March 1, 1970

Efficient Inference in a Random Coefficient Regression Model

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Resumen

Computes a GLS matrix weighted estimator for a panel data set. meangroup.src does a similar estimator, but uses simple weighted average rather than a matrix-weighted average. Swamy(1970), Efficient Inference in a Random Coefficient Regression Model, Econometrica, vol 38, 311-323. (This abstract was borrowed from another version of this item.)

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P. A. V. B. Swamy (Sun,) studied this question.

synapsesocial.com/papers/69d7eb27a2a48916bbbee4b4 https://doi.org/https://doi.org/10.2307/1913012

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