Inferences on the regression coefficients in panel data models: parametric bootstrap approach

被引：0
|
作者：
A. Esmaeli-Ayan
A. Malekzadeh
F. Hormozinejad
机构：
[1] Islamic Azad University,Department of Statistics, Ahvaz Branch
[2] K.N. Toosi University of Technology,Department of Computer Science and Statistics, Faculty of Mathematics
来源：
Mathematical Sciences | 2020年 / 14卷
关键词：
Parametric bootstrap; Panel data; Regression coefficient; Confidence region;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This article presents a parametric bootstrap approach to inference on the regression coefficients in panel data models. We aim to propose a method that is easily applicable for implement hypothesis testing and construct confidence interval of the regression coefficients vector of balanced and unbalanced panel data models. We show the results of our simulation study to compare of our parametric bootstrap approach with other approaches and approximated methods based on a Monte Carlo simulation study.
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页码：67 / 73
页数：6
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