Porovnať metódy
Prezrite si vybrané metódy vedľa seba; riadky, ktoré sa líšia, sú zvýraznené.
| Panelové zovšeobecnené najmenšie štvorce (Panel GLS)× | Model s fixnými efektmi panelu× | |
|---|---|---|
| Odbor | Ekonometria | Ekonometria |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 1935 / developed for panels 1980s–1990s | 1978 |
| Tvorca≠ | Aitken (1935); extended to panel data by Baltagi and others | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| Typ≠ | Generalized linear regression | Panel regression estimator |
| Pôvodný zdroj | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Ďalšie názvy | Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel | within estimator, FE model, within-group estimator, LSDV model |
| Príbuzné≠ | 3 | 5 |
| Zhrnutie≠ | 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. | The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors. |
| ScholarGateDátová sada ↗ |
|
|