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Random Effects Panel Model×계층적 선형 모형 (HLM / 다층 모형)×
분야계량경제학통계학
계열Regression modelHypothesis test
기원 연도19781986
창시자Baltagi (textbook treatment); Hausman specification testRaudenbush & Bryk (popularized); Goldstein (parallel development)
유형Panel data regressionParametric nested-data regression
원전Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI ↗Raudenbush, S.W. & Bryk, A.S. (2002). Hierarchical Linear Models: Applications and Data Analysis Methods (2nd ed.). Sage. ISBN: 978-0761919049
별칭random effects panel regression, RE estimator, GLS panel estimator, Panel Rassal Etkiler ModeliHLM, MLM, multilevel modeling, multilevel analysis
관련54
요약The random effects model is a panel data estimator that explains an outcome using both within-unit and between-unit variation, treating the unobserved unit-specific heterogeneity as a random, normally distributed term rather than a fixed parameter. Its validity is judged with the Hausman (1978) specification test, and it is developed in standard treatments such as Baltagi's Econometric Analysis of Panel Data.Hierarchical Linear Modeling (HLM), also known as Multilevel Modeling (MLM), is a parametric statistical method for analyzing nested or clustered data — for example students within classrooms, patients within hospitals, or employees within organizations. Formalized by Raudenbush and Bryk in their 2002 seminal text (building on work from the mid-1980s), HLM simultaneously estimates individual-level and group-level effects while correctly partitioning variance across levels.
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ScholarGate방법 비교: Random Effects Panel Model · Hierarchical Linear Modeling. 2026-06-17에 다음에서 검색함: https://scholargate.app/ko/compare