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Augmented Mean Group (AMG) Estimator×Almindelig mindste kvadraters metode (OLS) regression×Panel Data Fixed Effects Model×
FagområdeØkonometriØkonometriØkonometri
FamilieRegression modelRegression modelRegression model
Oprindelsesår201020192014
OphavspersonEberhardt & Teal; Bond & EberhardtWooldridge (textbook treatment); classical least squaresHsiao (textbook treatment); within transformation of panel data
TypeHeterogeneous panel data estimatorLinear regressionPanel data regression
Oprindelig kildeEberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford. link ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
AliasserAMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonufixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Relaterede455
ResuméThe Augmented Mean Group estimator, developed by Eberhardt and Teal (2010), is a panel data method for estimating heterogeneous slope coefficients in the presence of cross-sectional dependence. It approximates the unobserved common dynamic process driving all units and folds it into unit-by-unit regressions, then averages the results.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).
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ScholarGateSammenlign metoder: Augmented Mean Group Estimator · OLS Regression · Panel Fixed Effects. Hentet 2026-06-18 fra https://scholargate.app/da/compare