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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...

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Main Authors: Nor Mazlina, Abu Bakar@Harun, Habshah, Midi
Format: Article
Language:English
Published: ISOSS PUBLICATIONS 2015
Subjects:
HB Economic Theory
QA Mathematics
Online Access:http://eprints.unisza.edu.my/5783/1/FH02-FESP-15-02547.jpg
http://eprints.unisza.edu.my/5783/
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spelling my-unisza-ir.57832022-09-13T05:31:43Z http://eprints.unisza.edu.my/5783/ Robust centering in the fixed effect panel data model Nor Mazlina, Abu Bakar@Harun Habshah, Midi HB Economic Theory QA Mathematics 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 effect. Median centering is chosen due to its robustness, simple derivation and possesses min max property. However, the procedure introduces non-linearity in the data and causes some robust estimators to lose their regression equivariance property. This study proposed MM-centering to provide robust solutions to the Within Group parameter estimates. The numerical results indicate that the proposed methods are more efficient than the existing method. ISOSS PUBLICATIONS 2015-01 Article PeerReviewed image en http://eprints.unisza.edu.my/5783/1/FH02-FESP-15-02547.jpg Nor Mazlina, Abu Bakar@Harun and Habshah, Midi (2015) Robust centering in the fixed effect panel data model. Pakistan Journal of Statistics, 31 (1). pp. 33-48. ISSN 10129367
institution Universiti Sultan Zainal Abidin
building UNISZA Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Sultan Zainal Abidin
content_source UNISZA Institutional Repository
url_provider https://eprints.unisza.edu.my/
language English
topic HB Economic Theory
QA Mathematics
spellingShingle HB Economic Theory
QA Mathematics
Nor Mazlina, Abu Bakar@Harun
Habshah, Midi
Robust centering in the fixed effect panel data model
description 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 effect. Median centering is chosen due to its robustness, simple derivation and possesses min max property. However, the procedure introduces non-linearity in the data and causes some robust estimators to lose their regression equivariance property. This study proposed MM-centering to provide robust solutions to the Within Group parameter estimates. The numerical results indicate that the proposed methods are more efficient than the existing method.
format Article
author Nor Mazlina, Abu Bakar@Harun
Habshah, Midi
author_facet Nor Mazlina, Abu Bakar@Harun
Habshah, Midi
author_sort Nor Mazlina, Abu Bakar@Harun
title Robust centering in the fixed effect panel data model
title_short Robust centering in the fixed effect panel data model
title_full Robust centering in the fixed effect panel data model
title_fullStr Robust centering in the fixed effect panel data model
title_full_unstemmed Robust centering in the fixed effect panel data model
title_sort robust centering in the fixed effect panel data model
publisher ISOSS PUBLICATIONS
publishDate 2015
url http://eprints.unisza.edu.my/5783/1/FH02-FESP-15-02547.jpg
http://eprints.unisza.edu.my/5783/
_version_ 1744358538043457536
score 13.244404

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