l1 regressions: Gini estimators for fixed effects panel data

被引：5

作者：

Ka, Ndene ^{[1
]}

Mussard, Stephane ^{[1
,2
,3
,4
]}

机构：

[1] Univ Montpellier I, Fac Econ, UMR5474 LAMETA, Av Raymond Dugrand,Site Richter CS, F-34960 Montpellier 2, France

[2] Univ Nimes Hosp, CHROME, Nimes, France

[3] Univ Sherbrooke, GREDI, Sherbrooke, PQ J1K 2R1, Canada

[4] LISER Luxembourg, Luxembourg, Luxembourg

来源：

JOURNAL OF APPLIED STATISTICS | 2016年 / 43卷 / 08期

关键词：

Gini; panel; regression; U-statistics;

D O I：

10.1080/02664763.2015.1103707

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：1436 / 1446

页数：11

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