%b0%a9%ec%a0%95%ec%8b%9d-%eb%aa%a8%eb%8d%b8%eb%a7%81","status":"publish","type":"post","link":"http:\/\/waurimal.kr\/?p=631","title":{"rendered":"Chap 28. \uc801\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\ub97c \uac00\uc9c4 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1"},"content":{"rendered":"\n<p>\uc548\ub155\ud558\uc138\uc694? \uc774\ubc88\uc5d0\ub294 <strong>&#8216;\ud45c\ubcf8\uc740 \uc791\uace0 \ubcc0\uc218\ub294 \ub9ce\uc740(Small <\/strong><math data-latex=\"N\"><semantics><mi>N<\/mi><annotation encoding=\"application\/x-tex\">N<\/annotation><\/semantics><\/math><strong>, Large <\/strong><math data-latex=\"p\"><semantics><mi>p<\/mi><annotation encoding=\"application\/x-tex\">p<\/annotation><\/semantics><\/math><strong>)&#8217;<\/strong> \uc0c1\ud669\uc5d0\uc11c\uc758 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1(Structural Equation Modeling, SEM)\uc785\ub2c8\ub2e4. \ud604\uc7a5\uc5d0\uc11c \uad50\uc721 \uc5f0\uad6c\ub97c \uc9c4\ud589\ud558\ub2e4 \ubcf4\uba74 \uc124\ubb38 \ubb38\ud56d(\ubcc0\uc218)\uc740 \uc218\ubc31 \uac1c\uc5d0 \ub2ec\ud558\ub294\ub370, \ud2b9\uc815 \uc18c\uc218 \uc9d1\ub2e8\uc774\ub098 \ud2b9\uc218 \ud559\uad50 \ud559\uc0dd\ub4e4\uc744 \ub300\uc0c1\uc73c\ub85c \ud558\uc5ec \ud45c\ubcf8\uc744 \ucda9\ubd84\ud788 \ud655\ubcf4\ud558\uc9c0 \ubabb\ud558\ub294 \uacbd\uc6b0\uac00 \ube44\uc77c\ube44\uc7ac\ud558\uc8e0.<\/p>\n\n\n\n<p>\uc774\ub7f0 <strong>\uace0\ucc28\uc6d0\uc801 \ubb38\uc81c(High-dimensional problems)<\/strong> \uc0c1\ud669\uc5d0\uc11c \uae30\uc874\uc758 \ud1b5\uacc4\uc801 \ubc29\ubc95\ub860\uc744 \uadf8\ub300\ub85c \uc801\uc6a9\ud558\uba74 \uc5b4\ub5a4 \uc624\ub958\uac00 \ubc1c\uc0dd\ud558\ub294\uc9c0, \uadf8\ub9ac\uace0 \uc774\ub97c \ud574\uacb0\ud558\uae30 \uc704\ud55c \ucd5c\uc2e0 \uae30\ubc95\ub4e4\uc740 \ubb34\uc5c7\uc778\uc9c0 \ud568\uaed8 \uc54c\uc544\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">1. \uc791\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\uc758 \ub51c\ub808\ub9c8<\/h2>\n\n\n\n<p>\uad6c\uc870\ubc29\uc815\uc2dd(SEM)\uc758 \ud575\uc2ec \uac15\uc810\uc740 \uce21\uc815 \uc624\ucc28\ub97c \ubd84\ub9ac\ud558\uace0 \uc7a0\uc7ac \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\ub97c \uba85\ud655\ud788 \ucd94\uc815\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \ud558\uc9c0\ub9cc \ubcf8\ub798 SEM\uc740 <strong>\ub300\ud45c\ubcf8(<\/strong><math data-latex=\"N\"><semantics><mi>N<\/mi><annotation encoding=\"application\/x-tex\">N<\/annotation><\/semantics><\/math><strong>)<\/strong>\uacfc \uc0c1\ub300\uc801\uc73c\ub85c <strong>\uc801\uc740 \ubcc0\uc218(<math data-latex=\"p\"><semantics><mi>p<\/mi><annotation encoding=\"application\/x-tex\">p<\/annotation><\/semantics><\/math>)<\/strong>\ub97c \uac00\uc815\ud558\uace0 \uac1c\ubc1c\ub41c \uc810\uadfc\uc801(Asymptotic) \ubc29\ubc95\ub860\uc785\ub2c8\ub2e4.<\/p>\n\n\n\n<p>\uad50\uc721 \uc5f0\uad6c \ud604\uc7a5\uc5d0\uc11c \ud754\ud788 \ubc1c\uc0dd\ud558\ub294 \ubb38\uc81c\ub294 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uc218\ub834 \uc2e4\ud328 \ubc0f \ubd88\uc548\uc815\uc131<\/strong>: \ud45c\ubcf8\uc774 \uc801\uc73c\uba74 \ud45c\ubcf8 \uacf5\ubd84\uc0b0 \ud589\ub82c(<math data-latex=\"S\"><semantics><mi>S<\/mi><annotation encoding=\"application\/x-tex\">S<\/annotation><\/semantics><\/math>)\uc774 &#8216;full rank&#8217;\uac00 \ub418\uc9c0 \uc54a\uc544 \uc218\ub834\uc5d0 \uc218\ucc9c \ubc88\uc758 \ubc18\ubcf5 \uacc4\uc0b0\uc774 \ud544\uc694\ud558\uac70\ub098 \uc544\uc608 \uc218\ub834\ud558\uc9c0 \uc54a\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ub2e4\uc911\uacf5\uc120\uc131<\/strong>: \ubcc0\uc218\uac00 \ub9ce\uc544\uc9c0\uba74 \ubcc0\uc218 \uac04 \uc0c1\uad00\uad00\uacc4\uac00 \uc9c0\ub098\uce58\uac8c \ub192\uc544\uc838 \ud589\ub82c\uc774 \uadfc\uc0ac \ud2b9\uc774(Near-singular) \uc0c1\ud0dc\uc5d0 \ube60\uc9c0\uae30 \uc27d\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ubd80\uc801\uc808\ud55c \uc801\ud569\ub3c4<\/strong>: \uc810\uadfc\uc801 \uc774\ub860\uc5d0 \uae30\ubc18\ud55c \uce74\uc774\uc81c\uacf1(<math data-latex=\"\\chi^2\"><semantics><msup><mi>\u03c7<\/mi><mn>2<\/mn><\/msup><annotation encoding=\"application\/x-tex\">\\chi^2<\/annotation><\/semantics><\/math>) \ud1b5\uacc4\ub7c9\uc740 \ubcc0\uc218\uac00 \ub9ce\uace0 \ud45c\ubcf8\uc774 \uc791\uc744 \ub54c \ubaa8\ub378\uc744 \uacfc\ub3c4\ud558\uac8c \uae30\uac01\ud558\ub294 \uacbd\ud5a5(Type I error \uc778\ud50c\ub808\uc774\uc158)\uc774 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">[\uc0ac\ub840 \uc5f0\uad6c: \ud559\uc5c5 \uc2a4\ud2b8\ub808\uc2a4\uc640 \ud559\uad50 \uc801\uc751]<\/h3>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p>\uc5b4\ub290 \uc911\ud559\uad50\uc758 \ud559\uc2b5 \uc9c0\uc6d0 \ub300\uc0c1 \ud559\uc0dd 50\uba85\uc744 \ub300\uc0c1\uc73c\ub85c &#8216;\ud559\uc5c5 \uc2a4\ud2b8\ub808\uc2a4 \uc9c0\ud45c(150\ubb38\ud56d)&#8217;\ub97c \uc870\uc0ac\ud588\ub2e4\uace0 \uac00\uc815\ud574 \ubd05\uc2dc\ub2e4. 150\uac1c\uc758 \ubb38\ud56d(\ubcc0\uc218)\uc5d0 \ub300\ud574 \ud45c\ubcf8\uc774 50\uba85\ubfd0\uc774\ub77c\uba74, \uae30\uc874\uc758 \ucd5c\ub300\uc6b0\ub3c4\ubc95(ML)\uc740 \uac70\uc758 \ud655\uc2e4\ud558\uac8c \uc624\ub958\ub97c \ubc49\uc5b4\ub0bc \uac83\uc785\ub2c8\ub2e4.<\/p>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\">2. \ubaa8\ub378 \ub9e4\uac1c\ubcc0\uc218 \ucd94\uc815\uc758 \ud574\uacb0\ucc45<\/h2>\n\n\n\n<p>\ud45c\ubcf8 \uacf5\ubd84\uc0b0 \ud589\ub82c <math data-latex=\"S\"><semantics><mi>S<\/mi><annotation encoding=\"application\/x-tex\">S<\/annotation><\/semantics><\/math>\uac00 \ud2b9\uc774 \ud589\ub82c(Singular matrix)\uc774 \ub418\uc5b4 \uacc4\uc0b0\uc774 \ubd88\uac00\ub2a5\ud560 \ub54c, \uc6b0\ub9ac\ub294 <strong>\ub9bf\uc9c0(Ridge) \ubc29\ubc95<\/strong>\uc744 \uace0\ub824\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">2.1 \ub9bf\uc9c0 \ucd5c\ub300\uc6b0\ub3c4\ubc95 (Ridge ML)<\/h3>\n\n\n\n<p>\uc804\ud1b5\uc801\uc778 \ubc29\ubc95\uc740 <math data-latex=\"S\"><semantics><mi>S<\/mi><annotation encoding=\"application\/x-tex\">S<\/annotation><\/semantics><\/math>\uc758 \ub300\uac01\uc120\uc5d0 \uc77c\uc815\ud55c \uc0c1\uc218\ub97c \ub354\ud574 \uc591\uc758 \uc815\uad6c\uc870(Positive definite) \ud589\ub82c\ub85c \ub9cc\ub4dc\ub294 \uac83\uc785\ub2c8\ub2e4.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Yuan &amp; Chan (2008) \uc81c\uc548<\/strong>: <math data-latex=\"S\"><semantics><mi>S<\/mi><annotation encoding=\"application\/x-tex\">S<\/annotation><\/semantics><\/math> \ub300\uc2e0 <math data-latex=\"S_a = S + aI\"><semantics><mrow><msub><mi>S<\/mi><mi>a<\/mi><\/msub><mo>=<\/mo><mi>S<\/mi><mo>+<\/mo><mi>a<\/mi><mi>I<\/mi><\/mrow><annotation encoding=\"application\/x-tex\">S_a = S + aI<\/annotation><\/semantics><\/math> (\uc5ec\uae30\uc11c <math data-latex=\"a = p\/N\"><semantics><mrow><mi>a<\/mi><mo>=<\/mo><mi>p<\/mi><mi>\/<\/mi><mi>N<\/mi><\/mrow><annotation