Estimation of nonlinear random coefficient models

Nonlinear random coefficient models are found to be useful in growth studies and pharmacokinetic experiments. Several methods exist in the literature for estimating the parameters of such models. The properties of the estimators are not well studied. In this paper we summarize different estimation methods and examine some of their properties. We give an example that shows that most of the commonly used estimators are inconsistent.

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Year of publication:	1995
Authors:	Ramos, Rogelio Q. ; Pantula, Sastry G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 24.1995, 1, p. 49-56
Publisher:	Elsevier
Keywords:	Generalized least squares Extended least squares Asymptotic normality Mixed effects and random effects

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254358