Semiparametric random coefficient regression models

DOI10.1007/BF00774778MaRDI QIDQ1335367zbMATH OpenFDO

Authors Rudolf Beran

Publication date 5 January 1995

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

zbMATH Keywords

confidence regionsrandom effectsgoodness-of-fit testsdeconvolutionerrors-in-variablesempirical characteristic functionminimum distance estimatesheteroscedastic errorsprediction regionscoefficient distributionslinearized bootstrapsemiparametric, random coefficient regression model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

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Cites work

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• Simulated power functions
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Cited in

(22)

• A maximum likelihood estimation method for random coefficient regression models
• Semiparametric Regression for the Applied Econometrician
• Prediction in Random Coefficient Regression Models
• Tests for qualitative features in the random coefficients model
• Large sample inference in random coefficient regression models
• Prediction in random coefficient regression
• When Should Epidemiologic Regressions Use Random Coefficients?
• Varying random coefficient models
• Random coefficient regressions: parametric goodness-of-fit tests.
• A Dirichlet random coefficient regression model for quality indicators
• Gait analysis and the bootstrap
• Finite sample properties of the random coefficients regression model
• Testing for parameter stability in \(RCA(1)\) time series
• scientific article; zbMATH DE number 5176385 (Why is no real title available?)
• Estimating coefficient distributions in random coefficient regressions
• Specification testing in random coefficient models
• scientific article; zbMATH DE number 926551 (Why is no real title available?)
• scientific article; zbMATH DE number 3874438 (Why is no real title available?)
• Minimum distance estimation in random coefficient regression models
• Optimal estimation in random coefficient regression models
• Minimum distance estimation for random coefficient autoregressive models
• Estimation method for mixed-effect coefficient semiparametric regression model

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