Сравнение на методи
Прегледайте избраните методи един до друг; редовете с разлики са откроени.
| Модел със здрави фиксирани ефекти× | Панелен МНМК (Обединен метод на най-малките квадрати)× | |
|---|---|---|
| Област | Иконометрия | Иконометрия |
| Семейство | Regression model | Regression model |
| Година на възникване≠ | 1987 | 1986-2003 |
| Създател≠ | Manuel Arellano | Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010) |
| Тип≠ | Panel regression with robust inference | Linear panel regression |
| Основополагащ източник≠ | Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434. link ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Други названия | FE with robust standard errors, cluster-robust fixed effects, fixed effects with heteroscedasticity-robust SE, within estimator with robust inference | pooled OLS, pooled ordinary least squares, panel least squares, POLS |
| Свързани≠ | 5 | 4 |
| Резюме≠ | The robust fixed effects model combines the within-group estimator for panel data with variance-covariance matrices that remain valid under heteroscedasticity and within-unit error correlation. Introduced by Arellano (1987), cluster-robust standard errors paired with the fixed effects estimator are now the default approach for credible panel data inference in economics and social science. | Panel OLS — also called Pooled OLS — applies the classical ordinary least squares estimator to panel data by stacking all cross-sectional units and time periods into a single sample. It estimates one common set of slope coefficients under the assumption that the intercept and slopes are homogeneous across units and time. |
| ScholarGateНабор от данни ↗ |
|
|