An exact method for testing equality of several groups in panel data models

DOI10.1016/J.SPL.2021.109156MaRDI QIDQ2244569zbMATH OpenOpenAlexFDO

Authors Ahad Malekzadeh, A. Esmaeli-Ayan

Publication date 12 November 2021

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

Full work available at URL https://doi.org/10.1016/j.spl.2021.109156

zbMATH Keywords

panel data modelspivotal quantityregression coefficientsimulation study

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Recommendations

• Exact Tests in Panel Data Using Generalizedp-Values
• A parametric bootstrap test for regression coefficients of several panel data models
• Generalized p-value test for regression coefficients in panel data model
• A parametric bootstrap inference for panel data model
• Generalized p-value and exact test in panel data models

Cites work

• A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
• A parametric bootstrap approach for two-way error component regression models
• Confidence intervals for ratio of two Poisson rates using the method of variance estimates recovery
• Estimation of linear models with crossed-error structure
• Exact Tests in Panel Data Using Generalizedp-Values
• Inferences on the common mean of several heterogeneous log-normal distributions
• Inferences on the common mean of several normal populations under heteroscedasticity
• Inferences on the regression coefficients in panel data models: parametric bootstrap approach
• Parametric bootstrap inferences for panel data models
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
• The Use of Error Components Models in Combining Cross Section with Time Series Data

Cited in

(1)

• An algorithm for panel ANOVA with grouped data

This page was built for publication: An exact method for testing equality of several groups in panel data models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2244569)