Advances and Applications in Statistics
Volume 5, Issue 2, Pages 247 - 256
(August 2005)
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FINITE SAMPLE PROPERTIES OF THE RANDOM COEFFICIENTS REGRESSION MODEL
Ahmed H. Youssef (Egypt)
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Abstract: Random coefficients regression (RCR) model provides a useful analysis for cross section and time series data in Economics, and growth-curve data in Biological and Agricultural experiments. In this paper, we introduce a new RCR estimator and its properties. We compare the variance covariance matrix of our new RCR estimator with that of generalized least squares in RCR model. We found that the new estimator is unbiased and has minimum variance. We also derive the coefficient of determination for the RCR model. |
Keywords and phrases: random coefficients regression model, cross-section and time series data, and growth-curve data, coefficient of determination. |
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