Efficient Inference in a Random Coefficient Regression Model

19702,207 citationsJournal Article

Authors

Abstract

Computes a GLS matrix weighted estimator for a panel data set. meangroup.src does a similar estimator, but uses simple weighted average rather than a matrix-weighted average. Swamy(1970), Efficient Inference in a Random Coefficient Regression Model, Econometrica, vol 38, 311-323. (This abstract was borrowed from another version of this item.)

Topics & Keywords

Regional Development and Policy Spatial and Panel Data Analysis Regional Economic and Spatial Analysis

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Econometrica

Volume 38, Issue 2, pp. 311-311

DOI: 10.2307/1913012

Field-Weighted Citation Impact: 131.53