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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| Format: | Thèse |
| Langue: | anglais |
| Publié: |
2017
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| Accès en ligne: | http://psasir.upm.edu.my/id/eprint/68632/1/FS%202018%201%20-%20IR.pdf |