Módszerek összehasonlítása
Tekintse át a kiválasztott módszereket egymás mellett; az eltérő sorok kiemelve jelennek meg.
| Panel random hatás modell× | Panel OLS (Egyesített Ordináris Legkisebb Négyzetek)× | |
|---|---|---|
| Tudományterület | Ökonometria | Ökonometria |
| Módszercsalád | Regression model | Regression model |
| Keletkezés éve≠ | 1966 | 1986-2003 |
| Megalkotó≠ | Balestra & Nerlove | Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010) |
| Típus≠ | Panel data estimator | Linear panel regression |
| Alapmű≠ | Balestra, P., & Nerlove, M. (1966). Pooling cross section and time series data in the estimation of a dynamic model: The demand for natural gas. Econometrica, 34(3), 585–612. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Alternatív nevek | random effects estimator, RE model, GLS random effects, error components model | pooled OLS, pooled ordinary least squares, panel least squares, POLS |
| Kapcsolódó≠ | 5 | 4 |
| Összefoglaló≠ | The panel random effects (RE) model treats individual-specific effects as random draws from a population distribution rather than fixed constants, enabling efficient estimation by generalised least squares and allowing inference about time-invariant regressors that are swept away in fixed effects estimation. | Panel OLS — also called Pooled OLS — applies the classical ordinary least squares estimator to panel data by stacking all cross-sectional units and time periods into a single sample. It estimates one common set of slope coefficients under the assumption that the intercept and slopes are homogeneous across units and time. |
| ScholarGateAdatkészlet ↗ |
|
|