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	Robust Random Effects-modell	Robust modell med fasta effekter
Ämnesområde	Ekonometri	Ekonometri
Familj	Regression model	Regression model
Ursprungsår	1980s–2000s	1987
Upphovsperson	Wooldridge; White (sandwich covariance); Arellano	Manuel Arellano
Typ	Panel GLS estimator with robust inference	Panel regression with robust inference
Ursprungskälla	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586	Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434.
Alias	robust RE model, sandwich random effects estimator, cluster-robust random effects, GLS-robust RE	FE with robust standard errors, cluster-robust fixed effects, fixed effects with heteroscedasticity-robust SE, within estimator with robust inference
Närliggande	5	5
Sammanfattning	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.	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.