Some Estimators for a Random Coefficient Regression Model
- 1 June 1973
- journal article
- research article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 68 (342) , 329-335
- https://doi.org/10.1080/01621459.1973.10482428
Abstract
The justification of applying a random coefficient regression model in econometric work has been discussed by numerous econometricians. Hildreth and Houck have derived a set of consistent estimators for such a model. Alternatives to these are developed but analytic attempts to ascertain the small sampling properties of these alternative estimators have not been very successful so far. A Monte Carlo experiment is made and the relative performance of these estimators is described.Keywords
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