ℓ1 regressions: Gini estimators for fixed effects panel data

Ndéné Ka () and Stéphane Mussard

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Abstract: Panel data, frequently employed in empirical investigations, provide estimators being strongly biased in the presence of atypical observations. The aim of this work is to propose a ℓ 1 Gini regression for panel data. It is shown that the fixed effects within-group Gini estimator is more robust than the ordinary least squares one when the data are contaminated by outliers. This semi-parametric Gini estimator is proven to be an U-statistics, consequently, it is asymptotically normal.

Keywords: Gini; panel; regression; U-statistics; Panel; Regression; U -statistics * (search for similar items in EconPapers)
Date: 2015-10-01
Note: View the original document on HAL open archive server: https://hal.science/hal-01784180v1
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Citations: View citations in EconPapers (1)

Published in Journal of Applied Statistics, 2015, 46 (8), pp.1436-1446. ⟨10.1080/02664763.2015.1103707⟩

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Journal Article: ℓ 1 regressions: Gini estimators for fixed effects panel data (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01784180

DOI: 10.1080/02664763.2015.1103707

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