Estimating and Predicting the General Random Effects Model

DOI10.1002/FOR.2283MaRDI QIDQ4687508zbMATH OpenOpenAlexFDO

Authors Eugene Kouassi, Alain Constant Kamdem, Mbodja Mougoué, Jean Marcelin Bosson Brou

Publication date 12 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2283

zbMATH Keywords

complete and incomplete panelsempirical illustrationiterative GLSmaximum likelihoodprediction functionssingle local maximum

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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• Maximum likelihood estimation of random effects models
• Generalized prediction intervals for treatment effects in random‐effects models

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