{"id":1257,"date":"2023-12-28T10:45:12","date_gmt":"2023-12-28T02:45:12","guid":{"rendered":"https:\/\/edu.secda.info\/scu12354014\/?p=1257"},"modified":"2024-01-07T15:33:23","modified_gmt":"2024-01-07T07:33:23","slug":"1228","status":"publish","type":"post","link":"https:\/\/edu.secda.info\/scu12354014\/?p=1257","title":{"rendered":"\u8a08\u91cf\u7d93\u6fdf\u5b78\u4f5c\u696d  1228 \u8b8a\u7570\u6578\u5171\u8b8a\u6578\u77e9\u9663"},"content":{"rendered":"<p>\u8aa4\u5dee\u9805\u7684\u8b8a\u7570\u6578\u5171\u8b8a\u6578\u77e9\u9663<\/p>\n<p>\u7570\u8cea\u6027<\/p>\n<p>\u540c\u8cea\u6027<\/p>\n<p>\u52a0\u6b0a\u6700\u5c0f\u5e73\u65b9\u6cd5<\/p>\n<p>9\u500b\u9ede\u4f309\u500b\u8b8a\u7570\u6578\u7121\u6cd5\u505a\u5230<\/p>\n<blockquote><p>&gt;\u5047\u8a2d\u8aa4\u5dee\u8b8a\u7570\u6578\u8ddfZt\u6709\u95dc \u03c3t^2 =Zt\u03c3^2<\/p><\/blockquote>\n<p>Var(et) = \u03c3t^2<\/p>\n<p>Var(<span style=\"color: #0000ff;\"><strong>(1\/\u221aZt )<\/strong><\/span> * et) =( 1\/Zt) * Var(et)<\/p>\n<p>= ( 1\/Zt) * Zt\u03c3^2<\/p>\n<p>= \u03c3^2<\/p>\n<p>\u6b64\u52d5\u4f5c\u5373\u70ba<span style=\"color: #0000ff;\">&#8221;\u52a0\u6b0a&#8221; \uff1a<\/span>\u4f7f\u5f97\u8aa4\u5dee\u9805\u7684\u8b8a\u7570\u6578\u540c\u8cea\uff0c\u53ea\u6703\u5f71\u97ff\u5230\u5c0d\u89d2\u7dda<\/p>\n<p>yit = \u03b1 + \u03b2 * Xit + eit\u00a0 i = 1,2,3<\/p>\n<p><strong>pooling \u5047\u8a2d<\/strong>\u00a0 eit ~ N(0 , \u03c3^2)\uff0c\u8996\u800c\u4e0d\u898b\uff0c\u4e0d\u7ba1\u984f\u8272<\/p>\n<p>\u5047\u8a2d\u6240\u6709\u7684\u89c0\u6e2c\u503c\u5171\u4eab\u76f8\u540c\u7684\u659c\u7387\u548c\u622a\u8ddd\uff0c\u5ffd\u7565\u4e86\u4e0d\u540c\u89c0\u6e2c\u503c\u4e4b\u9593\u7684\u5dee\u7570\u3002<\/p>\n<p>yit = \u03b1i + \u03b2 * Xit + eit\u00a0 i = 1,2,3<\/p>\n<p><strong>fitting \u5047\u8a2d<\/strong> \u6703\u6709\u4e09\u5bb6\u516c\u53f8\u7684\u03b1\u622a\u8ddd(\u76f8\u540c\u7684\u659c\u7387\u03b2\uff0c\u4e0d\u540c\u7684\u622a\u8ddd)<\/p>\n<p>\u5247\u5047\u8a2d\u6bcf\u500b\u7279\u5b9a\u7684\u7fa4\u9ad4\uff08\u6bd4\u5982\u4e0d\u540c\u7684\u516c\u53f8\uff09\u64c1\u6709\u81ea\u5df1\u7684\u622a\u8ddd\uff08\u03b1i\uff09\uff0c\u4f46\u5171\u4eab\u76f8\u540c\u7684\u659c\u7387\uff08\u03b2\uff09\uff0c\u9019\u610f\u5473\u8457\u5728\u8003\u616e\u5230\u4e0d\u540c\u7fa4\u9ad4\u7684\u500b\u5225\u7279\u5fb5\u6642\uff0c\u4fdd\u7559\u4e86\u4e00\u81f4\u7684\u659c\u7387\u3002<\/p>\n<hr \/>\n<p>Var(et) = Cov(et ,et) = \u03c3^2<\/p>\n<p>\u6709\u76f8\u540c\u7684t\u624d\u6709\u8b8a\u7570\u6578\uff0c\u6240\u4ee5\u53ea\u6709\u5c0d\u89d2\u7dda\u6709\u6578\u503c<\/p>\n<p>\u4e0d\u540c\u7684t\uff0c\u5171\u8b8a\u7570\u70ba0<\/p>\n<p>Var(\u2208it) = Var(ui + eit) = Cov(ui + eit ,ui + eit) = T + \u03c3^2<\/p>\n<p>\u4f46\u76f8\u540c\u7684i\u4e0d\u540c\u7684t\u4e5f\u6709\u8b8a\u7570\u6578<\/p>\n<p>Cov(ui + eit ,ui + eit\u02ca)=T<\/p>\n<p>e11\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0e12\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 e13\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 e21\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0e22\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0e23\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 