Random Coefficient Models ∗ Nicholas
نویسنده
چکیده
منابع مشابه
On the inefficiency of the restricted maximum likelihood
The restricted maximum likelihood is preferred by many to the full maximum likelihood for estimation with variance component and other random coefficient models, because the variance estimator is unbiased. It is shown that this unbiasedness is accompanied in some balanced designs by an inflation of the mean squared error. An estimator of the cluster-level variance that is uniformly more efficie...
متن کاملEstimation of Variance Components for Body Weight of Moghani Sheep Using B-Spline Random Regression Models
The aim of the present study was the estimation of (co) variance components and genetic parameters for body weight of Moghani sheep, using random regression models based on B-Splines functions. The data set included 9165 body weight records from 60 to 360 days of age from 2811 Moghani sheep, collected between 1994 to 2013 from Jafar-Abad Animal Research and Breeding Institute, Ardabil province,...
متن کاملDynamic Random Coefficient Models A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models
In this note we look at sufficient conditions for stationarity of a simple random coefficient model and find that this model is guaranteed to be stationary under strict conditions. JEL codes: C22
متن کاملAn Evaluation of Four Electrolyte Models for the Prediction of Thermodynamic Properties of Aqueous Electrolyte Solutions
In this work, the performance of four electrolyte models for prediction the osmotic and activity coefficients of different aqueous salt solutions at 298 K, atmospheric pressure and in a wide range of concentrations are evaluated. In two of these models, (electrolyte Non-Random Two-Liquid e-NRTL and Mean Spherical Approximation-Non-Random Two-Liquid MSA-NRTL), association between ions of opposit...
متن کاملSome Random Coefficient Models with Laplace Marginals
In this paper, we study a first order random coefficient autoregressive model with Laplace distribution as marginal. A random coefficient moving average model of order one with Laplace as marginal distribution is introduced and its properties are studied. By combining the two models, we develop a first order random coefficient autoregressive moving average model with Laplace marginal and discus...
متن کامل