Compara mètodes

	Anàlisi Estocàstic de Fronteres (SFA)	Regressió per Mínims Quadrats Ordinàris (MQO)	Model d'efectes fixos per a dades de panell	Regressió quantílica
Camp	Econometria	Econometria	Econometria	Econometria
Família	Regression model	Regression model	Regression model	Regression model
Any d'origen	1977	2019	2014	1978
Autor original	Aigner, Lovell & Schmidt (1977); Battese & Coelli (1995) for panels	Wooldridge (textbook treatment); classical least squares	Hsiao (textbook treatment); within transformation of panel data	Koenker & Bassett
Tipus	Frontier regression model	Linear regression	Panel data regression	Conditional quantile regression
Font seminal	Aigner, D., Lovell, C.A.K. & Schmidt, P. (1977). Formulation and Estimation of Stochastic Frontier Production Function Models. Journal of Econometrics, 6(1), 21–37.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Àlies	SFA, stochastic frontier model, stochastic production frontier, Stokastik Sınır Analizi (SFA)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli	conditional quantile regression, regression quantiles, Kantil Regresyon
Relacionats	3	5	5	5
Resum	Stochastic Frontier Analysis is a frontier regression model, introduced by Aigner, Lovell and Schmidt in 1977, that estimates a production, cost, or profit function while separating each unit's technical inefficiency from ordinary statistical noise. It splits the error term into a symmetric random component and a one-sided inefficiency component, producing firm- or country-level efficiency scores.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.