Search Results - subject:"Error components"

Cooperative and Noncooperative Multi-Level Programming

Nishizaki, Ichirō (contributor); … - 2009

Persistent link: https://www.econbiz.de/10013521190

Identification of outliers in a one-way random effects model

Wellmann, Jürgen; Gather, Ursula - 2000

We distinguish between three types of outliers in a one-way random effects model. These are formally described in terms of their position relative to the main part of the observations. We propose simple rules for identifying such outliers and give an example which involves median-based statistics.

Persistent link: https://www.econbiz.de/10009783015

A Score Test for Individual Heteroscedasticity in a One-way Error Components Model

HOLLY, Alberto; GARDIOL, Lucien - Départment d'économétrie et d'économie politique … - 1999

the error components are normally distributed. We first establish, under a specific set of assumptions, the asymptotic …The purpose of this paper is to derive a Rao's efficient score statistic for testing for heteroscedasticity in an error … components model with only individual effects. We assume that the individual effect exists and therefore do not test for it. In …

Persistent link: https://www.econbiz.de/10005518774

Tests for Unbalanced Error Component Models Under Local Misspecication

Escudero, Walter Sosa; Bera, Anil K. - Facultad de Ciencias Económicas, Universidad Nacional … - 2008

This paper derives unbalanced versions of the tests statistics for ¯rst order serial correlation and random individual e®ects summarized in Sosa Escudero and Bera (2001), and updates their xttest1 routine. The derived tests statistics should be useful for applied researchers faced with the...

Persistent link: https://www.econbiz.de/10005550839

The Performance Impacts of Coaching : A Multilevel Analysis using Hierarchical Linear Modeling

Agarwal, Ritu; Angst, Corey M.; Magni, Massimo - 2008

Drawing on the conceptual foundations of feedback and behavior modeling we investigate the effects of managers' coaching intensity on the performance of those they supervise, at multiple levels of an organizational hierarchy. Data from 328 sales associates reporting to 114 middle managers, and...

Persistent link: https://www.econbiz.de/10014214421

Poverty, household composition, and welfare states : a multi-level analysis of 22 countries

Tai, Tsui-o (contributor); Treas, Judith (contributor) - 2008

Persistent link: https://www.econbiz.de/10003800391

Latent lifestyle preferences and household location decisions

Walker, Joan; Li, Jieping - In: Journal of Geographical Systems 9 (2007) 1, pp. 77-101

Persistent link: https://www.econbiz.de/10005719154

Flexible substitution patterns in models of mode and time of day choice: new evidence from the UK and the Netherlands

Hess, Stephane; Polak, John; Daly, Andrew; Hyman, Geoffrey - In: Transportation 34 (2007) 2, pp. 213-238

and the Netherlands and uses error components logit models to investigate the patterns of substitution between mode and …

Persistent link: https://www.econbiz.de/10005722759

A Full Heteroscedastic One-Way Error Components Model for Incomplete Panel : Maximum Likelihood Estimation and Lagrange Multiplier Testing

LEJEUNE, Bernard - Center for Operations Research and Econometrics (CORE), … - 1996

In this paper, we study maximum likelihood estimation and Lagrange multiplier testing of a one-way error components …

Persistent link: https://www.econbiz.de/10005008551

Aggregate Versus Disaggregate Data in Measuring School Quality

Richter, Francisca; Brorsen, B. - In: Journal of Productivity Analysis 25 (2006) 3, pp. 279-289

This article develops a measure of efficiency to use with aggregated data. Unlike the most commonly used efficiency measures, our estimator adjusts for the heteroskedasticity created by aggregation. Our estimator is compared to estimators currently used to measure school efficiency. Theoretical...

Persistent link: https://www.econbiz.de/10005543008