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Augmented Mean Group (AMG) estimaator×Tavaline vähimruutude (OLS) regressioon×
ValdkondÖkonomeetriaÖkonomeetria
PerekondRegression modelRegression model
Tekkeaasta20102019
LoojaEberhardt & Teal; Bond & EberhardtWooldridge (textbook treatment); classical least squares
TüüpHeterogeneous panel data estimatorLinear regression
AlgallikasEberhardt, 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: 978-1337558860
RööpnimetusedAMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Seotud45
KokkuvõteThe 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).
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ScholarGateVõrdle meetodeid: Augmented Mean Group Estimator · OLS Regression. Loetud 2026-06-18 aadressilt https://scholargate.app/et/compare