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| Panel Generalized Least Squares (Panel GLS)× | Panel Fixed Effects-modell× | |
|---|---|---|
| Ämnesområde | Ekonometri | Ekonometri |
| Familj | Regression model | Regression model |
| Ursprungsår≠ | 1935 / developed for panels 1980s–1990s | 1978 |
| Upphovsperson≠ | 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 |
| Ursprungskälla | 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 |
| Alias | Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel | within estimator, FE model, within-group estimator, LSDV model |
| Närliggande≠ | 3 | 5 |
| Sammanfattning≠ | 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. |
| ScholarGateDatamängd ↗ |
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