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Erori standard robuste la grupuri (Cluster-Robust Standard Errors)×Modelul cu Efecte Fixe pentru Date Panou×
DomeniuStatisticăEconometrie
FamilieRegression modelRegression model
Anul apariției19862014
Autorul originalLiang & Zeger (GEE sandwich); Cameron & Miller (practitioner synthesis)Hsiao (textbook treatment); within transformation of panel data
TipRobust variance estimation for regressionPanel data regression
Sursa seminalăLiang, 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 ↗
Denumiri alternativeclustered 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
Înrudite45
RezumatCluster-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).
ScholarGateSet de date
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  2. 2 Surse
  3. PUBLISHED
  1. v1
  2. 2 Surse
  3. PUBLISHED

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ScholarGateCompară metode: Cluster-Robust Standard Errors · Panel Fixed Effects. Preluat la 2026-06-17 de pe https://scholargate.app/ro/compare