Usporedite metode
Pregledajte odabrane metode jednu uz drugu; retci koji se razlikuju su istaknuti.
| Model s fiksnim učincima za panel podatke× | Metoda razlika u razlikama (engl. Difference-in-Differences, DiD)× | |
|---|---|---|
| Područje | Ekonometrija | Ekonometrija |
| Obitelj | Regression model | Regression model |
| Godina nastanka≠ | 2005 | 1994 |
| Tvorac≠ | Baltagi (textbook treatment); Hausman test for FE vs RE choice | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Vrsta≠ | Panel data regression | Causal inference / panel regression |
| Temeljni izvor≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Drugi nazivi≠ | within estimator, panel fixed effects, entity fixed effects model, Panel Sabit Etkiler Modeli | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Srodne | 5 | 5 |
| Sažetak≠ | The fixed effects panel model estimates relationships in panel data (many units observed over time) by exploiting only the within-unit variation, so that unobserved time-invariant heterogeneity is controlled away. It is the central within estimator developed in Baltagi's Econometric Analysis of Panel Data (2005), and the choice between it and the random effects model is settled by the Hausman (1978) test. | Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes. |
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