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المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة1980s–2000s1987
صاحب الطريقةWooldridge; White (sandwich covariance); ArellanoManuel Arellano
النوعPanel GLS estimator with robust inferencePanel regression with robust inference
المصدر التأسيسيWooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434. link ↗
الأسماء البديلةrobust RE model, sandwich random effects estimator, cluster-robust random effects, GLS-robust REFE with robust standard errors, cluster-robust fixed effects, fixed effects with heteroscedasticity-robust SE, within estimator with robust inference
ذات صلة55
الملخصThe Robust Random Effects model estimates panel data relationships using the GLS random effects estimator while replacing the conventional standard errors with sandwich (heteroscedasticity- and cluster-robust) variance estimates. This protects inference against arbitrary within-group correlation and heteroscedasticity without discarding the efficiency gains of random effects when unit-specific effects are genuinely uncorrelated with the regressors.The robust fixed effects model combines the within-group estimator for panel data with variance-covariance matrices that remain valid under heteroscedasticity and within-unit error correlation. Introduced by Arellano (1987), cluster-robust standard errors paired with the fixed effects estimator are now the default approach for credible panel data inference in economics and social science.
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  1. v1
  2. 2 المصادر
  3. PUBLISHED

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ScholarGateقارن الطرق: Robust Random Effects Model · Robust Fixed Effects Model. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare