Robust centering in the fixed effect panel data model
| Format: | Restricted Document |
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| _version_ | 1860797141970059264 |
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| building | INTELEK Repository |
| collection | Online Access |
| collectionurl | https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 |
| date | 2015-02-15 09:41:33 |
| format | Restricted Document |
| id | 11531 |
| institution | UniSZA |
| originalfilename | 5783-01-FH02-FESP-15-02547.jpg |
| person | UniSZA Unisza unisza |
| recordtype | oai_dc |
| resourceurl | https://intelek.unisza.edu.my/intelek/pages/view.php?ref=11531 |
| spelling | 11531 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=11531 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Article Journal UniSZA Unisza unisza image/jpeg inches 96 96 1419 54 54 776 2015-02-15 09:41:33 1419x776 5783-01-FH02-FESP-15-02547.jpg UniSZA Private Access Robust centering in the fixed effect panel data model Pakistan Journal of Statistics In recent years, robust estimators for fixed effect panel data model have been developed to provide alternatives to the least square estimates in the presence of outliers. The robust adaptation involves transformation of data by the median instead of the mean in order to eliminate any unobserved effect. Median centering is chosen due to its robustness, simple derivation and possesses min max property. However, the procedure introduces non-linearity in the data and causes some robust estimators to lose their regression equivariance property. This study proposed MM-centering to provide robust solutions to the Within Group parameter estimates. The numerical results indicate that the proposed methods are more efficient than the existing method. 31 1 ISOSS Publications ISOSS Publications 33-48 |
| spellingShingle | Robust centering in the fixed effect panel data model |
| summary | In recent years, robust estimators for fixed effect panel data model have been developed to provide alternatives to the least square estimates in the presence of outliers. The robust adaptation involves transformation of data by the median instead of the mean in order to eliminate any unobserved effect. Median centering is chosen due to its robustness, simple derivation and possesses min max property. However, the procedure introduces non-linearity in the data and causes some robust estimators to lose their regression equivariance property. This study proposed MM-centering to provide robust solutions to the Within Group parameter estimates. The numerical results indicate that the proposed methods are more efficient than the existing method. |
| title | Robust centering in the fixed effect panel data model |
| title_full | Robust centering in the fixed effect panel data model |
| title_fullStr | Robust centering in the fixed effect panel data model |
| title_full_unstemmed | Robust centering in the fixed effect panel data model |
| title_short | Robust centering in the fixed effect panel data model |
| title_sort | robust centering in the fixed effect panel data model |