Porównaj metody
Przeglądaj wybrane metody obok siebie; wiersze, które się różnią, są wyróżnione.
| Model efektów losowych dla danych panelowych× | Regresja metodą najmniejszych kwadratów (OLS)× | Model efektów stałych dla danych panelowych× | |
|---|---|---|---|
| Dziedzina | Ekonometria | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model | Regression model |
| Rok powstania≠ | 1978 | 2019 | 2014 |
| Twórca≠ | Baltagi (textbook treatment); Hausman specification test | Wooldridge (textbook treatment); classical least squares | Hsiao (textbook treatment); within transformation of panel data |
| Typ≠ | Panel data regression | Linear regression | Panel data regression |
| Źródło pierwotne≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Inne nazwy | random effects panel regression, RE estimator, GLS panel estimator, Panel Rassal Etkiler Modeli | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Pokrewne | 5 | 5 | 5 |
| Podsumowanie≠ | 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. | 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). | 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). |
| ScholarGateZbiór danych ↗ |
|
|
|