Efficient pseudo-Gaussian and rank-based detection of random regression coefficients
Random coefficient regression models are the regression counterparts of the classical
random effects models in Analysis of Variance and panel data analysis. While several …
random effects models in Analysis of Variance and panel data analysis. While several …
Approximate Bayesian estimator for the random-coefficients model
JJL Wang - Communications in Statistics-Simulation and …, 2024 - Taylor & Francis
This article constructs an approximate Bayesian estimator for the parameter vector consisted
of variance components in a random-coefficients regression (RCR) model with unbalanced …
of variance components in a random-coefficients regression (RCR) model with unbalanced …
Pseudo-Gaussian and Rank-Based Tests for First-Order Superdiagonal Bilinear Models in Panel Data
In this paper, locally asymptotically optimal (in the Hajek-Le Cam sense) parametric, pseudo-
Gaussian and rank-based procedures are proposed for the problem of testing randomness …
Gaussian and rank-based procedures are proposed for the problem of testing randomness …