Robust Fixed Effects Model
Den robuste fixed effects-model kombinerer within-group-estimatoren for paneldata med varians-kovariansmatricer, der forbliver gyldige under heteroskedasticitet og fejlkorrelation inden for enheder. Introduceret af Arellano (1987), er cluster-robuste standardfejl parret med fixed effects-estimatoren nu standardtilgangen for troværdig inferens på paneldata inden for økonomi og samfundsvidenskab.
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Kilder
- Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434. link ↗
- Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
Sådan citerer du denne side
ScholarGate. (2026, June 3). Robust Fixed Effects Panel Data Model. ScholarGate. https://scholargate.app/da/econometrics/robust-fixed-effects-model
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Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Fixed Effects ModelØkonometri↔ compare
- Hausman-testen for paneldataØkonometri↔ compare
- Panel OLS (Pooled Ordinary Least Squares)Økonometri↔ compare
- Panel Random Effects ModelØkonometri↔ compare
- Robust OLS (OLS med robuste standardfejl)Økonometri↔ compare
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