'XTROBREG': module providing pairwise-differences and first-differences robust regression estimators

Résultats de recherche: Forme non textuelleLogiciel

Résumé

xtrobreg provides robust pairwise-differences estimators and robust first-differences estimators for panel data. In case of least-squares regression, the pairwise-differences estimator is equivalent to the fixed-effects estimator. xtrobreg works by applying robreg to appropriately transformed data.
langue originaleFrançais
Etat de la publicationPublié - 23 avr. 2021

Contient cette citation