Vertaile menetelmiä
Tarkastele valitsemiasi menetelmiä rinnakkain; eroavat rivit korostetaan.
| Robustinen kiinteiden vaikutusten malli× | Kiinteiden vaikutusten malli× | |
|---|---|---|
| Tieteenala | Ekonometria | Ekonometria |
| Menetelmäperhe | Regression model | Regression model |
| Syntyvuosi≠ | 1987 | 1971–1978 |
| Kehittäjä≠ | Manuel Arellano | Mundlak (1978); Nerlove (1971); classical panel econometrics |
| Tyyppi≠ | Panel regression with robust inference | Panel regression estimator |
| Alkuperäislähde≠ | Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434. link ↗ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002 |
| Rinnakkaisnimet | FE with robust standard errors, cluster-robust fixed effects, fixed effects with heteroscedasticity-robust SE, within estimator with robust inference | FE model, within estimator, least squares dummy variable, LSDV regression |
| Liittyvät | 5 | 5 |
| Tiivistelmä≠ | The robust fixed effects model combines the within-group estimator for panel data with variance-covariance matrices that remain valid under heteroscedasticity and within-unit error correlation. Introduced by Arellano (1987), cluster-robust standard errors paired with the fixed effects estimator are now the default approach for credible panel data inference in economics and social science. | The fixed effects (FE) model is the workhorse estimator for panel data when unobserved unit-specific characteristics are suspected to correlate with the regressors. By absorbing each entity's time-invariant heterogeneity into a separate intercept, FE isolates the causal effect of within-unit variation and eliminates omitted-variable bias from time-constant confounders. |
| ScholarGateAineisto ↗ |
|
|