基于Topsis改进的因子分析模型在面板数据中的应用研究——以中国经济为例  

Based on Topsis to Improve the Application of Factor Analysis Model in Panel Data Research,in China'S Economy,for Example

作　　者：罗国旺[1] 刘衍民[1] 黄建文[1] 林海明[2] 彭艳芳[3] 刘蕊[1] 

机构地区：[1]遵义师范学院数学与计算科学学院,贵州遵义563002 [2]广东财经大学数学与统计学院,广东广州510320 [3]贵州师范大学数学与计算机科学学院,贵州贵阳550001

出　　处：《数学的实践与认识》2015年第16期77-85,共9页Mathematics in Practice and Theory

基　　金：贵州省科学技术基金(黔科合J字LKZS[2012]10);贵州省高等学校教学质量与教学改革工程项目(黔教高发[2013]446号);贵州省大学生创业训练计划(20140664004);贵州省科技计划课题(黔科合LH字[2015]7001号)

摘　　要：针对传统因子分析只限于对截面数据进行分析研究存在的不足作了改进.通过建立基于Topsis法改进的因子分析模型对面板数据进行研究分析.以每一年的横截面数据因子综合得分最高和最低分别作为最优和最劣向量,通过Topsis法求出每个样本因子综合得分与最优因子方案接近程度.以中国加入WTO后的经济增长为例,用模型的最优因子方案接近程度来刻画各个省份2004年-2012年的经济发展状况,研究得到的结论是大部分省份与最优因子方案接近度较大.Support on the theory of factor analysis method, in view of the traditional factor analysis to analyze the cross section data of the defects in the study has made the improvement.The Topsis method is developed in this paper, based on panel data, through the improvement factor analysis model of per year cross section data factor highest and lowest scores as the best and the worst vector~ respectively through the Topsis method the factor score of each sample and proximity of the optimal plan. Compared with the generalized dynamic factor analysis model, this model does not need to pass a variety of complex process, such as parameter estimation. With China＇s accession to the WTO after the economic growth, for example, using model close to the optimal schemes to depict the provinces in 2004-2012 economic development status, research the conclusion is larger and the optimal solution is close to most of the provinces.

关 键 词：面板数据 因子分析 TOPSIS 中国经济 

分 类 号：F224[经济管理—国民经济]