পদ্ধতির তুলনা করুন

	শক্তিশালী ইন্সট্রুমেন্টাল ভেরিয়েবলস এস্টিমেশন	প্যানেল ডেটা ইন্সট্রুমেন্টাল ভ্যারিয়েবলস (প্যানেল IV / 2SLS)
ক্ষেত্র	কার্যকারণ অনুমান	কার্যকারণ অনুমান
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1949–2019	1978-1991
প্রবর্তক	Anderson & Rubin (1949); Stock, Wright & Yogo (2002); Andrews, Stock & Sun (2019)	Hausman (1978); Anderson & Hsiao (1982); Arellano & Bond (1991)
ধরন	Causal inference / robust estimation	Causal inference / panel regression
মৌলিক উৎস	Stock, J. H., Wright, J. H., & Yogo, M. (2002). A survey of weak instruments and weak identification in generalized method of moments. Journal of Business and Economic Statistics, 20(4), 518-529.	Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297.
অপর নাম	Robust IV, Weak-instrument-robust IV, Robust 2SLS, Weak-instrument-robust inference	Panel IV, Panel 2SLS, Within-IV, Fixed-Effects IV
সম্পর্কিত	4	4
সারসংক্ষেপ	Robust Instrumental Variables estimation extends standard IV and two-stage least squares (2SLS) by guarding against weak-instrument bias and non-standard inference. Methods such as the Anderson-Rubin test, Limited Information Maximum Likelihood (LIML), and the Conditional Likelihood Ratio test provide valid confidence sets and hypothesis tests even when instruments are weak or only partially identified, making IV inference reliable in settings where standard 2SLS breaks down.	Panel data instrumental variables combines the bias-correcting power of instrumental variables (IV) with the within-unit variation exploited by panel data methods. It addresses endogeneity — omitted variables, reverse causation, or measurement error — in longitudinal settings where observations are repeated across units and time. Seminal contributions come from Hausman (1978) on specification testing and Arellano and Bond (1991) on GMM-based panel IV.