Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Moindres Carrés Ordinaires groupés pour données de panel× | Modèle à effets fixes pour données de panel× | |
|---|---|---|
| Domaine | Économétrie | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 2010 | 2014 |
| Auteur d'origine≠ | Jeffrey Wooldridge (treatment) | Hsiao (textbook treatment); within transformation of panel data |
| Type≠ | Linear regression on stacked panel observations | Panel data regression |
| Source fondatrice≠ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0-262-23258-8 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Alias | Pooled OLS, Pooled Ordinary Least Squares, Simple Panel OLS, Havuzlanmış EKK | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Apparentées≠ | 2 | 5 |
| Résumé≠ | Pooled OLS applies standard ordinary least squares to panel data by stacking all cross-sectional and time observations into a single dataset and ignoring the panel structure during estimation. It is the most transparent starting point for panel data analysis, widely used in economics, finance, and social sciences when researchers wish to estimate average partial effects across individuals and time periods without imposing strong distributional assumptions about unobserved heterogeneity. | 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). |
| ScholarGateJeu de données ↗ |
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