encoding=\"application\/x-tex\">a = p\/N<\/annotation><\/semantics><\/math>)\ub97c \uc0ac\uc6a9\ud558\uc5ec \ucd94\uc815\uc758 \uc18d\ub3c4\uc640 \uc218\ub834\uc728\uc744 \ud68d\uae30\uc801\uc73c\ub85c \ub192\uc600\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">2.2 \ub9bf\uc9c0 \uc77c\ubc18\ud654\ucd5c\uc18c\uc790\uc2b9\ubc95 (Ridge GLS)<\/h3>\n\n\n\n<p>\uc77c\ubc18\uc801\uc778 GLS\ub294 \ud45c\ubcf8\uc774 \uc791\uace0 \ubcc0\uc218\uac00 \ub9ce\uc744 \ub54c \ub9e4\uc6b0 \ubd88\uc548\uc815\ud569\ub2c8\ub2e4. \uc774\ub97c \ubcf4\uc644\ud558\uae30 \uc704\ud574 \uac00\uc911\uce58 \ud589\ub82c <math data-latex=\"W\"><semantics><mi>W<\/mi><annotation encoding=\"application\/x-tex\">W<\/annotation><\/semantics><\/math>\ub97c \uc870\uc815\ud55c \ub9bf\uc9c0 GLS\uac00 \uc81c\uc548\ub418\uc5c8\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Yang &amp; Yuan (2019)<\/strong>: \ube44\uc815\uaddc \ubd84\ud3ec \ub370\uc774\ud130\uc5d0\uc11c \ub9bf\uc9c0 GLS\uac00 NML(\uc815\uaddc\ubd84\ud3ec \uae30\ubc18 ML)\ubcf4\ub2e4 \ud6a8\uc728\uc801\uc778 \ucd94\uc815\uce58\ub97c \uc81c\uacf5\ud568\uc744 \uc785\uc99d\ud588\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">2.3 \ubca0\uc774\uc9c0\uc548(Bayesian) \uc811\uadfc\ubc95<\/h3>\n\n\n\n<p>\ubca0\uc774\uc9c0\uc548 \ubc29\uc2dd\uc740 \uc810\uadfc\uc801 \uc774\ub860\uc5d0 \uc758\uc874\ud558\uc9c0 \uc54a\uae30 \ub54c\ubb38\uc5d0 \uc18c\ud45c\ubcf8 \uc5f0\uad6c\uc5d0\uc11c \uac15\ub825\ud55c \ub300\uc548\uc774 \ub429\ub2c8\ub2e4.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uc0ac\uc804 \uc815\ubcf4(Priors)\uc758 \ud65c\uc6a9<\/strong>: \uacfc\uac70 \uc5f0\uad6c\ub098 \uc804\ubb38\uac00 \uacac\ud574\ub97c \ubc14\ud0d5\uc73c\ub85c \uc0ac\uc804 \ubd84\ud3ec\ub97c \uc124\uc815\ud558\uba74, \ub370\uc774\ud130\uac00 \ubd80\uc871\ud558\ub354\ub77c\ub3c4 \uc548\uc815\uc801\uc778 \ucd94\uc815\uc774 \uac00\ub2a5\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uc8fc\uc758\uc0ac\ud56d<\/strong>: \uc798\ubabb\ub41c \uc0ac\uc804 \uc815\ubcf4\ub97c \uc124\uc815\ud560 \uacbd\uc6b0 \ud3b8\ud5a5\ub41c \uacb0\uacfc\ub97c \ucd08\ub798\ud560 \uc218 \uc788\uc73c\ubbc0\ub85c \uc2e0\uc911\ud574\uc57c \ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">3. \ubaa8\ub378 \uc801\ud569\ub3c4 \ud3c9\uac00\uc758 \uad50\uc815<\/h2>\n\n\n\n<p>\uc804\ud1b5\uc801\uc778 <math data-latex=\"T_{ML}\"><semantics><msub><mi>T<\/mi><mrow><mi>M<\/mi><mi>L<\/mi><\/mrow><\/msub><annotation encoding=\"application\/x-tex\">T_{ML}<\/annotation><\/semantics><\/math> \ud1b5\uacc4\ub7c9\uc740 \uc18c\ud45c\ubcf8\uc5d0\uc11c \ubbff\uc744 \uc218 \uc5c6\uc2b5\ub2c8\ub2e4. \uc774\ub97c \uad50\uc815\ud558\uae30 \uc704\ud55c \ub2e4\uc591\ud55c &#8216;\ud734\ub9ac\uc2a4\ud2f1&#8217; \ubc0f &#8216;\ud1b5\uacc4\uc801 \uad50\uc815&#8217; \ubc29\ubc95\ub4e4\uc774 \uc81c\uc548\ub418\uc5c8\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><td><strong>\uad50\uc815 \ubc29\ubc95<\/strong><\/td><td><strong>\uc8fc\uc694 \ud2b9\uc9d5<\/strong><\/td><td><strong>\ucd94\ucc9c \uc0c1\ud669<\/strong><\/td><\/tr><\/thead><tbody><tr><td><strong>Swain \uad50\uc815<\/strong><\/td><td><math data-latex=\"(N-1)\"><semantics><mrow><mo form=\"prefix\" stretchy=\"false\">(<\/mo><mi>N<\/mi><mo>\u2212<\/mo><mn>1<\/mn><mo form=\"postfix\" stretchy=\"false\">)<\/mo><\/mrow><annotation encoding=\"application\/x-tex\">(N-1)<\/annotation><\/semantics><\/math>\uc744 <math data-latex=\"N_{Swain}\"><semantics><msub><mi>N<\/mi><mrow><mi>S<\/mi><mi>w<\/mi><mi>a<\/mi><mi>i<\/mi><mi>n<\/mi><\/mrow><\/msub><annotation encoding=\"application\/x-tex\">N_{Swain}<\/annotation><\/semantics><\/math>\uc73c\ub85c \ub300\uccb4\ud558\uc5ec \uad50\uc815<\/td><td>\uc77c\ubc18\uc801\uc778 \uc18c\ud45c\ubcf8<\/td><\/tr><tr><td><strong>Yuan &amp; Bentler (2017) <\/strong><math data-latex=\"T_{rml}^{(c20)}\"><semantics><msubsup><mi>T<\/mi><mrow><mi>r<\/mi><mi>m<\/mi><mi>l<\/mi><\/mrow><mrow><mo form=\"prefix\" stretchy=\"false\" lspace=\"0em\" rspace=\"0em\">(<\/mo><mi>c<\/mi><mn>20<\/mn><mo form=\"postfix\" stretchy=\"false\" lspace=\"0em\" rspace=\"0em\">)<\/mo><\/mrow><\/msubsup><annotation encoding=\"application\/x-tex\">T_{rml}^{(c20)}<\/annotation><\/semantics><\/math><\/td><td>\uacbd\ud5d8\uc801 \uacb0\uacfc\uc5d0 \uae30\ubc18\ud55c \ud3c9\uade0 \ubc0f \ubd84\uc0b0 \uad50\uc815<\/td><td>\ube44\uc815\uaddc \ubd84\ud3ec \ubc0f \uc18c\ud45c\ubcf8<\/td><\/tr><tr><td><strong>Tian &amp; Yuan (2019) <\/strong><math data-latex=\"T_{a}^{(b)}\"><semantics><msubsup><mi>T<\/mi><mi>a<\/mi><mrow><mo form=\"prefix\" stretchy=\"false\" lspace=\"0em\" rspace=\"0em\">(<\/mo><mi>b<\/mi><mo form=\"postfix\" stretchy=\"false\" lspace=\"0em\" rspace=\"0em\">)<\/mo><\/mrow><\/msubsup><annotation encoding=\"application\/x-tex\">T_{a}^{(b)}<\/annotation><\/semantics><\/math><\/td><td>2,000\uac1c \uc774\uc0c1\uc758 \uc870\uac74\uc5d0\uc11c \uce98\ub9ac\ube0c\ub808\uc774\uc158\ub41c \ucd5c\uc2e0 \ud1b5\uacc4\ub7c9<\/td><td>\ubcc0\uc218\uac00 \ub9e4\uc6b0 \ub9ce\uc740 \uacbd\uc6b0(<math data-latex=\"p \\le 120\"><semantics><mrow><mi>p<\/mi><mo>\u2264<\/mo><mn>120<\/mn><\/mrow><annotation encoding=\"application\/x-tex\">p \\le 120<\/annotation><\/semantics><\/math>)<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\">4. \uc2e4\uc804 \uac00\uc774\ub4dc: R\uc744 \ud65c\uc6a9\ud55c \uc18c\ud45c\ubcf8 SEM \ubd84\uc11d<\/h2>\n\n\n\n<p>\ub9ce\uc740 \uad50\uc721\ud559\ub3c4\uac00 \uc0ac\uc6a9\ud558\ub294 jamovi\uc758 \uae30\ubcf8 SEMLj \ubaa8\ub4c8\uc740 \uc774\ub7ec\ud55c \uace0\ucc28\uc6d0 \uad50\uc815 \uae30\ub2a5\uc744 \ubaa8\ub450 \uc81c\uacf5\ud558\uc9c0\ub294 \ubabb\ud569\ub2c8\ub2e4. \ub530\ub77c\uc11c R\uc758 <code>lavaan<\/code> \ud328\ud0a4\uc9c0\ub97c \ud65c\uc6a9\ud55c \ubd84\uc11d\uc774 \uad8c\uc7a5\ub429\ub2c8\ub2e4.<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">[\ubaa8\uc758 \ub370\uc774\ud130 \uc2dc\ub098\ub9ac\uc624]<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uc2a4\ud1a0\ub9ac<\/strong>: &#8216;\uad50\uc0ac \ud6a8\ub2a5\uac10&#8217;\uacfc &#8216;\uc9c1\ubb34 \ub9cc\uc871\ub3c4&#8217;\uc758 \uad00\uacc4 \ubaa8\ub378\ub9c1.<\/li>\n\n\n\n<li><strong>\uc0c1\ud669<\/strong>: \ud2b9\uc218 \uad50\uc0ac 80\uba85 \ub300\uc0c1(<math data-latex=\"N=80\"><semantics><mrow><mi>N<\/mi><mo>=<\/mo><mn>80<\/mn><\/mrow><annotation encoding=\"application\/x-tex\">N=80<\/annotation><\/semantics><\/math>), \ubb38\ud56d \uc218\ub294 \ucd1d 60\uac1c(<math data-latex=\"p=60\"><semantics><mrow><mi>p<\/mi><mo>=<\/mo><mn>60<\/mn><\/mrow><annotation encoding=\"application\/x-tex\">p=60<\/annotation><\/semantics><\/math>).