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Prezrite si vybrané metódy vedľa seba; riadky, ktoré sa líšia, sú zvýraznené.
| Nástrojové premenné pomocou dvojstupňového metódy najmenších štvorcov (IV/2SLS)× | Model fixných efektov pre panelové dáta× | |
|---|---|---|
| Odbor≠ | Kauzálna inferencia | Ekonometria |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 2009 | 2014 |
| Tvorca≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Hsiao (textbook treatment); within transformation of panel data |
| Typ≠ | Instrumental-variables regression | Panel data regression |
| Pôvodný zdroj≠ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Ďalšie názvy≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Príbuzné | 5 | 5 |
| Zhrnutie≠ | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). | 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). |
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