A note on the unbiasedness of Swamy's estimator for the random coefficient regression model

DOI10.1016/0304-4076(82)90090-2zbMath0504.62063OpenAlexW2028904846MaRDI QIDQ1836244

U. L. Gouranga Rao

Publication date: 1982

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(82)90090-2

zbMATH Keywords

unbiasednessrandom coefficient regression modelSwamy estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites Work

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• On the existence of moments of partially restricted reduced form coefficients
• A random coefficient approach to seasonal adjustment of economic time series
• Transformations for Estimation of Linear Models with Nested-Error Structure
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Efficient Inference in a Random Coefficient Regression Model
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves