摘要
对两水平模型与静态面板数据模型进行对比分析:多水平模型主要用于分析具有层次结构的统计数据,面板数据模型是针对面板数据而提出的一种应用广泛的计量经济模型。面板数据可以看成是具有截面水平与时间水平的两层数据,两水平模型也能对面板数据进行分析,在一定条件下具有一定的相似性。因此,提出多水平的静态面板数据模型,为分析具有多个层次结构的面板数据提供分析工具。
Multilevel model is designed to analyze the statistical data with a hierarchical structure, while panel data model is used to modeling the panel structure data, which has been widely applied in areas of econometrics. Two- level model is also able to analyze panel data in which the individual case is specified as the second level and the observations with time be the first level. Under a certain condition, these two models have some similarities. This paper compares the two- level model and panel data model in detail, and point out their advantage and disadvantage respectively. Finally a multilevel panel data model is proposed to study the hierarchical structure and random time effects in the data.
出处
《统计与信息论坛》
CSSCI
2010年第3期22-26,共5页
Journal of Statistics and Information
基金
国家社会科学基金项目<多水平模型及其在经济领域中的应用>(08XTJ001)