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 provi...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2018
|
| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/1372/1/FH03-FESP-19-22911.pdf http://eprints.unisza.edu.my/1372/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|