Estimation on random coefficient model with unbalanced data

We obtain useful estimators of the parameters, without recursion computations, under the random coefficient model with unbalanced data. These estimators reduce to the maximum likelihood estimators in a special case. The consistency is shown under some moderate assumptions.

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Year of publication:	1996
Authors:	Fujisawa, Hironori
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 3, p. 251-257
Publisher:	Elsevier
Keywords:	Consistency Random coefficient model Random effect Maximum likelihood estimator Unbalanced data

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

Persistent link: https://www.econbiz.de/10005138183