A comparative study of alternative estimators for the unbalanced two‐way error component regression model

DOI10.1111/1368-423X.T01-1-00094zbMath1018.62052MaRDI QIDQ4416024

Badi H. Baltagi, Byoung Cheol Jung, Seuck H. Song

Publication date: 7 August 2003

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

zbMATH Keywords

MLEpanel dataMINQUEunbalanced ANOVAvariance componentsREML

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model ⋮ Unbalanced panel data: a survey ⋮ Hausman-type tests for individual and time effects in the panel regression model with incomplete data ⋮ Statistical inference for the unbalanced two-way error component regression model with errors-in-variables

Cites Work

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• Random group effects and the precision of regression estimates
• Estimation of linear models with crossed-error structure

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