เปรียบเทียบวิธี

	Robust Random Effects Model	แบบจำลองผลกระทบสุ่มสำหรับข้อมูลแผง
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1980s–2000s	1966
ผู้ริเริ่ม	Wooldridge; White (sandwich covariance); Arellano	Balestra & Nerlove
ประเภท	Panel GLS estimator with robust inference	Panel data estimator
แหล่งต้นตำรับ	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586	Balestra, P., & Nerlove, M. (1966). Pooling cross section and time series data in the estimation of a dynamic model: The demand for natural gas. Econometrica, 34(3), 585–612.
ชื่อเรียกอื่น	robust RE model, sandwich random effects estimator, cluster-robust random effects, GLS-robust RE	random effects estimator, RE model, GLS random effects, error components model
ที่เกี่ยวข้อง	5	5
สรุป	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 panel random effects (RE) model treats individual-specific effects as random draws from a population distribution rather than fixed constants, enabling efficient estimation by generalised least squares and allowing inference about time-invariant regressors that are swept away in fixed effects estimation.