| Panel数据模型中两步估计的改进 |
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| 引用本文： | 张蕊,范永辉.Panel数据模型中两步估计的改进[J].天津师范大学学报(自然科学版),2013(4):4-8. |
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| 作者姓名： | 张蕊 范永辉 |
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| 作者单位： | 天津师范大学数学科学学院,天津300387 |
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| 摘 要： | 研究只含一个随机效应的Panel数据模型中未知参数的估计问题.在均方误差矩阵意义下,给出了两步估计优于Within估计的一个简单的充分条件.在此基础上改进了两步估计,并给出了改进后估计的协方差矩阵.
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| 关 键 词： | 两步估计 Within估计 Between估计 Panel数据模型 |
Improvement of two-step estimation in Panel data model |
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| ZHANG Rui,FAN Yonghui.Improvement of two-step estimation in Panel data model[J].Journal of Tianjin Normal University(Natural Science Edition),2013(4):4-8. |
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| Authors: | ZHANG Rui FAN Yonghui |
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| Institution: | (College of Mathematical Science, Tianjin Nomlal University, Tianjin 300387, China) |
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| Abstract: | The estimation problem of unknown parameter in Panel data model which only has one random variable is studied. A simple sufficient condition that two-step estimation is superior to Within estimation is proposed under the concept of mean square error matrix. Based on the above result, the two-step estimation is improved and the covarianee matrix of the improved estimation is given. |
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| Keywords: | two-step estimation Within estimation Between estimation Panel data model |
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