A note on \(S^2\) in a linear regression model based on two-stage sampling data

DOI10.1016/S0167-7152(98)00227-2zbMath0921.62085MaRDI QIDQ1293836

Seuck Heun Song

Publication date: 29 June 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

two-stage samplingintracluster correlationordinary least-squares estimatordisturbance variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (1)

A note on \(S^{2}\) in a spatially correlated error components regression model for panel data

Cites Work

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• A Note on a Paper by T. Kloek Concerning the Consistency of Variance Estimation in the Linear Model
• Strong consistency of variance estimation and asymptotic theory for tests of the linear hypothesis in multivariate linear models
• Bounds for the Bias of the Least Squares Estimator of @s^2 in the Case of a First-Order Autoregressive Process (Positive Autocorrelation)
• The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
• Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
• Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model

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