多个Panel数据模型回归系数的参数Bootstrap检验  

A Parametric Bootstrap Test for Regression Coefficients of Several Panel Data Models

作　　者：岳莉莉 史洁茹 YUE Li-li;SHI Jie-ru(College of Applied Sciences,Beijing University of Technology,Beijing 100124,China;School of Mathematics and Computer Science,Shanxi Normal University,Linfen 041000,China;College of Mathematics,Sichuan University,.Chengdu 610065,China)

机构地区：[1]北京工业大学应用数理学院,北京100124 [2]山西师范大学数学与计算机科学学院,山西临汾041004 [3]四川大学数学学院,四川成都610065

出　　处：《数学的实践与认识》2019年第3期192-199,共8页Mathematics in Practice and Theory

摘　　要：对多个只含有个体效应的Panel数据模型,研究了模型中回归系数向量相等性的假设检验问题,提出了一种参数Bootstrap检验方法.有限样本的数值模拟研究结果表明,提出的检验方法具有良好.的检验功效,且受个体效应方差、误差方差、模型个数、回归系数维数的影响不明显.In this paper, testing equality of regression coefficients in several one-way error component regression models is discussed. For the hypothesis testing problem, a parametric bootstrap is proposed. All the numerical results indicate that the PB test, regardless of the sample sizes, values of the variance components, number of the models, dimensions of regression coefficients, maintain the Type Ⅰ error rates very well.

关 键 词：Panel数据模型 参数Bootstrap 广义变量检验 

分 类 号：O212.1[理学—概率论与数理统计]