统计研究 ›› 2007, Vol. 24 ›› Issue (4): 11-14.

• 论文 • 上一篇    下一篇

面板数据的聚类分析及其应用

朱建平 陈民恳   

  1. 厦门大学经济学院
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2007-04-15 发布日期:2007-04-15

Cluster Analysis of Panel Data and Its Application

ZHU Jian-ping ;CHEN Min-ken   

  • Received:1900-01-01 Revised:1900-01-01 Online:2007-04-15 Published:2007-04-15

摘要: 不同于传统的计量建模分析,本文探讨了多元统计方法在面板数据分析上的运用。文中介绍了面板数据的统计描述方法,构造了面板数据之间相似性的统计指标,并在此基础上提出了面板数据聚类分析的有效方法,通过实际应用取得了良好的效果。

关键词: 面板数据, 聚类分析, 计量经济, 多元统计

Abstract: Unlike the traditional econometric modeling analysis, this article discusses the application of multivariate statistical methods for panel data. In this paper, we introduce the statistical description of panel data and construct the statistical indicators for the similarity of this data, on the basis, the method of clustering panel data is proposed. Finally, the method is proved to be efficient through the practical application.


 

Key words: Panel Data, Cluster Analysis, Econometrics, Multivariate Statistics