Sample Splitting and Applied Econometric Modeling
提出一种基于聚类分析的样本分割方法,用于在子样本中假设参数同质,并以家庭截面数据为例,发现分组主要由户主职业决定,进而分析各组需求行为。
Often in applied econometric work, the sample of observations is split so that within each subsample the observations can reasonably be assumed to have the same parameter values. In this article I present a procedure for sample splitting that uses cluster analysis techniques. The procedure is illustrated with data from a cross-section of households obtaining subsamples with homogeneous demand parameters. The groups turn out to be determined, primarily, by occupation of the family head. Demand behavior is studied in each of the resulting groups.