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回归的混合模型AI 解读

This paper gives a selt-contained analysis of a mixed model for regressions. The model differs from the ordinary covariance model as well as from the error components regression model considered by Mundlak (1963), Wallace & Hussain (1969) and some other writers. A single-equation mixed regression model is specified and its connexion with Spjøtvoll's mixed model (1966) for analysis of variance is examined . An different two-stage method for estimating the parameters of the…

A mixed model of regression with error components is proposed as one of possible interest for combining cross section and time series data. For known variances, it is shown that Aitken estimators and covariance estimators are in one sense asymptotically equivalent, even though the Aitken estimators are more efficient in small samples. Turning to unknown variance components, Zellner-type iterative estimators are compared with covariance estimators. Here, few small sample…

回归的混合模型AI 解读

This paper gives a selt-contained analysis of a mixed model for regressions. The model differs from the ordinary covariance model as well as from the error components regression model considered by Mundlak (1963), Wallace & Hussain (1969) and some other writers. A single-equation mixed regression model is specified and its connexion with Spjøtvoll's mixed model (1966) for analysis of variance is examined . An different two-stage method for estimating the parameters of the…