Parametric bootstrap inferences for panel data models

DOI10.1080/03610926.2015.1105981zbMath1462.62203OpenAlexW2410921726MaRDI QIDQ5349103

Li-Wen Xu, Mao-Zai Tian

Publication date: 23 August 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1105981

zbMATH Keywords

variance componentscoverage probabilitybootstrap resamplinggeneralized confidence intervalsparametric bootstrap pivotal variable

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (4)

Inferences on the regression coefficients in panel data models: parametric bootstrap approach ⋮ Testing equality of the regression coefficients in panel data models ⋮ Bootstrap inference for skew-normal unbalanced heteroscedastic one-way classification random effects model ⋮ An exact method for testing equality of several groups in panel data models

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