A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model

DOI10.2307/1912609zbMath0504.62107OpenAlexW2014984963MaRDI QIDQ4741630

Tom Wansbeek, Arie Kapteyn

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912609

zbMATH Keywords

spectral decompositionclass of decompositions of variance-covariance matrix of generalized error components modellinear models of panel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Multivariate analysis (62H99) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (6)

Useful matrix transformations for panel data analysis: a survey ⋮ Generalization of \(M(x)\)-matrices. Application to mathematical economics and econometrics ⋮ Generalized dispersion matrices for covariance structural analysis ⋮ Estimation of the error-components model with incomplete panels ⋮ Nested random effects estimation in unbalanced panel data ⋮ SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS

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