Abstract
In this chapter we modify Rao’s statistical theory to suit our study of non-experimental situations. We restrict ourselves to situations where we have panel data. We specify a regression equation with coefficients random across units but coming from the same multivariate distribution. We develop an estimation procedure which produces at least asymptotically efficient estimators of the parameters of the model.
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© 1971 Springer-Verlag Berlin · Heidelberg
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Swamy, P.A.V.B. (1971). Statistical Inference in Random Coefficient Regression Models Using Panel Data. In: Statistical Inference in Random Coefficient Regression Models. Lecture Notes in Operations Research and Mathematical Systems, vol 55. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-80653-7_4
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DOI: https://doi.org/10.1007/978-3-642-80653-7_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-05603-4
Online ISBN: 978-3-642-80653-7
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