The Modified Robust Within Group GM-Estimators for the Fixed Effect Panel Data Model

• Main Authors: Nor Mazlina, Abu Bakar@Harun, Habsah, Midi
• Format: Conference or Workshop Item
• Language: English
• Published: 2016
• Subjects: Q Science (General); QA Mathematics
• Online Access: http://eprints.unisza.edu.my/565/1/FH03-FESP-19-22908.pdf; http://eprints.unisza.edu.my/565/
• Institution: Universiti Sultan Zainal Abidin

Block concentrated high leverage points (HLPs) are known to have profound effect on the linear fixed effect regression parameter estimation. They cause heavy contamination and produce bias estimates which lead to wrong analysis and conclusions. Thus, robust regression estimators are introduced to...