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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 林書勤 | zh_TW |
| dc.contributor.advisor | Shu-Chin Lin | en |
| dc.contributor.author | 賴永岫 | zh_TW |
| dc.contributor.author | Yung-Hsiu Lai | en |
| dc.date.accessioned | 2026-06-24T16:36:53Z | - |
| dc.date.available | 2026-06-25 | - |
| dc.date.copyright | 2026-06-24 | - |
| dc.date.issued | 2026 | - |
| dc.date.submitted | 2026-06-10 | - |
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/102485 | - |
| dc.description.abstract | 本論文針對共變數有缺失觀測值與量測誤差的動態面板資料模型，提出新的動差重構估計量。此估計量將母體層級的曲面估計直接代入系統GMM動差矩陣，避免逐一個體的軌跡重構。我們透過數值模擬與實證資料，比較既有的pgmm（系統 GMM）以及naive（Nadaraya–Watson）、fpca（PACE）兩類插補式估計量與本文提出的估計量。數值模擬顯示在缺失與量測誤差並存的情境下，新的 動差重構估計量在點估計的表現優於既有估計量。實證應用方面，我們運用此方法以Booking.com資料集探討評論主題集中度與飯店平均評分之間的關聯。 | zh_TW |
| dc.description.abstract | This thesis proposes a new moment-reconstruction estimator for dynamic panel data models when the time-varying covariate has missing observations and measurement error. The estimator plugs population-level surface estimates directly into the system GMM moment matrices, thereby avoiding per-subject trajectory reconstruction. Through both numerical simulation and empirical data, we compare the proposed estimator against the existing pgmm (system GMM) implementation and two imputation-based estimators, naive (Nadaraya--Watson) and fpca (PACE). The simulation shows that the proposed estimator attains more accurate point estimates than the existing methods when missing observations and measurement error are present. In the real-data application, we employ the proposed method to investigate the association between review-topic concentration and average hotel ratings using the Booking.com dataset. | en |
| dc.description.provenance | Submitted by admin ntu (admin@lib.ntu.edu.tw) on 2026-06-24T16:36:53Z No. of bitstreams: 0 | en |
| dc.description.provenance | Made available in DSpace on 2026-06-24T16:36:53Z (GMT). No. of bitstreams: 0 | en |
| dc.description.tableofcontents | Contents
Verification Letter from the Oral Examination Committee i Acknowledgements ii 摘要 iii Abstract iv Contents v List of Figures viii List of Tables ix Denotation xiii Chapter 1 Introduction 1 Chapter 2 Methodology 5 2.1 System GMM with a Time-Varying Covariate 5 2.2 Functional Covariates with Measurement Error and Missing Observations 12 2.2.1 Imputation-based methods 14 2.2.2 Moment-reconstruction approach 16 Chapter 3 Simulation 19 3.1 Simulation design 19 3.1.1 Data-generating process 19 3.1.2 Scenarios and parameter grid 20 3.1.3 Performance metrics 20 3.2 Numeric results 21 3.2.1 Scenario I: complete data without measurement error 21 3.2.2 Scenario II: complete data with measurement error 22 3.2.3 Scenario III: data with missing observations and measurement error 23 3.3 Sensitivity across the parameter grid 24 Chapter 4 Real Data Application 27 4.1 Data 27 4.2 Constructing Xi,t 28 4.3 Analysis 31 Chapter 5 Conclusion 34 References 36 Appendix A — Derivations and plug-in formulas 41 A.1 Derivation of the moment conditions 41 A.1.1 Differenced equations 42 A.1.2 Level equations 42 A.2 Smoothing estimators 43 A.2.1 Estimating μxy(s; t) 44 A.2.2 Estimating G(s, t) 45 A.3 Plug-in formulas for MZW and MZZ 46 A.3.1 MZW 46 A.3.2 MZZ 47 Appendix B — Details for simulation 50 Appendix C — Details for real data application 68 | - |
| dc.language.iso | en | - |
| dc.subject | 動態面板 | - |
| dc.subject | 系統 GMM | - |
| dc.subject | 廣義動差法 | - |
| dc.subject | 函數型資料 | - |
| dc.subject | 平滑 | - |
| dc.subject | 動差重構 | - |
| dc.subject | dynamic panel data | - |
| dc.subject | GMM | - |
| dc.subject | functional data | - |
| dc.subject | smoothing | - |
| dc.subject | system GMM | - |
| dc.subject | moment reconstruction | - |
| dc.title | 具雜訊與缺失之函數型共變數的動態面板模型：平滑廣義動差估計 | zh_TW |
| dc.title | Dynamic Panel Data Models with Noisy and Missing Functional Covariates: A Smoothed GMM Approach | en |
| dc.type | Thesis | - |
| dc.date.schoolyear | 114-2 | - |
| dc.description.degree | 碩士 | - |
| dc.contributor.oralexamcommittee | 丘政民;盧信銘 | zh_TW |
| dc.contributor.oralexamcommittee | Jeng-Min Chiou;Hsin-Min Lu | en |
| dc.subject.keyword | 動態面板; 系統 GMM; 廣義動差法; 函數型資料; 平滑; 動差重構 | zh_TW |
| dc.subject.keyword | dynamic panel data; GMM; functional data; smoothing; system GMM; moment reconstruction | en |
| dc.relation.page | 73 | - |
| dc.identifier.doi | 10.6342/NTU202601227 | - |
| dc.rights.note | 未授權 | - |
| dc.date.accepted | 2026-06-10 | - |
| dc.contributor.author-college | 理學院 | - |
| dc.contributor.author-dept | 統計與數據科學研究所 | - |
| dc.date.embargo-lift | N/A | - |
| 顯示於系所單位： | 統計與數據科學研究所 | |
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