Pages that link to "Item:Q3214194"

The following pages link to Transformations for Estimation of Linear Models with Nested-Error Structure (Q3214194):

Displaying 50 items.

• Small area estimation by splitting the sampling weights (Q358880) (← links)
• Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
• Likelihood inference in small area estimation by combining time-series and cross-sectional data (Q444975) (← links)
• Regression modelling of the flows in an input-output table with accounting constraints (Q840958) (← links)
• Unbalanced panel data: a survey (Q849876) (← links)
• A transformation for heteroscedastic error components regression models (Q900167) (← links)
• BLUP in the nested panel regression model with serially correlated errors (Q956736) (← links)
• Penalized calibration in survey sampling: design-based estimation assisted by mixed models (Q989240) (← links)
• Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
• Useful invariance results for generalized regression models (Q1140386) (← links)
• The efficiency of estimating a random coefficient model (Q1140390) (← links)
• Estimation of seemingly unrelated regressions with unequal numbers of observations (Q1247145) (← links)
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (Q1251042) (← links)
• On small-area estimation under two-fold nested error regression models (Q1300927) (← links)
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model (Q1329125) (← links)
• Weighted generalized least squares estimation for complex survey data (Q1342656) (← links)
• Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling (Q1373957) (← links)
• Unbiased prediction in linear regression models with equi-correlated responses (Q1383251) (← links)
• A unified approach to estimation and prediction under simple random sampling. (Q1427520) (← links)
• A note on the unbiasedness of Swamy's estimator for the random coefficient regression model (Q1836244) (← links)
• Estimating multi-way error components models with unbalanced data structures. (Q1858908) (← links)
• Asymptotic properties in partial linear models under dependence (Q1872842) (← links)
• Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss (Q1973325) (← links)
• A simple adaptation of variable selection software for regression models to select variables in nested error regression models (Q2049567) (← links)
• The role of conditional likelihoods in latent variable modeling (Q2088910) (← links)
• A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test (Q2096402) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• An econometric approach to the estimation of multi-level models (Q2224992) (← links)
• Efficient estimation of multi-level models with strictly exogenous explanatory variables (Q2226932) (← links)
• A new alternative to the standard \(F\) test for clustered data (Q2272094) (← links)
• Empirical Bayes methods in nested error regression models with skew-normal errors (Q2303488) (← links)
• Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
• Penalized Weighted Least Squares to Small Area Estimation (Q2821476) (← links)
• Studies on the hypothesis testing of the slope parameter in the simple linear regression model with one-fold nested error structure (Q3135344) (← links)
• Nonlinear regression analysis for complex surveys¹ (Q3352265) (← links)
• RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS (Q3408528) (← links)
• Minimum Variance Quadratic Unbiased Estimation for the Variance Components in Simple Linear Regression with Onefold Nested Error (Q3424160) (← links)
• General Analysis of Covariance Models for the Split Block and Related Block Designs (Q3471547) (← links)
• Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
• Approaches to regression analysis with multiple measurements from individual sampling units (Q3749973) (← links)
• Two methods of evaluating hoerl and kennard's ridge regression (Q4176308) (← links)
• Estimation and hypothesis testing of treatment effects in animal reproductive toxicology studies (Q4216069) (← links)
• Useful matrix transformations for panel data analysis: a survey (Q4275289) (← links)
• Optimum tests for treatments when blocks are nested and random (Q4322924) (← links)
• Some asymptotic results in finite populations (Q4324739) (← links)
• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL (Q4443970) (← links)
• Small‐area estimation by combining time‐series and cross‐sectional data (Q4698389) (← links)
• Exact tests and confidence intervals for ratio of variance components in unbalanced two-and three-stage nested designs (Q4733253) (← links)
• Small area estimation of mean price of habitation transaction using time-series and cross-sectional area-level models (Q5123557) (← links)
• Solving endogeneity problems in multilevel estimation: an example using education production functions (Q5127021) (← links)