Robust Estimation for the Fixed Effect Panel Data Model
Ordinary Least Square parameter estimation for the fixed effect regression suffers biasness in the presence of high leverage points. In this study, a robust alternative is proposed by incorporating new robust weights in Generalized M-estimator determined by a superior outlier detection method, Ro...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2017
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| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/1117/1/FH03-FESP-18-12638.pdf http://eprints.unisza.edu.my/1117/ |
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