Dissertation > Excellent graduate degree dissertation topics show

Multi- level panel data model estimation theory and simulation

Author: WangShangKun
Tutor: ShiLei
School: Yunnan University of Finance
Course: Quantitative Economics
Keywords: Multilevel model Panel data model Iterative generalized least squared Multilevel panel data model
CLC: F224.0
Type: Master's thesis
Year: 2011
Downloads: 140
Quote: 0
Read: Download Dissertation

Abstract


Multilevel model is a new statistic model that developed for hierarchical data, in which the regression coefficient is considered as random variable. For example, when data are separated into two levels, the level one variables are used to establish a linear regression model, in which the coefficients are considered as random variables. The random coefficients then form a level 2 regression model using level two variables. By this way, relationships of variables among different levels, as well as the concern of errors between different levels can be studied. Further more, the variations between the levels can be estimated.The panel data is a combination of cross-sectional data and time-series data, and the panel data model is a useful econometric model for panel data. For this reason, the application of panel data on econometric analysis can deal with cross-sectional data and time-series data at the same time. It can control the individual time-independent heterogeneity, as well as the time effects from different objects, in the aim of better recognition and measure on the significant effects of cross-sectional data and time-series data. But this model can’t be used to analyze multilevel effect.This paper summarizes the characteristics of multilevel model and the panel data model, and suggests a multilevel panel data model which combine the level effects and time effect, so that it can analyze the hierarchical structural data. Meanwhile, time effects are introduced in the model, considering the differences between the individuals and groups, as well as the explanations on the causes of variation of variances. The covariance structure is analyzed, and the estimation methods using Iterative Generalized Least Squares Estimation (IGLS) and the Restricted Iterative Generalized Least Squares Estimation (RIGLS) are proposed. Finally, the comparisons between multilevel model and panel data model are studied by simulating data.

Related Dissertations

  1. Research on the Regional Difference and Influence Factors of China’s Carbon Emissions,X502
  2. Study on the Relationship between Industrial Structure Upgrading and Convergence Tendency of Financial Services Industry in the Central Region of China,F832.2
  3. Jiangsu Province, Financial Development and Urban Income Gap An Empirical Study,F124.7;F224
  4. The Study on the Attitudes of the Students, Parents and Teachers to Children Affected by HIV/AIDS,G478.2
  5. Research on Factors for Place Selection of Offshore Service Outsourcing,F272;F752.68
  6. Shaanxi consumer demand research,F224
  7. China 's urban and rural residents Factors Influencing consumer behavior research,F126.1
  8. The Library Management System of Study and Application Based on J2EE Exams,TP311.52
  9. Empirical Study on Influence of Consumption Structure by Income of Urban Residents in Dalian,F126
  10. The Empirical Analysis of Urban Residents Consumption of Henan Province,F126.1
  11. Empirical analysis of the impact of the RMB exchange rate changes on foreign trade,F752
  12. China’s Consumption Structure of Urban Residents Empirical Analysis of Factors Affecting,F126.1
  13. An Empirical Research on the Contributing Factors of Top Managemsnt Compensative of Commercial Department Listed Company,F721;F224
  14. Research on Impact of Foreign Strategic Shareholders to Operating Efficiency of Commercial Banks,F832.2
  15. A Study on the Effect of China’s Outward Foreign Direct Investment in Africa on Trade,F752.7;F224
  16. The Empirical Research on the Function of Hebei Higher Education Development on Economic Growth,G649.2
  17. Income Uncertainty, Keeping Up with Joneses and Consumption,F124.7
  18. The Variation of the Monetary Policy Transmission Effects on Regional Housing Prices,F293.3;F224
  19. Chinese real estate market prices regional characteristics , as well as the relevance of the real economy - from Spatial Econometric Analysis of learning,F224
  20. Study on Temporal-spatial Variation of Household Energy Consumption in China,F126;F426.2
  21. Regional innovation network structure on regional knowledge flows impact study,F273.1

CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods > Quantitative Economics
© 2012 www.DissertationTopic.Net  Mobile