Robust weights of generalized M-estimator for panel data
ABSTRACT Ordinary Least Square estimation for panel data suffers biasness in the presence of high leverage points. Robust alternatives are proposed by incorporating new robust weights in Generalized M-estimator; determined by superior outlier detection methods. In this study, Diagnostic Robust Gene...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2017
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| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/1359/1/FH03-FESP-17-11875.jpg http://eprints.unisza.edu.my/1359/ |
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| Institution: | Universiti Sultan Zainal Abidin |
| Language: | English |
