Detail publikace

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.

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