| 王韬,马成,朱跃序.经济核算类矩阵调整的JSD方法及扩展研究[J].数量经济技术经济研究,2013,30(2):111-125 |
| 经济核算类矩阵调整的JSD方法及扩展研究 |
| JSD Method with Extensions for Solving Matrix Adjustment Problem in Economics |
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| DOI： |
| 中文关键词: 矩阵调整 KL散度 JS散度 RAS |
| 英文关键词: Matrix Adjustment Kullback-Leibler Divergence Jensen-Shannon Divergence RAS |
| 基金项目: |
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| 中文摘要: |
| 现有的矩阵更新、平衡等调整方法多存在两种缺陷：一是度量新旧矩阵间差异的函数形式不对称，并非严格“距离”概念；二是要求矩阵元素非负导致使用范围受限。为改进上述不足，本文提出了包括Jensen–Shannon divergence（JSD）在内的若干基于对称距离优化的新方法，并统一进行保号、误差妥协等扩展以方便实际运用。在此基础上本文利用中国及其他28个国家的数据，对比分析了多种矩阵调整方法的实际效果，结果发现：第Ⅰ类JSD方法表现最突出且相对稳健，值得代替现在使用较广泛的RAS或交叉熵方法。 |
| 英文摘要: |
| Matrix adjustment methods are widely used in economics, but there are still some defects in most existing methods: First, the "distance" measure between the initial and estimated matrices is not symmetric; secondly the initial matrix is assumed non-negative, however sometimes empirically inconsistent with the fact. This paper proposes various new optimization methods based on symmetric distance measure, with sign-preservation and tolerance extensions. On this basis, updating the IO table / balancing SAM as the empirical comparison with 29 countries’ data, results show that the Jensen–Shannon divergence Ⅰ (JSD-Ⅰ) method outperforms the others in most cases, so we suggest this new approach rather than RAS or CE for adjusting economic matrices in practice. |
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