A note on \(S^2\) in a linear regression model based on two-stage sampling data
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Publication:1293836
DOI10.1016/S0167-7152(98)00227-2zbMath0921.62085MaRDI QIDQ1293836
Publication date: 29 June 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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Cites Work
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- Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments
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- The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
- Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
- Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model
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