THE ASYMPTOTIC-DISTRIBUTION OF THE FIXED EFFECTS ESTIMATOR FOR NONLINEAR-REGRESSION

被引：0

作者：

DAS, S ^{[1
]}

机构：

[1] INDIANA UNIV,DEPT ECON,BLOOMINGTON,IN 47401

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1993年 / 35卷 / 03期

关键词：

NONLINEAR REGRESSION; PANEL DATA; UNOBSERVED HETEROGENEITY; FIXED EFFECTS;

D O I：

10.1016/0378-3758(93)90015-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For panel data sets the fixed effects estimator available for the linear regression model is generalized to the nonlinear regression case. The asymptotic distribution of the estimator and its computational procedure is given. The estimator is then illustrated by estimating fuel coefficient of cement using panel data on cement plants in the U.S.

引用

页码：269 / 277

页数：9

共 50 条

[1] ASYMPTOTIC-DISTRIBUTION OF AN ESTIMATOR OF THE VARIANCE OF OBSERVATIONS IN A NONLINEAR-REGRESSION MODEL
GRIGOREV, YD
[J]. AUTOMATION AND REMOTE CONTROL, 1990, 51 (04) : 452 - 458
[2] THE ASYMPTOTIC-DISTRIBUTION OF NONLINEAR-REGRESSION PARAMETER ESTIMATES - IMPROVING THE APPROXIMATION
HOUGAARD, P
[J]. INTERNATIONAL STATISTICAL REVIEW, 1988, 56 (03) : 221 - 233
[3] THE APPROPRIATENESS OF THE ASYMPTOTIC-DISTRIBUTION IN A NONLINEAR-REGRESSION MODEL IN RELATION TO CURVATURE
HOUGAARD, P
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1985, 47 (01): : 103 - 114
[4] ON THE ASYMPTOTIC-DISTRIBUTION OF THE MULTIVARIATE REGRESSION ESTIMATOR
CHANG, DS
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1984, 11 (04) : 247 - 255
[5] THE ASYMPTOTIC-DISTRIBUTION OF THE ESTIMATOR FOR THE REGRESSION PARAMETER IN COX REGRESSION-MODEL
NAES, T
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1982, 9 (02) : 107 - 115
[6] ASYMPTOTIC-EXPANSION FOR DISTRIBUTION OF LEAST-SQUARES ESTIMATOR OF NONLINEAR-REGRESSION PARAMETER
IVANOV, AV
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1976, 21 (03) : 557 - 570
[7] ASYMPTOTIC-DISTRIBUTION OF THE QUADRATIC DEVIATION OF THE REGRESSION CURVE RECURSIVE ESTIMATOR
KOUKHALEISHVILI, RE
[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 1990, 19 (01) : 89 - 96
[8] NONLINEAR-REGRESSION AND ASYMPTOTIC INFERENCE
KASS, RE
[J]. BIOMETRICS, 1983, 39 (04) : 1118 - 1118
[9] ASYMPTOTIC THEORY OF LEAST-SQUARES ESTIMATOR OF A PARTICULAR NONLINEAR-REGRESSION MODEL
KUNDU, D
[J]. STATISTICS & PROBABILITY LETTERS, 1993, 18 (01) : 13 - 17
[10] ASYMPTOTIC THEORY OF LEAST-SQUARES ESTIMATOR IN A NONREGULAR NONLINEAR-REGRESSION MODEL
RAO, BLSP
[J]. STATISTICS & PROBABILITY LETTERS, 1985, 3 (01) : 15 - 18

← 1 2 3 4 5 →