השוואת שיטות

	מודל אפקטים אקראיים (Random Effects Model) בנתוני פאנל	רגרסיית ריבועים פחותים רגילים (OLS)
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	2021	2019
הוגה השיטה	Baltagi (textbook treatment); classical random-effects panel estimator	Wooldridge (textbook treatment); classical least squares
סוג	Panel data regression	Linear regression
מקור מכונן	Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
כינויים	random effects panel model, RE estimator, GLS random effects, Panel Veri — Rassal Etkiler Modeli	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
קשורות	5	5
תקציר	The Random Effects model is a panel-data regression that treats unobserved individual heterogeneity as a random component drawn from a common distribution, rather than a separate parameter for each unit. It is a standard estimator in panel econometrics, developed in textbook treatments such as Baltagi's Econometric Analysis of Panel Data (2021).	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).