Regression modelEconometrics / time series
稳健固定效应模型
稳健固定效应模型将面板数据的组内估计量与在异方差和组内误差相关下仍然有效的方差-协方差矩阵相结合。由Arellano (1987)提出，聚类稳健标准误与固定效应估计量相结合，现已成为经济学和社会科学中可信面板数据推断的默认方法。
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来源
- Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434. link ↗
- 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). Robust Fixed Effects Panel Data Model. ScholarGate. https://scholargate.app/zh/econometrics/robust-fixed-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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