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[02336] Within-Groups Generalized M-Estimators in One-Way Unbalanced Panel Data Model

• Session Time & Room : 3C (Aug.23, 13:20-15:00) @E504
• Type : Industrial Contributed Talk
• Abstract : Within-Groups Generalized M-Estimators (WGM) is a method for determining robust estimators of outliers for panel data models. This study will conduct a simulation to compare WGM in one-way unbalanced panel data model with fixed-effects approach using different multivariate locations and scale estimators, namely S-multivariate, Minimum Volume Ellipsoid (MVE), and Minimum Covariance Determinant (MCD). Then apply it to economic growth data in Kalimantan. Based on the simulation results and applications, it is known that the WGM with the S-multivariate estimator gives a better MSE value.
• Classification : 62J99
• Format : Talk at Waseda University
• Author(s) :
  • Desi Yuniarti (Department of Mathematics, Faculty of Mathematics and Natural Science, Universitas Gadjah Mada, Yogyakarta)
  • Dedi Rosadi (Department of Mathematics, Faculty of Mathematics and Natural Science, Universitas Gadjah Mada, Yogyakarta)
  • Abdurakhman Abdurakhman (Department of Mathematics, Faculty of Mathematics and Natural Science, Universitas Gadjah Mada, Yogyakarta)