Linear Regression with Random Coefficients: The Finite Sample and Convergence Properties

DOI10.2307/2285388MaRDI QIDQ4072663zbMATH OpenOpenAlexFDO

Authors Baldev Raj

Publication date 1975

Full work available at URL https://doi.org/10.2307/2285388

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(4)

• Bayesian estimation of a random coefficient model
• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
• Estimation of covariance components for random-walk regression parameters

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