Regression modelEconometrics / time series
面板普通最小二乘法（汇总普通最小二乘法）
面板普通最小二乘法（Panel OLS）——也称为汇总普通最小二乘法（Pooled OLS）——通过将所有横截面单元和时间段堆叠成一个单一样本来将经典的普通最小二乘法估计量应用于面板数据。它估计一个共同的斜率系数集，其假设是截距和斜率在单元和时间上是同质的。
阅读完整方法
仅限会员
登录使用免费账户登录即可阅读本节。
Method map
The neighbourhood of related methods — select a node to explore.
来源
- Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
- Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717
如何引用本页
ScholarGate. (2026, June 3). Panel Data Ordinary Least Squares Regression. ScholarGate. https://scholargate.app/zh/econometrics/panel-ols
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 固定效应模型计量经济学↔ compare
- 普通最小二乘法 (OLS) 回归计量经济学↔ compare
- 面板广义最小二乘法 (Panel GLS)计量经济学↔ compare
- 面板 Hausman 检验计量经济学↔ compare