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Efficient Inference in a Random Coefficient Regression Model

1970/03/01 by P. A. V. B. Swamy · 44 citations
Social Sciences · Economics, Econometrics and Finance · #Regional Development and Policy #Spatial and Panel Data Analysis #Regional Economic and Spatial Analysis

paper · doi:10.2307/1913012

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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