Regression modelEconometrics / time series
非线性随机效应模型
非线性随机效应模型将经典随机效应估计扩展到结果变量为二元、计数、截尾或在面板单元中呈非连续分布的情境。它通过将单元特定效应视为来自某个分布的随机抽取，然后将其积分以形成可在结构参数上最大化的似然函数，从而解释了未观测的个体异质性。
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来源
- Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
- Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. ISBN: 978-1107038691
如何引用本页
ScholarGate. (2026, June 3). Nonlinear Random Effects Model. ScholarGate. https://scholargate.app/zh/econometrics/nonlinear-random-effects-model
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