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| 面板数据分析中含异方差的单因素误差分量模型研究 | |
| 引用本文： | 任献花,薛建明. 面板数据分析中含异方差的单因素误差分量模型研究[J]. 河南科学, 2014, 0(12): 2427-2430 |
| 作者姓名： | 任献花 薛建明 |
| 作者单位： | 1. 上海信息技术学校,上海,200331 2. 昆明理工大学津桥学院,昆明,650106 |
| 基金项目： | 云南省教育厅科学研究基金项目(2013C157) |
| 摘 要： | 提出了含区域效应且存在异方差的单因素误差分量模型,并推导了在这一模型中如何根据样本数据计算可行广义最小二乘估计量的方法. |
| 关 键 词： | 单因素误差分量模型 区域效应 异方差 广义最小二乘估计 |
The One-way Error Components Model Containing Heteroscedasticity in Panel Data Analysis |
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| Ren Xianhua , Xue Jianming. The One-way Error Components Model Containing Heteroscedasticity in Panel Data Analysis[J]. Henan Science, 2014, 0(12): 2427-2430 | |
| Authors: | Ren Xianhua Xue Jianming |
| Affiliation: | Ren Xianhua, Xue Jianming (1. Shanghai Information Technology College, Shanghai 200331, China; 2. Oxbridge College, Kunming University of Science and Technology, Kunming 650106, China) |
| Abstract: | The article puts forward an one-way error components model which has local effects and heteroscedasti-city. Then the paper derives how to get a feasible generalized least squares estimator according to the sample data. |
| Keywords: | one-way error components model local effects heteroscedasticity GLS estimator |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |