面板数据的聚类分析及其应用.pdf

24 4 ol. 24, No14 20074 Statistical Research Apr. 2007 * 朱建平 陈民恳 : , , , , : ; ; ; : C812 : A : 1002- 4565( 2007) 04- 0011- 04 The Cluster Analysis of Panel Data and Its Application Zhu Jianpin Chen Minken Abstract: Unlike the traditional econometric modelin analysis, this paper discusses the application of multivariate statistical methods for panel data. It introduces the statistical description of panel data and constructs the statistical indicators for the similarity of the data, and thereby the method of clusterin panel data is proposed. Finally, the method is proved to be effective throu h the practical application. Key words: Panel data; cluster analysis; econometrics; multivariate statistics 一引言 Hermosilla A. Y. , [ 3] ( Panel Data) Panel Data Bonzo D. , , C. ( probability link function) , 3120 , , , / Panel Data0 1970 , Panel Data , , , , , [ 1] Panel Data [ 2] , , , , , , * / 0 ( NCET-04- Bonzo D. C. 0608) ; (06JA910003) [ 1 ] Marc Boulle. Khiops: A Statistical Discretization Method of Continuous 刘云霞, 山西省, 1978 年生, 女, 厦门大学计划统计系04 Attributes [ J] . Machine Learnin , 2004( 55) : 53) 69. 级博士研究生, 研究方向为数据分析, 厦门大学经济学 计 [ 2 ] 李刚, 李霁伦, 童 . WILD: 基于加权信息损耗的离散化算法