手法を比較

	First-Difference Estimator（階差推定量）	パネルデータ固定効果モデル
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	2010	2014
提唱者	Jeffrey Wooldridge (treatment)	Hsiao (textbook treatment); within transformation of panel data
種類	Panel data estimator	Panel data regression
原典	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0-262-23258-8	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.
別名	FD Estimator, First-Difference Panel Estimator, First-Difference OLS, Birinci Fark Tahmincisi	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
関連	2	5
概要	The First-Difference (FD) estimator is a panel data method that eliminates unobserved, time-invariant individual heterogeneity by subtracting each unit's observation in period t-1 from its observation in period t. By operating on changes rather than levels, FD removes any fixed individual effect that would otherwise confound causal inference. It is widely used in labor economics, program evaluation, and applied microeconomics whenever researchers suspect persistent unobserved differences across individuals, firms, or countries.	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).