Estimation of linear models with crossed-error structure

DOI10.1016/0304-4076(74)90030-XMaRDI QIDQ1215996zbMATH OpenOpenAlexFDO

Authors Wayne A. Fuller, George E. Battese

Publication date 1974

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

Full work available at URL https://doi.org/10.1016/0304-4076(74)90030-x

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Cites work

• A Note on Error Components Models
• The Estimation of the Variances in a Variance-Components Model
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• The Use of Error Components Models in Combining Cross Section with Time Series Data

Cited in

(29)

• Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
• Simultaneous equations with error components
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
• A monotonic property for iterative GLS in the two-way random effects model
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• Testing for random individual and time effects using a Gauss-Newton regression
• Testing linear and loglinear error components regressions against Box-Cox alternatives
• Estimating multi-way error components models with unbalanced data structures.
• Inferences on the regression coefficients in panel data models: parametric bootstrap approach
• An exact method for testing equality of several groups in panel data models
• Statistical inference in a panel data semiparametric regression model with serially correlated errors
• The law of iterated logarithm of estimators for partially linear panel data models
• A panel data approach to economic forecasting: the bias-corrected average forecast
• The error components regression model: conditional relative efficiency comparisons
• Estimation of linear models for field experiments
• Pooling cross sections with unequal time-series lengths
• Panel data models with multiple time-varying individual effects
• The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model
• Useful matrix transformations for panel data analysis: a survey
• Covariance structure selection in general mixed models
• A comparative study of alternative estimators for the unbalanced two‐way error component regression model
• VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL
• Testing equality of the regression coefficients in panel data models
• Specification tests in mixed effects models
• Estimation of the error-components model with incomplete panels
• The two-way Hausman and Taylor estimator
• The spectral decomposition of covariance matrices for the variance components models
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test

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