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Panel Data Fixed Effects Model×Kvantilregression×
FagområdeØkonometriØkonometri
FamilieRegression modelRegression model
Oprindelsesår20141978
OphavspersonHsiao (textbook treatment); within transformation of panel dataKoenker & Bassett
TypePanel data regressionConditional quantile regression
Oprindelig kildeHsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Aliasserfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeliconditional quantile regression, regression quantiles, Kantil Regresyon
Relaterede55
ResuméThe 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.
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ScholarGateSammenlign metoder: Panel Fixed Effects · Quantile Regression. Hentet 2026-06-18 fra https://scholargate.app/da/compare