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| 패널 OLS (통합 최소제곱법)× | 최소제곱법(OLS) 회귀× | |
|---|---|---|
| 분야 | 계량경제학 | 계량경제학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 1986-2003 | 2019 |
| 창시자≠ | Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010) | Wooldridge (textbook treatment); classical least squares |
| 유형≠ | Linear panel regression | Linear regression |
| 원전≠ | 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 |
| 별칭 | pooled OLS, pooled ordinary least squares, panel least squares, POLS | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| 관련≠ | 4 | 5 |
| 요약≠ | 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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