摘要
研究只含一个随机效应的Panel数据模型中未知参数的估计问题.在均方误差矩阵意义下,给出了两步估计优于Within估计的一个简单的充分条件.在此基础上改进了两步估计,并给出了改进后估计的协方差矩阵.
The estimation problem of unknown parameter in Panel data model which only has one random variable is studied. A simple sufficient condition that two-step estimation is superior to Within estimation is proposed under the concept of mean square error matrix. Based on the above result, the two-step estimation is improved and the covarianee matrix of the improved estimation is given.
出处
《天津师范大学学报（自然科学版）》
CAS
2013年第4期4-8,共5页
Journal of Tianjin Normal University：Natural Science Edition
