發(fā)布時間：2018-01-03 18:43

  本文關鍵詞：面板數(shù)據(jù)回歸樣條線混合效應模型的應用　出處：《湖北工業(yè)大學》2017年碩士論文　論文類型：學位論文

  更多相關文章： 回歸樣條線混合效應模型 蒙特卡洛模擬 城鄉(xiāng)收入差距 庫茲涅茨曲線

【摘要】：在醫(yī)學、生物學、計量經(jīng)濟學、金融學以及農(nóng)業(yè)等領域的研究中,通常會遇到面板數(shù)據(jù)。在對面板數(shù)據(jù)進行統(tǒng)計建模時,學者們提出了面板數(shù)據(jù)的非參數(shù)回歸模型。它是面板數(shù)據(jù)模型中非常重要的一種統(tǒng)計模型。在解決實際問題時,面板數(shù)據(jù)非參數(shù)模型更接近真實模型,更能充分利用數(shù)據(jù)中所提供的信息�；貧w樣條線混合效應模型,是眾多面板數(shù)據(jù)非參數(shù)模型中可操作性最強,應用最為廣泛的一種模型。全文共分為五章。第一章是緒論部分,闡述了面板數(shù)據(jù)的非參數(shù)回歸模型的研究背景、目的以及研究意義,并介紹了面板數(shù)據(jù)混合效應模型的建模假設和模型的基本形式。第二章是理論部分,系統(tǒng)闡述了回歸樣條線混合效應(MERS)模型。包括:MERS模型的構建方法,求解模型的方法和平滑參數(shù)的確定等問題。第三章是模擬比較部分,針對回歸樣條線混合效應(MERS)模型與多項式方法進行蒙特卡洛模擬比較,最后得出結論:MERS模型在總體函數(shù)估計方面優(yōu)于多項式方法,但在個體函數(shù)估計方面,表現(xiàn)不如多項式方法。另外,當預測變量與相應變量的關系未知,且兩者可能存在復雜關系的情況下,MERS模型估計要比多項式方法的估計更加穩(wěn)健,因而適用性更強。第四章為實證研究部分,第一個實證分析針對我國城鄉(xiāng)收入差距與經(jīng)濟增長的問題,闡述了城鄉(xiāng)收入差距的演變趨勢。實證分析通過構建城鄉(xiāng)收入差距與經(jīng)濟增長關系的模型,驗證了我國經(jīng)濟增長與城鄉(xiāng)收入差距確實存在倒U型關系。并估計了我國總體和各省個體到達峰值點的時間和峰值點的人均GDP。最后提出了縮小城鄉(xiāng)收入差距的經(jīng)濟和社會政策。第二個實證分析基于MERS模型,對BMI—年齡數(shù)據(jù)集進行實證分析。得到總體均值函數(shù)的估計和總體均值函數(shù)導數(shù)的估計,通過對總體分析,估計出13.7歲為BMI增速最快的年齡;并對肥胖、超重個體的個體函數(shù)進行估計,發(fā)現(xiàn)肥胖和超重的觸發(fā)年齡均值分別為20.41歲和21.17歲。通過分析超重、肥胖個體,發(fā)現(xiàn)大多數(shù)超重、肥胖個體的觸發(fā)年齡在15-25周歲階段,因此有必要在中學階段、大學階段,對其進行飲食、運動干預。第五章為全文總結部分。
[Abstract]:In medicine, biology, econometrics, finance, and agriculture, panel data are usually encountered. Scholars have proposed a non-parametric regression model of panel data, which is a very important statistical model in panel data model. In solving the practical problems, the non-parametric model of panel data is closer to the real model. The regression spline mixed effect model is the most operable among many panel data non-parametric models. The most widely used model. The full text is divided into five chapters. The first chapter is the introduction part, elaborated the panel data non-parametric regression model research background, purpose and research significance. And introduced the panel data mixed effect model modeling hypothesis and the basic form of the model. The second chapter is the theoretical part. The regression spline mixed effect (MERS) model is systematically expounded, including the construction method of the MERS model, the method of solving the model and the determination of smooth parameters. The third chapter is the part of simulation and comparison. Comparing the regression spline mixed effect (MERS) model with polynomial method in Monte Carlo simulation, the conclusion is drawn that the MERS model is superior to the polynomial method in the estimation of population function. But in the aspect of individual function estimation, the performance is not as good as polynomial method. In addition, when the relationship between predictive variables and corresponding variables is unknown, and there may be a complex relationship between them. The MERS model is more robust than the polynomial method, so it is more applicable. Chapter 4th is the empirical research part, the first empirical analysis is aimed at the problem of urban-rural income gap and economic growth in China. This paper expounds the evolution trend of urban-rural income gap, and establishes the model of the relationship between urban-rural income gap and economic growth. The relationship between economic growth and urban-rural income gap is proved to be inversely U-shaped, and the time of reaching the peak point and the per capita GDP at the peak point are estimated. Finally, it is proposed to reduce the income gap between urban and rural areas. The second empirical analysis is based on MERS model. Through the empirical analysis of BMI-age data set, we get the estimation of the total mean function and the derivative of the total mean function. Through the overall analysis, we estimate that the age of 13.7 years old is the fastest growing age of BMI; The average trigger age of obesity and overweight is 20.41 years old and 21.17 years old, respectively. By analyzing overweight and overweight individuals, we find that most of them are overweight. The trigger age of obese individuals is 15-25 years old, so it is necessary to carry out diet and exercise intervention in middle school and college stage. Chapter 5th is the summary of the full text.
【學位授予單位】：湖北工業(yè)大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F224;F124.7

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