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Ralat Piawai Teguh Kelompok×Model Kesan Tetap Data Panel×
BidangStatistikEkonometrik
KeluargaRegression modelRegression model
Tahun asal19862014
PengasasLiang & Zeger (GEE sandwich); Cameron & Miller (practitioner synthesis)Hsiao (textbook treatment); within transformation of panel data
JenisRobust variance estimation for regressionPanel data regression
Sumber perintisLiang, 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
Berkaitan45
RingkasanCluster-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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ScholarGateBandingkan kaedah: Cluster-Robust Standard Errors · Panel Fixed Effects. Dicapai 2026-06-17 daripada https://scholargate.app/ms/compare