Estimating coefficient distributions in random coefficient regressions

DOI10.1214/AOS/1176348898MaRDI QIDQ1208655zbMATH OpenOpenAlexFDO

Authors Rudolf Beran, Peter Hall

Publication date 16 May 1993

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348898

zbMATH Keywords

identifiabilityleast squaresresamplingconsistent estimability

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

Recommendations

• Semiparametric random coefficient regression models
• Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
• scientific article; zbMATH DE number 926551
• Prediction in random coefficient regression
• Minimum distance estimation in random coefficient regression models

Cited in

(37)

• A maximum likelihood estimation method for random coefficient regression models
• Nonparametric estimation of the measurement error model using multiple indicators.
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
• A new covariance estimator in random coefficient regression model
• Tests for qualitative features in the random coefficients model
• The Performance of Random Coefficient Regression in Accounting for Residual Confounding
• Regularized maximum likelihood estimation for the random coefficients model
• Rate-optimal nonparametric estimation for random coefficient regression models
• Prediction in random coefficient regression
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
• Estimated Generalized Least Squares for Random Coefficient Regression Models
• Varying random coefficient models
• Random coefficient regressions: parametric goodness-of-fit tests.
• ON THE HILDRETH‐HOUCK ESTIMATOR FOR RANDOM COEFFICIENT REGRESSION MODELS
• Estimation on random coefficient model with unbalanced data
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• scientific article; zbMATH DE number 5176385 (Why is no real title available?)
• A consistent semiparametric estimation of the consumer surplus distribution
• Testing and relaxing the exclusion restriction in the control function approach
• Efficient pseudo-Gaussian and rank-based detection of random regression coefficients
• Robust and consistent estimation of nonlinear errors-in-variables models
• Analyzing the random coefficient model nonparametrically
• Detecting random effects and error correlation in a periodic multiple regression model
• Semiparametric random coefficient regression models
• On nonparametric estimation of intercept and slope distributions in random coefficient regression
• Bounded support in linear random coefficient models: identification and variable selection
• Specification testing in random coefficient models
• Random coefficient autoregressive loss reserving
• Identifying Distributional Characteristics in Random Coefficients Panel Data Models
• The triangular model with random coefficients
• Recovering Latent Variables by Matching
• The distribution of rolling regression estimators
• Integrability and identification in multinomial choice models
• scientific article; zbMATH DE number 4113779 (Why is no real title available?)
• Goodness-of-fit tests in mixed models
• Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system

This page was built for publication: Estimating coefficient distributions in random coefficient regressions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1208655)