V2EX fixed effects

Fixed Effects

定义 Definition

“fixed effects”(固定效应)常用于统计学与计量经济学(尤其是面板数据回归)中,指为控制那些不随时间变化或在某一分组内相对稳定的、不可观测的差异(如个人特质、地区特征、公司文化等),在模型中为每个个体/组引入一组“效应”(通常等价于加入个体/组的虚拟变量或做组内去均值变换),从而减少遗漏变量偏误。也可泛指“固定效应模型/固定效应项”。(在别的语境里也可能指“固定的影响/效果”,但学术语境最常见的是上述含义。)

发音 Pronunciation (IPA)

/fkst fekts/

例句 Examples

We use fixed effects to control for differences between schools.
我们使用固定效应来控制不同学校之间的差异。

By adding firm and year fixed effects, the regression isolates the impact of the policy from time-invariant firm characteristics and common macro shocks.
通过加入公司固定效应和年份固定效应,回归可以把政策影响与公司不随时间变化的特征以及共同的宏观冲击区分开来。

词源 Etymology

“fixed”意为“固定的、不变的”,“effects”意为“效应/影响”。“fixed effects”作为术语源于统计建模中对参数/差异的处理方式:把某些组别差异视为固定参数来估计(而不是当作随机抽样的“random effects/随机效应”),因此得名“固定效应”。

相关词 Related Words

文学与著作 Literary Works

  • Econometric Analysis of Cross Section and Panel Data(Jeffrey M. Wooldridge)
  • Econometric Analysis(William H. Greene)
  • Mostly Harmless Econometrics: An Empiricist’s Companion(Joshua D. Angrist & Jrn-Steffen Pischke)
  • A Guide to Modern Econometrics(Marno Verbeek)
关于     帮助文档     自助推广系统     博客     API     FAQ     Solana     1175 人在线   最高记录 6679       Select Language
创意工作者们的社区
World is powered by solitude
VERSION: 3.9.8.5 7ms UTC 18:04 PVG 02:04 LAX 11:04 JFK 14:04
Do have faith in what you're doing.
ubao msn snddm index pchome yahoo rakuten mypaper meadowduck bidyahoo youbao zxmzxm asda bnvcg cvbfg dfscv mmhjk xxddc yybgb zznbn ccubao uaitu acv GXCV ET GDG YH FG BCVB FJFH CBRE CBC GDG ET54 WRWR RWER WREW WRWER RWER SDG EW SF DSFSF fbbs ubao fhd dfg ewr dg df ewwr ewwr et ruyut utut dfg fgd gdfgt etg dfgt dfgd ert4 gd fgg wr 235 wer3 we vsdf sdf gdf ert xcv sdf rwer hfd dfg cvb rwf afb dfh jgh bmn lgh rty gfds cxv xcv xcs vdas fdf fgd cv sdf tert sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf shasha9178 shasha9178 shasha9178 shasha9178 shasha9178 liflif2 liflif2 liflif2 liflif2 liflif2 liblib3 liblib3 liblib3 liblib3 liblib3 zhazha444 zhazha444 zhazha444 zhazha444 zhazha444 dende5 dende denden denden2 denden21 fenfen9 fenf619 fen619 fenfe9 fe619 sdf sdf sdf sdf sdf zhazh90 zhazh0 zhaa50 zha90 zh590 zho zhoz zhozh zhozho zhozho2 lislis lls95 lili95 lils5 liss9 sdf0ty987 sdft876 sdft9876 sdf09876 sd0t9876 sdf0ty98 sdf0976 sdf0ty986 sdf0ty96 sdf0t76 sdf0876 df0ty98 sf0t876 sd0ty76 sdy76 sdf76 sdf0t76 sdf0ty9 sdf0ty98 sdf0ty987 sdf0ty98 sdf6676 sdf876 sd876 sd876 sdf6 sdf6 sdf9876 sdf0t sdf06 sdf0ty9776 sdf0ty9776 sdf0ty76 sdf8876 sdf0t sd6 sdf06 s688876 sd688 sdf86