Optimal designs for minimax-criteria in random coefficient regression models
نویسندگان
چکیده
منابع مشابه
Robust Estimators for Random Coefficient Regression Models
Random coefficient regression models have received considerable attention, especially from econometricians. Previous work has assumed that the coefficients have normal distributions. The variances of the coefficients have, in previous papers, been estimated by maximum likelihood or by least squares methodology applied to the squared residuals from a preliminary (unweighted) fit. Maximum likelih...
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ژورنال
عنوان ژورنال: Statistical Papers
سال: 2019
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-018-01072-w