手法を比較

	パネル一般化最小二乗法（Panel GLS）	パネルOLS（プール化最小二乗法）
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	1986-2003
提唱者	Aitken (1935); extended to panel data by Baltagi and others	Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010)
種類	Generalized linear regression	Linear panel regression
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	pooled OLS, pooled ordinary least squares, panel least squares, POLS
関連	3	4
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.	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.