Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Modelo de Datos de Panel Dinámico No Lineal× | Modelo de Efectos Fijos para Datos de Panel× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1981-2005 | 2014 |
| Autor original≠ | Wooldridge (2005); Honore & Tamer (2006); building on Heckman (1981) | Hsiao (textbook treatment); within transformation of panel data |
| Tipo≠ | Dynamic panel estimator with nonlinear response | Panel data regression |
| Fuente seminal≠ | Wooldridge, J. M. (2005). Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. Journal of Applied Econometrics, 20(1), 39-54. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Alias | nonlinear dynamic panel, dynamic nonlinear panel estimator, NDPDM, nonlinear panel with lagged dependent variable | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Relacionados≠ | 3 | 5 |
| Resumen≠ | The nonlinear dynamic panel data model extends standard panel methods to settings where the outcome is binary, count-valued, or censored and where past realizations of the outcome directly affect current ones. It handles unobserved individual heterogeneity alongside state dependence, disentangling genuine persistence from spurious persistence driven by unmeasured unit characteristics. | 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). |
| ScholarGateConjunto de datos ↗ |
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