英语翻译Dyadic observations are not independent since E[U(ij) ; U(ik)] =0 for all i and E[uij ; ukj ] =0 for all j.We also have E[uij ; ujk] = 0 and E[uij ; uki]!= 0.Provided that regressors are exogenous,applying OLSto (I.2) and (I.3) yields con

来源:学生作业帮助网 编辑:作业帮 时间:2024/05/04 08:42:25
英语翻译Dyadic observations are not independent since E[U(ij) ; U(ik)] =0 for all i and E[uij ; ukj ] =0 for all j.We also have E[uij ; ujk] = 0 and E[uij ; uki]!= 0.Provided that regressors are exogenous,applying OLSto (I.2) and (I.3) yields con

英语翻译Dyadic observations are not independent since E[U(ij) ; U(ik)] =0 for all i and E[uij ; ukj ] =0 for all j.We also have E[uij ; ujk] = 0 and E[uij ; uki]!= 0.Provided that regressors are exogenous,applying OLSto (I.2) and (I.3) yields con
英语翻译
Dyadic observations are not independent since E[U(ij) ; U(ik)] =0 for all i and E[uij ; ukj ] =0 for all j.
We also have E[uij ; ujk] = 0 and E[uij ; uki]!= 0.Provided that regressors are exogenous,applying OLS
to (I.2) and (I.3) yields consistent coefficient estimates but standard errors are inconsistent.To obtain
consistent standard errors,we extend the method that Timothy J.Conley developed to deal with spatial
correlation of errors:

英语翻译Dyadic observations are not independent since E[U(ij) ; U(ik)] =0 for all i and E[uij ; ukj ] =0 for all j.We also have E[uij ; ujk] = 0 and E[uij ; uki]!= 0.Provided that regressors are exogenous,applying OLSto (I.2) and (I.3) yields con
译文:
二元观察不是独立的,因为 E[U(ij) ; U(ik)] !=0 对所有 i 且 E[uij ; ukj ] !=0 对所有 j.
我们还有 E[uij ; ujk] != 0 且 E[uij ; uki]!= 0.假定回归量都是外生的,把 OLS
运用于(I.2) 和(I.3) 则导致一致的系数估计,但标准误差仍是不一致的.为了获得一致的标准误差,我们把Timothy J.Conley发展的方法扩展成能处置误差的空间关联:

我爱尼

矢意见并非独立自e [ U (下标ij ) ;铀( IK )的] ! = 0 ,我和E [ uij ; ukj ] ! = 0对所有j.我们也有e [ uij ; ujk ] ! = 0和E [ uij ; uki ] ! = 0 。只要regressors是外源,运用生命线行动,以( 1.2 )和( 1.3 )相一致的收益系数估计,但标准差是不一致的。获得一致的标准错误,我们扩展的方法,蒂莫西j...

全部展开

矢意见并非独立自e [ U (下标ij ) ;铀( IK )的] ! = 0 ,我和E [ uij ; ukj ] ! = 0对所有j.我们也有e [ uij ; ujk ] ! = 0和E [ uij ; uki ] ! = 0 。只要regressors是外源,运用生命线行动,以( 1.2 )和( 1.3 )相一致的收益系数估计,但标准差是不一致的。获得一致的标准错误,我们扩展的方法,蒂莫西j. conley开发出对付的空间相关性的错误

收起

大意是: 二的观察从E [U (ij)不是独立的; U (ik)] ! 所有的=0 i和E [uij; ukj]! 所有j. 的=0We也有E [uij; ujk]! = 0和E [uij; uki]! = 0。 在regressors是外生的条件下,应用OLS
to (I.2)和(I.3)出产量一致的系数估计,但是标准误差是不一致的。 获得
consistent标准误差,我们...

全部展开

大意是: 二的观察从E [U (ij)不是独立的; U (ik)] ! 所有的=0 i和E [uij; ukj]! 所有j. 的=0We也有E [uij; ujk]! = 0和E [uij; uki]! = 0。 在regressors是外生的条件下,应用OLS
to (I.2)和(I.3)出产量一致的系数估计,但是标准误差是不一致的。 获得
consistent标准误差,我们扩大Timothy J. Conley开发应付空间的方法错误的correlation :
应该是这样了

收起