A note on S2 in a spatially correlated error components regression model for panel data
โ Scribed by Seuck Heun Song; Jaejun Lee
- Book ID
- 116422056
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 138 KB
- Volume
- 101
- Category
- Article
- ISSN
- 0165-1765
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๐ SIMILAR VOLUMES
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.
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