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| パネルOLS(プール化最小二乗法)× | 最小二乗法 (OLS) 回帰× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1986-2003 | 2019 |
| 提唱者≠ | Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010) | Wooldridge (textbook treatment); classical least squares |
| 種類≠ | Linear panel regression | Linear 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. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| 別名 | pooled OLS, pooled ordinary least squares, panel least squares, POLS | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| 関連≠ | 4 | 5 |
| 概要≠ | 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. | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). |
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