paneldata数据分析 一(9)

随机效应模型变换过程
②The number of observations is NT.
③The inp>
④需要注意的是，λ的估计=0 corresponds to pooled OLS and λ的估计=1corresponds to the within (fixed effects)。
⑤The random effects estimates are a weighted average of the between and within estimates。也就是说随机效应估计是between and within estimates的加权平均。
⑥The random effects estimator is fully efficient under the random effects model。
缺点：模型仅适用随机效应模型。
模型和估计汇总

选择适合自己的菜、选择正确的菜
注：
①The fixed effects estimator will always give consistent estimates, but they may not be the most efficient.
②The random effects estimator is inconsistent if the appropriate model is the fixed effects model.
③The random effects estimator is consistent and most efficient if the appropriate model is
random effects model.
模型选择检验（Choosing between fixed and random effects）
1、Breusch-Pagan Lagrange Multiplier test
①This is a test for the random effects model based on the OLS residual。
②确定要求