Robust density power divergence estimates for panel data models

DOI10.1007/s10463-022-00862-2arXiv2108.02408OpenAlexW3192735774MaRDI QIDQ6175877

Soutir Bandyopadhyay, Abhijit Mandal, Beste Hamiye Beyaztas

Publication date: 21 August 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.02408

zbMATH Keywords

panel datarobust estimationrandom-effect modelminimum density power divergence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Random-Effects Models for Longitudinal Data
• Influence analysis of robust Wald-type tests
• Reweighted least trimmed squares: an alternative to one-step estimators
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression
• Robust penalized quantile regression estimation for panel data
• Estimating the model with fixed and random effects by a robust method
• Robust parameter estimation with a small bias against heavy contamination
• Robust regression with both continuous and categorical predictors
• Testing composite hypothesis based on the density power divergence
• A class of robust and fully efficient regression estimators
• Testing statistical hypotheses based on the density power divergence
• Normalized estimating equation for robust parameter estimation
• Statistical inference based on bridge divergences
• Econometric analysis of panel data
• One-step robust estimation of fixed-effects panel data models
• A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator
• Panel data analysis -- advantages and challenges (with comments and rejoinder)
• Least Median of Squares Regression
• On the Pooling of Time Series and Cross Section Data
• Robust and efficient estimation by minimising a density power divergence
• Estimation in a simple random effects model with nonnormal distributions
• Benefits and limitations of panel data
• A Characterization of All Single-Integral, Non-Kernel Divergence Estimators
• Choosing a robustness tuning parameter
• Robust estimators for the fixed effects panel data model
• Robust Statistics
• Microeconometrics
• The Use of Error Components Models in Combining Cross Section with Time Series Data
• Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
• On the ‘optimal’ density power divergence tuning parameter
• Matrix Completion Methods for Causal Panel Data Models
• Robust Statistics

This page was built for publication: Robust density power divergence estimates for panel data models