Linganisha mbinu

	Mfumo wa Uchaguzi wa Sampuli wa Heckman (Heckit / Tobit Aina ya II)	Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)	Kielelezo cha Athari Zilizowekwa za Data ya Paneli	Regression ya Kiasi (Quantile Regression)
Nyanja	Ekonometriki	Ekonometriki	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model	Regression model	Regression model
Mwaka wa asili	1979	2019	2014	1978
Mwanzilishi	James J. Heckman	Wooldridge (textbook treatment); classical least squares	Hsiao (textbook treatment); within transformation of panel data	Koenker & Bassett
Aina	Two-step sample selection model	Linear regression	Panel data regression	Conditional quantile regression
Chanzo asilia	Heckman, J. J. (1979). Sample Selection Bias as a Specification Error. Econometrica, 47(1), 153–161.	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.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Majina mbadala	heckit, tobit type II, sample selection model, Heckman Seçim Modeli (Heckit / Tobit II)	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	conditional quantile regression, regression quantiles, Kantil Regresyon
Zinazohusiana	4	5	5	5
Muhtasari	The Heckman selection model, introduced by James J. Heckman in 1979, is a two-step model that corrects sample selection bias when the outcome is only observed for a non-random subset of cases. A probit selection equation models who is observed, and the outcome equation then corrects for the resulting bias using the inverse Mills ratio.	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).	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.