The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models

DOI10.2307/1909405zbMATH Open0244.62055OpenAlexW2052203633WikidataQ58844469 ScholiaQ58844469MaRDI QIDQ5656261FDOQ5656261

P. A. V. B. Swamy, S. S. Arora

Publication date: 1972

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1909405

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (23)

• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
• Estimation of linear models with crossed-error structure
• Small sample properties of the power function of \(F\) tests in two-way error component regression.
• Testing equality of the regression coefficients in panel data models
• Optimal designs for panel data linear regressions
• The unbalanced nested error component regression model
• Skew-normal Bayesian spatial heterogeneity panel data models
• The German wage curve: evidence from the IAB employment sample
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• Exact Tests in Panel Data Using Generalizedp-Values
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
• Simultaneous equations with error components
• Small samples and collateral information. An application of the hyperparameter model
• Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
• Impact of liquidity risk on variations in efficiency and productivity: a panel gamma simulated maximum likelihood estimation
• Estimation of common coefficients in two regression equations
• An exact method for testing equality of several groups in panel data models
• The error components model conditions for the existence of the maximum likelihood estimates
• VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL
• Inferences on the regression coefficients in panel data models: parametric bootstrap approach
• Estimation for the multi-way error components model with ill-conditioned panel data
• The error components regression model: conditional relative efficiency comparisons
• Formulation and estimation of dynamic models using panel data

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