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1、§17.3面板數(shù)據(jù)模型的估計(jì)為了方便以一個(gè)具體例子說(shuō)明合并數(shù)據(jù)模型的估計(jì)方法。例17.3.1建立我國(guó)城鎮(zhèn)居民消費(fèi)函數(shù)面板數(shù)據(jù)模型。樣本數(shù)據(jù)從1994年到2003年,包括全國(guó)30個(gè)省市自治區(qū)(由于統(tǒng)計(jì)上的原因,樣本不包括重慶)城鎮(zhèn)居民年人均可支配收入(IN)和生活消費(fèi)支出(CO),單位為人民幣元:如表17.3.1所示。數(shù)據(jù)在時(shí)間趨勢(shì)方向有10個(gè)值,每個(gè)截面有30個(gè)單元,樣本容量為300,如表17.3所示:(見EViews使用,214頁(yè))obsIN_ANIN_BJIN_FUIN_GANIN_GUDIN_GUXIN_GUZIN_HAN19943047.6
2、65084.73672.552658.136367.023981.093220.493920.1519953795.3862354506.993152.527438.74791.873931.464770.4119964512.777332.015172.933353.948157.815033.334221.244926.4319974599.277813.166143.643592.438561.715110.294441.914849.9319984770.478471.986485.634009.618839.685412.244565.3
3、94852.8719995064.69182.766859.814475.239125.925619.544934.025338.3120005293.5510349.697432.264916.259761.575834.435122.215358.3220015668.811577.788313.085382.9110415.196665.735451.915838.8420026032.412463.929189.366151.4411137.27315.325944.086822.7220036778.0313882.629999.5466
4、57.2412380.437785.046569.237259.25表17.3.1(部分)obsCO_ANCO_BJCO_FUCO_GANCO_GUDCO_GUXCO_GUZCO_HAN19942550.974134.043157.212209.085181.33326.822531.783013.7419953161.415019.773848.112617.746253.684045.833250.553760.2919963607.435729.524248.472838.526736.094339.423572.783815.2819973
5、693.556531.814935.952946.276853.484452.73555.693908.5719983777.416970.835181.453099.367054.094381.093799.383832.4419993901.817498.485266.693681.57517.814587.223964.354017.7520004232.988493.495638.744126.478016.914852.314278.284082.5620014517.658922.726015.114420.318099.635224.
6、734273.94367.8520024736.5210284.66631.685064.248988.485413.444598.285459.6420035064.3411123.847356.265298.919636.275763.54948.985502.43表17.3.2(分)我們利用表17.3.1的數(shù)據(jù)建立一個(gè)部分調(diào)整模型這里我們選擇了變截距,常系數(shù)模型。我們可以按著下列方法用Eviews估計(jì)模型。首先在工作文件keti17.2中,雙擊pool01,如圖17.3.2所示:打開合并數(shù)據(jù)表如圖17.3.3圖17.3.2圖17.3.3點(diǎn)擊工
7、具蘭的Estimate,便出現(xiàn)合并數(shù)據(jù)定義對(duì)話框,如圖17.3.4所示:圖17.3.4圖17.3.4對(duì)話框中:1對(duì)話框正上方的Sample中默認(rèn)的包含所有截面單元數(shù)據(jù)的最大樣本區(qū)間。2)對(duì)話框右上角的BalancedSample表示只要某時(shí)期任意截面單元數(shù)據(jù)缺損,Eviews將不利用該觀測(cè)值進(jìn)行計(jì)算.一般1),2)兩項(xiàng)都采用軟件的默認(rèn)狀態(tài)。3)對(duì)話框左上角DependentVariable出指定因變量名稱,它是一個(gè)合并數(shù)據(jù)對(duì)象或包含合并數(shù)據(jù)對(duì)象的表達(dá)式,如本例取CO?。4)對(duì)話框中間部分第一行Commoncoefficients(常系數(shù))框下方的空
8、格中輸入模型的自變量,如本例取CO?(-1),IN?5)如果建立變系數(shù)模型,還需要在對(duì)話框中間部分第二行Cross-sec