The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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A comparative study on the confidence intervals for regression coefficients in a panel regression model

패널회귀모형에서 회귀계수의 신뢰구간에 관한 비교연구

  • Published : 1999.09.01
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Abstract

본 논문에서는 패널회귀모형에서 내부변환(within transformation) 추정량을 이용하여 회귀계수에 대한 정확한 신뢰구간을 제시하였다. 아울러 이러한 신뢰구간의 효율성을 신뢰계수(confidence coefficient)와 신뢰구간의 평균길이(average length of confidence interval)을 사용하여 모의실험을 통하여 다른 근사적 신뢰구간들과 비교하였다. 실험결과, 내부변환추정량을 이용한 신뢰구간은 다른 근사적 신뢰구간들에 비해 명목신뢰계수를 정확히 유지하였고, 신뢰구간의 평균길이도 다른 방법들에 비해 짧은 결과를 보았다.

Keywords

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