Σύγκριση μεθόδων
Εξετάστε τις επιλεγμένες μεθόδους δίπλα-δίπλα· οι γραμμές που διαφέρουν επισημαίνονται.
| Γενικευμένα Ελάχιστα Τετράγωνα Πίνακα (Panel GLS)× | Μοντέλο Σταθερών Επιπτώσεων σε Πάνελ× | |
|---|---|---|
| Πεδίο | Οικονομετρία | Οικονομετρία |
| Οικογένεια | Regression model | Regression model |
| Έτος προέλευσης≠ | 1935 / developed for panels 1980s–1990s | 1978 |
| Δημιουργός≠ | Aitken (1935); extended to panel data by Baltagi and others | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| Τύπος≠ | Generalized linear regression | Panel regression estimator |
| Θεμελιώδης πηγή | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Εναλλακτικές ονομασίες | Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel | within estimator, FE model, within-group estimator, LSDV model |
| Συναφείς≠ | 3 | 5 |
| Σύνοψη≠ | Panel GLS is a regression method for longitudinal data that explicitly models the non-spherical error structure — heteroscedasticity across units and serial correlation within units — to recover efficient coefficient estimates. Unlike OLS, it weights observations by the inverse of the error covariance matrix, yielding the Best Linear Unbiased Estimator when the error structure is correctly specified. | The 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. |
| ScholarGateΣύνολο δεδομένων ↗ |
|
|