เปรียบเทียบวิธี

	Panel OLS (Pooled Ordinary Least Squares)	การถดถอยกำลังสองน้อยที่สุดสามัญ (OLS)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1986-2003	2019
ผู้ริเริ่ม	Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010)	Wooldridge (textbook treatment); classical least squares
ประเภท	Linear panel regression	Linear regression
แหล่งต้นตำรับ	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
ชื่อเรียกอื่น	pooled OLS, pooled ordinary least squares, panel least squares, POLS	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
ที่เกี่ยวข้อง	4	5
สรุป	Panel OLS — also called Pooled OLS — applies the classical ordinary least squares estimator to panel data by stacking all cross-sectional units and time periods into a single sample. It estimates one common set of slope coefficients under the assumption that the intercept and slopes are homogeneous across units and time.	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).