|
|
发表于 2019-10-31 12:06:37
|
查看全部
Consider the following binary variable version of the fixed effects model. Each regressor DjDj 2 a7 _2 x" [4 _8 H
is a binary variable that equals 1 when i = j and 0 otherwise. Note that the binary variable Upper D 1 Subscript iD1i ' h6 ~ Y; o) M& Y& x# D
for the first group is arbitrarily omitted.
4 Y3 o9 L" w" n% a7 X& A
* f4 E, U% w. B7 d7 FUpper Y Subscript it equals beta 0 plus beta 1 Upper X Subscript it plus gamma 2 Upper D 2 Subscript i Baseline plus gamma 3 Upper D 3 Subscript i Baseline plus ... plus gamma Subscript n Dn Subscript i plus u Subscript itYit=β0+β1Xit+γ2D2i+γ3D3i+...+γnDni+uit , Q0 q& p& S0 ?0 Y# I8 `
' t( }* z; _7 ]: _7 ~- \Use the regression in the equation above and the tool palette to the right to answer the following questions.
* S v, f6 F% z, N/ }2 z" qWhat is the slope and intercept for entity 22
9 L& d W* s# B6 c! ?in time period 33? v+ h ]+ E6 }* a/ C- l3 b
& b, w0 p' Q/ \( `* @# u( L. d3 f0 H$ @" Y& H# p
The slope of entity 22
' |: c7 l0 v e N6 e1 Vin time period 33 ! G1 U: f& B& n/ `. I6 ]
is 33.
4 b7 R" ]! W, ~7 e1 I) B; c2 o
6 ^8 `6 [( }$ I" N- [# i" hThe intercept of entity 22
& R2 `4 x6 m! v% ^7 Win time period 33 5 a3 f i& x# F- t
is nothing.
+ E$ g5 i0 O5 J4 r 2 ~5 f$ h( D* `$ \
1 h* s+ z0 k/ l$ A Y) F+ Y(Properly format your expressions using the tools in the palette. Hover over tools to see keyboard shortcuts. E.g., a subscript can be created with the _ character.)
' q5 j+ P" U0 r
5 V( u. Z3 f9 R v5 _; D |
|