<\/li>\n<\/ul>\n\n\n\n<p>R<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \ud544\uc694\ud55c \ub77c\uc774\ube0c\ub7ec\ub9ac \ub85c\ub4dc\nlibrary(lavaan)\n\n# 1. \ubaa8\uc758 \ub370\uc774\ud130 \uc0dd\uc131 (N=80, p=60\uc778 \uace0\ucc28\uc6d0 \ub370\uc774\ud130)\nset.seed(2026)\ndata &lt;- matrix(rnorm(80 * 60), 80, 60)\ncolnames(data) &lt;- paste0(\"v\", 1:60)\ndf &lt;- as.data.frame(data)\n\n# 2. \ubaa8\ub378 \uc815\uc758 (\uac04\ub7b5\ud654\ub41c \uc608\uc2dc)\nmodel &lt;- '\n  F1 =~ v1 + v2 + v3 + v4 + v5 + v6 + v7 + v8 + v9 + v10\n  F2 =~ v11 + v12 + v13 + v14 + v15 + v16 + v17 + v18 + v19 + v20\n  F2 ~ F1\n'\n\n# 3. Satorra-Bentler \uad50\uc815 \uc801\uc6a9 \ubd84\uc11d (\uc18c\ud45c\ubcf8\/\ube44\uc815\uaddc\uc131 \ub300\ube44)\nfit_sb &lt;- sem(model, data = df, test = \"Satorra.Bentler\")\n\n# 4. \uacb0\uacfc \ucd9c\ub825\nsummary(fit_sb, fit.measures = TRUE, standardized=TRUE)\n<\/code><\/pre>\n\n\n\n<div class=\"wp-block-file\"><a id=\"wp-block-file--media-e77e1f9f-b74a-4105-bb38-231332b2c4e9\" href=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/chap28.csv\">chap28<\/a><a href=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/chap28.csv\" class=\"wp-block-file__button wp-element-button\" download aria-describedby=\"wp-block-file--media-e77e1f9f-b74a-4105-bb38-231332b2c4e9\">\ub2e4\uc6b4\ub85c\ub4dc<\/a><\/div>\n\n\n\n<h2 class=\"wp-block-heading\">5. \uacb0\ub860 \ubc0f \uc81c\uc5b8<\/h2>\n\n\n\n<p>\uc18c\ud45c\ubcf8\uacfc \ub2e4\ubcc0\uc218 \uc0c1\ud669\uc5d0\uc11c\uc758 SEM\uc740 &#8220;\ubd88\uac00\ub2a5\ud55c \uc791\uc5c5&#8221;\uc774 \uc544\ub2c8\ub77c &#8220;\uc138\uc2ec\ud55c \uad50\uc815\uc774 \ud544\uc694\ud55c \uc791\uc5c5&#8221;\uc785\ub2c8\ub2e4. \ubd84\uc11d \uc2dc \ub2e4\uc74c \uc6d0\uce59\uc744 \uae30\uc5b5\ud558\uc138\uc694.<\/p>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li><strong>\ub9bf\uc9c0 \ucd94\uc815\ubc95<\/strong>\uc744 \ud1b5\ud574 \uc218\ub834 \ubd88\uc548\uc815\uc131\uc744 \ud574\uacb0\ud558\uc138\uc694.<\/li>\n\n\n\n<li>\ub2e8\uc21c \uce74\uc774\uc81c\uacf1 \ub300\uc2e0 <strong>\uacbd\ud5d8\uc801\uc73c\ub85c \uad50\uc815\ub41c \ud1b5\uacc4\ub7c9(<math data-latex=\"T_{rml}\"><semantics><msub><mi>T<\/mi><mrow><mi>r<\/mi><mi>m<\/mi><mi>l<\/mi><\/mrow><\/msub><annotation encoding=\"application\/x-tex\">T_{rml}<\/annotation><\/semantics><\/math>, <math data-latex=\"T_{a}^{(b)}\"><semantics><msubsup><mi>T<\/mi><mi>a<\/mi><mrow><mo form=\"prefix\" stretchy=\"false\" lspace=\"0em\" rspace=\"0em\">(<\/mo><mi>b<\/mi><mo form=\"postfix\" stretchy=\"false\" lspace=\"0em\" rspace=\"0em\">)<\/mo><\/mrow><\/msubsup><annotation encoding=\"application\/x-tex\">T_{a}^{(b)}<\/annotation><\/semantics><\/math>)<\/strong>\uc744 \ud655\uc778\ud558\uc138\uc694.<\/li>\n\n\n\n<li>\ud45c\uc900 \uc624\ucc28\uc758 \uc815\ud655\uc131\uc744 \uc704\ud574 <strong>\ubd80\ud2b8\uc2a4\ud2b8\ub7a9(Bootstrap)<\/strong> \uae30\ubc95 \ud65c\uc6a9\uc744 \uac80\ud1a0\ud558\uc138\uc694.<\/li>\n\n\n\n<li>\uac00\ub2a5\ud558\ub2e4\uba74 \uac15\ub825\ud55c \uc0ac\uc804 \uc815\ubcf4\ub97c \ubc14\ud0d5\uc73c\ub85c \ud55c <strong>\ubca0\uc774\uc9c0\uc548 SEM<\/strong>\uc744 \uace0\ub824\ud574 \ubcf4\uc2dc\uae30 \ubc14\ub78d\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<h3 class=\"wp-block-heading\">\ucc38\uace0\ubb38\ud5cc<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Marcoulides, K. M., Yuan, K.-H., &amp; Deng, L. (2022). Structural equation modeling with small samples and many variables. In <em>Handbook of Structural Equation Modeling<\/em>.<\/li>\n\n\n\n<li>Yuan, K.-H., &amp; Chan, W. (2008). Structural equation modeling with near singular covariance matrices. <em>Computational Statistics &amp; Data Analysis<\/em>, <em>52<\/em>, 4842-4858.