The Applied Statistical Analysis Based On The Adaptive-lasso And Common Breaks Of The Panel Data

In this paper,we mainly use the relevant statistical methods for data processing and analysis,and applied to the research on the learning situation of college students and variable structure of stock market returns,then get very good results.The main contents are given as follows:The first chapter introduces the development and application of statistical methods in academic situation,and the research status at home and abroad.Finally,it mentions the significance of this paper.The second chapter introduces the theory of principal component analysis,factor analysis and Adaptive Lasso applied in the analysis of academic situation,it also introduces the KMO test and the Bartlett spherical test method,as well as the BIC information criterion,which need to be used in the analysis.In the third chapter,the statistical analysis of the undergraduate achievement is carried out,and the principal component analysis is carried out for all students in the math class of grade 2006-2009.The linear model is established by two regression methods,stepwise regression and Adaptive Lasso regression,then the model results are compared respectively.Finally,combined with the actual situation,a reasonable explanation is given.The fourth chapter briefly introduces the development and application of the statistical method in the stock market returns,the research status of the domestic financial change point,and the theory of the mean common change point of the panel data.Finally,the empirical study on the daily returns of the major stock markets from2005 to 2015 is carried out.The change-point detection is applied to the daily rate of return by using the mean common change-point of the panel data.Finally,according to the location of the breaks,we analyze them with the combination of current affairs.In chapter 5,we summary the applied statistical research carried out in this paper.