手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| パネル一般化最小二乗法（Panel GLS）× | パネル固定効果モデル× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1935 / developed for panels 1980s–1990s | 1978 |
| 提唱者≠ | Aitken (1935); extended to panel data by Baltagi and others | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| 種類≠ | Generalized linear regression | Panel regression estimator |
| 原典 | 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 |
| 別名 | Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel | within estimator, FE model, within-group estimator, LSDV model |
| 関連≠ | 3 | 5 |
| 概要≠ | 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. | The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors. |
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