ℓ1 regressions: Gini estimators for fixed effects panel data - Archive ouverte HAL
Article Dans Une Revue Journal of Applied Statistics Année : 2015

ℓ1 regressions: Gini estimators for fixed effects panel data

Stéphane Mussard

Résumé

Panel data, frequently employed in empirical investigations, provide estimators being strongly biased in the presence of atypical observations. The aim of this work is to propose a ℓ 1 Gini regression for panel data. It is shown that the fixed effects within-group Gini estimator is more robust than the ordinary least squares one when the data are contaminated by outliers. This semi-parametric Gini estimator is proven to be an U-statistics, consequently, it is asymptotically normal.
Fichier principal
Vignette du fichier
Mussard_Ka_JAppStat(CJAS)_2016_ADep.pdf (315.6 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01784180 , version 1 (09-05-2018)

Licence

Identifiants

Citer

Ndéné Ka, Stéphane Mussard. ℓ1 regressions: Gini estimators for fixed effects panel data. Journal of Applied Statistics, 2015, 46 (8), pp.1436-1446. ⟨10.1080/02664763.2015.1103707⟩. ⟨hal-01784180⟩
87 Consultations
172 Téléchargements

Altmetric

Partager

More