面板数据建模:使用VSOM方法识别和处理异常值
Suci Ismadyaliana1,2, Setiawan1, Jerry Dwi Trijoyo Purnomo1
1Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia.
MethodsX
|December 17, 2024
概括
本研究介绍了差异转移异常值模型 (VSOM),用于在面板数据模型中有效检测异常值. 通过减少经济数据中异常值的影响,VSOM方法显著提高了模型准确性.
科学领域:
- 计量经济学 计量经济学
- 统计建模 统计建模
背景情况:
- 在面板数据建模中,异常值的识别至关重要,但现有的方法有限.
- 在面板数据中视觉检测异常值往往具有挑战性.
研究的目的:
- 引入和评估差异转移异常值模型 (VSOM) 用于在面板数据中检测异常值.
- 在单个和同时方程模型中证明VSOM的有效性.
主要方法:
- 使用的是差异转移异常值模型 (VSOM) 方法.
- 使用标准化剩余的正方形来识别异常值.
- 参数引导生成平方标准化残余的分布.
- 使用D矩阵降低异常值的差异,以减少它们的影响.
主要成果:
- VSOM方法有效地识别和处理面板数据模型中的异常值.
- 适用于东盟-中国自由贸易区 (ACFTA) 国家的GDP和外国直接投资数据.
- 与零模型相比,VSOM模型实现了较低的平方余量 (SSR) 总和,表明模型适合性得到改善.
结论:
- VSOM方法提高了面板数据模型的准确性和可靠性.
- 这种方法为管理计量经济学分析中的异常值提供了可靠的解决方案.
- 改进的模型匹配表明VSOM成功地捕捉了潜在的经济关系.
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