Transformations for Estimation of Linear Models with Nested-Error Structure
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(56)- BLUP in the nested panel regression model with serially correlated errors
- Unbiased prediction in linear regression models with equi-correlated responses
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Regression modelling of the flows in an input-output table with accounting constraints
- Solving endogeneity problems in multilevel estimation: an example using education production functions
- Asymptotic properties in partial linear models under dependence
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary
- Efficient estimation of multi-level models with strictly exogenous explanatory variables
- A new alternative to the standard \(F\) test for clustered data
- General Analysis of Covariance Models for the Split Block and Related Block Designs
- Nested random effects estimation in unbalanced panel data
- The unbalanced nested error component regression model
- RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
- Small‐area estimation by combining time‐series and cross‐sectional data
- Optimum tests for treatments when blocks are nested and random
- Penalized calibration in survey sampling: design-based estimation assisted by mixed models
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
- Functional semiparametric partially linear model with autoregressive errors
- Plug-in bandwidth choice in partial linear models with autoregressive errors
- An econometric approach to the estimation of multi-level models
- Approaches to regression analysis with multiple measurements from individual sampling units
- Estimation of seemingly unrelated regressions with unequal numbers of observations
- A transformation for heteroscedastic error components regression models
- Likelihood inference in small area estimation by combining time-series and cross-sectional data
- A unified approach to estimation and prediction under simple random sampling.
- The efficiency of estimating a random coefficient model
- Estimating multi-way error components models with unbalanced data structures.
- Empirical Bayes methods in nested error regression models with skew-normal errors
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
- Weighted generalized least squares estimation for complex survey data
- Unbalanced panel data: a survey
- Small area estimation of mean price of habitation transaction using time-series and cross-sectional area-level models
- A hierarchical panel data model for the estimation of stochastic metafrontiers: computational issues and an empirical application
- Exact tests and confidence intervals for ratio of variance components in unbalanced two-and three-stage nested designs
- On small-area estimation under two-fold nested error regression models
- Studies on the hypothesis testing of the slope parameter in the simple linear regression model with one-fold nested error structure
- Penalized weighted least squares to small area estimation
- Selecting mixed-effects models based on a generalized information criterion
- Nonlinear regression analysis for complex surveys1
- A simple adaptation of variable selection software for regression models to select variables in nested error regression models
- Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
- Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
- Small area estimation by splitting the sampling weights
- The role of conditional likelihoods in latent variable modeling
- Useful invariance results for generalized regression models
- 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
- Useful matrix transformations for panel data analysis: a survey
- The limiting distribution of theF-statistic from nonnormal universes
- On the performance of the ordinary least squares method under an error component model.
- A note on the unbiasedness of Swamy's estimator for the random coefficient regression model
- Minimum Variance Quadratic Unbiased Estimation for the Variance Components in Simple Linear Regression with Onefold Nested Error
- Two methods of evaluating hoerl and kennard's ridge regression
- Some asymptotic results in finite populations
- A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test
- Estimation and hypothesis testing of treatment effects in animal reproductive toxicology studies
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