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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.

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Robust Random Effects Panel Data Model

Taksonomisk metoderegister · regression-model / econometrics

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

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Relaterte metoder

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Taxonomic bucketPanel GLSmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Hausman Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Random Effects Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketRobust Fixed Effects Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketRobust Panel Data Analysismachine-suggested · Relational suggestion, not evidence.