विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| साधनात्मक चर द्विपदीय न्यूनतम वर्ग (IV/2SLS) के माध्यम से× | पैनल डेटा फिक्स्ड इफेक्ट्स मॉडल× | |
|---|---|---|
| क्षेत्र≠ | कारणात्मक अनुमान | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 2009 | 2014 |
| प्रवर्तक≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Hsiao (textbook treatment); within transformation of panel data |
| प्रकार≠ | Instrumental-variables regression | Panel data regression |
| मौलिक स्रोत≠ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| उपनाम≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| संबंधित | 5 | 5 |
| सारांश≠ | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). | 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). |
| ScholarGateडेटासेट ↗ |
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