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ऑग्मेंटेड मीन ग्रुप (AMG) एस्टिमेटर×साधारण न्यूनतम वर्ग (OLS) समाश्रयण×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष20102019
प्रवर्तकEberhardt & Teal; Bond & EberhardtWooldridge (textbook treatment); classical least squares
प्रकारHeterogeneous panel data estimatorLinear regression
मौलिक स्रोतEberhardt, 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
उपनामAMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
संबंधित45
सारांशThe 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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