方法证据记录
Random Effects Panel Model
The random effects model is a panel data estimator that explains an outcome using both within-unit and between-unit variation, treating the unobserved unit-specific heterogeneity as a random, normally distributed term rather than a fixed parameter. Its validity is judged with the Hausman (1978) specification test, and it is developed in standard treatments such as Baltagi's Econometric Analysis of Panel Data.
源记录
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Random Effects Model for Panel Data
分类方法记录 · regression-model / econometrics
- Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. · DOI 10.2307/1913827
- Baltagi, B. H. (2005). Econometric Analysis of Panel Data. Wiley. · ISBN 978-0470014561
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