e31\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0e32\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0e33<\/p>\n<p>e11\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 T + \u03c3^2<\/p>\n<p>e12\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 T\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0T + \u03c3^2<\/p>\n<p>e13\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0T\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 T \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0T + \u03c3^2<\/p>\n<p>e21\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0T + \u03c3^2<\/p>\n<p>e22\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 T \u00a0 \u00a0 \u00a0 \u00a0\u00a0 \u00a0T + \u03c3^2<\/p>\n<p>e23\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 T\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 T \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0\u00a0 T + \u03c3^2<\/p>\n<p>e31\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0T + \u03c3^2<\/p>\n<p>e32\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0T \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0T + \u03c3^2<\/p>\n<p>e33\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a00\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0T \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 T \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0\u00a0 \u00a0T + \u03c3^2<\/p>\n<hr \/>\n<p><strong>robust standard errors<\/strong><\/p>\n<p>Panel Data \u53ea\u770b\u03b1\uff0c\u4e0d\u770b \u03b2<\/p>\n<p>\u975e\u93ae\u5b9a\uff08non-stationarity\uff09\u6307\u7684\u662f\u6642\u9593\u5e8f\u5217\u6578\u64da\u4e2d\u7d71\u8a08\u7279\u6027\u6703\u96a8\u6642\u9593\u767c\u751f\u8b8a\u5316\uff0c\u4e0d\u4fdd\u6301\u6046\u5b9a\u7684\u60c5\u6cc1\u3002<\/p>\n<hr \/>\n<p>estimate \uff1f\u00a0 \u5831\u8868\u4e0a\u770b\u5230\u7684(\u7b97\u51fa\u4f86\u7684\u6578\u503c) &gt;\u4f30\u8a08\u91cf<\/p>\n<p>estimater \uff1f\u516c\u5f0f\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 &gt;\u4f30\u8a08\u503c<\/p>\n<p>\u7279\u6027<\/p>\n<p>\u4e0d\u504f\u3001\u4e00\u81f4\u3001\u5145\u5206\u3001\u6709\u6548<\/p>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u8aa4\u5dee\u9805\u7684\u8b8a\u7570\u6578\u5171\u8b8a\u6578\u77e9\u9663 \u7570\u8cea\u6027 \u540c\u8cea\u6027 \u52a0\u6b0a\u6700\u5c0f\u5e73\u65b9\u6cd5 9\u500b\u9ede\u4f309\u500b\u8b8a\u7570\u6578\u7121\u6cd5<\/p>\n","protected":false},"author":16,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[27],"tags":[],"_links":{"self":[{"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/posts\/1257"}],"collection":[{"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/users\/16"}],"replies":[{"embeddable":true,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1257"}],"version-history":[{"count":13,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/posts\/1257\/revisions"}],"predecessor-version":[{"id":1325,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/posts\/1257\/revisions\/1325"}],"wp:attachment":[{"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1257"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1257"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1257"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}