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| OLS su Panel (Ordinary Least Squares Raggruppato)× | Minimo Quadrati Generalizzati su Dati Panel (Panel GLS)× | |
|---|---|---|
| Campo | Econometria | Econometria |
| Famiglia | Regression model | Regression model |
| Anno di origine≠ | 1986-2003 | 1935 / developed for panels 1980s–1990s |
| Ideatore≠ | Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010) | Aitken (1935); extended to panel data by Baltagi and others |
| Tipo≠ | Linear panel regression | Generalized linear regression |
| Fonte seminale | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Alias | pooled OLS, pooled ordinary least squares, panel least squares, POLS | Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel |
| Correlati≠ | 4 | 3 |
| Sintesi≠ | 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. | Panel GLS is a regression method for longitudinal data that explicitly models the non-spherical error structure — heteroscedasticity across units and serial correlation within units — to recover efficient coefficient estimates. Unlike OLS, it weights observations by the inverse of the error covariance matrix, yielding the Best Linear Unbiased Estimator when the error structure is correctly specified. |
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