DENGESİZ PANEL VERİ MODELİ İLE EM ALGORİTMASI SONUÇLARININ KARŞILAŞTIRILMASI
Year 2017,
Volume: 12 Issue: 47, 15 - 30, 07.02.2017
Selahattin Güriş
,
Şaban Kızılarslan
Abstract
Eksik veri problemi, veri setinden elde edilecek bilginin ve yapılacak
analizlerin kısıtlanmasına yol açmaktadır. Bu çalışmada eksik veri ile panel
veri modellerinin tahmini ele alınmıştır. Panel verinin eksik gözlemler
içermesi durumunda model tahmini için alternatif iki yöntem uygulanmış ve
sonuçlar karşılaştırılmıştır. İlk olarak dengesiz panel veri modeli tahmin
edilmiştir. İkinci olarak eksik veriler EM Algoritması kullanılarak tamamlanmış
ve dengeli panel veri modeli tahmin edilmiştir. Eksik verilere atama yapmanın
parametre tahminlerinde sapmalara neden olabileceği bilinmektedir. Çalışmanın
sonucunda iki tahmin yöntemine ait model sonuçları karşılaştırılarak parametre
tahminlerinin nasıl etkilendiği analiz edilmiştir. Çalışmada uygulama konusu
olarak eğitim ile ekonomik büyüme arasındaki ilişki ele alınmıştır. Böylece
ekonomik büyüme ile eğitim arasındaki ilişki de ortaya konmuştur.
References
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- Allison, P. (2002). Missing Data. Thousand Oaks, CA: Sage Publications, Inc.
- Baltagi, B. (2005). Econometric Analysis of Panel Data. 3. Edit. West Sussex: John Wiley & Sons, Ltd.
- Baraldi, A., & Enders, C. (2013). Missing Data Methods. T. D. Little içinde, The Oxford Handbook of Quantitative Methods (s. 635 - 664). New York: Oxford University Press.
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- Barro, R. (1996). Determinants of Economic Growth: A Cross-Country Emprical Study. NBER Working Paper Series No: 5698.
- Barro, R. (2001). Human Capital and Growth. American Economic Review, 12-17.
- Breton, T. (2013). The Role of Education in economic Growth: Theory, History and Current Returns. Educational Research, 121–138.
- Cameron, A., & Trivedi, P. (2005). Microeconometrics Methods and Applications. New York: Cambridge University Press.
- Clarke, W., Jones, A., & Lacy, B. (2015). Education Spending and Workforce Quality as Determinants of Economic Growth. Journal of Rural and Community Development, 24-35.
- Doğrul, N. (2009). Gelir Seviyeleri Farklı Đllerde Eğitimin Ekonomik Büyümeye Etkisi. Dumlupınar Üniversitesi Sosyal Bilimler Dergisi, 259-267.
- Enders, C. (2010). Applied Missing Data Analysis. New York: The Guilford Press.
- Greene, W. (2008). Econometric Analysis. 6. Edit. New Jersey: Pearson Education, Inc.
- Güriş, S. (2015). Panel Veri ve Panel Veri Modelleri. S. Güriş içinde, Stata ile Panel Veri Modelleri (s. 1-38). İstanbul: Der Yayınları.
- Keller, K. (2006). Education Expansion, Expenditures per Student and the Effects on Growth in Asia. Global Economic Review, 21-42.
- Little, R., & Rubin, D. (1987). Statistical Analysis with Missing Data. New York: John Wiley & Sons.
- Madbuly, D., Maravelakis, P., & Mahmoud, M. (2013). The Effect of Methods for Handling Missing Values on the Performance of the MEWMA Control Chart. Communications in Statistics - Simulation and Computation, 1437–1454.
- McKnight, P. M. (2007). Missing data : A Gentle Introduction. New York: The Guilford Press.
- McLachlan, G., & Krishnan , T. (2008). The EM Algorithm and Extensions. Second Edition. New Jersey: John Wiley & Sons, Inc.
- Mercan, M., & Sezer, S. (2014). The Effect of Education Expenditure on Economic Growth: The Case of Turkey. Procedia - Social and Behavioral Sciences, 925 – 930.
- Oztunc, H., Chi Oo, Z., & Serin, Z. (2015). Effects of Female Education on Economic Growth: A Cross Country Empirical Study. Educational Sciences: Theory & Practice, 349-357.
- Rubin, D. (1976). Inference and Missing Data. Biometrika, 581 - 592.
- Silva, L., & Zárate, L. (2014). A Brief Review of The Main Approaches for Treatment of Missing Data. Intelligent Data Analysis, 1177–1198.
- Stock, J., & Watson, M. (2011). Introduction to Econometrics. 3. Edit. Boston: Pearson Education, Inc.
- Suri, T., Boozer, M., Ranis, G., & Stewart, F. (2011). Paths to Success: The Relationship Between Human Development and Economic Growth. World Development, 506–522.
