截面和面板數(shù)據(jù)分析課件5(復(fù)旦大學(xué)陸銘張晏)-文庫(kù)吧資料
2025-07-27 21:58本頁(yè)面
【正文】 lowance for intercept difference, certain slope coefficients are tested for constancy by interacting the variable of interest with year dummies. . Changes in the return to education and the gender wage gap ? Econometric Model: ? nominal vs. real value ? Provided the dollar amounts appear in logarithmic form and dummy variables are used for all time periods (except, of course, the base period), the use of aggregate price deflators will only affect the intercepts。 region ? dependent variable: fertility rates。 education。 ? To control certain unobserved Characteristic of cross sections。 ? Effectively analyzing the effects of a new govt. policy。 Analysis of Cross Section and Panel Data Yan Zhang School of Economics, Fudan University CCER, Fudan University Introductory Econometrics A Modern Approach Yan Zhang School of Economics, Fudan University CCER, Fudan University Analysis of Cross Section and Panel Data Part 3. Some Advanced Topics Chap 13. Pooling Cross Sections across Time ? Data Structure ? Pooled Cross Section。 Panel Data ? Independently Pooled Cross Section ? they consist of independently sampled observations. ? 與單一隨機(jī)樣本的差別：在不同時(shí)點(diǎn)對(duì)總體抽樣可能導(dǎo)致觀測(cè)點(diǎn)不是同分布的（ not identically distributed.） ? Different intercept and slopes ? Policy analysis ? Panel Data ? The same units ? we cannot assume that the observations of longitudinal data are independently distributed across time. ? Special models and methods ? Differencing (remove timeconstant, unobserved attributes of the units.) Pooled Cross Sections ? Pooling cross sections from different years。 ? Similar to a standard cross section, except that we often need to account for secular differences in the variables across the time. Panel or Longitudinal Data ? The same cross sectional members。 ? To study the importance of lags in behavior or the result of decision making Pooling Independent Cross Sections across Time ? Increase the sample size ? Dummy Variables ? the population may have different distributions in different time periods ? different intercept and slopes ? Year dummy: including dummy variables for all but one year, where the earliest year in the sample is usually chosen as the base year. ? The pattern of coef. on the year dummies ? The change of the coef. of the key variable over time ? policy analysis Example Has the pattern of women’s fertility Changed? ? Factors on Women’s Fertility over Time? ? age。 religion。 different period ? Data: , which is similar to that used by Sander (1994), es from the National Opinion Research Center’s General Social Survey for the even years from 1972 to 1984 ? Interpretations ? base year: 1972 ? education: .128(4)=.512. ? turning point of age ? heteroskedasticity of error term over time? BP test。 none of the slope estimates will change. ? Chow Test: ? What happens if we interact all independent variables with y85 in equation ()? Policy Analysis with Pooled Cross Sections ? natural experiments: occurs when some exogenous event—often a change in government policy— changes the environment in which individuals, families
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