面板数据随机效应模型两步回归法参数估计使用的方差分量来自第一步的回归估计,它没有考虑方差分量的精度。为了弥补这一缺陷,故提出最优方差分量法(OPTIMAl VArIAnCE COMPOnEnT),简称OVC。OVC方法增加了“格点搜索“技术,能够提供更多的方差分量组合,因此在一定程度上提高了参数估计的精度。蒙特卡罗模拟的结果虽然支持上述论点,但该方法却存在一定的问题,仍有待进一步完善。The Variance Components used in two-step regression parameter estimation for random effect model of panel data are extracted in the first step of estimation,the validity of Variance Component are not considered.To cover the shortage,the paper suggests Optional Variance Component,shorted for OVC.OVC adopts "lattice search" technique;it provides more combinations of variance components,so it can improve the validity of estimators to some degrees.The result of Monte Carlo simulation study supports the above argument,but the OVC exist some problems,it should be improved further
