Sammenlign metoder
Gjennomgå de valgte metodene side om side; rader som avviker, er uthevet.
| Generell minste kvadraters metode (GLS)× | Panel Generalized Least Squares (Panel GLS)× | |
|---|---|---|
| Fagfelt≠ | Statistikk | Økonometri |
| Familie | Regression model | Regression model |
| Opprinnelsesår≠ | 1935 | 1935 / developed for panels 1980s–1990s |
| Opphavsperson≠ | Alexander Craig Aitken | Aitken (1935); extended to panel data by Baltagi and others |
| Type≠ | Linear estimator | Generalized linear regression |
| Opprinnelig kilde≠ | Aitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Alias≠ | GLS, Aitken estimator, EGLS, feasible GLS | Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel |
| Relaterte | 3 | 3 |
| Sammendrag≠ | Generalized Least Squares (GLS) is a linear regression estimator that extends ordinary least squares to handle situations where the error terms are correlated or have non-constant variance (heteroscedasticity). Introduced by Alexander Craig Aitken in 1935, GLS achieves the Best Linear Unbiased Estimator (BLUE) under a general error covariance structure by weighting observations according to their precision, providing a theoretical bridge between OLS and modern linear mixed models. | Panel GLS is a regression method for longitudinal data that explicitly models the non-spherical error structure — heteroscedasticity across units and serial correlation within units — to recover efficient coefficient estimates. Unlike OLS, it weights observations by the inverse of the error covariance matrix, yielding the Best Linear Unbiased Estimator when the error structure is correctly specified. |
| ScholarGateDatasett ↗ |
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