Krahasoni metodat

	Model meefektit të fiksuar	Regresioni me Mënyrën më të Vogël të Katrorëve (OLS)
Fusha	Ekonometri	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	1971–1978	2019
Krijuesi	Mundlak (1978); Nerlove (1971); classical panel econometrics	Wooldridge (textbook treatment); classical least squares
Lloji	Panel regression estimator	Linear regression
Burimi themelues	Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Emërtime të tjera	FE model, within estimator, least squares dummy variable, LSDV regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Të lidhura	5	5
Përmbledhja	The fixed effects (FE) model is the workhorse estimator for panel data when unobserved unit-specific characteristics are suspected to correlate with the regressors. By absorbing each entity's time-invariant heterogeneity into a separate intercept, FE isolates the causal effect of within-unit variation and eliminates omitted-variable bias from time-constant confounders.	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).