个体效应的估计及检验

由于受到样本容量限制，人们在建立经济计量模型时不得不忽略个体经济行为的差异(即个体效应),其后果往往是很严重的。本文介绍了一种能够估计并检验个体效应的时间序列与截面结合数据模型。利用这种模型和我国1986年至1990年24个省(自治区)城镇居民家庭收支调查资料，笔者建立了一个包括23个虚拟解释变量的食品消费函数，估计并检验了不同地区在食品消费行为上的差异。

Estimating and Testing about Individual Effects

Restricted by sample size,the individual effects in econometric models have to be neglected,which often cause serious results.In this paper,a pooled time-series and cross-sectional data model is introduced wich which the individual effects can be estimated and tested.Using this model and urban households sampling data of 24 provinces from 1986 to 1990,a food spending function including 23 dummy variables is set up,the diffrences in food expenditure behaviour among the 24 provinces are also estimated and tested.