Panel data model is an important linear model in economics , finance , biology , medicines and other fields . in recent twenty years , statistical in - ferrence about this model attracts many statisticians . in this paper , we first generalize the latest development of parameter estimation in this field , then focus on parameter estimation in the panel model with individual effect and time effect . many articles researched the parameter estimation of the regression coefficents in the case that both individual effect and time effect are random , but in some conditions , it is more reasonable if we suppose either of them is fixed . this paper is based on this hypothesis to research the estimations of the coefficents . the variance - covariance matrix still include parameter of variance in this condition , so our purpose is to look for feasible estimations Panel数据模型是一类具有重要应用的线性统计模型,它在经济、金融、生物、医学等领域都有广泛的应用。近二十余年来,关于这种模型的统计推断吸引了很多统计学家。本文首先概述了这一领域参数估计方面的最新发展,然后集中讨论了既含有个体效应,又有时间效应的panel数据模型的参数估计。
Based on the theoretical solutions developed herein , not only q - s curve but also s - log ( t ) curve obtained from field static load test of pile can be simulated . this overcomes the shortcoming involved with available relevant theory for pile settlement that no time effect can be taken into consideration , and thus makes the theory for pile settlement more perfect 利用本文的理论解不但可以较好地模拟单桩在工作荷载下的q - s曲线,而且可以模拟单桩静载荷试验的s - logt曲线,从而克服了以往相关理论难以考虑单桩沉降的时间效应的不足,丰富和完善了单桩沉降计算理论。
The time effect of the settlement of single pile in a homogeneous soil was investigated . the interface between pile and soil was simulated by voigt model , and the analytical relationship of settlement and time of single pile in homogeneous soil was obtained by the method of separating variables 均质地基中单桩沉降的时间效应研究将桩周土对桩的作用简化为voigt体模型,建立了均质地基中考虑土体粘弹性的单桩静力平衡方程,成功地将时间因素与单桩的沉降联系起来。
In this paper , terzaghi " s single one dimensional consolidation theory is reformed and make it use widely . a mathematical model is founded which embodies that load deformation and time effect on final consolidation settlement . the mathematical model is used in the simulation of the course of consolidation settlement and a program is edited . the program presents the regularity ofload time and consolidation settlement 对太沙基单向固结理论进行了修正,使其理论应用更加广泛;提出了能够反映荷载、变形和时间三者对固结沉降相互影响的数学模型;并且应用该模型对公路软土地基固结沉降过程进行了仿真分析,编制了相应的程序;计算得到了固结沉降随荷载和时间的变化规律。
First , the standard errors computed under the assumptionthat the error term is independent identical distribution will be biased . second , theassumption of independence is unlikely to satisfied . in the panel data analysis modelwith hierarchical structure , hierarchical effects , nested effects , time effects are seted . then the dissertation deduced parameter estimation and hypothesis test statistic andits probability distribution and analyze the hierarchical panel data set : eastern china , central china and western china are the top level , and the prc ’ s province , cities , and autonomous regions are bottom level 然后针对目前面板数据分析过程中存在的两方面问题,即一方面在利用面板数据模型进行分析时,标准误差的计算是基于误差项相互独立并且同分布的假设,如果误差项是相关的将会造成估计有偏的后果;另一方面关于独立性这一假设本身就难以满足;提出多层嵌套面板数据模型,设定了层效应、嵌套效应以及时间效应参数,研究了多层嵌套模型的参数估计量和假设检验统计量及其分布。