本文研究Panel模型中最小充分统计量问题,给出了参数的最小充分统计量,建立了最小充分统计量与Panel模型中几类常见估计的关系。最后,我们研究Panel模型的一个特例,证明了这类模型中最小充分统计量具有完全性,得到了参数的最小方差无偏估计。
This paper focuses on the minimal sufficient (MS) statistics in the Panel models. We obtain the MS statistics of the parameters and establish some relationships among these MS statistics and several kinds of estimates in the Panel models which are often used in practice. At last, we consider a special case of the Panel models, prove the completeness of the MS statistics and obtain the minimum variance unbiased estimates of the parameters in this model,