Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Модель панельних даних з фіксованими ефектами× | Модель випадкових ефектів× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 2005 | 1978 |
| Автор методу≠ | Baltagi (textbook treatment); Hausman test for FE vs RE choice | Baltagi (textbook treatment); Hausman specification test |
| Тип | Panel data regression | Panel data regression |
| Основоположне джерело≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251-1271. DOI ↗ |
| Інші назви | within estimator, panel fixed effects, entity fixed effects model, Panel Sabit Etkiler Modeli | random effects panel regression, RE estimator, GLS panel estimator, Panel Rassal Etkiler Modeli |
| Пов'язані | 5 | 5 |
| Підсумок≠ | The fixed effects panel model estimates relationships in panel data (many units observed over time) by exploiting only the within-unit variation, so that unobserved time-invariant heterogeneity is controlled away. It is the central within estimator developed in Baltagi's Econometric Analysis of Panel Data (2005), and the choice between it and the random effects model is settled by the Hausman (1978) test. | The random effects model is a panel data estimator that explains an outcome using both within-unit and between-unit variation, treating the unobserved unit-specific heterogeneity as a random, normally distributed term rather than a fixed parameter. Its validity is judged with the Hausman (1978) specification test, and it is developed in standard treatments such as Baltagi's Econometric Analysis of Panel Data. |
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