TY - GEN
T1 - Panel data clustering and its application to discount rate of B stock in China
AU - Zheng, Tao
AU - Hu, Donghua
AU - Wang, Xuefeng
AU - Yu, Bo
PY - 2009
Y1 - 2009
N2 - Panel data is a two-dimensional data included time and the cross section. Through constructing a panel data matrix, the clustering method is applied to panel data analysis. This method solves the heterogeneity question of dependent variable which belongs to panel data, before on their statistical analysis. In the part of case analysis, the question about discount rate of B stock in China is studied by using panel data clustering method. We find that conducting every independent variable clustering and comparing the result with dependent clustering result contribute to estimate and test the regression model parameter.
AB - Panel data is a two-dimensional data included time and the cross section. Through constructing a panel data matrix, the clustering method is applied to panel data analysis. This method solves the heterogeneity question of dependent variable which belongs to panel data, before on their statistical analysis. In the part of case analysis, the question about discount rate of B stock in China is studied by using panel data clustering method. We find that conducting every independent variable clustering and comparing the result with dependent clustering result contribute to estimate and test the regression model parameter.
KW - Clustering
KW - Discount rate of B stock
KW - Panel data
UR - https://www.scopus.com/pages/publications/70449481801
U2 - 10.1109/ICIC.2009.48
DO - 10.1109/ICIC.2009.48
M3 - Conference contribution
AN - SCOPUS:70449481801
SN - 9780769536347
T3 - 2009 2nd International Conference on Information and Computing Science, ICIC 2009
SP - 163
EP - 166
BT - 2009 2nd International Conference on Information and Computing Science, ICIC 2009
T2 - 2009 2nd International Conference on Information and Computing Science, ICIC 2009
Y2 - 21 May 2009 through 22 May 2009
ER -