Víšek, J. Á. : Estimating regression model with a mixed structure - roots and theory.
|Author(s):|| prof. RNDr. Jan Ámos Víšek CSc., |
|Type:||Article in collection|
|ISSN / ISBN:||1805-6903|
|Published in:||Data Analysis 2013, Progressive Mthods of Statistical Data Analysis,145 - 159.|
|Keywords:||Robust estimation, regression model, fixed and random effects, Hausman test, numerical study.|
|JEL codes:||62J02, 62F35|
|Suggested Citation:||Data Analysis 2013, 145 - 159|
|Grants:||GAČR 13-01930S Robust methods for nonstandard situations, their diagnostics and implementations|
|Abstract:||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.