Random group effects and the precision of regression estimates
From MaRDI portal
Publication:1089714
DOI10.1016/0304-4076(86)90021-7zbMath0619.62107OpenAlexW1975383176MaRDI QIDQ1089714
Publication date: 1986
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(86)90021-7
random effects modelsordinary least squaresintraclass correlationexplanatory variableassumption of independent errorsempirical examplesError componentgrouped structureprecision of regression estimatesrandom coefficient regression modelsrandom group effects
Related Items (38)
Subgraph network random effects error components models: specification and testing ⋮ Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model ⋮ Efficient estimation and inference in linear pseudo-panel data models ⋮ Difference in difference meets generalized least squares: higher order properties of hypotheses tests ⋮ Efficiency in public schools: does competition matter? ⋮ Random group effects and the precision of regression estimates ⋮ Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances ⋮ Learning in a multilateral bargaining experiment ⋮ Inference in mixed proportional hazard models with \(K\) random effects ⋮ Quantile regression with clustered data ⋮ The loss in efficiency from using grouped data to estimate coefficients of group level variables ⋮ An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation ⋮ Fixed effects, random effects or Hausman-Taylor: a pretest estimator ⋮ Bootstrap inference under cross‐sectional dependence ⋮ Testing for the appropriate level of clustering in linear regression models ⋮ Cluster-robust inference: a guide to empirical practice ⋮ A transformation for heteroscedastic error components regression models ⋮ Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects ⋮ Testing for random individual effects using recursive residuals ⋮ Testing for serial correlation in hierarchical linear models ⋮ A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence ⋮ Learning and transfer in signaling games ⋮ Communities and social inefficiency with heterogeneous groups ⋮ BLUP in the nested panel regression model with serially correlated errors ⋮ Clustering, Spatial Correlations, and Randomization Inference ⋮ Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels ⋮ Properties of ordinary least squares estimators in regression models with nonspherical disturbances ⋮ Asymptotic theory for clustered samples ⋮ Nested random effects estimation in unbalanced panel data ⋮ The unbalanced nested error component regression model ⋮ A comparative study of alternative estimators for the unbalanced two‐way error component regression model ⋮ A test of risk vulnerability in the wider population ⋮ The German wage curve: evidence from the IAB employment sample ⋮ Simulation-based evaluation of the performance of theF test in a linear multilevel model setting with sparseness at the level of the primary unit ⋮ Asymptotic theory and wild bootstrap inference with clustered errors ⋮ Wage flexibility: evidence from five EU countries based on the wage curve. ⋮ Fairness and learning: An experimental examination ⋮ Asymptotic inference from multi-stage samples
Cites Work
- Unnamed Item
- Unnamed Item
- A general analysis of bias in the estimated standard errors of least squares coefficients
- Random group effects and the precision of regression estimates
- Small sample considerations in estimation from panel data
- Hedonic housing prices and the demand for clean air
- Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
- Approximate Normality of Generalized Least Squares Estimates
- Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
- Regression Models for Grouped Populations in Cross-Section Surveys, Correspondent Paper
- OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology
- The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
- Linear regression with randomly dispersed parameters
- Efficient Inference in a Random Coefficient Regression Model
- Bayes estimates in one-way and two-way models
This page was built for publication: Random group effects and the precision of regression estimates