Estimation on random coefficient model with unbalanced data

被引：1

作者：

Fujisawa, H ^{[1
]}

机构：

[1] HIROSHIMA UNIV,FAC SCI,DEPT MATH,HIGASHIHIROSHIMA 739,JAPAN

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 28卷 / 03期

关键词：

consistency; random coefficient model; random effect; maximum likelihood estimator; unbalanced data;

D O I：

10.1016/0167-7152(95)00132-8

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：

We obtain useful estimators of the parameters, without recursion computations, under the random coefficient model with unbalanced data. These estimators reduce to the maximum likelihood estimators in a special case. The consistency is shown under some moderate assumptions.

引用

页码：251 / 257

页数：7

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