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l1 Regressions: Gini Estimators for Fixed Effects Panel Data

Author

Listed:
  • Ndene Ka

    (LAMETA, Universite Montpellier I)

  • Stephane Mussard

    (LAMETA, Universite Montpellier I; GREDI, Universite de Sherbrooke; CEPS Luxembourg)

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 l1 Gini regression for panel data. It is shown that the fixed effects within-group Gini estimator is more robust than the OLS 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.

Suggested Citation

  • Ndene Ka & Stephane Mussard, 2015. "l1 Regressions: Gini Estimators for Fixed Effects Panel Data," Cahiers de recherche 15-02, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    • Handle: RePEc:shr:wpaper:15-02
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    File URL: http://gredi.recherche.usherbrooke.ca/wpapers/GREDI-1502.pdf
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    References listed on IDEAS

    as
    1. Shlomo Yitzhaki, 2003. "Gini’s Mean difference: a superior measure of variability for non-normal distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 285-316.
    2. Shlomo Yitzhaki & Peter Lambert, 2013. "The relationship between the absolute deviation from a quantile and Gini’s mean difference," METRON, Springer;Sapienza Università di Roma, vol. 71(2), pages 97-104, September.
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    Cited by:

    1. Arthur Charpentier & Ndéné Ka & Stéphane Mussard & Oumar Hamady Ndiaye, 2019. "Gini Regressions and Heteroskedasticity," Econometrics, MDPI, vol. 7(1), pages 1-16, January.

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    Keywords

    Gini; Panel; Regression; U-statistics.;
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