文章讨论了含有固定效应的面板数据模型,给出了3种估计未知参数的分位回归方法,蒙特卡洛模拟结果显示这些分位回归方法是处理面板数据的有效手段,且在误差非正态时优于均值回归方法。文章最后给出了一个真实数据的建模案例,得到了有利于决策的有用参考信息。
The paper discusses fixed effects panel data model and gives three quantile regression estimates of the unknown parameters.Monte Carlo simulation study indicates that these quantile regression methods are effective in deal with the panel data model and do better than mean regression methods when the error distribution is non-normal.Finally,a real data is studied and some useful reference information for decision-making is obtained.