另外这个一开始制作成了面板数据,并且拿估计结果和pooled OLS 做比较,但今天老师说还要再做一个cross-section estimation,我很迷惑的是这个横截面估计的结果不就是和pooled OLS一模一样么?为什么还要再做一个?难道不一样么?横截面是说一个时间点上的不同地区的不同的变量的联系,即便我使用 reg x y if t==1,,这样计算,那的出来的不就是很多组的系数么,那为什么一些paper上面人家也是用的cross-section estimation 但最后输出的table上面咋只有一个系数。。。很不解呀,,,有没有高人指点下,,哎,计量这些老师上课不怎么讲,只能靠自学,,,
If we put all the data together and do not make any distinction between cross section and time series, we can of course run a regression over all the data using ordinary least squares. This is called a pooled OLS regression. This type of regression is the easiest to run, but is also subject to many types of errors.
Pooled OLS is often used as a rough and ready means of analyzing the data. It is a simple and quick benchmark to which more sophisticated regressions can be compared.
If we make distinctions between time and cross sectional parts of the data, which is more sophisticated and more informative