面板數(shù)據(jù)回歸剖析報告課件

第7章面板數(shù)據(jù)回歸分析少5UE六是第7章1面板數(shù)據(jù)回歸分析71面板數(shù)據(jù)模型7.1.1面板數(shù)據(jù)7.1.2面板數(shù)據(jù)模型72固定效應(yīng)模型估計7.2.1固定效應(yīng)模型估計7.2.2用EViews7.2估計固定效應(yīng)模型面板數(shù)據(jù)回歸分析2面板數(shù)據(jù)回歸分析73隨機效應(yīng)模型估計7.3.1隨機效應(yīng)模型估計7.3.2用Views7.2估計隨機效應(yīng)模型74固定效應(yīng)還是隨機效應(yīng)?Hausman檢驗7.4.1Hausman檢驗原理7.4.2用EViews7.2進行Hausman檢驗重要概念面板數(shù)據(jù)回歸分析3面板數(shù)據(jù)回歸分析71面板數(shù)據(jù)模型7.1.1面板數(shù)據(jù)7.1.2面板數(shù)據(jù)模型面板數(shù)據(jù)回歸分析47.1面板數(shù)據(jù)模型7.1.1面板數(shù)據(jù)面板數(shù)據(jù)有橫截面和時間兩個維度,N個橫截面?zhèn)€體、T個觀測時期,樣本個體表示為y,若N遠大于T,稱之為短面板,本書只討論短面板。X1rY2r…Yxr7.1面板數(shù)據(jù)模型5面板數(shù)據(jù)回歸剖析報告課件6面板數(shù)據(jù)回歸剖析報告課件7面板數(shù)據(jù)回歸剖析報告課件8面板數(shù)據(jù)回歸剖析報告課件9面板數(shù)據(jù)回歸剖析報告課件10面板數(shù)據(jù)回歸剖析報告課件11面板數(shù)據(jù)回歸剖析報告課件12面板數(shù)據(jù)回歸剖析報告課件13面板數(shù)據(jù)回歸剖析報告課件14面板數(shù)據(jù)回歸剖析報告課件15面板數(shù)據(jù)回歸剖析報告課件16面板數(shù)據(jù)回歸剖析報告課件17面板數(shù)據(jù)回歸剖析報告課件18面板數(shù)據(jù)回歸剖析報告課件19面板數(shù)據(jù)回歸剖析報告課件20面板數(shù)據(jù)回歸剖析報告課件21面板數(shù)據(jù)回歸剖析報告課件22面板數(shù)據(jù)回歸剖析報告課件23面板數(shù)據(jù)回歸剖析報告課件24面板數(shù)據(jù)回歸剖析報告課件25面板數(shù)據(jù)回歸剖析報告課件26面板數(shù)據(jù)回歸剖析報告課件27面板數(shù)據(jù)回歸剖析報告課件28面板數(shù)據(jù)回歸剖析報告課件29面板數(shù)據(jù)回歸剖析報告課件30面板數(shù)據(jù)回歸剖析報告課件31面板數(shù)據(jù)回歸剖析報告課件32面板數(shù)據(jù)回歸剖析報告課件33面板數(shù)據(jù)回歸剖析報告課件34面板數(shù)據(jù)回歸剖析報告課件35面板數(shù)據(jù)回歸剖析報告課件36面板數(shù)據(jù)回歸剖析報告課件37面板數(shù)據(jù)回歸剖析報告課件38面板數(shù)據(jù)回歸剖析報告課件39面板數(shù)據(jù)回歸剖析報告課件40面板數(shù)據(jù)回歸剖析報告課件41面板數(shù)據(jù)回歸剖析報告課件42面板數(shù)據(jù)回歸剖析報告課件43面板數(shù)據(jù)回歸剖析報告課件44第7章面板數(shù)據(jù)回歸分析少5UE六是第7章45面板數(shù)據(jù)回歸分析71面板數(shù)據(jù)模型7.1.1面板數(shù)據(jù)7.1.2面板數(shù)據(jù)模型72固定效應(yīng)模型估計7.2.1固定效應(yīng)模型估計7.2.2用EViews7.2估計固定效應(yīng)模型面板數(shù)據(jù)回歸分析46面板數(shù)據(jù)回歸分析73隨機效應(yīng)模型估計7.3.1隨機效應(yīng)模型估計7.3.2用Views7.2估計隨機效應(yīng)模型74固定效應(yīng)還是隨機效應(yīng)?Hausman檢驗7.4.1Hausman檢驗原理7.4.2用EViews7.2進行Hausman檢驗重要概念面板數(shù)據(jù)回歸分析47面板數(shù)據(jù)回歸分析71面板數(shù)據(jù)模型7.1.1面板數(shù)據(jù)7.1.2面板數(shù)據(jù)模型面板數(shù)據(jù)回歸分析487.1面板數(shù)據(jù)模型7.1.1面板數(shù)據(jù)面板數(shù)據(jù)有橫截面和時間兩個維度,N個橫截面?zhèn)€體、T個觀測時期,樣本個體表示為y,若N遠大于T,稱之為短面板,本書只討論短面板。X1rY2r…Yxr7.1面板數(shù)據(jù)模型49面板數(shù)據(jù)回歸剖析報告課件50面板數(shù)據(jù)回歸剖析報告課件51面板數(shù)據(jù)回歸剖析報告課件52面板數(shù)據(jù)回歸剖析報告課件53面板數(shù)據(jù)回歸剖析報告課件54面板數(shù)據(jù)回歸剖析報告課件55面板數(shù)據(jù)回歸剖析報告課件56面板數(shù)據(jù)回歸剖析報告課件57面板數(shù)據(jù)回歸剖析報告課件58面板數(shù)據(jù)回歸剖析報告課件59面板數(shù)據(jù)回歸剖析報告課件60面板數(shù)據(jù)回歸剖析報告課件61面板數(shù)據(jù)回歸剖析報告課件62面板數(shù)據(jù)回歸剖析報告課件63面板數(shù)據(jù)回歸剖析報告課件64面板數(shù)據(jù)回歸剖析報告課件65面板數(shù)據(jù)回歸剖析報告課件66面板數(shù)據(jù)回歸剖析報告課件67面板數(shù)據(jù)回歸剖析報告課件68面板數(shù)據(jù)回歸剖析報告課件69面板數(shù)據(jù)回歸剖析報告課件70面板數(shù)據(jù)回歸剖析報告課件71面板數(shù)據(jù)回歸剖析報告課件72面板數(shù)據(jù)回歸剖析報告課件73面板數(shù)據(jù)回歸剖析報告課件74面板數(shù)據(jù)回歸剖析報告課件75面板數(shù)據(jù)回歸剖析報告課件76面板數(shù)據(jù)回歸剖析報告課件77面板數(shù)據(jù)回歸剖析報告課件78面板數(shù)據(jù)回歸剖析報告課件79面板數(shù)據(jù)回歸剖析報告課件80面板數(shù)據(jù)回歸剖析報告課件81面板數(shù)據(jù)回歸剖