The Estimation of the Variances in a Variance-Components Model

DOI10.2307/2525492MaRDI QIDQ5637756zbMATH OpenOpenAlexFDO

Authors Takeshi Amemiya

Publication date 1971

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525492

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Cited in

(33)

• Multivariate regression models for panel data
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
• Simultaneous equations with error components
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
• A monotonic property for iterative GLS in the two-way random effects model
• Estimation of linear models with crossed-error structure
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• 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
• Consistency, asymptotic unbiasedness and bounds on the bias of s^ 2 in the linear regression model with error component disturbances
• Testing for heteroskedasticity and spatial correlation in a two way random effects model
• Testing for serial correlation in hierarchical linear models
• Estimating multi-way error components models with unbalanced data structures.
• Subgraph network random effects error components models: specification and testing
• Heterogeneity in panel data and in nonparametric analysis
• A panel data approach to economic forecasting: the bias-corrected average forecast
• Panel data models with spatially correlated error components
• A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model
• Conditional score tests for heteroscedasticity in the two-way error components model
• The error components regression model: conditional relative efficiency comparisons
• Prediction from the regression model with two-way error components
• Pooling cross sections with unequal time-series lengths
• Panel data models with multiple time-varying individual effects
• Useful matrix transformations for panel data analysis: a survey
• ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
• Skew-normal Bayesian spatial heterogeneity panel data models
• Estimation for the multi-way error components model with ill-conditioned panel data
• Estimation of the error-components model with incomplete panels
• The unbalanced nested error component regression model
• Subspace clustering for panel data with interactive effects
• Asymptotic confidence interval, sample size formulas and comparison test for the agreement intra-class correlation coefficient in inter-rater reliability studies
• Estimation of spatial autoregressive panel data models with fixed effects
• A spatial dynamic panel data model with both time and individual fixed effects

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