The unbalanced nested error component regression model

DOI10.1016/S0304-4076(00)00089-0zbMath0966.62043MaRDI QIDQ5932783

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

Publication date: 17 August 2001

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

zbMATH Keywords

MLEpanel dataMINQUEnested error componentunbalanced ANOVAvariance components

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Production theory, theory of the firm (91B38) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (10)

Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects ⋮ Evolution of forecast disagreement in a Bayesian learning model ⋮ Unbalanced panel data: a survey ⋮ Three-dimensional panel data models with interactive effects: estimation and simulation ⋮ Semiparametric model average prediction in panel data analysis ⋮ Testing for serial correlation in hierarchical linear models ⋮ Estimation for the multi-way error components model with ill-conditioned panel data ⋮ Testing for serial correlation in three-dimensional panel data models ⋮ Nested random effects estimation in unbalanced panel data ⋮ Estimating multi-way error components models with unbalanced data structures.

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