基于关系结构的面板数据聚类方法研究
Research on Clustering Method Based on Relationship Structure of Panel Data
摘要:
本文研究面板数据聚类方法,提出从面板数据变量之间影响与响应的结构关系上进行聚合分类的聚类方法,分别讨论了线性关系,非线性关系,基于轨迹特征和基于形状特征的多指标面板数据聚类方法。将相同结构关系的数据划分到相同的类中,不同关系结构的数据划分到不同的类中,使得类内有相同或相似结构关系与轨迹特征,类和类之间数据的结构关系与轨迹特征差异较大。
Abstract:
This paper studies the panel data clustering method, and proposes a clustering method based on the structural relationship between the influence and response of the panel data variables. The linear relationship, the nonlinear relationship, the multi-index based on the trajectory feature and the shape feature are discussed respectively. This paper divides the data with the same structural relationship into the same class, and divides the data with different relationship structures into different classes, so that the classes have the same or similar structural relationships and trajectory characteristics, and the structural relationships and trajectory characteristics of the data between classes and classes big different.
参考文献
|
[1]
|
Ökonomie, R. (2009) Panel VAR Models with Spatial Dependence. Economics Series, No. 1, 237-275.
|
|
[2]
|
Verdier, V. (2016) Estimation of Dynamic Panel Data Models with Cross-Sectional Dependence: Using Cluster Dependence for Efficiency. Journal of Applied Econometrics, 31, 85-105. [Google Scholar] [CrossRef]
|
|
[3]
|
姜超. 多指标面板数据聚类的SAS实现[J].经济研究导刊, 2013(26):255-258.
|
|
[4]
|
刘翠霞, 史代敏. 基于关系聚类的动态面板数据模型及其应用研究[J]. 统计与信息论坛, 2015, 30(3): 10-16.
|
|
[5]
|
李因果, 何晓群. 面板数据聚类方法及应用[J]. 统计研究, 2010, 27(9): 73-77.
|
|
[6]
|
任娟. 多指标面板数据融合聚类分析[J]. 数理统计与管理, 2016, 32(1): 57-67.
|
|
[7]
|
王双英, 王群伟, 曹泽. 多指标面板数据聚类方法及应用-以行业一次能源消费面板数据为例[J]. 数理统计与管理, 2014(1): 42-49.
|
|
[8]
|
杨毅, 赵国浩, 秦爱民. 面板数据的有序聚类分析及其应用——以全球气候变化聚类分析为例[J]. 统计与信息论坛, 2012, 27(7): 13-18.
|