The applications of robust estimation in fixed effect panel data

Bibliographic Details
Format: Restricted Document
_version_ 1860799554646966272
building INTELEK Repository
collection Online Access
collectionurl https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072
date 2018-12-22 13:07:00
eventvenue Bandar Aceh, Aceh
format Restricted Document
id 6456
institution UniSZA
originalfilename 1372-01-FH03-FESP-19-22911.pdf
person administrator
Administrator
recordtype oai_dc
resourceurl https://intelek.unisza.edu.my/intelek/pages/view.php?ref=6456
spelling 6456 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=6456 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Conference Conference Paper application/pdf 6 1.6 Adobe Acrobat Pro DC 20 Paper Capture Plug-in administrator Administrator 2018-12-22 13:07:00 1372-01-FH03-FESP-19-22911.pdf UniSZA Private Access The applications of robust estimation in fixed effect panel data High leverage points (HLPs) are known to have significant effects on parameter estimation of linear fixed effect regression. Their presence causes panel data to become heavily contaminated which in turn leads to biasness and wrong analysis. Thus, robust regression estimators are introduced to provide resistant estimates towards HLPs. In this study, two Robust Within Group (RW) estimators are applied to a few economics and finance real world data. The study is aimed to estimate the usefulness and efficiency of robust methods in contaminated panel data. Results show the advantage of using robust estimation to reduce the influence of HLPs on panel data over the Ordinary Least Square (OLS). 1-6 The 1st Aceh Global Conference Bandar Aceh, Aceh
spellingShingle The applications of robust estimation in fixed effect panel data
summary High leverage points (HLPs) are known to have significant effects on parameter estimation of linear fixed effect regression. Their presence causes panel data to become heavily contaminated which in turn leads to biasness and wrong analysis. Thus, robust regression estimators are introduced to provide resistant estimates towards HLPs. In this study, two Robust Within Group (RW) estimators are applied to a few economics and finance real world data. The study is aimed to estimate the usefulness and efficiency of robust methods in contaminated panel data. Results show the advantage of using robust estimation to reduce the influence of HLPs on panel data over the Ordinary Least Square (OLS).
title The applications of robust estimation in fixed effect panel data
title_full The applications of robust estimation in fixed effect panel data
title_fullStr The applications of robust estimation in fixed effect panel data
title_full_unstemmed The applications of robust estimation in fixed effect panel data
title_short The applications of robust estimation in fixed effect panel data
title_sort applications of robust estimation in fixed effect panel data