ON THE HILDRETH‐HOUCK ESTIMATOR FOR RANDOM COEFFICIENT REGRESSION MODELS

DOI10.1111/J.1467-842X.1988.TB00849.XMaRDI QIDQ3489170zbMATH OpenOpenAlexFDO

Authors Vo V. Anh

Publication date 1988

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.1988.tb00849.x

zbMATH Keywords

random coefficient regression modelsHildreth-Houck estimator

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Recommendations

• Asymptotic Distribution of the Hildreth-Houck Estimator
• Maximum likelihood estimates for the Hildreth–Houck random coefficients model
• Estimation on random coefficient model with unbalanced data
• Estimating coefficient distributions in random coefficient regressions
• Optimal estimation in random coefficient regression models

Cited in

(6)

• Finite sample properties of the random coefficients regression model
• Estimation of covariance components for random-walk regression parameters
• Asymptotic Distribution of the Hildreth-Houck Estimator
• Maximum likelihood estimates for the Hildreth–Houck random coefficients model
• Optimal estimation in random coefficient regression models
• On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients

This page was built for publication: ON THE HILDRETH‐HOUCK ESTIMATOR FOR RANDOM COEFFICIENT REGRESSION MODELS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3489170)