多元Logistic模型参数估计方法及其在经济学中的应用

JIMI

论文编号:WLX045  字数:5662,页数:17摘   要   本文主要建立了一个n元Logistic模型，并使用离散化的方法对其未知参数进行了估计。通过这种方法，我们得到了模型中任一方程的系数最小二乘估计及相应的最优误差估计。接着，我们又定量地研究了我国三大产业随时间的相互作用关系。我们得到了较好的参数估计值，还用数值模拟方法获得了基本合理的产业发展的相互作用曲线。最后，我们还对模型中存在的不足和估计方法的改进提出了一些有用的建议。关键词:   多元Logistic模型  离散化方法  三大产业  数值模拟Abstract    With its undetermined parameters estimated by utilizing a discrete method,a Logistic model of n variables has been constructed in this paper.We obtain the least square estimators of the coefficients of every equation of the model in relevant with its minimal error estimators. Moreover,we also investigate the synchronous interrelationship among three principal industries of China in a quantitive style.We not only calculate the satisfied numbers of parameter estimators,but also depict the least reasonable interrelated curves of the industry development via the method of the numerical simulation.However,we also propose some useful suggestions on the defect of the model and slight modifications of the estimation approach.Key words: Logistic model of several variables; Discrete method; Three principal industries;   Numerical simulation目  录中文摘要..........................................................................IAbstract...........................................................................II目录.............................................................................III第一章      引言..................................................................1        1.1 研究背景..............................................................1        1.2 已有的结果............................................................1        1.3 本文研究方法和所要解决的问题..........................................2第二章      模型建立..............................................................3        2.1 三元Logistic模型的建立...............................................3        2.2 四元Logistic模型的建立...............................................3        2.3 n元Logistic模型的建立...............................................3第三章      模型参数估计............................................... ..........5        3.1 三元Logistic模型参数估计计算.........................................5        3.2 n元Logistic模型参数估计计算.........................................6第四章      应用实例..............................................................8        4.1 三大产业的背景介绍....................................................8        4.2 模型求解和数值模拟....................................................8        4.3 结果的讨论...........................................................10   第五章      结论.................................................................11        5.1 对多元Logistic模型的一些讨论........................................11        5.2 对参数估计方法的一些讨论.............................................11致谢.............................................................................12参考文献.........................................................................13附录 ............................................................................14  A. 三大产业数据..................................................................14B. 三大产业的解释................................................................14