On the Performance of the Ordinary Least Squares Method Under an Error Component Model

Starting from the one-dimensional results by Wang et al (1994) we consider the performance of the ordinary least squares estimator in comparison to the best linear unbiased estimator under an error component model with random effects in units and tons. Upper bounds are derived for the first-order approximation to the difference between both estimators and for the spectral norm of the difference between their dispersion matrices

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Year of publication:	1998
Authors:	Mukhopadhyay, Parimal ; Schwabe, Rainer
Publisher:	[S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Metrika, Vol. 47, No. 3, June 1998 Volltext nicht verfügbar
Classification:	C10 - Econometric and Statistical Methods: General. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014219445