英语翻译Dyadic observations are not independent since E[U(ij) ;
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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:
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:
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:
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:
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