Víšek, J. Á. : Estimating regression model with a mixed structure - roots and theory.
| Autor: | prof. RNDr. Jan Ámos Víšek CSc., |
|---|---|
| Typ: | Články ve sborníku |
| Rok: | 2013 |
| Číslo: | 0 |
| ISSN / ISBN: | 1805-6903 |
| Publikováno v: | Data Analysis 2013, Progressive Mthods of Statistical Data Analysis,145 - 159. |
| Místo vydání: | Pardubice |
| Klíčová slova: | Robust estimation, regression model, fixed and random effects, Hausman test, numerical study. |
| JEL kódy: | 62J02, 62F35 |
| Citace: | Data Analysis 2013, 145 - 159 |
| Granty: | GAČR 13-01930S Robustní procedury pro nestandardní situace, jejich diagnostika a implementace |
| Abstrakt: | The historical development of models with fixed and random effects and their differences with respect to the model with dummy variables is explained. The robustified versions of the classical methods are proposed and in the second part of paper subject to the numerical study revealing their viability. |
