A transformation for heteroscedastic error components regression models

DOI10.1016/0165-1765(88)90161-9zbMath1328.62437OpenAlexW2020137325WikidataQ127975201 ScholiaQ127975201MaRDI QIDQ900167

William C. Randolph

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90161-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)

Related Items (5)

Joint LM test for homoskedasticity in a one-way error component model ⋮ Bayesian estimation of a random effects heteroscedastic probit model ⋮ A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model ⋮ Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence ⋮ IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE

Cites Work

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• Random group effects and the precision of regression estimates
• Transformations for Estimation of Linear Models with Nested-Error Structure
• Approximate Normality of Generalized Least Squares Estimates
• Estimators for the One-Way Random Effects Model with Unequal Error Variances
• Estimating Regression Models with Multiplicative Heteroscedasticity
• The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
• Some Estimators for a Linear Model with Random Coefficients

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