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Erreurs-types robustes aux clusters×Modèle à effets fixes pour données de panel×
DomaineStatistiqueÉconométrie
FamilleRegression modelRegression model
Année d'origine19862014
Auteur d'origineLiang & Zeger (GEE sandwich); Cameron & Miller (practitioner synthesis)Hsiao (textbook treatment); within transformation of panel data
TypeRobust variance estimation for regressionPanel data regression
Source fondatriceLiang, 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 ↗
Aliasclustered 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
Apparentées45
RésuméCluster-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).
ScholarGateJeu de données
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ScholarGateComparer des méthodes: Cluster-Robust Standard Errors · Panel Fixed Effects. Consulté le 2026-06-17 sur https://scholargate.app/fr/compare