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분야통계학계량경제학
계열Regression modelRegression model
기원 연도20162014
창시자Richardson & Welsh (robust REML); Koller (robustlmm implementation)Hsiao (textbook treatment); within transformation of panel data
유형Robust linear mixed-effects modelPanel data regression
원전Koller, M. (2016). robustlmm: An R Package for Robust Estimation of Linear Mixed-Effects Models. Journal of Statistical Software, 75(6), 1-24. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
별칭robust mixed-effects model, robust linear mixed model, robust LMM, Robust Karma Etkiler Modelifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
관련55
요약The robust mixed model is a linear mixed-effects model for panel and repeated-measures data that tolerates outliers and heavy-tailed errors. It replaces the usual likelihood with bounded-influence estimating equations, building on the robust restricted maximum likelihood of Richardson and Welsh (1995) and the robustlmm implementation of Koller (2016).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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