PLS Estimation and Application of the Fized Effect of Panel Data Models Parameters

摘要：

when the explanatory variables of panel data exist serious multicollinearity or the number of samples is very small compared with the nunber of explanatory variables, classical methods (such as OLS) cant be used. Otherwise the error is very large, which cant satisfy actual request. Because of this complexion, this article brings forward PLS estimation of the model of fixed effect of panel data, which makes the error decreases. And it can satisfy the demand of modeling and predicting.

关键词： panel data multicollinearity PLS

作者: Li Weiguo Wang Xiaowe Yin Jieting

作者单位: Beihang University, Beijing 100083, China

会议类型: 国际会议

会议名称: The 6th International Conference on Partial Least Squares and Related Methods(第六届偏最小二乘及相关方法国际会议)

会议地点: 北京

会议语种:英文

页码: 220-225

在线出版日期: 2009-09-04（万方平台首次上网日期，不代表论文的发表时间）