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

作者: 康文倩 :云南省医学信息研究所,云南 昆明;

关键词: 最小二乘估计Within估计Between估计两步估计Least Squares Estimator Within Estimator Between Estimator Two-Stage Estimator

摘要: 本文整理了Panel模型中未知参数的四种估计方法,分别是最小二乘估计,Within估计,Between估计和两步估计。给出了四种估计方法对应的表达式,并且简单讨论了一定条件下四种估计的优良性。

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.

文章引用: 康文倩 (2017) 浅谈Panel模型中未知参数的四种估计方法。 统计学与应用, 6, 92-97. doi: 10.12677/SA.2017.61010

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