Panel Data模型基于Within估计的最优设计

摘要

In this paper,optimal identical designs of bivariate panel data model based on within estimator are discussed.It is proved that D-,A-,E-and I-optimal design of bivariate panel data model can be obtained on the vertexes of the design region.Equal-weight design is proved to be D-,A-,E-optimal of bivariate panel data model in the paper.I-optimal design is also obtained in the paper and it shows that equal-weight design has high I-efficiency.%本文研究二元Panel Data模型基于Within估计在恒等设计类中的D-,A-,I-和E-最优设计.文章首先证明了二元Panel Data模型基于Within估计在恒等设计类中的几类最优设计可在设计域的顶点处获得;研究发现模型的D-,A-和E-最优设计均为设计域顶点上的等权重设计,I-最优设计为对称设计;结果还表明等权重设计具有较高的I-效.