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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Fixed effect Poisson model ： ウィキペディア英語版 Fixed effect Poisson model Hausman, Hall, and Griliches pioneered work in Fixed Effect Poisson models for static panel data in the mid 1980s. Their outcome of interest was the number of patents filed by firms, where they wanted to develop methods to control for the firm fixed effects 〔Hausman, J. A., B. H. Hall, and Z. Griliches (1984): Econometric Models for Count Data with an Application to the Patents-R&D Relationship. Econometrica (46), pp. 909-938〕. Linear panel data models use the linear additivity of the fixed effects to difference them out and circumvent the incidental parameter problem. Even though Poisson models are inherently nonlinear, the use of the linear index and the exponential link function lead to multiplicative separability, more specifically 〔Cameron, C. A. and P. K. Trivedi (2015) Count Panel Data, Oxford Handbook of Panel Data, ed. by B. Baltagi, Oxford University Press, pp. 233-256〕 ''E(∨ xi1... xiT, ci )= m(xit, ci, b0 ) = exp(ci+ xit b0 )= ai exp(xit b0 )= μti'' 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Fixed effect Poisson model」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.