在非线性面板数据模型中的部分效应与相关的随机效应相关联
1Department of Economics, The University of Texas at Austin, Austin, TX 78712, USA.
概括
这项研究阐明了非线性面板数据模型中的部分效应,这对于经验研究至关重要. 了解未观察到的异质性和共变值如何影响这些效应是准确解释的关键.
科学领域:
- 计量经济学 计量经济学
- 统计建模 统计建模
背景情况:
- 在非线性面板数据模型中估计和解释部分效应,由于非线性和异质性而存在挑战.
- 现有的文献提供了各种方法,但经验研究人员需要有系统的表征.
研究的目的:
- 在非线性面板数据模型中系统地描述各种部分效应.
- 引入部分效应的新概念,并澄清现有的概念.
- 使用面板试验模型来证明各种部分效应之间的定量差异.
主要方法:
- 开发一个系统的框架来描述非线性面板数据模型中的部分效应.
- 基于对未观察到异质性的处理来区分解释 (固定的与共变量依赖的).
- 根据平均方法区分解释 (特定的共同变量值与平均值).
主要成果:
- 部分效应的解释严重依赖于关于未观察到异质性的假设和平均化策略.
- 该研究在现有的概念之外引入了新的部分效应概念.
- 一个面板探测器示例说明,不同的部分效应可以产生实质上不同的定量结果.
结论:
- 对非线性面板数据模型中部分效应的清晰理解对于强大的实证研究至关重要.
- 研究人员必须仔细考虑处理未观察到的异质性和选择平均值,以正确解释部分效应.
- 拟议的表征和新概念增强了分析复杂面板数据结构的工具包.
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