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 `1 Gini regression for panel data. It is shown that the fixed effects withingroup 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.
economics data analysis econometrics estimation theory mathematics time series gini coefficient regression errors and residuals computing and information technology ols outliers residuals estimator ordinary least squares multivariate statistics outlier robustness ols regression mathematical and quantitative methods (economics) robust estimators