Regression modelEconometrics / time series
稳健随机效应模型
稳健随机效应模型使用 GLS 随机效应估计量来估计面板数据关系，同时用sandwich（异方差和聚类稳健）方差估计量替换常规标准误。这在单位特定效应与回归变量真正不相关时，可以在不牺牲随机效应效率增益的情况下，保护推断免受任意的组内相关和异方差的影响。
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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
- Greene, W. H. (2012). Econometric Analysis (7th ed.). Pearson Education. ISBN: 978-0131395381
如何引用本页
ScholarGate. (2026, June 3). Robust Random Effects Panel Data Model. ScholarGate. https://scholargate.app/zh/econometrics/robust-random-effects-model
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