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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제11권 제2호
- 발행연도
- 2009.1
- 수록면
- 617 - 627 (11page)
이용수
초록· 키워드
오류제보하기
Recently the study of the panel data has received attention in the literature of the regression model. The model has been usually dealing with the complete data. However, in a practical manner it is rare for data to be complete. For ill-posed problems, Song and Cheon(2006) proposed a robust generalized maximum entropy estimator less sensitive to the assumption and limited situation in a panel regression model with the only individual effect. However, the time effect needs to be considered in panel data.
This paper considers a two-way error component model with both individual and time effects in ill-posed problems and proposes the generalized maximum entropy(GME) estimator for the unknown parameters. This estimator is compared with a variety of existing estimators on the simulated dataset. The numerical results are in favor of the new estimator in terms of its quality when the data are ill-posed.
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참고문헌 (18)
참고문헌 신청
Amemyia, T / 1971 / The estimation of the variances in a varience components model / International Econometric Review 12 : 1 ~ 13
Baltagi, B. H / 1995 / Econometric Analysis of Panel Data / John Wiley
Belsley, D / 1991 / Conditioning Diagnostics: Collinearity and Weak Data in Regression / John Wiley
Golan, A / 1996 / A Maximum Entropy Approach to Recovering Information from Multinomial Response Data / Journal of the American Statistical Association 91 : 841 ~ 853
Golan, A / 1996 / Maximum Entropy Econometrics: Robust Estimation with Limited Data / John Wiley
Baltagi, B. H / 1995 / Econometric Analysis of Panel Data / John Wiley
Belsley, D / 1991 / Conditioning Diagnostics: Collinearity and Weak Data in Regression / John Wiley
Golan, A / 1996 / A Maximum Entropy Approach to Recovering Information from Multinomial Response Data / Journal of the American Statistical Association 91 : 841 ~ 853
Golan, A / 1996 / Maximum Entropy Econometrics: Robust Estimation with Limited Data / John Wiley
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