The article investigates by means of Monte Carlo experiments the performance of the ML method, the MINQUE method and several other two-step Generalized Least Squares methods in estimating the slope coefficient in a variance components model. It concludes that in models with no lagged dependent variables there is nothing much to choose among these estimators.
No takes yet. Share an insight, caveat, or question.
Maddala et al. (1973) studied this question.
Synapse has enriched 4 closely related papers on similar clinical questions. Consider them for comparative context: