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분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도19841966–1978
창시자Gary ChamberlainBalestra & Nerlove (1966); Mundlak (1978); Hausman (1978)
유형Panel data estimatorPanel regression framework
원전Chamberlain, G. (1984). Panel data. In Z. Griliches & M. D. Intriligator (Eds.), Handbook of Econometrics (Vol. 2, pp. 1247–1318). Elsevier. link ↗Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528
별칭nonlinear FE model, NLFE, conditional fixed effects model, incidental parameters modellongitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis
관련55
요약The nonlinear fixed effects model extends fixed effects panel estimation to outcomes governed by nonlinear response functions — such as binary, count, or censored outcomes — while absorbing unobserved individual heterogeneity through unit-specific intercepts. Key special cases include conditional logit for binary outcomes and Poisson fixed effects for count data.Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test.
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