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Klastri-robustid standardvead×Paneelide andmete fikseeritud efektide mudel×
ValdkondStatistikaÖkonomeetria
PerekondRegression modelRegression model
Tekkeaasta19862014
LoojaLiang & Zeger (GEE sandwich); Cameron & Miller (practitioner synthesis)Hsiao (textbook treatment); within transformation of panel data
TüüpRobust variance estimation for regressionPanel data regression
AlgallikasLiang, 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 ↗
Rööpnimetusedclustered 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
Seotud45
KokkuvõteCluster-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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ScholarGateVõrdle meetodeid: Cluster-Robust Standard Errors · Panel Fixed Effects. Loetud 2026-06-17 aadressilt https://scholargate.app/et/compare