<\/li>\n\n\n\n<li>Tian, Y., &amp; Yuan, K.-H. (2019). Mean and variance corrected test statistics for structural equation modeling with many variables. <em>Structural Equation Modeling<\/em>, <em>26<\/em>, 827-846.<\/li>\n<\/ul>\n\n\n\n<p>WaurimaL\uc758 \ud55c \ub9c8\ub514:<\/p>\n\n\n\n<p>\uc774 \ub0b4\uc6a9\uc774 \uc5ec\ub7ec\ubd84\uc758 \ud559\uc704 \ub17c\ubb38\uc774\ub098 \uc5f0\uad6c \uc124\uacc4\uc5d0 \uc2e4\uc9c8\uc801\uc778 \ub3c4\uc6c0\uc774 \ub418\uae38 \ubc14\ub78d\ub2c8\ub2e4. \ud639\uc2dc \uc5ec\ub7ec\ubd84\uc758 \uc5f0\uad6c \ub370\uc774\ud130\uc5d0\uc11c <strong>&#8220;\ud45c\ubcf8\uc774 \ub108\ubb34 \uc801\uc5b4 \ubd84\uc11d\uc774 \uc548 \ub41c\ub2e4&#8221;<\/strong>\ub294 \uacbd\uace0 \uba54\uc2dc\uc9c0\uac00 \ub72c\ub2e4\uba74, \uc81c\uac00 \uc81c\uc548\ud55c \ub9bf\uc9c0(Ridge) \uc635\uc158\uc744 \uba3c\uc800 \uac80\ud1a0\ud574 \ubcf4\uc2dc\ub294 \uac74 \uc5b4\ub5a8\uae4c\uc694?<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\uc548\ub155\ud558\uc138\uc694? \uc774\ubc88\uc5d0\ub294 &#8216;\ud45c\ubcf8\uc740 \uc791\uace0 \ubcc0\uc218\ub294 \ub9ce\uc740(Small NN, Large pp)&#8217; \uc0c1\ud669\uc5d0\uc11c\uc758 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1(Structural Equation Modeling, SEM)\uc785\ub2c8\ub2e4. \ud604\uc7a5\uc5d0\uc11c \uad50\uc721 \uc5f0\uad6c\ub97c \uc9c4\ud589\ud558\ub2e4 \ubcf4\uba74 \uc124\ubb38 \ubb38\ud56d(\ubcc0\uc218)\uc740 \uc218\ubc31 \uac1c\uc5d0 \ub2ec\ud558\ub294\ub370, \ud2b9\uc815 \uc18c\uc218 \uc9d1\ub2e8\uc774\ub098 \ud2b9\uc218 \ud559\uad50 \ud559\uc0dd\ub4e4\uc744 \ub300\uc0c1\uc73c\ub85c \ud558\uc5ec \ud45c\ubcf8\uc744 \ucda9\ubd84\ud788 \ud655\ubcf4\ud558\uc9c0 \ubabb\ud558\ub294 \uacbd\uc6b0\uac00 \ube44\uc77c\ube44\uc7ac\ud558\uc8e0. \uc774\ub7f0 \uace0\ucc28\uc6d0\uc801 \ubb38\uc81c(High-dimensional problems) \uc0c1\ud669\uc5d0\uc11c \uae30\uc874\uc758 \ud1b5\uacc4\uc801 \ubc29\ubc95\ub860\uc744 \uadf8\ub300\ub85c \uc801\uc6a9\ud558\uba74 \uc5b4\ub5a4 \uc624\ub958\uac00 \ubc1c\uc0dd\ud558\ub294\uc9c0, \uadf8\ub9ac\uace0 \uc774\ub97c \ud574\uacb0\ud558\uae30 <a class=\"read-more\" href=\"http:\/\/waurimal.kr\/?p=631\">Read more<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[300],"tags":[199,359,166,301,358,357],"class_list":["post-631","post","type-post","status-publish","format-standard","hentry","category-sem","tag-r","tag-satorra-bentler","tag-sem","tag-301","tag-358","tag-357"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.3 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Chap 28. \uc801\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\ub97c \uac00\uc9c4 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1 - WaurimaL<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"http:\/\/waurimal.kr\/?p=631\" \/>\n<meta property=\"og:locale\" content=\"ko_KR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Chap 28. \uc801\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\ub97c \uac00\uc9c4 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1 - WaurimaL\" \/>\n<meta property=\"og:description\" content=\"\uc548\ub155\ud558\uc138\uc694? \uc774\ubc88\uc5d0\ub294 &#8216;\ud45c\ubcf8\uc740 \uc791\uace0 \ubcc0\uc218\ub294 \ub9ce\uc740(Small NN, Large pp)&#8217; \uc0c1\ud669\uc5d0\uc11c\uc758 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1(Structural Equation Modeling, SEM)\uc785\ub2c8\ub2e4. \ud604\uc7a5\uc5d0\uc11c \uad50\uc721 \uc5f0\uad6c\ub97c \uc9c4\ud589\ud558\ub2e4 \ubcf4\uba74 \uc124\ubb38 \ubb38\ud56d(\ubcc0\uc218)\uc740 \uc218\ubc31 \uac1c\uc5d0 \ub2ec\ud558\ub294\ub370, \ud2b9\uc815 \uc18c\uc218 \uc9d1\ub2e8\uc774\ub098 \ud2b9\uc218 \ud559\uad50 \ud559\uc0dd\ub4e4\uc744 \ub300\uc0c1\uc73c\ub85c \ud558\uc5ec \ud45c\ubcf8\uc744 \ucda9\ubd84\ud788 \ud655\ubcf4\ud558\uc9c0 \ubabb\ud558\ub294 \uacbd\uc6b0\uac00 \ube44\uc77c\ube44\uc7ac\ud558\uc8e0. \uc774\ub7f0 \uace0\ucc28\uc6d0\uc801 \ubb38\uc81c(High-dimensional problems) \uc0c1\ud669\uc5d0\uc11c \uae30\uc874\uc758 \ud1b5\uacc4\uc801 \ubc29\ubc95\ub860\uc744 \uadf8\ub300\ub85c \uc801\uc6a9\ud558\uba74 \uc5b4\ub5a4 \uc624\ub958\uac00 \ubc1c\uc0dd\ud558\ub294\uc9c0, \uadf8\ub9ac\uace0 \uc774\ub97c \ud574\uacb0\ud558\uae30 Read more\" \/>\n<meta property=\"og:url\" content=\"http:\/\/waurimal.kr\/?p=631\" \/>\n<meta property=\"og:site_name\" content=\"WaurimaL\" \/>\n<meta property=\"article:published_time\" content=\"2026-01-02T02:02:59+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2026-01-02T02:03:01+00:00\" \/>\n<meta name=\"author\" content=\"admin\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"\uae00\uc4f4\uc774\" \/>\n\t<meta name=\"twitter:data1\" content=\"admin\" \/>\n\t<meta name=\"twitter:label2\" content=\"\uc608\uc0c1 \ub418\ub294 \ud310\ub3c5 \uc2dc\uac04\" \/>\n\t<meta name=\"twitter:data2\" content=\"4\ubd84\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"http:\\\/\\\/waurimal.kr\\\/?p=631#article\",\"isPartOf\":{\"@id\":\"http:\\\/\\\/waurimal.kr\\\/?p=631\"},\"author\":{\"name\":\"admin\",\"@id\":\"https:\\\/\\\/waurimal.kr\\\/#\\\/schema\\\/person\\\/e761145380f742e758f3c58f1607b704\"},\"headline\":\"Chap 28. \uc801\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\ub97c \uac00\uc9c4 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1\",\"datePublished\":\"2026-01-02T02:02:59+00:00\",\"dateModified\":\"2026-01-02T02:03:01+00:00\",\"mainEntityOfPage\":{\"@id\":\"http:\\\/\\\/waurimal.kr\\\/?p=631\"},\"wordCount\":209,\"keywords\":[\"r\",\"Satorra.Bentler\",\"SEM\",\"\uad6c\uc870\ubc29\uc815\uc2dd\",\"\ub9bf\uc9c0\",\"\uc801\uc740\ud45c\ubcf8\"],\"articleSection\":[\"\uad6c\uc870\ubc29\uc815\uc2dd\"],\"inLanguage\":\"ko-KR\"},{\"@type\":\"WebPage\",\"@id\":\"http:\\\/\\\/waurimal.kr\\\/?p=631\",\"url\":\"http:\\\/\\\/waurimal.kr\\\/?p=631\",\"name\":\"Chap 28. \uc801\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\ub97c \uac00\uc9c4 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1 - WaurimaL\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/waurimal.kr\\\/#website\"},\"datePublished\":\"2026-01-02T02:02:59+00:00\",\"dateModified\":\"2026-01-02T02:03:01+00:00\",\"author\":{\"@id\":\"https:\\\/\\\/waurimal.kr\\\/#\\\/schema\\\/person\\\/e761145380f742e758f3c58f1607b704\"},\"breadcrumb\":{\"@id\":\"http:\\\/\\\/waurimal.kr\\\/?p=631#breadcrumb\"},\"inLanguage\":\"ko-KR\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"http:\\\/\\\/waurimal.kr\\\/?p=631\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"http:\\\/\\\/waurimal.kr\\\/?p=631#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\\\/\\\/waurimal.kr\\\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Chap 28. \uc801\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\ub97c \uac00\uc9c4 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\\\/\\\/waurimal.kr\\\/#website\",\"url\":\"https:\\\/\\\/waurimal.kr\\\/\",\"name\":\"WaurimaL\",\"description\":\"Educational