Response predictions in regressions on panel data

DOI10.1080/03610928208828416zbMath0525.62061OpenAlexW2017759553MaRDI QIDQ3038424

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Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828416

zbMATH Keywords

panel databest linear unbiased estimatorsrandom coefficients modelresponse predictions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (2)

Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models ⋮ Prediction in Random Coefficient Regression Models

Cites Work

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• Extension of the Gauss-Markov theorem to include the estimation of random effects
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• Some Estimators for a Linear Model with Random Coefficients
• Efficient Inference in a Random Coefficient Regression Model
• ESTIMATING MULTIPLE REGRESSIONS IN m GROUPS: A CROSS‐VALIDATION STUDY

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