2 papers
econ.EM2021
Weighted asymmetric least squares regression with fixed-effects
Amadou Barry, Karim Oualkacha, Arthur Charpentier
The fixed-effects model estimates the regressor effects on the mean of the response, which is inadequate to summarize the variable relationships in the presence of heteroscedastici…
stat.ME2018
A new GEE method to account for heteroscedasticity, using asymmetric least-square regressions
Amadou Barry, Karim Oualkacha, Arthur Charpentier
Generalized estimating equations (GEE) are widely used to analyze longitudinal data; however, they are not appropriate for heteroscedastic data, because they only estimate regresso…