Regression with random coefficients
β Scribed by Johnson, L
- Book ID
- 122389609
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 862 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0305-0483
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This paper considers the problem of sequential point estimation and ΓΏxed accuracy conΓΏdence set procedures of parameters in a stochastic regression model with random coe cients. The sequential estimator proposed is based on the least-squares estimator and is shown to be risk e cient as the cost of e
Much attention has been given to the problem ofpredicting future obeervatiomfor some individual within a random coefficient regreasion (RCR) model, using the previous observations on that individual aa well es the information from the re& of the data material. In thia paper, the literature on this s