Robust centering in the fixed effect panel data model
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 eff...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Pakistan Journal of Statistics
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/46199/1/Robust%20centering%20in%20the%20fixed%20effect%20panel%20data%20model.pdf |