南開(kāi)大學(xué)計(jì)量經(jīng)濟(jì)學(xué)課件第15章面板數(shù)據(jù)模型與應(yīng)用.ppt

2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),面板數(shù)據(jù)的計(jì)量經(jīng)濟(jì)分析，白仲林著，張曉峒主審， 南開(kāi)大學(xué)出版社，2008，書(shū)號(hào)ISBN978-7-310-02915-0。,Wooldridge,Baltagi,第15章 面板數(shù)據(jù)模型與應(yīng)用,2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),15個(gè)省級(jí)地區(qū)的人均收入序列,2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),File panel02c,2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),從結(jié)果看，北京、上海、浙江是自發(fā)消費(fèi)（消費(fèi)函數(shù)截距）最大的3個(gè)地區(qū)。,2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),15.4.2 H（豪斯曼）檢驗(yàn),原假設(shè)與備擇假設(shè)是 H0: 個(gè)體效應(yīng)與回歸變量無(wú)關(guān)（個(gè)體隨機(jī)效應(yīng)回歸模型） H1: 個(gè)體效應(yīng)與回歸變量相關(guān)（個(gè)體固定效應(yīng)回歸模型）,2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),15.5 面板數(shù)據(jù)建模案例分析,案例1（file:5panel02）：1996-2002年中國(guó)東北、華北、華東15個(gè)省級(jí)地區(qū)的居民家庭固定價(jià)格的人均消費(fèi)（CP）和人均收入（IP）數(shù)據(jù)見(jiàn)file:panel02。數(shù)據(jù)是7年的，每一年都有15個(gè)數(shù)據(jù)，共105組觀測(cè)值。,15個(gè)省級(jí)地區(qū)的人均消費(fèi)序列 15個(gè)省級(jí)地區(qū)的人均收入序列（個(gè)體）,2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2019/7/7,計(jì)量經(jīng)濟(jì)學(xué),2