The error components regression model: conditional relative efficiency comparisons

DOI10.1007/BF02924669MaRDI QIDQ3034700zbMATH OpenFDO

Authors Badi H. Baltagi

Publication date 1990

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02924669

zbMATH Keywords

ordinary least squares estimatorgeneralized least squares estimatorconditional relative efficiencyestimated variance componentstwo-way error component disturbancesvariance components ratio

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3940480 (Why is no real title available?)
• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• scientific article; zbMATH DE number 3366404 (Why is no real title available?)
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• Estimation of linear models with crossed-error structure
• Linear Least Squares Regression
• Maximum likelihood estimation of random effects models
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• On the Pooling of Time Series and Cross Section Data
• On the minimum efficiency of least squares
• Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology
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• Small sample considerations in estimation from panel data
• Specification Tests in Econometrics
• The Estimation of the Variances in a Variance-Components Model
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
• The Use of Error Components Models in Combining Cross Section with Time Series Data
• The inefficiency of least squares

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