The Study of Robust Estimators on Panel Data Regression Model for Data Contaminated with Outliers

Amelia, Mia and Sadik, Kusman and Sartono, Bagus (2020) The Study of Robust Estimators on Panel Data Regression Model for Data Contaminated with Outliers. In: Proceedings of the 1st International Conference on Statistics and Analytics, ICSA 2019, 2-3 August 2019, Bogor, Indonesia.

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Abstract

Outliers can cause biased parameter estimators and deviate from the actual values. This research studies robust estimators on panel data regression model. The robust estimators used are least trimmed squares (LTS) and within-group generalized M (WGM). This research aims to study robust estimator met

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 12:53
Last Modified: 17 Apr 2026 12:26
URI: http://eprints.eai.eu/id/eprint/26991

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