Salīdzināt metodes

	Robustais fiksēto efektu modelis	Panel OLS (apvienotie parastie mazākie kvadrāti)
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1987	1986-2003
Autors	Manuel Arellano	Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010)
Tips	Panel regression with robust inference	Linear panel regression
Pirmavots	Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434.	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
Citi nosaukumi	FE with robust standard errors, cluster-robust fixed effects, fixed effects with heteroscedasticity-robust SE, within estimator with robust inference	pooled OLS, pooled ordinary least squares, panel least squares, POLS
Saistītās	5	4
Kopsavilkums	The robust fixed effects model combines the within-group estimator for panel data with variance-covariance matrices that remain valid under heteroscedasticity and within-unit error correlation. Introduced by Arellano (1987), cluster-robust standard errors paired with the fixed effects estimator are now the default approach for credible panel data inference in economics and social science.	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.