Regression modelEconometrics / time series
面板随机效应模型
面板随机效应（RE）模型将个体特定效应视为来自总体分布的随机抽样，而不是固定的常数，从而能够通过广义最小二乘法进行有效估计，并允许对固定效应估计中被消除的时间不变协变量进行推断。
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来源
- Balestra, P., & Nerlove, M. (1966). Pooling cross section and time series data in the estimation of a dynamic model: The demand for natural gas. Econometrica, 34(3), 585–612. DOI: 10.2307/1909771 ↗
- Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
如何引用本页
ScholarGate. (2026, June 3). Panel Data Random Effects Model. ScholarGate. https://scholargate.app/zh/econometrics/panel-random-effects-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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