เปรียบเทียบวิธี

	แบบจำลองผลกระทบสุ่มสำหรับข้อมูลแผง	Panel OLS (Pooled Ordinary Least Squares)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1966	1986-2003
ผู้ริเริ่ม	Balestra & Nerlove	Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010)
ประเภท	Panel data estimator	Linear panel regression
แหล่งต้นตำรับ	Balestra, P., & Nerlove, M. (1966). Pooling cross section and time series data in the estimation of a dynamic model: The demand for natural gas. Econometrica, 34(3), 585–612.	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
ชื่อเรียกอื่น	random effects estimator, RE model, GLS random effects, error components model	pooled OLS, pooled ordinary least squares, panel least squares, POLS
ที่เกี่ยวข้อง	5	4
สรุป	The panel random effects (RE) model treats individual-specific effects as random draws from a population distribution rather than fixed constants, enabling efficient estimation by generalised least squares and allowing inference about time-invariant regressors that are swept away in fixed effects estimation.	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.