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0.5·Σ|si−pi| si pi
∗∗∗ ∗∗∗
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! ! !
i tit it
it
Xkit T1tT2t
α1iα2i
"1it "2it
it =πit +Σβ1kXkit +T1t+α1i+"1it
it =τ
!
it +Σβ2kXkit +T2t+α2i+"2it
!
! !
" "
"
H0:τ=0 E( ·"2it )=0
" $1 = "110
≈2,353 ×0.249
"
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α%
τ=.061,s.e.
τ=.090
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α%
×
t+1
t
t
"
=4.31 ×0.00067
"
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α%