Statistical Inference in Random Coefficient Regression Models
This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substa...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
1971
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| Ausgabe: | 1st ed. 1971 |
| Schriftenreihe: | Lecture Notes in Economics and Mathematical Systems
55 |
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| 245 | 1 | 0 | |a Statistical Inference in Random Coefficient Regression Models |c by P.A.V.B. Swamy |
| 250 | |a 1st ed. 1971 | ||
| 264 | 1 | |a Berlin, Heidelberg |b Springer Berlin Heidelberg |c 1971 | |
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| 490 | 0 | |a Lecture Notes in Economics and Mathematical Systems |v 55 | |
| 520 | |a This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substance of two subsequent papers: "Efficient methods of estimating a regression equation with equi-correlated disturbances", and "The exact finite sample properties of estimators of coefficients in error components regression models" (with Arora) which form the basis for Chapters 11 and III respectively. One way of increasing the amount of statistical information is to assemble the cross-sections of successive years. To analyze such a body of data the traditional linear regression model is not appropriate and we have to introduce some additional complications and assumptions due to the hetero geneity of behavior among individuals. These complications have been discussed in this monograph. Limitations of economic data, particularly their non-experimental nature, do not permit us to know a priori the correct specification of a model. I have considered several different sets of assumptionR about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals | ||
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Datensatz im Suchindex
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| author | Swamy, P.A.V.B |
| author_facet | Swamy, P.A.V.B |
| author_role | aut |
| author_sort | Swamy, P.A.V.B |
| author_variant | p s ps |
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| bvnumber | BV046871343 |
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| dewey-full | 330.1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
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| dewey-search | 330.1 |
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| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-642-80653-7 |
| edition | 1st ed. 1971 |
| format | Electronic eBook |
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| indexdate | 2025-01-27T13:57:54Z |
| institution | BVB |
| isbn | 9783642806537 |
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| series2 | Lecture Notes in Economics and Mathematical Systems |
| spelling | Swamy, P.A.V.B. Verfasser aut Statistical Inference in Random Coefficient Regression Models by P.A.V.B. Swamy 1st ed. 1971 Berlin, Heidelberg Springer Berlin Heidelberg 1971 1 Online-Ressource (VIII, 210 p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Economics and Mathematical Systems 55 This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substance of two subsequent papers: "Efficient methods of estimating a regression equation with equi-correlated disturbances", and "The exact finite sample properties of estimators of coefficients in error components regression models" (with Arora) which form the basis for Chapters 11 and III respectively. One way of increasing the amount of statistical information is to assemble the cross-sections of successive years. To analyze such a body of data the traditional linear regression model is not appropriate and we have to introduce some additional complications and assumptions due to the hetero geneity of behavior among individuals. These complications have been discussed in this monograph. Limitations of economic data, particularly their non-experimental nature, do not permit us to know a priori the correct specification of a model. I have considered several different sets of assumptionR about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Inferenzstatistik (DE-588)4247120-5 gnd rswk-swf Operations Research (DE-588)4043586-6 gnd rswk-swf Regressionsmodell (DE-588)4127980-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Inferenzstatistik (DE-588)4247120-5 s Regressionsmodell (DE-588)4127980-3 s DE-604 Operations Research (DE-588)4043586-6 s Erscheint auch als Druck-Ausgabe 9783540056034 Erscheint auch als Druck-Ausgabe 9783642806544 https://doi.org/10.1007/978-3-642-80653-7 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Swamy, P.A.V.B Statistical Inference in Random Coefficient Regression Models Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Inferenzstatistik (DE-588)4247120-5 gnd Operations Research (DE-588)4043586-6 gnd Regressionsmodell (DE-588)4127980-3 gnd |
| subject_GND | (DE-588)4247120-5 (DE-588)4043586-6 (DE-588)4127980-3 (DE-588)4113937-9 |
| title | Statistical Inference in Random Coefficient Regression Models |
| title_auth | Statistical Inference in Random Coefficient Regression Models |
| title_exact_search | Statistical Inference in Random Coefficient Regression Models |
| title_full | Statistical Inference in Random Coefficient Regression Models by P.A.V.B. Swamy |
| title_fullStr | Statistical Inference in Random Coefficient Regression Models by P.A.V.B. Swamy |
| title_full_unstemmed | Statistical Inference in Random Coefficient Regression Models by P.A.V.B. Swamy |
| title_short | Statistical Inference in Random Coefficient Regression Models |
| title_sort | statistical inference in random coefficient regression models |
| topic | Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Inferenzstatistik (DE-588)4247120-5 gnd Operations Research (DE-588)4043586-6 gnd Regressionsmodell (DE-588)4127980-3 gnd |
| topic_facet | Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Inferenzstatistik Operations Research Regressionsmodell Hochschulschrift |
| url | https://doi.org/10.1007/978-3-642-80653-7 |
| work_keys_str_mv | AT swamypavb statisticalinferenceinrandomcoefficientregressionmodels |