Optimal estimation in random coefficient regression models

DOI10.1007/BF00058637MaRDI QIDQ1206649zbMATH OpenFDO

Authors T. V. Ramanathan, M. B. Rajarshi

Publication date 1 April 1993

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00058637

zbMATH Keywords

conditional estimating functionconditioningestimating functionsestimation of average slopenuisance parametersrandom coefficients regression modelsscore functionsemi-parametric modelsstratified datasufficient statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Linear regression; mixed models (62J05)

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Cites work

• Conditional likelihood and unconditional optimum estimating equations
• Conditional score functions: Some optimality results
• Estimating functions for conditional inference: many nuisance parameter case
• scientific article; zbMATH DE number 41799 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 3366404 (Why is no real title available?)
• Jackknife, bootstrap and other resampling methods in regression analysis
• ON THE HILDRETH‐HOUCK ESTIMATOR FOR RANDOM COEFFICIENT REGRESSION MODELS
• Some Estimators for a Linear Model with Random Coefficients
• The foundations of finite sample estimation in stochastic processes

Cited in

(7)

• Optimal rates for coefficient-based regularized regression
• Collapsibility of regression coefficients and its extensions
• ON THE HILDRETH‐HOUCK ESTIMATOR FOR RANDOM COEFFICIENT REGRESSION MODELS
• Estimated Generalized Least Squares for Random Coefficient Regression Models
• Optimal Inference in a Class of Regression Models
• Efficient Estimation of Optimal Regimes Under a No Direct Effect Assumption
• Optimum percentile estimating equations for nonlinear random coefficient models

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