Standard-error Correction in Two-stage Optimization Models: A Quasi–maximum Likelihood Estimation Approach
نویسندگان
چکیده
منابع مشابه
Standard error correction in two-stage estimation with nested samples
Data at different levels of aggregation are often used in two-stage estimation, with estimates obtained at the higher level of aggregation entering the estimation at the lower level of aggregation. An example is customers within markets: first-stage estimates on market data provide variables that enter the second-stage model on customers. We derive the asymptotic covariance matrix of the second...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2018
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x1801800113