A note on S^2 in a linear regression model based on two-stage sampling data

DOI10.1016/S0167-7152(98)00227-2zbMATH Open0921.62085MaRDI QIDQ1293836FDOQ1293836

Authors: Seuck Heun Song 

Publication date: 29 June 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

intracluster correlationtwo-stage samplingordinary least-squares estimatordisturbance variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cites Work

• Title not available (Why is that?)
• The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
• OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated
• Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
• Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances
• Bounds for the Bias of the Least Squares Estimator of @s^2 in the Case of a First-Order Autoregressive Process (Positive Autocorrelation)
• Strong consistency of variance estimation and asymptotic theory for tests of the linear hypothesis in multivariate linear models
• A Note on a Paper by T. Kloek Concerning the Consistency of Variance Estimation in the Linear Model
• Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model

Cited In (4)

• Title not available (Why is that?)
• A note on \(S^{2}\) in a spatially correlated error components regression model for panel data
• Note on the estimation of parameters of the mean and the variance in $n$-stage linear models
• The Analysis of Two-Stage Sampling Data by Ordinary Least Squares

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