Diagnostics for one-way random effects panel data models

SIBNARAYAN GURIA; SUGATA SEN ROY

doi:10.3329/jsr.v58i1.75424

Diagnostics for one-way random effects panel data models

Authors

SIBNARAYAN GURIA Department of Statistics, West Bengal State University, Barasat, India.
SUGATA SEN ROY Department of Statistics, University of Calcutta, Calcutta, India

DOI:

https://doi.org/10.3329/jsr.v58i1.75424

Keywords:

Panel data, random effects, outlier detection, deletion technique

Abstract

In this paper we consider a random effects panel data model with one-way error components and derive methods for identifying outliers using the deletion technique. These outliers may be a single unit, a single time-point or a particular time-point in a particular unit. Expressions for the diagnostics for each of these three cases are derived and the technique is illustrated through an example.

Journal of Statistical Research 2024, Vol. 58, No. 1, pp. 181-196.

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Published

2024-08-14

How to Cite

GURIA, S., & ROY, S. S. (2024). Diagnostics for one-way random effects panel data models. Journal of Statistical Research , 58(1), 181–196. https://doi.org/10.3329/jsr.v58i1.75424