A monotonic property for iterative GLS in the two-way random effects model

DOI10.1016/0304-4076(92)90079-7zbMath0850.62908OpenAlexW1996473802MaRDI QIDQ1194025

Badi H. Baltagi, Q. Li

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90079-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model ⋮ Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure ⋮ Prediction from the regression model with two-way error components ⋮ Asymptotics and bootstrap for random-effects panel data transformation models

Cites Work

• Maximum likelihood estimation of random effects models
• Estimation of linear models with crossed-error structure
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
• Alternative Tests of the Error Components Model
• The Estimation of the Variances in a Variance-Components Model
• Unnamed Item

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