Sammenlign metoder
Gjennomgå de valgte metodene side om side; rader som avviker, er uthevet.
| Seemingly Unrelated Regressions (SUR)× | Paneldatamodell med faste effekter× | |
|---|---|---|
| Fagfelt | Økonometri | Økonometri |
| Familie | Regression model | Regression model |
| Opprinnelsesår≠ | 1962 | 2014 |
| Opphavsperson≠ | Arnold Zellner | Hsiao (textbook treatment); within transformation of panel data |
| Type≠ | System regression (multi-equation) | Panel data regression |
| Opprinnelig kilde≠ | Zellner, A. (1962). An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias. Journal of the American Statistical Association, 57(298), 348-368. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Alias | SUR, Zellner's SUR, seemingly unrelated regression equations, Görünürde İlişkisiz Regresyon (SUR) | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Relaterte | 5 | 5 |
| Sammendrag≠ | Seemingly Unrelated Regressions, introduced by Arnold Zellner in 1962, is a system regression method that estimates several linear equations jointly when their error terms are correlated across equations. By exploiting that cross-equation correlation through generalized least squares, it is more efficient than estimating each equation separately by OLS. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
| ScholarGateDatasett ↗ |
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