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Detection of Outliers in Panel Data of Intervention Effects Model Based on Variance of Remainder Disturbance
Author
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-07-21
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
The presence of outliers can result in seriously biased parameter estimates.
In order to detect outliers in panel data models, this paper presents a modeling method to assess the intervention effects based on the variance of remainder disturbance using an arbitrary strictly positive twice continuously differentiable function.
This paper also provides a Lagrange Multiplier (LM) approach to detect and identify a general type of outlier.
Furthermore, fixed effects models and random effects models are discussed to identify outliers and the corresponding LM test statistics are given.
The LM test statistics for an individual-based model to detect outliers are given as a particular case.
Finally, this paper performs an application using panel data and explains the advantages of the proposed method.
American Psychological Association (APA)
Lyu, Yanfang. 2015. Detection of Outliers in Panel Data of Intervention Effects Model Based on Variance of Remainder Disturbance. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-12.
https://search.emarefa.net/detail/BIM-1075006
Modern Language Association (MLA)
Lyu, Yanfang. Detection of Outliers in Panel Data of Intervention Effects Model Based on Variance of Remainder Disturbance. Mathematical Problems in Engineering No. 2015 (2015), pp.1-12.
https://search.emarefa.net/detail/BIM-1075006
American Medical Association (AMA)
Lyu, Yanfang. Detection of Outliers in Panel Data of Intervention Effects Model Based on Variance of Remainder Disturbance. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-12.
https://search.emarefa.net/detail/BIM-1075006
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1075006