𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A note on S2 in a linear regression model based on two-stage sampling data

✍ Scribed by Seuck Heun Song

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
70 KB
Volume
43
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

The ordinary least-squares-based estimator of the disturbance variance is shown to be asymptotically unbiased and weakly consistent irrespective of restrictions on the nonstochastic regressor matrix, when a regression model uses the data collected by a two-stage sampling.

πŸ“œ SIMILAR VOLUMES

A Note on Including Time-dependent Covar
A Note on Including Time-dependent Covariate in Regression Model for Competing Risks Data
✍ A. Latouche; R. Porcher; S. Chevret πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 130 KB πŸ‘ 1 views

Recently, regression analysis of the cumulative incidence function has gained interest in competing risks data analysis, through the model proposed by Fine and Gray (JASA 1999; 94: 496-509). In this note, we point out that inclusion of time-dependent covariates in this model can lead to serious bias

Estimating future stage entry and occupa
Estimating future stage entry and occupation probabilities in a multistage model based on randomly right-censored data
✍ Somnath Datta; Glen A. Satten πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 94 KB

A general multistage model is considered where all individuals start at a given initial stage at time zero. Based on randomly right-censored data, we provide both individual-speciΓΏc and overall estimates of the probabilities of entry to a future stage. We also provide normalized estimators of the pr