Robust Random Effects Model
The 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.
Source record
Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.
- Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. · ISBN 978-0262232586
- Greene, W. H. (2012). Econometric Analysis (7th ed.). Pearson Education. · ISBN 978-0131395381
Curated claims
Claims persisted in the evidence ledger, each with its own assessment.
This view does not invent a claim assessment when the ledger has none.
Related methods
Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.