用stata分析panel data实战：步骤＋数据

The New Dimensions from Panel Data
Analysis of Variance
Analysis of Covariance
“Unrestricted” Model
(individual – mean corrected model)
 

OLS estimates of βi and αi in
the “unrestricted” model are:

These are called “Within-group estimates”
Denote the “sum of square residuals” (RSS) as S0.
Consider two alternative models:
Hypothesis H1:
i is the same for everyone.
Hypothesis H2:
i and i are the same for everyone.