Arbeitspapier
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
In empirical studies it often happens that some variables for some units are far away from the other observations in the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses - conclusions based on a sample with and without these units may differ drastically. While applied researchers tend to be aware of this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason for this habit seems to be the lack of availability of appropriate canned programs for robust methods that can be used in the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the field of the micro-econometrics of international firm activities we demonstrate that outliers can indeed drive results.
- Language
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Englisch
- Bibliographic citation
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Series: IZA Discussion Papers ; No. 4928
- Classification
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Wirtschaft
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
Econometric Software
Empirical Studies of Trade
- Subject
-
Robust estimation
panel data
outliers
Stata
exporter productivity premium
Robustes Verfahren
Panel
Statistische Methode
Theorie
Mikroökonometrie
Exportindustrie
Produktivität
Schätzung
Deutschland
- Event
-
Geistige Schöpfung
- (who)
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Verardi, Vincenzo
Wagner, Joachim
- Event
-
Veröffentlichung
- (who)
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Institute for the Study of Labor (IZA)
- (where)
-
Bonn
- (when)
-
2010
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Verardi, Vincenzo
- Wagner, Joachim
- Institute for the Study of Labor (IZA)
Time of origin
- 2010
Other Objects (12)
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
The exporter productivity premium along the productivity distribution: First evidence from a quantile regression approach for fixed effects data models
The exporter productivity premium along the productivity distribution: First evidence from a quantile regression approach for fixed effects panel data models
Robust estimates of exporter productivity premia in German business services enterprises
What makes a high-quality exporter? Evidence from Germany
Do outliers and unobserved heterogeneity explain the exporter productivity premium? Evidence from France, Germany and the United Kingdom
Trade dynamics and trade costs: First evidence from the exporter and importer dynamics database for Germany
Dynamik der deutschen Warenexporte nach Zielländern und Gütergruppen: Ergebnisse aus der Exporter Dynamics Database für Deutschland
Abgangszeugnis Joachim Wagner
27-50, Die Aufgaben kriminologischer Forschung bei der Neuregelung der Bagatellkriminalität, insbesondere des Ladendiebstahls
Wusterhausen/Dosse
Angermünde, Kirchplatz 5
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
The exporter productivity premium along the productivity distribution: First evidence from a quantile regression approach for fixed effects data models
The exporter productivity premium along the productivity distribution: First evidence from a quantile regression approach for fixed effects panel data models
Robust estimates of exporter productivity premia in German business services enterprises
What makes a high-quality exporter? Evidence from Germany
Do outliers and unobserved heterogeneity explain the exporter productivity premium? Evidence from France, Germany and the United Kingdom
Trade dynamics and trade costs: First evidence from the exporter and importer dynamics database for Germany
Dynamik der deutschen Warenexporte nach Zielländern und Gütergruppen: Ergebnisse aus der Exporter Dynamics Database für Deutschland
Abgangszeugnis Joachim Wagner
27-50, Die Aufgaben kriminologischer Forschung bei der Neuregelung der Bagatellkriminalität, insbesondere des Ladendiebstahls
Wusterhausen/Dosse
Angermünde, Kirchplatz 5
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
The exporter productivity premium along the productivity distribution: First evidence from a quantile regression approach for fixed effects data models
The exporter productivity premium along the productivity distribution: First evidence from a quantile regression approach for fixed effects panel data models
Robust estimates of exporter productivity premia in German business services enterprises
What makes a high-quality exporter? Evidence from Germany
Do outliers and unobserved heterogeneity explain the exporter productivity premium? Evidence from France, Germany and the United Kingdom
Trade dynamics and trade costs: First evidence from the exporter and importer dynamics database for Germany
Dynamik der deutschen Warenexporte nach Zielländern und Gütergruppen: Ergebnisse aus der Exporter Dynamics Database für Deutschland
Abgangszeugnis Joachim Wagner
27-50, Die Aufgaben kriminologischer Forschung bei der Neuregelung der Bagatellkriminalität, insbesondere des Ladendiebstahls
Wusterhausen/Dosse