Regression modelFactor model
交互固定效应
交互固定效应（IFE）通过允许单位特定截距不仅在个体层面变化，而且随未观测到的共同时变因素变化，扩展了标准固定效应面板模型。由Bai（2009）引入，它将异质性建模为个体特征与共同冲击的交互作用，非常适合研究单位对宏观条件响应的横截面变异。当共同因素驱动显著异质性时，此框架具有主导作用。
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来源
- Bai, J. (2009). Panel data models with interactive fixed effects. Econometric Reviews, 28(4), 289-312. link ↗
- Moon, H. R., & Weidner, M. (2015). Linear regression for panel with unknown number of factors as interactive fixed effects. Econometric Theory, 31(5), 1046-1087. DOI: 10.3982/ecta9382 ↗
如何引用本页
ScholarGate. (2026, June 3). Interactive Fixed Effects Model. ScholarGate. https://scholargate.app/zh/econometrics/interactive-fixed-effects
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