Measurement &amp; 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\uc0c1\ud669\uc5d0\uc11c\uc758 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1(Structural Equation Modeling, SEM)\uc785\ub2c8\ub2e4. \ud604\uc7a5\uc5d0\uc11c \uad50\uc721 \uc5f0\uad6c\ub97c \uc9c4\ud589\ud558\ub2e4 \ubcf4\uba74 \uc124\ubb38 \ubb38\ud56d(\ubcc0\uc218)\uc740 \uc218\ubc31 \uac1c\uc5d0 \ub2ec\ud558\ub294\ub370, \ud2b9\uc815 \uc18c\uc218 \uc9d1\ub2e8\uc774\ub098 \ud2b9\uc218 \ud559\uad50 \ud559\uc0dd\ub4e4\uc744 \ub300\uc0c1\uc73c\ub85c \ud558\uc5ec \ud45c\ubcf8\uc744 \ucda9\ubd84\ud788 \ud655\ubcf4\ud558\uc9c0 \ubabb\ud558\ub294 \uacbd\uc6b0\uac00 \ube44\uc77c\ube44\uc7ac\ud558\uc8e0. \uc774\ub7f0 \uace0\ucc28\uc6d0\uc801 \ubb38\uc81c(High-dimensional problems) \uc0c1\ud669\uc5d0\uc11c \uae30\uc874\uc758 \ud1b5\uacc4\uc801 \ubc29\ubc95\ub860\uc744 \uadf8\ub300\ub85c \uc801\uc6a9\ud558\uba74 \uc5b4\ub5a4 \uc624\ub958\uac00 \ubc1c\uc0dd\ud558\ub294\uc9c0, \uadf8\ub9ac\uace0 \uc774\ub97c \ud574\uacb0\ud558\uae30 Read more","og_url":"http:\/\/waurimal.kr\/?p=631","og_site_name":"WaurimaL","article_published_time":"2026-01-02T02:02:59+00:00","article_modified_time":"2026-01-02T02:03:01+00:00","author":"admin","twitter_card":"summary_large_image","twitter_misc":{"\uae00\uc4f4\uc774":"admin","\uc608\uc0c1 \ub418\ub294 \ud310\ub3c5 \uc2dc\uac04":"4\ubd84"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"Article","@id":"http:\/\/waurimal.kr\/?p=631#article","isPartOf":{"@id":"http:\/\/waurimal.kr\/?p=631"},"author":{"name":"admin","@id":"https:\/\/waurimal.kr\/#\/schema\/person\/e761145380f742e758f3c58f1607b704"},"headline":"Chap 28. \uc801\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\ub97c \uac00\uc9c4 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1","datePublished":"2026-01-02T02:02:59+00:00","dateModified":"2026-01-02T02:03:01+00:00","mainEntityOfPage":{"@id":"http:\/\/waurimal.kr\/?p=631"},"wordCount":209,"keywords":["r","Satorra.Bentler","SEM","\uad6c\uc870\ubc29\uc815\uc2dd","\ub9bf\uc9c0","\uc801\uc740\ud45c\ubcf8"],"articleSection":["\uad6c\uc870\ubc29\uc815\uc2dd"],"inLanguage":"ko-KR"},{"@type":"WebPage","@id":"http:\/\/waurimal.kr\/?p=631","url":"http:\/\/waurimal.kr\/?p=631","name":"Chap 28. \uc801\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\ub97c \uac00\uc9c4 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1 - WaurimaL","isPartOf":{"@id":"https:\/\/waurimal.kr\/#website"},"datePublished":"2026-01-02T02:02:59+00:00","dateModified":"2026-01-02T02:03:01+00:00","author":{"@id":"https:\/\/waurimal.kr\/#\/schema\/person\/e761145380f742e758f3c58f1607b704"},"breadcrumb":{"@id":"http:\/\/waurimal.kr\/?p=631#breadcrumb"},"inLanguage":"ko-KR","potentialAction":[{"@type":"ReadAction","target":["http:\/\/waurimal.kr\/?p=631"]}]},{"@type":"BreadcrumbList","@id":"http:\/\/waurimal.kr\/?p=631#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Home","item":"https:\/\/waurimal.kr\/"},{"@type":"ListItem","position":2,"name":"Chap 28. \uc801\uc740 \ud45c\ubcf8\uacfc \ub9ce\uc740 \ubcc0\uc218\ub97c \uac00\uc9c4 \uad6c\uc870\ubc29\uc815\uc2dd \ubaa8\ub378\ub9c1"}]},{"@type":"WebSite","@id":"https:\/\/waurimal.kr\/#website","url":"https:\/\/waurimal.kr\/","name":"WaurimaL","description":"Educational Measurement &amp; 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