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Model d'efectes fixos en dades de panell×Panell OLS (Mínims Quadrats Ordinaris Agrupats)×
CampEconometriaEconometria
FamíliaRegression modelRegression model
Any d'origen19781986-2003
Autor originalMundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021)Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010)
TipusPanel regression estimatorLinear panel regression
Font seminalWooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
Àlieswithin estimator, FE model, within-group estimator, LSDV modelpooled OLS, pooled ordinary least squares, panel least squares, POLS
Relacionats54
ResumThe panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors.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.
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