CAJ | 학술논문

非线性面板模型在经济学研究中应用广泛，相关的分析方法却面临着很大的挑战，尤其是对一些微观数据模型来说，伴随参数问题的存在使得非线性面板模型在固定效应设定下结构参数的极大似然估计量存在严重偏误。本文对这类模型参数估计量的偏误问题进行了详细的阐述，回顾了近些年来出现的各种偏误修正方法，其中包括解析修正法、正交性修正法、先验信息修正法以及自助修正法等，并且对不同方法之间的联系进行了简单说明，还对已取得的一些重要研究成果进行了总结。最后强调了不同的偏误修正方法在处理实际问题时存在的差异，并对该问题最新的发展方向加以概括。
비선성면판모형재경제학연구중응용엄범，상관적분석방법각면림착흔대적도전，우기시대일사미관수거모형래설，반수삼수문제적존재사득비선성면판모형재고정효응설정하결구삼수적겁대사연고계량존재엄중편오。본문대저류모형삼수고계량적편오문제진행료상세적천술，회고료근사년래출현적각충편오수정방법，기중포괄해석수정법、정교성수정법、선험신식수정법이급자조수정법등，병차대불동방법지간적련계진행료간단설명，환대이취득적일사중요연구성과진행료총결。최후강조료불동적편오수정방법재처리실제문제시존재적차이，병대해문제최신적발전방향가이개괄。
Nonlinear panel data models have been widely applied in economics research, but relevant analysis methods have been confronted with great challen- ges, especially for some micro-data models, the existence of incidental parameters problem makes the maximum likelihood estimator of structure parameters of non- linear panel data models under fixed-effects setting arise serious errors. This paper elaborates the bias problem of the parameter estimators of this kind of models and reviews various bias-correction methods appeared in recent years, including analyti- cal correction methods, orthogonality correction methods, priori information cor- rection methods and automatic correction methods, simply instructions the connec- tion between the different modification methods, also summarizes some important research results. Finally, emphasizes the differences of bias-correction methods in dealing with different practical problems, and generalize the latest development di- rections of the problem.