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Augmented Mean Group (AMG) -estimaattori×OLS-regressio (Ordinary Least Squares)×Paneeliaineiston kiinteiden vaikutusten malli×
TieteenalaEkonometriaEkonometriaEkonometria
MenetelmäperheRegression modelRegression modelRegression model
Syntyvuosi201020192014
KehittäjäEberhardt & Teal; Bond & EberhardtWooldridge (textbook treatment); classical least squaresHsiao (textbook treatment); within transformation of panel data
TyyppiHeterogeneous panel data estimatorLinear regressionPanel data regression
AlkuperäislähdeEberhardt, 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 ↗
RinnakkaisnimetAMG 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
Liittyvät455
TiivistelmäThe 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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ScholarGateVertaile menetelmiä: Augmented Mean Group Estimator · OLS Regression · Panel Fixed Effects. Haettu 2026-06-18 osoitteesta https://scholargate.app/fi/compare