The Exact Finite Sample Properties of the Estimators of Coefficients in Mixed Dummy-Variable Error Components Model | ||||
The Egyptian Statistical Journal | ||||
Article 3, Volume 39, Issue 1, June 1995, Page 26-50 PDF (10.04 MB) | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.1995.314795 | ||||
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Authors | ||||
G. A. Ghazal* ; S. I. Mira | ||||
Institute of Statistical Studies & Research, Cairo University, Egypt | ||||
Abstract | ||||
A multivariate mixed dummy variable-error components model is specified. An efficient two-stage method for estimating the parameters of the multivariate mixed model is also given. Finally, some exact finite-sample properties of the two-step estimators for the parameters of the model are derived. | ||||
Keywords | ||||
Covariance Models; Error Components Models; and Gauss' Hypergeometric Functions | ||||
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