The Exact Finite Sample Properties of the Estimators of Coefficients in Mixed Dummy-Variable Error Components Model | ||
| The Egyptian Statistical Journal | ||
| Article 2, Volume 39, Issue 1, June 1995, Pages 26-50 | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1995.314795 | ||
| Authors | ||
| G. A. Ghazal; S. I. Mira | ||
| Abstract | ||
| A multivariate mixed dummy variable-error components model is specified. An efficient two-stage method for estimating the parameters of the multivariate mixed model is also given. Finally, some exact finite-sample properties of the two-step estimators for the parameters of the model are derived. | ||
| Keywords | ||
| Covariance Models; Error Components Models; and Gauss' Hypergeometric Functions | ||
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