Robust diagnostic and robust estimation methods for fixed effect panel data model in presence of high leverage points and multicollinearity

Robust diagnostic and robust estimation methods for fixed effect panel data model in presence of high leverage points and multicollinearity

The Diagnostic Robust Generalized Potential based on Minimum Volume Ellipsoid (MVE) is proposed in linear regression to detect high leverage points (HLPs). However, it takes a very long computational running time and also has small rate of swamping and masking effects. Hence the Improvised Diagno...

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محفوظ في:

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Ismaeel, Shelan Saied
التنسيق:	أطروحة
اللغة:	English
منشور في:	2017
الموضوعات:	Robust statistics Multicollinearity
الوصول للمادة أونلاين:	http://psasir.upm.edu.my/id/eprint/68632/1/FS%202018%201%20-%20IR.pdf
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!

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