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Testing the Equality of Regression Coefficients of Panel Models in Several Groups
Ahad Malekzadeh , Asghar Esmaeli-Ayan, Seyed Mahdi Mahmodi
Abstract:   (320 Views)

The panel data model is used in many areas, such as economics, social sciences, medicine, and epidemiology. In recent decades, inference on regression coefficients has been developed in panel data models. In this paper, methods are introduced to test the equality models of the panel model among the groups in the data set. First, we present a random quantity that we estimate its distribution by two methods of approximation and parametric bootstrap. We also introduce a pivotal quantity for performing this hypothesis test. In a simulation study, we compare our proposed approaches with an available method based on the type I error and test power. We also apply our method to gasoline panel data as a real data set.

Keywords: Panel Data, Regression Coefficient, Parametric Bootstrap, Exact Method.
Full-Text [PDF 6905 kb]   (16 Downloads)    
Type of Study: Research | Subject: Statistical Inference
Received: 2020/04/10 | Accepted: 2021/09/1
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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
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