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, Pages 26-50 PDF (10.04 M) | ||
Document Type: Original Article | ||
DOI: 10.21608/esju.1995.314795 | ||
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 | ||
Statistics Article View: 101 PDF Download: 9 |