- Tsamadias, C., & Prontzas, P. (2012). The Effect of Education on Economic Growth in Greece over the 1960–2000 Period. Education Economics, 522–537.
- Verbeek, M. (2004). A Guide to Modern Econometrics. 2.Edit. West Sussex: John Wiley & Sons Ltd.
- Young, R., & Johnson, D. (2015). Handling Missing Values in Longitudinal Panel Data with Multiple Imputation. Journal of Marriage and Family, 277–294.
Year 2017,
Volume: 12 Issue: 47, 15 - 30, 07.02.2017
Selahattin Güriş
,
Şaban Kızılarslan
References
- Acock, A. (2005). Working With Missing Values. Journal of Marriage and Family, 1012–1028.
- Allison, P. (2002). Missing Data. Thousand Oaks, CA: Sage Publications, Inc.
- Baltagi, B. (2005). Econometric Analysis of Panel Data. 3. Edit. West Sussex: John Wiley & Sons, Ltd.
- Baraldi, A., & Enders, C. (2013). Missing Data Methods. T. D. Little içinde, The Oxford Handbook of Quantitative Methods (s. 635 - 664). New York: Oxford University Press.
- Barro, R. (1991). Economic Growth in a Cross Section of Countries. The Quarterly Journal of Economics, 407-443.
- Barro, R. (1996). Determinants of Economic Growth: A Cross-Country Emprical Study. NBER Working Paper Series No: 5698.
- Barro, R. (2001). Human Capital and Growth. American Economic Review, 12-17.
- Breton, T. (2013). The Role of Education in economic Growth: Theory, History and Current Returns. Educational Research, 121–138.
- Cameron, A., & Trivedi, P. (2005). Microeconometrics Methods and Applications. New York: Cambridge University Press.
- Clarke, W., Jones, A., & Lacy, B. (2015). Education Spending and Workforce Quality as Determinants of Economic Growth. Journal of Rural and Community Development, 24-35.
- Doğrul, N. (2009). Gelir Seviyeleri Farklı Đllerde Eğitimin Ekonomik Büyümeye Etkisi. Dumlupınar Üniversitesi Sosyal Bilimler Dergisi, 259-267.
- Enders, C. (2010). Applied Missing Data Analysis. New York: The Guilford Press.
- Greene, W. (2008). Econometric Analysis. 6. Edit. New Jersey: Pearson Education, Inc.
- Güriş, S. (2015). Panel Veri ve Panel Veri Modelleri. S. Güriş içinde, Stata ile Panel Veri Modelleri (s. 1-38). İstanbul: Der Yayınları.
- Keller, K. (2006). Education Expansion, Expenditures per Student and the Effects on Growth in Asia. Global Economic Review, 21-42.
- Little, R., & Rubin, D. (1987). Statistical Analysis with Missing Data. New York: John Wiley & Sons.
- Madbuly, D., Maravelakis, P., & Mahmoud, M. (2013). The Effect of Methods for Handling Missing Values on the Performance of the MEWMA Control Chart. Communications in Statistics - Simulation and Computation, 1437–1454.
- McKnight, P. M. (2007). Missing data : A Gentle Introduction. New York: The Guilford Press.
- McLachlan, G., & Krishnan , T. (2008). The EM Algorithm and Extensions. Second Edition. New Jersey: John Wiley & Sons, Inc.
- Mercan, M., & Sezer, S. (2014). The Effect of Education Expenditure on Economic Growth: The Case of Turkey. Procedia - Social and Behavioral Sciences, 925 – 930.
- Oztunc, H., Chi Oo, Z., & Serin, Z. (2015). Effects of Female Education on Economic Growth: A Cross Country Empirical Study. Educational Sciences: Theory & Practice, 349-357.
- Rubin, D. (1976). Inference and Missing Data. Biometrika, 581 - 592.
- Silva, L., & Zárate, L. (2014). A Brief Review of The Main Approaches for Treatment of Missing Data. Intelligent Data Analysis, 1177–1198.
- Stock, J., & Watson, M. (2011). Introduction to Econometrics. 3. Edit. Boston: Pearson Education, Inc.
- Suri, T., Boozer, M., Ranis, G., & Stewart, F. (2011). Paths to Success: The Relationship Between Human Development and Economic Growth. World Development, 506–522.
- Tsamadias, C., & Prontzas, P. (2012). The Effect of Education on Economic Growth in Greece over the 1960–2000 Period. Education Economics, 522–537.
- Verbeek, M. (2004). A Guide to Modern Econometrics. 2.Edit. West Sussex: John Wiley & Sons Ltd.
- Young, R., & Johnson, D. (2015). Handling Missing Values in Longitudinal Panel Data with Multiple Imputation. Journal of Marriage and Family, 277–294.