On Least Squares Estimation when the Dependent Variable is Grouped

DOI10.2307/2297773zbMath0514.62072OpenAlexW3023701642MaRDI QIDQ3660709

Mark B. Stewart

Publication date: 1983

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://arks.princeton.edu/ark:/88435/dsp01j9602061c

zbMATH Keywords

asymptotic biasmaximum likelihood estimatormoment estimatorleast squares estimationgrouped variablestwo-step estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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Uses Software

• AS 139