Efficient Inference in a Random Coefficient Regression Model
1970/03/01 by P. A. V. B. Swamy · 2,264 citations
Economics, Econometrics and Finance · Mathematics · Social Sciences · #Artificial intelligence #Computer science #Econometrics #Inference #Mathematics #Regional Development and Policy #Regional Economic and Spatial Analysis #Regression #Regression analysis #Spatial and Panel Data Analysis #Statistics
paper · doi:10.2307/1913012
published in Econometrica 38(2), 311 (Wiley)
openalex publication_date 1970/03/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
Abstract
Computes a GLS matrix weighted estimator for a panel data set. meangroup.src does a similar estimator, but uses simple weighted average rather than a matrix-weighted average. Swamy(1970), Efficient Inference in a Random Coefficient Regression Model, Econometrica, vol 38, 311-323. (This abstract was borrowed from another version of this item.)
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