Estimating the model with fixed and random effects by a robust method (Q905235): Difference between revisions

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+Robust diagnostic regression analysis
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+One-Step Huber Estimates in the Linear Model
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+Robust estimators for the fixed effects panel data model
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+Linear programming approach to LMS-estimation
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+Robust Inference With Multiway Clustering
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+More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
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+A class of high-breakdown scale estimators based on subranges
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+The asymptotics of S-estimators in the linear regression model
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+Designs foe phase i cancer clinical trials with differentiation of graded toxicity
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+Specification Tests in Econometrics
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+Panel Data and Unobservable Individual Effects
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+Robust Statistics
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+Q3711471
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+Regression Quantiles
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+Quantile regression for longitudinal data
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+Least Median of Squares Regression
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+Q4846589
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+Iterative Estimation of a Set of Linear Regression Equations
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+The Use of Error Components Models in Combining Cross Section with Time Series Data
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+Sensitivity analysis of \(M\)-estimates
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+Sensitivity analysis of \(M\)-estimates of nonlinear regression model: Influence of data subsets
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+Empirical distribution function under heteroscedasticity
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+Q3008337
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+Instrumental weighted variables under heteroscedasticity, Part II - Numerical study
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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+Joint Estimation of Relationships Involving Discrete Random Variables
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