Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Paneļa modelis ar fiksētajiem efektiem× | Random Effects Panel Model× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 2005 | 1978 |
| Autors≠ | Baltagi (textbook treatment); Hausman test for FE vs RE choice | Baltagi (textbook treatment); Hausman specification test |
| Tips | Panel data regression | Panel data regression |
| Pirmavots≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI ↗ |
| Citi nosaukumi | within estimator, panel fixed effects, entity fixed effects model, Panel Sabit Etkiler Modeli | random effects panel regression, RE estimator, GLS panel estimator, Panel Rassal Etkiler Modeli |
| Saistītās | 5 | 5 |
| Kopsavilkums≠ | The fixed effects panel model estimates relationships in panel data (many units observed over time) by exploiting only the within-unit variation, so that unobserved time-invariant heterogeneity is controlled away. It is the central within estimator developed in Baltagi's Econometric Analysis of Panel Data (2005), and the choice between it and the random effects model is settled by the Hausman (1978) test. | The 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. |
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