# 浅谈Panel模型中未知参数的四种估计方法Four Methods for Estimating Unknown Parameters in Panel Model

Abstract: In this paper, four methods for estimating the unknown parameters in Panel model are discussed, which are least squares estimator, Within estimator, Between estimator and two-stage estimator. This paper shows the corresponding expressions of four estimation methods, and compares the advantage of four methods under certain conditions briefly.

[1] 王松桂, 史建红, 尹素菊, 吴密霞. 线性模型引论[M]. 北京: 科学出版社, 2004.

[2] 王松桂, 范永辉. Panel模型中两步估计的优良性[J]. 应用概率统计, 1998, 14(2): 177-184.

[3] 茆诗松, 王静龙, 濮晓龙. 高等数理统计[M]. 北京: 高等教育出版社, 2006.

[4] Pitman, E. (1937) The Closest Estimates of Statistical Parameters. Proceedings of the Cambridge Philosophical Society, 33, 212-222.
https://doi.org/10.1017/S0305004100019563

[5] Rao, C.R. (1981) Some Comments the Minimum Mean Square as Criterion of Estimation. Statistics and Related To- pics, North Holland, Amsterdam, 123-143.

[6] Rao, C.R., Keating, J.P. and Mason, R.L. (1986) The Pitman Nearness Criterion and Determination. Communications in Statistics-Theory and Methods, 15, 3173-3191.
https://doi.org/10.1080/03610928608829302

Top