Compară metode

	Model Robust cu Efecte Fixe	Model cu Efecte Fixe
Domeniu	Econometrie	Econometrie
Familie	Regression model	Regression model
Anul apariției	1987	1971–1978
Autorul original	Manuel Arellano	Mundlak (1978); Nerlove (1971); classical panel econometrics
Tip	Panel regression with robust inference	Panel regression estimator
Sursa seminală	Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434.	Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002
Denumiri alternative	FE with robust standard errors, cluster-robust fixed effects, fixed effects with heteroscedasticity-robust SE, within estimator with robust inference	FE model, within estimator, least squares dummy variable, LSDV regression
Înrudite	5	5
Rezumat	The robust fixed effects model combines the within-group estimator for panel data with variance-covariance matrices that remain valid under heteroscedasticity and within-unit error correlation. Introduced by Arellano (1987), cluster-robust standard errors paired with the fixed effects estimator are now the default approach for credible panel data inference in economics and social science.	The fixed effects (FE) model is the workhorse estimator for panel data when unobserved unit-specific characteristics are suspected to correlate with the regressors. By absorbing each entity's time-invariant heterogeneity into a separate intercept, FE isolates the causal effect of within-unit variation and eliminates omitted-variable bias from time-constant confounders.