This paper studies the sensitivity of random effects estimators in the one-way error component regression model. Maddala and Mount (1973) [6] give simulation evidence that in random effects models the properties of the feasible GLS estimator are not affected by the choice of the first-step...

We discuss how to generalize the concept of vector derivative to matrix derivative, propose two definitions, a 'broad' and a 'narrow' one, compare the two definitions, and argue in favor of the narrow definition.