Porównaj metody
Przeglądaj wybrane metody obok siebie; wiersze, które się różnią, są wyróżnione.
| Regresja metodą najmniejszych kwadratów (OLS)× | Uogólniona metoda najmniejszych kwadratów dla danych panelowych (Panel GLS)× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2019 | 1935 / developed for panels 1980s–1990s |
| Twórca≠ | Wooldridge (textbook treatment); classical least squares | Aitken (1935); extended to panel data by Baltagi and others |
| Typ≠ | Linear regression | Generalized linear regression |
| Źródło pierwotne≠ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Inne nazwy | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel |
| Pokrewne≠ | 5 | 3 |
| Podsumowanie≠ | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). | 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. |
| ScholarGateZbiór danych ↗ |
|
|