paneldata数据分析 一(8)

Some software packages estimate
④The number of observations is NT.
⑤The inp>
⑥A limitation of the within estimator is that time-invariant variables are dropped from the model and their coefficients are not identified。
A female/male will have values of 1/0 for the female dummy variable, so the values minus the mean values (calculated over time) for each inp>
If we are interested in the effects of time-invariant variables, we need to consider
different models (OLS or between estimators).
缺点：如果我们要估计不随时间改变的变量，应选择OLS 或者 between estimators。
一阶差分估计（First-differences estimator）
①The first-difference estimator uses the one-period changes for each inp>
②It uses first-differenced variables (the inp>
inp>
③This is an OLS estimation of the one-period changes of the dependent variable on the oneperiod changes in the regressors

一阶差分后的因变量和一阶差分后的自变量进行OLS回归
④The number of observations is N(T-1). We lose the first observation for each inp>
because of differencing.
⑤和上面的within estimator 一样，The inp>
⑥A limitation of the first-differences model is that time-invariant variables are dropped from the model and their coefficients are not identified
缺点：和上面的within estimator 一样，不能估计不随时间改变的变量，并且不能识别系数。
随机效应估计（Random effects estimator）
①This is an OLS estimation of the transformed model