Semiparametric random coefficient regression models

DOI10.1007/BF00774778zbMATH Open0803.62053MaRDI QIDQ1335367FDOQ1335367

Rudolf Beran

Publication date: 5 January 1995

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

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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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• Minimum distance estimation in random coefficient regression models
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Cited In (22)

• Semiparametric Regression for the Applied Econometrician
• Prediction in Random Coefficient Regression Models
• Large sample inference in random coefficient regression models
• Tests for qualitative features in the random coefficients model
• 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
• Title not available (Why is that?)
• Testing for parameter stability in \(RCA(1)\) time series
• Specification testing in random coefficient models
• Estimating coefficient distributions in random coefficient regressions
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• A maximum likelihood estimation method for random coefficient regression models

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