Robust estimation for fixed and random effects panel data models with different centering methods

QR Code

Robust estimation for fixed and random effects panel data models with different centering methods

In the presence of outlying observations in panel data set, the traditional ordinary least square estimator can be strongly biased, lead to erroneous estimation and misleading inferential statement. However, Weighted Least Squares (WLS) are usually used to remedy the effect of outliers. Visek used L...

Full description

Bibliographic Details
Main Authors:	Midi, Habshah, Muhammad, Sani
Format:	Article
Language:	English
Published:	Medwell Journals 2018
Online Access:	http://psasir.upm.edu.my/id/eprint/73813/ http://psasir.upm.edu.my/id/eprint/73813/1/OUTLIER.pdf

Similar Items

Robust centering in the fixed effect panel data model
by: Midi, Habshah, et al.
Published: (2015)

Robust parameter estimation for fixed effect panel data model in the presence of heteroscedasticity and high leverage points
by: Sani, Muhammad, et al.
Published: (2019)

Robust multicollinearity diagnostic measure for fixed effect panel data model
by: Ismaeel, Shelan Saied, et al.
Published: (2021)

Robust centering in the fixed effect panel data model

Robust Estimation for the Fixed Effect Panel Data Model

The applications of robust estimation in fixed effect panel data

Robust estimation methods for fixed effect panel data model having block-concentrated outliers
by: Abu Bakar @ Harun, Nor Mazlina
Published: (2019)

Robust diagnostic and robust estimation methods for fixed effect panel data model in presence of high leverage points and multicollinearity
by: Ismaeel, Shelan Saied
Published: (2017)

The Modified Robust Within Group GM-Estimators for the Fixed Effect Panel Data Model

Robust weighted bootstrap for the fixed effect panel data model

The Estimation of Multidimensional Fixed Effects Panel Data Models
by: Balazsi, Laszlo, et al.
Published: (2015)

Robust diagnostic and parameter estimation for multiple linear and panel data regression models
by: Sani, Muhammad
Published: (2018)

Robust heteroscedasticity consistent covariance matrix estimator based on robust mahalanobis distance and diagnostic robust generalized potential weighting methods in linear regression
by: Midi, Habshah, et al.
Published: (2018)

The Robustness of Estimators for Dynamic Panel Data Models to Misspecification
by: Harris, Mark, et al.
Published: (2009)

Preliminary estimators for robust non-linear regression estimation
by: Midi, Habshah
Published: (1999)

The performance of robust heteroscedasticity consistent covariance matrix estimator
by: Sani, Muhammad, et al.
Published: (2019)

Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
by: Uraibi, Hassan S., et al.
Published: (2015)

Robust weights of generalized M-estimator for panel data

Robust Estimation of a Linearized Nonlinear Regression Model with Heteroscedastic Errors:A Simulation Study
by: Midi, Habshah
Published: (1998)

A robust estimation of linear model with multiple high leverage points
by: Bagheri, A., et al.
Published: (2009)

The performance of mediation analysis based on robust estimator
by: Habshah Midi ,, et al.
Published: (2008)

The performance of mediation analysis based on robust estimator
by: Midi, Habshah, et al.
Published: (2008)

Robust bootstrap methods in logistic regression model
by: Ariffin, Syaiba Balqish, et al.
Published: (2012)

On the robust parameter estimation for linear model with autocorrelated errors
by: Midi, Habshah, et al.
Published: (2013)

Dynamic robust bootstrap method based on LTS estimators
by: Midi, Habshah, et al.
Published: (2009)

Robust estimation of circular parameters
by: Mahmood, Ehab A., et al.
Published: (2016)

Weighted high leverage collinear robust ridge estimator in logistic regression model
by: Ariffin, Syaiba Balqish, et al.
Published: (2018)

Incorporating some resistant estimators into robust design
by: Majid, Amani, et al.
Published: (2009)

The robustness of two step estimation against heteroskedasticity and outliers in panel data

Robust bootstrap approach to estimate bias and RMSE of indirect effects in mediation analysis
by: Fitrianto, Anwar, et al.
Published: (2010)

On a robust estimator in heteroscedastic regression model in the presence of outliers
by: Midi, Habshah, et al.
Published: (2013)

Robust bootstrapping panel data

The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
by: Riazoshams, Hossein, et al.
Published: (2014)

Application of robust bootstrap techniques in logistic regression on intensive care unit data.
by: Midi, Habshah

The Application of Robust Multicollinearity Diagnostic Method Based on Robust Coefficient Determination to a Non-Collinear Data.
by: Midi, Habshah, et al.
Published: (2010)

Robust estimations as a remedy for multicollinearity caused by multiple high leverage points
by: Bagheri, Arezoo, et al.
Published: (2009)

Robust estimator to deal with regression models having both continuous and categorical regressors: a simulation study
by: A. Talib, Bashar, et al.
Published: (2009)

The performance of robust estimator on linear regression model having both continuous and categorical variables with heteroscedastic errors
by: Midi, Habshah, et al.
Published: (2008)

Penalized LAD-SCAD estimator based on robust wrapped correlation screening method for high dimensional models
by: Baba, Ishaq Abdullahi, et al.
Published: (2021)

Two-step robust estimator in heteroscedastic regression model in the presence of outliers
by: Midi, Habshah, et al.
Published: (2014)