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Robust Panel Data Analysis

Robust panel data analysis applies standard panel estimators — fixed effects, random effects, or pooled OLS — while replacing conventional standard errors with cluster-robust or heteroscedasticity-consistent (HC) variants. The point estimates remain unchanged; what changes is the variance-covariance matrix used for inference, making t-tests and F-tests valid even when errors are heteroscedastic or correlated within cross-sectional units over time.

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Robust Panel Data Analysis with Cluster-Robust and Heteroscedasticity-Consistent Inference

Taxonomisk metodpost · regression-model / econometrics

Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434. · URL
Cameron, A. C., & Trivedi, P. K. (2015). Microeconometrics: Methods and Applications. Cambridge University Press. · ISBN 978-0521848053

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