请问这些写得是什么啊?不太懂,是面板数据的那一部分知识?
Cross-sectional/time seriesdata. Panel data. Longitudinal data.
t = time, i = firms, etc.
yit = b0 + b1 x1it + b2 x2it + uit (i)
(i) is pooled model,constant coefficient model. b0,b1, b2, etc. the same for allobservations. uit ~ N (0, s2).
But could well bedifferences between the cross-sections e.g. firms.
FixedEffects Model
yit = bi + b1 x1it + b2 x2it + uit (ii)
(ii) is fixed effectsmodel. The constant (b0)differs for each i. Hence bi.uit ~ N (0, s2).
RandomEffects Model
yit = b0 + b1 x1it + b2 x2it + uit (iii)
uit= ui + vit
ui~ N (0, su2)
vit~ N (0, sv2)
(iii) is random effectsmodel. The error term (ui) differs for each i.