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Robustní standardní chyby pro shluky×Model panelových dat s fixními efekty×
OborStatistikaEkonometrie
RodinaRegression modelRegression model
Rok vzniku19862014
TvůrceLiang & Zeger (GEE sandwich); Cameron & Miller (practitioner synthesis)Hsiao (textbook treatment); within transformation of panel data
TypRobust variance estimation for regressionPanel data regression
Původní zdrojLiang, K. Y. & Zeger, S. L. (1986). Longitudinal Data Analysis Using Generalized Linear Models. Biometrika, 73(1), 13-22. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Další názvyclustered standard errors, cluster-robust inference, clustered variance estimator, Küme Robust Standart Hatalarfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Příbuzné45
ShrnutíCluster-robust standard errors correct the variance of regression coefficients when observations are correlated within clusters such as schools, hospitals, or regions. The clustered sandwich estimator grew out of Liang & Zeger's (1986) generalized estimating equations and was synthesized for applied work by Cameron & Miller (2015), delivering valid inference when ordinary standard errors would be too small.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGatePorovnat metody: Cluster-Robust Standard Errors · Panel Fixed Effects. Získáno 2026-06-17 z https://scholargate.app/cs/compare