𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The bias of some estimators for panel data models with measurement errors

✍ Scribed by E. Biørn

Publisher
Springer-Verlag
Year
1992
Tongue
English
Weight
825 KB
Volume
17
Category
Article
ISSN
0377-7332

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the bias of the OLS estimator in a no
On the bias of the OLS estimator in a nonstationary dynamic panel data model
✍ Jean-Yves Pitarakis 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 297 KB

This paper derives the joint moment generating function of two quadratic forms appearing in the OLS estimator from a dynamic panel data model. The result is then used to investigate the effect of the cross-section dimension on the asymptotic bias. (~

Some bounds for the error of an estimato
Some bounds for the error of an estimator of the hazard function with censored data
✍ Qi-Hua Wang 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 97 KB

This paper considers the estimator of the hazard function with censored data due to Diehl and Stute [1988, Kernel density and hazard function estimation in the presence of censoring. J. Multivariate Anal. 25, 299 -310] Counting process martingal techniques are used to obtain three bounds for the err

Covariate measurement error and the esti
Covariate measurement error and the estimation of random effect parameters in a mixed model for longitudinal data
✍ Tor D. Tosteson; John P. Buonaccorsi; Eugene Demidenko 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 163 KB 👁 3 views

We explore the effects of measurement error in a time-varying covariate for a mixed model applied to a longitudinal study of plasma levels and dietary intake of beta-carotene. We derive a simple expression for the bias of large sample estimates of the variance of random effects in a longitudinal mod