Computing Robust Standard Errors for Within-Groups Estimators.

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 1987
Volume: 49
Issue: 4
Pages: 431-34

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The purpose of this note is to explain how to use standard packages to calculate heteroskedasticity and serial c orrelation consistent standard errors for within-groups estimators of a linear regression model from panel data. The within-groups estimat or is calculated as the least squares estimator in a transformed mult ivariate regression with cross-equation linear restrictions. The Whit e standard errors obtained in this way are the desired ones. Copyright 1987 by Blackwell Publishing Ltd

Technical Details

RePEc Handle
repec:bla:obuest:v:49:y:1987:i:4:p:431-34
Journal Field
General
Author Count
1
Added to Database
2026-01-24