Nested random effects estimation in unbalanced panel data

DOI10.1016/S0304-4076(00)00086-5MaRDI QIDQ5932780zbMATH OpenWikidataFDO

Authors Werner Antweiler

Publication date 17 August 2001

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

Full work available at URL https://doi.org/10.1016/S0304-4076(00)00086-5

zbMATH Keywords

error component modelnested effectspanel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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• The unbalanced nested error component regression model
• An exact test for the nesting effect's variance component in an unbalanced random two-fold nested model
• More efficient estimation of nonparametric panel data models with random effects

Cites work

• A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model
• A Note on Error Components Models
• Estimating multi-way error components models with unbalanced data structures.
• Estimation of the error-components model with incomplete panels
• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• scientific article; zbMATH DE number 1300860 (Why is no real title available?)
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• Linear models for unbalanced data.
• On Two Measures of Unbalancedness in a One‐Way Model and Their Relation to Efficiency
• Random group effects and the precision of regression estimates
• The unbalanced nested error component regression model
• Transformations for Estimation of Linear Models with Nested-Error Structure

Cited in

(13)

• Estimating multi-way error components models with unbalanced data structures.
• Panel data analysis -- advantages and challenges (with comments and rejoinder)
• Three-dimensional panel data models with interactive effects: estimation and simulation
• Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
• Prediction in an unbalanced nested error components panel data model
• Testing for serial correlation in three-dimensional panel data models
• The unbalanced nested error component regression model
• Copula-Based Random Effects Models for Clustered Data
• Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
• Genuinely unbalanced spatial panel data models with fixed effects: M-estimation and inference with an application to FDI inflows
• Unbalanced panel data: a survey
• Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure

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