Regression modelEconometrics / time series
面板固定效应模型
面板固定效应（FE）模型通过将所有时间不变的、单元特定的未观测异质性吸收到个体截距中来加以控制。通过“组内”（within）变换消除单元均值，即使在遗漏的单元层面混淆变量与时间变异回归量相关时，FE也能提供时间变异回归量效应的无偏估计。
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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
- Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030534875
如何引用本页
ScholarGate. (2026, June 3). Panel Data Fixed Effects Regression Model. ScholarGate. https://scholargate.app/zh/econometrics/panel-fixed-effects-model
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