Multilevel simultaneous equation model: a novel specification and estimation approach

DOI10.1016/j.cam.2019.112378zbMath1434.62149OpenAlexW2969291566WikidataQ127334194 ScholiaQ127334194MaRDI QIDQ2332699

Martin Gonzalez, Rocío Hernández-Sanjaime, Jose J. López-Espín

Publication date: 5 November 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112378

zbMATH Keywords

maximum likelihood estimatorlinear regressiongroups of linear equationshierarchical/grouped data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

• Random-Effects Models for Longitudinal Data
• Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Mixed-Effects Models in S and S-PLUS
• The mle algorithm for the matrix normal distribution
• Some Applications of Matrix Derivatives in Multivariate Analysis
• Maximum-likelihood estimation for the mixed analysis of variance model
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Multilevel simultaneous equation model: a novel specification and estimation approach