ÆäÖÐeFE2~~??(25.9)2it(yit?xitbFE)?w???NT?N?KNT?N?K~~Êǹ̶¨Ó°ÏìÄ£Ð͵ÄSSR¡£Èç¹ûPoolÖÐÓÐȱ?Y?XbFE£¬e?eFEFEe?FEeFEʧֵ£¬NT¾ÍÓóýȥȱʧֵºóµÄ×ܹ۲âÊý´úÌæ¡£¹Ì¶¨Ó°Ïì±¾Éí²»ÊÇÖ±½Ó¹À¼ÆµÄ£¬¼ÆË㹫ʽΪ?i??(yi?xi?bFE)/N?t(25.10)¹Ì¶¨Ó°ÏìϵÊýÖв»±¨¸æ±ê×¼²î¡£Èç¹ûÏëµÃµ½±ê×¼²î£¬Ó¦¸ÃÑ¡Ôñ½Ø¾à˵Ã÷ÖеÄCommonÑ¡ÏÀ´ÖØÐ¹À¼ÆÄ£ÐÍ¡£ÖµµÃ×¢ÒâµÄÊǹÀ¼ÆÓÐÌ«¶à½ØÃæ³ÉÔ±µÄ½ØÃæ³£Êý»Ø¹éÄ£ÐÍ¿ÉÄܷܺÑʱ¡£29¶þ¡¢Ëæ»úÓ°Ïì(RandomEffects)Ëæ»úÓ°ÏìÄ£ÐͼÙÉè?itÏîÊǹ²Í¬ÏµÊýÁ¿?ºÍ²»ËæÊ±¼ä¸Ä±äµÄ½ØÃæËµÃ÷Ëæ»ú±äuiµÄºÍ£¬uiºÍ²Ð²î?iÊDz»Ïà¹ØµÄ¡£yit???ui?xit???it2¡£(1)ʹÓù̶¨Ó°ÏìÄ£Ð͵IJвîeFE¹À¼Æ?itµÄ·½²î£¬²¢Ê¹ÓÃÉÏÊöµÄ??w(2)¹À¼Æ×é¼ä£¨½ØÃæÆ½¾ù£©Ä£ÐͲ¢¼ÆË㣺EViews°´ÏÂÁв½Öè¹À¼ÆËæ»úÓ°ÏìÄ£ÐÍ£º???ÆäÖÐ2Be?BeBN?K,??????2u2B2??w(25.11)Ti=1,2,¡¡.eBi?(?t(yit???xitb))/T2e?e?uµÄ¹À¼ÆÖµÊǸºÖµ£¬EViews½«·µ»Ø´íÎóÐÅÏ¢¡£BBÊÇ×é¼ä»Ø¹éµÄSSR¡£Èç¹û?ÓÐȱʧ¹Û²âֵʱTÔÚ¸÷½ØÃæ³ÉÔ±¼äÊDz»Í¬µÄ£¬EViewsÔÚ½øÐз½²î¹À¼ÆÊ±i30ʹÓÃ×î´óTiµÄÖµ¡£Ö»ÒªÈ±Ê§¹Û²âÖµµÄÊýÄ¿¿É½¥½øºöÂÔ£¬¹À¼Æ³ÌÐò¾ÍÊÇÒ»Öµġ£(3)¶Ôת»»ºó±äÁ¿Ê¹ÓÃOLS(X°üÀ¨³£ÊýÏîºÍ»Ø¹éÁ¿x)?y,y?yit??i*it?XX?Xit??i*it(25.12)??1??ÆäÖÐ??w/??B¡£EViewsÔÚÊä³öÖиø³öÁËÓÉ(3)µÃµ½µÄ?µÄ²ÎÊý¹À¼Æ¡£Ê¹ÓÃз½²î¾ØÕóµÄ±ê×¼¹À¼ÆÁ¿¼ÆËã±ê×¼²î¡£EViews¸ø³öÁËËæ»úÓ°ÏìµÄ¹À¼ÆÖµ¡£¼ÆË㹫ʽΪ£º2??u?i?2u?B??(yit?XitbRE)t(25.13)µÃµ½µÄÊÇ×îºó£¬EViews¸ø³öÁ˼ÓȨºÍ²»¼ÓȨµÄ¸ÅÀ¨Í³¼ÆÁ¿¡£¼ÓȨͳ¼ÆÁ¿À´×Ô(3)ÖеÄGLS¹À¼Æ·½³Ì¡£Î´¼ÓȨͳ¼ÆÁ¿À´×ÔÆÕͨģÐ͵IJвÆÕͨģÐÍÖаüÀ¨(3)ÖеIJÎuiµÄ×îÓÅÏßÐÔÎÞÆ«Ô¤²âÖµ¡£ÊýºÍ¹À¼ÆËæ»úÓ°Ï죺?it?yit?XitbRE?u?i?31(25.14)Èý¡¢½ØÃæ¼ÓȨµ±²Ð²î¾ßÓнØÃæÒì·½²îÐÔºÍͬ²½²»Ïà¹ØÊ±×îºÃ½øÐнØÃæ¼ÓȨ»Ø¹é£º??12IT1?0???E(???)?E???0??i0?I?22T2????0?????2??NITN???0(25.15)EViews½øÐÐFGLS£¬²¢ÇÒ?2´ÓÒ»½×¶ÎPool×îС¶þ³Ë»Ø¹éµÃ³ö¡£¹À¼Æ·½²î¼ÆË㹫ʽΪ£º22???i??(yit?yit)/Tit?1Ti(25.16)ÆäÖÐy?itÊÇOLSµÄÄâºÏÖµ¡£¹À¼ÆÏµÊýÖµºÍз½²î¾ØÕóÓɱê×¼GLS¹À¼ÆÁ¿¸ø³ö¡£32