Robust weights of generalized M-estimator for panel data

• Main Authors: Nor Mazlina, Abu Bakar@Harun, Habsah, Midi
• Format: Conference or Workshop Item
• Language: English
• Published: 2017
• Subjects: QA75 Electronic computers. Computer science; ZA4450 Databases
• Online Access: http://eprints.unisza.edu.my/1359/1/FH03-FESP-17-11875.jpg; http://eprints.unisza.edu.my/1359/
• Institution: Universiti Sultan Zainal Abidin

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...